ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
12 Dec 2024 10:14 AM IST
| ADANIENSOL 26DEC2024 860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.40
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 787.70 | 6.1 | -4.20 | 43.21 | 119 | 44 | 557 | |||
| 11 Dec | 791.50 | 10.3 | -0.10 | 49.04 | 363 | -21 | 513 | |||
| 10 Dec | 784.55 | 10.4 | -9.30 | 50.72 | 602 | 13 | 534 | |||
| 9 Dec | 803.45 | 19.7 | -0.90 | 56.21 | 467 | 35 | 522 | |||
| 6 Dec | 808.35 | 20.6 | -7.50 | 51.62 | 410 | 1 | 486 | |||
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| 5 Dec | 822.80 | 28.1 | -2.90 | 52.45 | 804 | 26 | 489 | |||
| 4 Dec | 813.45 | 31 | 7.50 | 55.99 | 807 | 68 | 459 | |||
| 3 Dec | 801.85 | 23.5 | -11.50 | 55.28 | 1,180 | -19 | 390 | |||
| 2 Dec | 807.00 | 35 | -11.50 | 66.25 | 1,338 | 130 | 409 | |||
| 29 Nov | 840.50 | 46.5 | 65.92 | 1,978 | 281 | 281 | ||||
For Adani Energy Solution Ltd - strike price 860 expiring on 26DEC2024
Delta for 860 CE is 0.18
Historical price for 860 CE is as follows
On 12 Dec ADANIENSOL was trading at 787.70. The strike last trading price was 6.1, which was -4.20 lower than the previous day. The implied volatity was 43.21, the open interest changed by 44 which increased total open position to 557
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 10.3, which was -0.10 lower than the previous day. The implied volatity was 49.04, the open interest changed by -21 which decreased total open position to 513
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 10.4, which was -9.30 lower than the previous day. The implied volatity was 50.72, the open interest changed by 13 which increased total open position to 534
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 19.7, which was -0.90 lower than the previous day. The implied volatity was 56.21, the open interest changed by 35 which increased total open position to 522
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 20.6, which was -7.50 lower than the previous day. The implied volatity was 51.62, the open interest changed by 1 which increased total open position to 486
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 28.1, which was -2.90 lower than the previous day. The implied volatity was 52.45, the open interest changed by 26 which increased total open position to 489
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 31, which was 7.50 higher than the previous day. The implied volatity was 55.99, the open interest changed by 68 which increased total open position to 459
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 23.5, which was -11.50 lower than the previous day. The implied volatity was 55.28, the open interest changed by -19 which decreased total open position to 390
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 35, which was -11.50 lower than the previous day. The implied volatity was 66.25, the open interest changed by 130 which increased total open position to 409
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 46.5, which was lower than the previous day. The implied volatity was 65.92, the open interest changed by 281 which increased total open position to 281
| ADANIENSOL 26DEC2024 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 787.70 | 75.9 | 0.00 | 0.00 | 0 | 5 | 0 |
| 11 Dec | 791.50 | 75.9 | 9.40 | 53.34 | 11 | 3 | 83 |
| 10 Dec | 784.55 | 66.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 803.45 | 66.5 | 2.40 | 49.39 | 3 | 0 | 79 |
| 6 Dec | 808.35 | 64.1 | 2.40 | 45.31 | 13 | -4 | 78 |
| 5 Dec | 822.80 | 61.7 | -2.05 | 54.84 | 8 | 1 | 83 |
| 4 Dec | 813.45 | 63.75 | -9.25 | 54.73 | 60 | 15 | 82 |
| 3 Dec | 801.85 | 73 | -9.70 | 48.11 | 50 | 8 | 67 |
| 2 Dec | 807.00 | 82.7 | 8.30 | 64.53 | 103 | -9 | 65 |
| 29 Nov | 840.50 | 74.4 | 64.84 | 176 | 74 | 74 | |
For Adani Energy Solution Ltd - strike price 860 expiring on 26DEC2024
Delta for 860 PE is 0.00
Historical price for 860 PE is as follows
On 12 Dec ADANIENSOL was trading at 787.70. The strike last trading price was 75.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 75.9, which was 9.40 higher than the previous day. The implied volatity was 53.34, the open interest changed by 3 which increased total open position to 83
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 66.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 66.5, which was 2.40 higher than the previous day. The implied volatity was 49.39, the open interest changed by 0 which decreased total open position to 79
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 64.1, which was 2.40 higher than the previous day. The implied volatity was 45.31, the open interest changed by -4 which decreased total open position to 78
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 61.7, which was -2.05 lower than the previous day. The implied volatity was 54.84, the open interest changed by 1 which increased total open position to 83
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 63.75, which was -9.25 lower than the previous day. The implied volatity was 54.73, the open interest changed by 15 which increased total open position to 82
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 73, which was -9.70 lower than the previous day. The implied volatity was 48.11, the open interest changed by 8 which increased total open position to 67
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 82.7, which was 8.30 higher than the previous day. The implied volatity was 64.53, the open interest changed by -9 which decreased total open position to 65
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 74.4, which was lower than the previous day. The implied volatity was 64.84, the open interest changed by 74 which increased total open position to 74
