ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Nov 2024 04:11 PM IST
| ADANIENT 28NOV2024 2200 CE | ||||||||||
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Delta: 0.49
Vega: 1.19
Theta: -9.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 2183.65 | 115 | 110.43 | 9,365 | 1,291 | 1,291 | ||||
For Adani Enterprises Limited - strike price 2200 expiring on 28NOV2024
Delta for 2200 CE is 0.49
Historical price for 2200 CE is as follows
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 115, which was lower than the previous day. The implied volatity was 110.43, the open interest changed by 1291 which increased total open position to 1291
| ADANIENT 28NOV2024 2200 PE | |||||||
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Delta: -0.51
Vega: 1.19
Theta: -9.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2183.65 | 160.95 | 118.44 | 20,833 | 1,855 | 1,855 | |
For Adani Enterprises Limited - strike price 2200 expiring on 28NOV2024
Delta for 2200 PE is -0.51
Historical price for 2200 PE is as follows
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 160.95, which was lower than the previous day. The implied volatity was 118.44, the open interest changed by 1855 which increased total open position to 1855
