ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Nov 2024 04:11 PM IST
| ADANIENT 28NOV2024 2000 CE | ||||||||||
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Delta: 0.71
Vega: 1.02
Theta: -9.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 2183.65 | 233.95 | 119.27 | 395 | 91 | 91 | ||||
For Adani Enterprises Limited - strike price 2000 expiring on 28NOV2024
Delta for 2000 CE is 0.71
Historical price for 2000 CE is as follows
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 233.95, which was lower than the previous day. The implied volatity was 119.27, the open interest changed by 91 which increased total open position to 91
| ADANIENT 28NOV2024 2000 PE | |||||||
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Delta: -0.30
Vega: 1.04
Theta: -9.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2183.65 | 80 | 128.87 | 24,985 | 2,374 | 2,374 | |
For Adani Enterprises Limited - strike price 2000 expiring on 28NOV2024
Delta for 2000 PE is -0.30
Historical price for 2000 PE is as follows
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 80, which was lower than the previous day. The implied volatity was 128.87, the open interest changed by 2374 which increased total open position to 2374
