ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
12 Dec 2024 10:24 AM IST
| ADANIENSOL 26DEC2024 840 CE | ||||||||||
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Delta: 0.26
Vega: 0.51
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 792.80 | 9.7 | -4.20 | 40.43 | 413 | 81 | 1,384 | |||
| 11 Dec | 791.50 | 13.9 | -0.20 | 46.93 | 760 | 57 | 1,299 | |||
| 10 Dec | 784.55 | 14.1 | -11.15 | 49.24 | 1,196 | 151 | 1,240 | |||
| 9 Dec | 803.45 | 25.25 | -2.00 | 55.01 | 648 | 3 | 1,088 | |||
| 6 Dec | 808.35 | 27.25 | -9.05 | 51.73 | 805 | 96 | 1,085 | |||
| 5 Dec | 822.80 | 36.3 | -2.80 | 52.93 | 1,637 | 3 | 989 | |||
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| 4 Dec | 813.45 | 39.1 | 9.30 | 56.39 | 1,380 | 109 | 976 | |||
| 3 Dec | 801.85 | 29.8 | -12.20 | 55.14 | 2,086 | 43 | 870 | |||
| 2 Dec | 807.00 | 42 | -13.80 | 66.11 | 2,370 | 194 | 824 | |||
| 29 Nov | 840.50 | 55.8 | 66.88 | 7,140 | 634 | 634 | ||||
For Adani Energy Solution Ltd - strike price 840 expiring on 26DEC2024
Delta for 840 CE is 0.26
Historical price for 840 CE is as follows
On 12 Dec ADANIENSOL was trading at 792.80. The strike last trading price was 9.7, which was -4.20 lower than the previous day. The implied volatity was 40.43, the open interest changed by 81 which increased total open position to 1384
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 13.9, which was -0.20 lower than the previous day. The implied volatity was 46.93, the open interest changed by 57 which increased total open position to 1299
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 14.1, which was -11.15 lower than the previous day. The implied volatity was 49.24, the open interest changed by 151 which increased total open position to 1240
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 25.25, which was -2.00 lower than the previous day. The implied volatity was 55.01, the open interest changed by 3 which increased total open position to 1088
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 27.25, which was -9.05 lower than the previous day. The implied volatity was 51.73, the open interest changed by 96 which increased total open position to 1085
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 36.3, which was -2.80 lower than the previous day. The implied volatity was 52.93, the open interest changed by 3 which increased total open position to 989
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 39.1, which was 9.30 higher than the previous day. The implied volatity was 56.39, the open interest changed by 109 which increased total open position to 976
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 29.8, which was -12.20 lower than the previous day. The implied volatity was 55.14, the open interest changed by 43 which increased total open position to 870
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 42, which was -13.80 lower than the previous day. The implied volatity was 66.11, the open interest changed by 194 which increased total open position to 824
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 55.8, which was lower than the previous day. The implied volatity was 66.88, the open interest changed by 634 which increased total open position to 634
| ADANIENSOL 26DEC2024 840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.52
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 792.80 | 53.95 | -4.05 | 41.33 | 19 | -6 | 146 |
| 11 Dec | 791.50 | 58 | -11.45 | 47.98 | 24 | -13 | 153 |
| 10 Dec | 784.55 | 69.45 | 12.55 | 58.23 | 67 | 8 | 165 |
| 9 Dec | 803.45 | 56.9 | -0.65 | 55.83 | 17 | 2 | 155 |
| 6 Dec | 808.35 | 57.55 | 8.85 | 54.97 | 222 | 9 | 153 |
| 5 Dec | 822.80 | 48.7 | -3.40 | 53.59 | 169 | 17 | 145 |
| 4 Dec | 813.45 | 52.1 | -13.50 | 55.33 | 206 | 20 | 125 |
| 3 Dec | 801.85 | 65.6 | -6.45 | 56.39 | 205 | -30 | 104 |
| 2 Dec | 807.00 | 72.05 | 6.25 | 67.16 | 506 | 19 | 132 |
| 29 Nov | 840.50 | 65.8 | 67.96 | 468 | 116 | 116 | |
For Adani Energy Solution Ltd - strike price 840 expiring on 26DEC2024
Delta for 840 PE is -0.73
Historical price for 840 PE is as follows
On 12 Dec ADANIENSOL was trading at 792.80. The strike last trading price was 53.95, which was -4.05 lower than the previous day. The implied volatity was 41.33, the open interest changed by -6 which decreased total open position to 146
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 58, which was -11.45 lower than the previous day. The implied volatity was 47.98, the open interest changed by -13 which decreased total open position to 153
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 69.45, which was 12.55 higher than the previous day. The implied volatity was 58.23, the open interest changed by 8 which increased total open position to 165
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 56.9, which was -0.65 lower than the previous day. The implied volatity was 55.83, the open interest changed by 2 which increased total open position to 155
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 57.55, which was 8.85 higher than the previous day. The implied volatity was 54.97, the open interest changed by 9 which increased total open position to 153
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 48.7, which was -3.40 lower than the previous day. The implied volatity was 53.59, the open interest changed by 17 which increased total open position to 145
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 52.1, which was -13.50 lower than the previous day. The implied volatity was 55.33, the open interest changed by 20 which increased total open position to 125
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 65.6, which was -6.45 lower than the previous day. The implied volatity was 56.39, the open interest changed by -30 which decreased total open position to 104
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 72.05, which was 6.25 higher than the previous day. The implied volatity was 67.16, the open interest changed by 19 which increased total open position to 132
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 65.8, which was lower than the previous day. The implied volatity was 67.96, the open interest changed by 116 which increased total open position to 116
