ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Nov 2024 04:11 PM IST
| ADANIENT 28NOV2024 2220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 1.19
Theta: -9.51
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 2183.65 | 105.8 | 109.15 | 799 | 119 | 119 | ||||
For Adani Enterprises Limited - strike price 2220 expiring on 28NOV2024
Delta for 2220 CE is 0.46
Historical price for 2220 CE is as follows
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 105.8, which was lower than the previous day. The implied volatity was 109.15, the open interest changed by 119 which increased total open position to 119
| ADANIENT 28NOV2024 2220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 1.19
Theta: -9.37
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2183.65 | 167.95 | 114.54 | 1,245 | 150 | 150 | |
For Adani Enterprises Limited - strike price 2220 expiring on 28NOV2024
Delta for 2220 PE is -0.53
Historical price for 2220 PE is as follows
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 167.95, which was lower than the previous day. The implied volatity was 114.54, the open interest changed by 150 which increased total open position to 150
