ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
12 Dec 2024 10:34 AM IST
| ADANIENSOL 26DEC2024 900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.40
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 800.00 | 8 | 1.60 | 57.36 | 499 | 62 | 1,098 | |||
| 11 Dec | 791.50 | 6.4 | 0.40 | 54.81 | 886 | 53 | 1,039 | |||
| 10 Dec | 784.55 | 6 | -5.30 | 54.54 | 799 | 37 | 991 | |||
| 9 Dec | 803.45 | 11.3 | -0.70 | 57.42 | 1,163 | -129 | 954 | |||
| 6 Dec | 808.35 | 12 | -4.25 | 52.99 | 880 | 67 | 1,091 | |||
| 5 Dec | 822.80 | 16.25 | -2.25 | 52.19 | 1,987 | 16 | 1,023 | |||
| 4 Dec | 813.45 | 18.5 | 4.15 | 55.13 | 2,187 | 143 | 958 | |||
| 3 Dec | 801.85 | 14.35 | -8.65 | 55.88 | 2,122 | 155 | 818 | |||
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| 2 Dec | 807.00 | 23 | -9.70 | 65.34 | 1,937 | 136 | 666 | |||
| 29 Nov | 840.50 | 32.7 | 65.42 | 4,076 | 502 | 502 | ||||
For Adani Energy Solution Ltd - strike price 900 expiring on 26DEC2024
Delta for 900 CE is 0.17
Historical price for 900 CE is as follows
On 12 Dec ADANIENSOL was trading at 800.00. The strike last trading price was 8, which was 1.60 higher than the previous day. The implied volatity was 57.36, the open interest changed by 62 which increased total open position to 1098
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 6.4, which was 0.40 higher than the previous day. The implied volatity was 54.81, the open interest changed by 53 which increased total open position to 1039
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 6, which was -5.30 lower than the previous day. The implied volatity was 54.54, the open interest changed by 37 which increased total open position to 991
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 11.3, which was -0.70 lower than the previous day. The implied volatity was 57.42, the open interest changed by -129 which decreased total open position to 954
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 12, which was -4.25 lower than the previous day. The implied volatity was 52.99, the open interest changed by 67 which increased total open position to 1091
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 16.25, which was -2.25 lower than the previous day. The implied volatity was 52.19, the open interest changed by 16 which increased total open position to 1023
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 18.5, which was 4.15 higher than the previous day. The implied volatity was 55.13, the open interest changed by 143 which increased total open position to 958
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 14.35, which was -8.65 lower than the previous day. The implied volatity was 55.88, the open interest changed by 155 which increased total open position to 818
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 23, which was -9.70 lower than the previous day. The implied volatity was 65.34, the open interest changed by 136 which increased total open position to 666
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 32.7, which was lower than the previous day. The implied volatity was 65.42, the open interest changed by 502 which increased total open position to 502
| ADANIENSOL 26DEC2024 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 800.00 | 119 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 791.50 | 119 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Dec | 784.55 | 119 | 25.90 | 62.48 | 9 | 1 | 35 |
| 9 Dec | 803.45 | 93.1 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Dec | 808.35 | 93.1 | 4.50 | 40.13 | 3 | 1 | 33 |
| 5 Dec | 822.80 | 88.6 | -3.05 | 53.42 | 29 | -2 | 29 |
| 4 Dec | 813.45 | 91.65 | -13.35 | 54.63 | 41 | 19 | 28 |
| 3 Dec | 801.85 | 105 | -5.15 | 49.46 | 10 | 0 | 9 |
| 2 Dec | 807.00 | 110.15 | 27.15 | 63.00 | 8 | 5 | 9 |
| 29 Nov | 840.50 | 83 | 42.31 | 4 | 3 | 3 | |
For Adani Energy Solution Ltd - strike price 900 expiring on 26DEC2024
Delta for 900 PE is 0.00
Historical price for 900 PE is as follows
On 12 Dec ADANIENSOL was trading at 800.00. The strike last trading price was 119, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 119, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 119, which was 25.90 higher than the previous day. The implied volatity was 62.48, the open interest changed by 1 which increased total open position to 35
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 93.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 93.1, which was 4.50 higher than the previous day. The implied volatity was 40.13, the open interest changed by 1 which increased total open position to 33
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 88.6, which was -3.05 lower than the previous day. The implied volatity was 53.42, the open interest changed by -2 which decreased total open position to 29
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 91.65, which was -13.35 lower than the previous day. The implied volatity was 54.63, the open interest changed by 19 which increased total open position to 28
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 105, which was -5.15 lower than the previous day. The implied volatity was 49.46, the open interest changed by 0 which decreased total open position to 9
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 110.15, which was 27.15 higher than the previous day. The implied volatity was 63.00, the open interest changed by 5 which increased total open position to 9
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 83, which was lower than the previous day. The implied volatity was 42.31, the open interest changed by 3 which increased total open position to 3
