ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
20 Dec 2024 04:11 PM IST
| ADANIENT 26DEC2024 2360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 1.20
Theta: -3.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2344.95 | 32.05 | -56.20 | 29.42 | 1,161 | -65 | 323 | |||
| 19 Dec | 2419.35 | 88.25 | -33.05 | 36.26 | 132 | -26 | 389 | |||
| 18 Dec | 2457.40 | 121.3 | -46.95 | 37.56 | 5 | -3 | 415 | |||
| 17 Dec | 2487.60 | 168.25 | -1.75 | 55.65 | 13 | -3 | 418 | |||
| 16 Dec | 2512.40 | 170 | -17.95 | 41.86 | 4 | -2 | 421 | |||
| 13 Dec | 2527.55 | 187.95 | -0.70 | 36.23 | 11 | -4 | 423 | |||
| 12 Dec | 2504.10 | 188.65 | 48.85 | 48.93 | 547 | -7 | 427 | |||
| 11 Dec | 2457.25 | 139.8 | -12.65 | 39.29 | 3 | 0 | 434 | |||
| 10 Dec | 2467.20 | 152.45 | -46.55 | 39.85 | 7 | 0 | 434 | |||
| 9 Dec | 2495.85 | 199 | -0.20 | 53.40 | 4 | 1 | 435 | |||
| 6 Dec | 2506.40 | 199.2 | -6.80 | 44.78 | 92 | 40 | 435 | |||
| 5 Dec | 2522.55 | 206 | 24.40 | 40.47 | 33 | -9 | 396 | |||
| 4 Dec | 2494.75 | 181.6 | -31.15 | 40.80 | 10 | 2 | 405 | |||
| 3 Dec | 2514.20 | 212.75 | 29.10 | 45.54 | 72 | -38 | 404 | |||
| 2 Dec | 2457.05 | 183.65 | -19.00 | 49.94 | 99 | 31 | 439 | |||
| 29 Nov | 2463.15 | 202.65 | -11.80 | 53.04 | 185 | -3 | 409 | |||
| 28 Nov | 2437.10 | 214.45 | 16.45 | 61.64 | 1,543 | -568 | 411 | |||
| 27 Nov | 2397.80 | 198 | 127.95 | 62.96 | 1,911 | -13 | 980 | |||
| 26 Nov | 2150.50 | 70.05 | -40.00 | 54.45 | 851 | 190 | 993 | |||
| 25 Nov | 2257.50 | 110.05 | 13.95 | 55.37 | 15 | -19 | 803 | |||
| 22 Nov | 2228.00 | 96.1 | -41.45 | 51.76 | 13 | -7 | 815 | |||
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| 21 Nov | 2183.65 | 137.55 | -620.05 | 77.52 | 1,284 | 822 | 822 | |||
| 20 Nov | 2821.50 | 757.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2821.50 | 757.6 | - | 0 | 0 | 0 | ||||
For Adani Enterprises Limited - strike price 2360 expiring on 26DEC2024
Delta for 2360 CE is 0.48
Historical price for 2360 CE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 32.05, which was -56.20 lower than the previous day. The implied volatity was 29.42, the open interest changed by -65 which decreased total open position to 323
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 88.25, which was -33.05 lower than the previous day. The implied volatity was 36.26, the open interest changed by -26 which decreased total open position to 389
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 121.3, which was -46.95 lower than the previous day. The implied volatity was 37.56, the open interest changed by -3 which decreased total open position to 415
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 168.25, which was -1.75 lower than the previous day. The implied volatity was 55.65, the open interest changed by -3 which decreased total open position to 418
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 170, which was -17.95 lower than the previous day. The implied volatity was 41.86, the open interest changed by -2 which decreased total open position to 421
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 187.95, which was -0.70 lower than the previous day. The implied volatity was 36.23, the open interest changed by -4 which decreased total open position to 423
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 188.65, which was 48.85 higher than the previous day. The implied volatity was 48.93, the open interest changed by -7 which decreased total open position to 427
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 139.8, which was -12.65 lower than the previous day. The implied volatity was 39.29, the open interest changed by 0 which decreased total open position to 434
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 152.45, which was -46.55 lower than the previous day. The implied volatity was 39.85, the open interest changed by 0 which decreased total open position to 434
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 199, which was -0.20 lower than the previous day. The implied volatity was 53.40, the open interest changed by 1 which increased total open position to 435
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 199.2, which was -6.80 lower than the previous day. The implied volatity was 44.78, the open interest changed by 40 which increased total open position to 435
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 206, which was 24.40 higher than the previous day. The implied volatity was 40.47, the open interest changed by -9 which decreased total open position to 396
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 181.6, which was -31.15 lower than the previous day. The implied volatity was 40.80, the open interest changed by 2 which increased total open position to 405
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 212.75, which was 29.10 higher than the previous day. The implied volatity was 45.54, the open interest changed by -38 which decreased total open position to 404
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 183.65, which was -19.00 lower than the previous day. The implied volatity was 49.94, the open interest changed by 31 which increased total open position to 439
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 202.65, which was -11.80 lower than the previous day. The implied volatity was 53.04, the open interest changed by -3 which decreased total open position to 409
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 214.45, which was 16.45 higher than the previous day. The implied volatity was 61.64, the open interest changed by -568 which decreased total open position to 411
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 198, which was 127.95 higher than the previous day. The implied volatity was 62.96, the open interest changed by -13 which decreased total open position to 980
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 70.05, which was -40.00 lower than the previous day. The implied volatity was 54.45, the open interest changed by 190 which increased total open position to 993
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 110.05, which was 13.95 higher than the previous day. The implied volatity was 55.37, the open interest changed by -19 which decreased total open position to 803
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 96.1, which was -41.45 lower than the previous day. The implied volatity was 51.76, the open interest changed by -7 which decreased total open position to 815
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 137.55, which was -620.05 lower than the previous day. The implied volatity was 77.52, the open interest changed by 822 which increased total open position to 822
On 20 Nov ADANIENT was trading at 2821.50. The strike last trading price was 757.6, 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 19 Nov ADANIENT was trading at 2821.50. The strike last trading price was 757.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 26DEC2024 2360 PE | |||||||
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Delta: -0.51
Vega: 1.20
Theta: -3.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2344.95 | 48.9 | 27.40 | 37.69 | 4,525 | -496 | 507 |
| 19 Dec | 2419.35 | 21.5 | 2.70 | 36.02 | 1,249 | -23 | 1,003 |
| 18 Dec | 2457.40 | 18.8 | -0.60 | 39.64 | 389 | 21 | 1,026 |
| 17 Dec | 2487.60 | 19.4 | 1.40 | 43.53 | 383 | 3 | 1,006 |
| 16 Dec | 2512.40 | 18 | 2.80 | 43.22 | 318 | -108 | 1,004 |
| 13 Dec | 2527.55 | 15.2 | -10.75 | 38.65 | 459 | 40 | 1,109 |
| 12 Dec | 2504.10 | 25.95 | -11.45 | 42.38 | 958 | 114 | 1,072 |
| 11 Dec | 2457.25 | 37.4 | -0.95 | 40.65 | 289 | 67 | 960 |
| 10 Dec | 2467.20 | 38.35 | 4.75 | 42.03 | 251 | -15 | 893 |
| 9 Dec | 2495.85 | 33.6 | -5.40 | 42.19 | 52 | 3 | 909 |
| 6 Dec | 2506.40 | 39 | 4.00 | 43.48 | 40 | -11 | 907 |
| 5 Dec | 2522.55 | 35 | -16.95 | 42.39 | 243 | 45 | 919 |
| 4 Dec | 2494.75 | 51.95 | 2.45 | 45.48 | 196 | 14 | 874 |
| 3 Dec | 2514.20 | 49.5 | -24.55 | 46.80 | 520 | 38 | 860 |
| 2 Dec | 2457.05 | 74.05 | -13.55 | 49.06 | 471 | 8 | 812 |
| 29 Nov | 2463.15 | 87.6 | -30.40 | 52.78 | 651 | 19 | 805 |
| 28 Nov | 2437.10 | 118 | -24.95 | 61.09 | 778 | 60 | 784 |
| 27 Nov | 2397.80 | 142.95 | -124.00 | 63.96 | 934 | -118 | 725 |
| 26 Nov | 2150.50 | 266.95 | 70.75 | 64.42 | 524 | 224 | 843 |
| 25 Nov | 2257.50 | 196.2 | -93.80 | 56.17 | 6 | -27 | 619 |
| 22 Nov | 2228.00 | 290 | -36.00 | 86.22 | 26 | -18 | 628 |
| 21 Nov | 2183.65 | 326 | 308.00 | 81.71 | 942 | 635 | 645 |
| 20 Nov | 2821.50 | 18 | 0.00 | 46.07 | 10 | 10 | 9 |
| 19 Nov | 2821.50 | 18 | 46.07 | 10 | 9 | 9 | |
For Adani Enterprises Limited - strike price 2360 expiring on 26DEC2024
Delta for 2360 PE is -0.51
Historical price for 2360 PE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 48.9, which was 27.40 higher than the previous day. The implied volatity was 37.69, the open interest changed by -496 which decreased total open position to 507
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 21.5, which was 2.70 higher than the previous day. The implied volatity was 36.02, the open interest changed by -23 which decreased total open position to 1003
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 18.8, which was -0.60 lower than the previous day. The implied volatity was 39.64, the open interest changed by 21 which increased total open position to 1026
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 19.4, which was 1.40 higher than the previous day. The implied volatity was 43.53, the open interest changed by 3 which increased total open position to 1006
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 18, which was 2.80 higher than the previous day. The implied volatity was 43.22, the open interest changed by -108 which decreased total open position to 1004
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 15.2, which was -10.75 lower than the previous day. The implied volatity was 38.65, the open interest changed by 40 which increased total open position to 1109
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 25.95, which was -11.45 lower than the previous day. The implied volatity was 42.38, the open interest changed by 114 which increased total open position to 1072
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 37.4, which was -0.95 lower than the previous day. The implied volatity was 40.65, the open interest changed by 67 which increased total open position to 960
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 38.35, which was 4.75 higher than the previous day. The implied volatity was 42.03, the open interest changed by -15 which decreased total open position to 893
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 33.6, which was -5.40 lower than the previous day. The implied volatity was 42.19, the open interest changed by 3 which increased total open position to 909
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 39, which was 4.00 higher than the previous day. The implied volatity was 43.48, the open interest changed by -11 which decreased total open position to 907
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 35, which was -16.95 lower than the previous day. The implied volatity was 42.39, the open interest changed by 45 which increased total open position to 919
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 51.95, which was 2.45 higher than the previous day. The implied volatity was 45.48, the open interest changed by 14 which increased total open position to 874
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 49.5, which was -24.55 lower than the previous day. The implied volatity was 46.80, the open interest changed by 38 which increased total open position to 860
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 74.05, which was -13.55 lower than the previous day. The implied volatity was 49.06, the open interest changed by 8 which increased total open position to 812
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 87.6, which was -30.40 lower than the previous day. The implied volatity was 52.78, the open interest changed by 19 which increased total open position to 805
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 118, which was -24.95 lower than the previous day. The implied volatity was 61.09, the open interest changed by 60 which increased total open position to 784
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 142.95, which was -124.00 lower than the previous day. The implied volatity was 63.96, the open interest changed by -118 which decreased total open position to 725
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 266.95, which was 70.75 higher than the previous day. The implied volatity was 64.42, the open interest changed by 224 which increased total open position to 843
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 196.2, which was -93.80 lower than the previous day. The implied volatity was 56.17, the open interest changed by -27 which decreased total open position to 619
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 290, which was -36.00 lower than the previous day. The implied volatity was 86.22, the open interest changed by -18 which decreased total open position to 628
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 326, which was 308.00 higher than the previous day. The implied volatity was 81.71, the open interest changed by 635 which increased total open position to 645
On 20 Nov ADANIENT was trading at 2821.50. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 46.07, the open interest changed by 10 which increased total open position to 9
On 19 Nov ADANIENT was trading at 2821.50. The strike last trading price was 18, which was lower than the previous day. The implied volatity was 46.07, the open interest changed by 9 which increased total open position to 9
