ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
20 Dec 2024 04:11 PM IST
ADANIENT 26DEC2024 2340 CE | ||||||||||
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Delta: 0.57
Vega: 1.19
Theta: -3.31
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 2344.95 | 42.8 | -51.20 | 29.96 | 310 | 44 | 137 | |||
19 Dec | 2419.35 | 94 | -43.75 | 26.70 | 51 | -7 | 94 | |||
18 Dec | 2457.40 | 137.75 | -34.70 | 38.15 | 1 | 0 | 102 | |||
17 Dec | 2487.60 | 172.45 | -21.10 | 45.97 | 16 | -2 | 103 | |||
16 Dec | 2512.40 | 193.55 | -29.05 | 48.87 | 1 | 0 | 105 | |||
13 Dec | 2527.55 | 222.6 | 33.45 | 51.73 | 1 | 0 | 105 | |||
12 Dec | 2504.10 | 189.15 | 16.60 | 38.08 | 6 | -3 | 106 | |||
11 Dec | 2457.25 | 172.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
10 Dec | 2467.20 | 172.55 | -51.65 | 43.38 | 2 | 0 | 108 | |||
9 Dec | 2495.85 | 224.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Dec | 2506.40 | 224.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
5 Dec | 2522.55 | 224.2 | 9.20 | 42.22 | 21 | 1 | 109 | |||
4 Dec | 2494.75 | 215 | -21.00 | 50.53 | 4 | 0 | 108 | |||
3 Dec | 2514.20 | 236 | 30.70 | 50.10 | 15 | 2 | 108 | |||
2 Dec | 2457.05 | 205.3 | -13.40 | 54.04 | 3 | 0 | 103 | |||
29 Nov | 2463.15 | 218.7 | -8.85 | 54.66 | 20 | 1 | 103 | |||
28 Nov | 2437.10 | 227.55 | 23.60 | 62.36 | 124 | 4 | 102 | |||
27 Nov | 2397.80 | 203.95 | 114.25 | 61.21 | 869 | 81 | 99 | |||
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26 Nov | 2150.50 | 89.7 | -88.80 | 60.36 | 29 | 11 | 17 | |||
25 Nov | 2257.50 | 178.5 | 0.00 | 0.00 | 0 | 6 | 0 | |||
22 Nov | 2228.00 | 178.5 | 0.00 | 0.00 | 0 | 6 | 0 | |||
21 Nov | 2183.65 | 178.5 | 90.87 | 12 | 5 | 5 |
For Adani Enterprises Limited - strike price 2340 expiring on 26DEC2024
Delta for 2340 CE is 0.57
Historical price for 2340 CE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 42.8, which was -51.20 lower than the previous day. The implied volatity was 29.96, the open interest changed by 44 which increased total open position to 137
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 94, which was -43.75 lower than the previous day. The implied volatity was 26.70, the open interest changed by -7 which decreased total open position to 94
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 137.75, which was -34.70 lower than the previous day. The implied volatity was 38.15, the open interest changed by 0 which decreased total open position to 102
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 172.45, which was -21.10 lower than the previous day. The implied volatity was 45.97, the open interest changed by -2 which decreased total open position to 103
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 193.55, which was -29.05 lower than the previous day. The implied volatity was 48.87, the open interest changed by 0 which decreased total open position to 105
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 222.6, which was 33.45 higher than the previous day. The implied volatity was 51.73, the open interest changed by 0 which decreased total open position to 105
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 189.15, which was 16.60 higher than the previous day. The implied volatity was 38.08, the open interest changed by -3 which decreased total open position to 106
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 172.55, 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 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 172.55, which was -51.65 lower than the previous day. The implied volatity was 43.38, the open interest changed by 0 which decreased total open position to 108
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 224.2, 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 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 224.2, 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 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 224.2, which was 9.20 higher than the previous day. The implied volatity was 42.22, the open interest changed by 1 which increased total open position to 109
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 215, which was -21.00 lower than the previous day. The implied volatity was 50.53, the open interest changed by 0 which decreased total open position to 108
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 236, which was 30.70 higher than the previous day. The implied volatity was 50.10, the open interest changed by 2 which increased total open position to 108
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 205.3, which was -13.40 lower than the previous day. The implied volatity was 54.04, the open interest changed by 0 which decreased total open position to 103
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 218.7, which was -8.85 lower than the previous day. The implied volatity was 54.66, the open interest changed by 1 which increased total open position to 103
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 227.55, which was 23.60 higher than the previous day. The implied volatity was 62.36, the open interest changed by 4 which increased total open position to 102
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 203.95, which was 114.25 higher than the previous day. The implied volatity was 61.21, the open interest changed by 81 which increased total open position to 99
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 89.7, which was -88.80 lower than the previous day. The implied volatity was 60.36, the open interest changed by 11 which increased total open position to 17
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 178.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 178.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 178.5, which was lower than the previous day. The implied volatity was 90.87, the open interest changed by 5 which increased total open position to 5
ADANIENT 26DEC2024 2340 PE | |||||||
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Delta: -0.45
Vega: 1.19
Theta: -3.52
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 2344.95 | 39.85 | 21.85 | 38.46 | 2,371 | 115 | 331 |
19 Dec | 2419.35 | 18 | 2.25 | 37.84 | 735 | -32 | 218 |
18 Dec | 2457.40 | 15.75 | -1.25 | 40.96 | 270 | -50 | 251 |
17 Dec | 2487.60 | 17 | 1.30 | 45.14 | 299 | -34 | 301 |
16 Dec | 2512.40 | 15.7 | 2.40 | 44.59 | 360 | -168 | 330 |
13 Dec | 2527.55 | 13.3 | -9.55 | 39.86 | 398 | 78 | 495 |
12 Dec | 2504.10 | 22.85 | -9.45 | 43.37 | 844 | 124 | 418 |
11 Dec | 2457.25 | 32.3 | -2.10 | 41.13 | 245 | 52 | 296 |
10 Dec | 2467.20 | 34.4 | 4.45 | 43.13 | 66 | -6 | 243 |
9 Dec | 2495.85 | 29.95 | -4.85 | 43.09 | 10 | 1 | 249 |
6 Dec | 2506.40 | 34.8 | 4.20 | 44.09 | 69 | -2 | 248 |
5 Dec | 2522.55 | 30.6 | -14.65 | 42.65 | 150 | 26 | 251 |
4 Dec | 2494.75 | 45.25 | 0.50 | 45.20 | 182 | 7 | 226 |
3 Dec | 2514.20 | 44.75 | -21.55 | 47.30 | 432 | 84 | 219 |
2 Dec | 2457.05 | 66.3 | -14.20 | 48.89 | 272 | 8 | 136 |
29 Nov | 2463.15 | 80.5 | -30.90 | 53.01 | 387 | 20 | 127 |
28 Nov | 2437.10 | 111.4 | -21.00 | 61.86 | 224 | -11 | 107 |
27 Nov | 2397.80 | 132.4 | -127.20 | 63.51 | 361 | 124 | 132 |
26 Nov | 2150.50 | 259.6 | 218.70 | 67.04 | 12 | 7 | 7 |
25 Nov | 2257.50 | 40.9 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 2228.00 | 40.9 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 2183.65 | 40.9 | - | 0 | 0 | 0 |
For Adani Enterprises Limited - strike price 2340 expiring on 26DEC2024
Delta for 2340 PE is -0.45
Historical price for 2340 PE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 39.85, which was 21.85 higher than the previous day. The implied volatity was 38.46, the open interest changed by 115 which increased total open position to 331
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 18, which was 2.25 higher than the previous day. The implied volatity was 37.84, the open interest changed by -32 which decreased total open position to 218
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 15.75, which was -1.25 lower than the previous day. The implied volatity was 40.96, the open interest changed by -50 which decreased total open position to 251
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 17, which was 1.30 higher than the previous day. The implied volatity was 45.14, the open interest changed by -34 which decreased total open position to 301
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 15.7, which was 2.40 higher than the previous day. The implied volatity was 44.59, the open interest changed by -168 which decreased total open position to 330
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 13.3, which was -9.55 lower than the previous day. The implied volatity was 39.86, the open interest changed by 78 which increased total open position to 495
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 22.85, which was -9.45 lower than the previous day. The implied volatity was 43.37, the open interest changed by 124 which increased total open position to 418
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 32.3, which was -2.10 lower than the previous day. The implied volatity was 41.13, the open interest changed by 52 which increased total open position to 296
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 34.4, which was 4.45 higher than the previous day. The implied volatity was 43.13, the open interest changed by -6 which decreased total open position to 243
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 29.95, which was -4.85 lower than the previous day. The implied volatity was 43.09, the open interest changed by 1 which increased total open position to 249
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 34.8, which was 4.20 higher than the previous day. The implied volatity was 44.09, the open interest changed by -2 which decreased total open position to 248
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 30.6, which was -14.65 lower than the previous day. The implied volatity was 42.65, the open interest changed by 26 which increased total open position to 251
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 45.25, which was 0.50 higher than the previous day. The implied volatity was 45.20, the open interest changed by 7 which increased total open position to 226
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 44.75, which was -21.55 lower than the previous day. The implied volatity was 47.30, the open interest changed by 84 which increased total open position to 219
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 66.3, which was -14.20 lower than the previous day. The implied volatity was 48.89, the open interest changed by 8 which increased total open position to 136
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 80.5, which was -30.90 lower than the previous day. The implied volatity was 53.01, the open interest changed by 20 which increased total open position to 127
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 111.4, which was -21.00 lower than the previous day. The implied volatity was 61.86, the open interest changed by -11 which decreased total open position to 107
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 132.4, which was -127.20 lower than the previous day. The implied volatity was 63.51, the open interest changed by 124 which increased total open position to 132
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 259.6, which was 218.70 higher than the previous day. The implied volatity was 67.04, the open interest changed by 7 which increased total open position to 7
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 40.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 40.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 40.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0