ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
20 Dec 2024 04:11 PM IST
| ADANIENT 26DEC2024 2380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 1.16
Theta: -3.11
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2344.95 | 24.15 | -48.35 | 29.80 | 1,524 | 173 | 292 | |||
| 19 Dec | 2419.35 | 72.5 | -33.55 | 34.59 | 146 | -5 | 122 | |||
| 18 Dec | 2457.40 | 106.05 | -28.25 | 37.33 | 3 | -1 | 128 | |||
| 17 Dec | 2487.60 | 134.3 | -22.75 | 39.66 | 1 | 0 | 128 | |||
|
|
||||||||||
| 16 Dec | 2512.40 | 157.05 | -14.30 | 44.25 | 1 | 0 | 129 | |||
| 13 Dec | 2527.55 | 171.35 | -4.10 | 36.19 | 5 | -2 | 130 | |||
| 12 Dec | 2504.10 | 175.45 | 48.35 | 49.56 | 472 | -4 | 134 | |||
| 11 Dec | 2457.25 | 127.1 | -5.70 | 39.71 | 6 | 2 | 139 | |||
| 10 Dec | 2467.20 | 132.8 | -32.35 | 36.51 | 7 | -2 | 137 | |||
| 9 Dec | 2495.85 | 165.15 | -20.70 | 42.21 | 17 | 0 | 140 | |||
| 6 Dec | 2506.40 | 185.85 | -4.15 | 45.08 | 59 | 54 | 143 | |||
| 5 Dec | 2522.55 | 190 | -12.70 | 39.80 | 14 | -1 | 90 | |||
| 4 Dec | 2494.75 | 202.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 3 Dec | 2514.20 | 202.7 | 30.30 | 47.28 | 28 | 2 | 90 | |||
| 2 Dec | 2457.05 | 172.4 | -19.05 | 50.22 | 18 | -1 | 88 | |||
| 29 Nov | 2463.15 | 191.45 | -8.55 | 53.25 | 201 | -9 | 88 | |||
| 28 Nov | 2437.10 | 200 | 12.85 | 60.27 | 418 | -59 | 96 | |||
| 27 Nov | 2397.80 | 187.15 | 105.80 | 62.69 | 965 | 153 | 156 | |||
| 26 Nov | 2150.50 | 81.35 | -63.65 | 61.87 | 6 | 3 | 4 | |||
| 25 Nov | 2257.50 | 145 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Nov | 2228.00 | 145 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 2183.65 | 145 | 145.00 | 83.14 | 2 | 0 | 0 | |||
| 20 Nov | 2821.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 2821.50 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Adani Enterprises Limited - strike price 2380 expiring on 26DEC2024
Delta for 2380 CE is 0.39
Historical price for 2380 CE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 24.15, which was -48.35 lower than the previous day. The implied volatity was 29.80, the open interest changed by 173 which increased total open position to 292
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 72.5, which was -33.55 lower than the previous day. The implied volatity was 34.59, the open interest changed by -5 which decreased total open position to 122
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 106.05, which was -28.25 lower than the previous day. The implied volatity was 37.33, the open interest changed by -1 which decreased total open position to 128
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 134.3, which was -22.75 lower than the previous day. The implied volatity was 39.66, the open interest changed by 0 which decreased total open position to 128
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 157.05, which was -14.30 lower than the previous day. The implied volatity was 44.25, the open interest changed by 0 which decreased total open position to 129
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 171.35, which was -4.10 lower than the previous day. The implied volatity was 36.19, the open interest changed by -2 which decreased total open position to 130
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 175.45, which was 48.35 higher than the previous day. The implied volatity was 49.56, the open interest changed by -4 which decreased total open position to 134
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 127.1, which was -5.70 lower than the previous day. The implied volatity was 39.71, the open interest changed by 2 which increased total open position to 139
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 132.8, which was -32.35 lower than the previous day. The implied volatity was 36.51, the open interest changed by -2 which decreased total open position to 137
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 165.15, which was -20.70 lower than the previous day. The implied volatity was 42.21, the open interest changed by 0 which decreased total open position to 140
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 185.85, which was -4.15 lower than the previous day. The implied volatity was 45.08, the open interest changed by 54 which increased total open position to 143
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 190, which was -12.70 lower than the previous day. The implied volatity was 39.80, the open interest changed by -1 which decreased total open position to 90
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 202.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 202.7, which was 30.30 higher than the previous day. The implied volatity was 47.28, the open interest changed by 2 which increased total open position to 90
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 172.4, which was -19.05 lower than the previous day. The implied volatity was 50.22, the open interest changed by -1 which decreased total open position to 88
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 191.45, which was -8.55 lower than the previous day. The implied volatity was 53.25, the open interest changed by -9 which decreased total open position to 88
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 200, which was 12.85 higher than the previous day. The implied volatity was 60.27, the open interest changed by -59 which decreased total open position to 96
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 187.15, which was 105.80 higher than the previous day. The implied volatity was 62.69, the open interest changed by 153 which increased total open position to 156
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 81.35, which was -63.65 lower than the previous day. The implied volatity was 61.87, the open interest changed by 3 which increased total open position to 4
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 145, 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 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 145, 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 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 145, which was 145.00 higher than the previous day. The implied volatity was 83.14, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ADANIENT was trading at 2821.50. The strike last trading price was 0, 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 19 Nov ADANIENT was trading at 2821.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 26DEC2024 2380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 1.17
Theta: -3.29
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2344.95 | 60.15 | 34.55 | 37.61 | 3,106 | 62 | 423 |
| 19 Dec | 2419.35 | 25.6 | 3.45 | 34.03 | 988 | 3 | 359 |
| 18 Dec | 2457.40 | 22.15 | -0.30 | 38.07 | 610 | -69 | 357 |
| 17 Dec | 2487.60 | 22.45 | 2.10 | 42.12 | 504 | 88 | 430 |
| 16 Dec | 2512.40 | 20.35 | 3.40 | 41.58 | 269 | -71 | 343 |
| 13 Dec | 2527.55 | 16.95 | -12.20 | 37.07 | 861 | -26 | 415 |
| 12 Dec | 2504.10 | 29.15 | -13.95 | 41.17 | 647 | 114 | 441 |
| 11 Dec | 2457.25 | 43.1 | -0.90 | 40.14 | 264 | 4 | 327 |
| 10 Dec | 2467.20 | 44 | 5.40 | 41.62 | 279 | 12 | 323 |
| 9 Dec | 2495.85 | 38.6 | -4.20 | 41.82 | 134 | 16 | 310 |
| 6 Dec | 2506.40 | 42.8 | 3.70 | 42.44 | 68 | 12 | 295 |
| 5 Dec | 2522.55 | 39.1 | -17.55 | 41.73 | 388 | 25 | 281 |
| 4 Dec | 2494.75 | 56.65 | 2.50 | 44.56 | 590 | -10 | 254 |
| 3 Dec | 2514.20 | 54.15 | -25.50 | 46.06 | 561 | 68 | 264 |
| 2 Dec | 2457.05 | 79.65 | -13.35 | 48.08 | 297 | 7 | 187 |
| 29 Nov | 2463.15 | 93 | -32.95 | 51.70 | 692 | 21 | 181 |
| 28 Nov | 2437.10 | 125.95 | -23.00 | 60.71 | 437 | 34 | 159 |
| 27 Nov | 2397.80 | 148.95 | -90.85 | 62.55 | 402 | 112 | 113 |
| 26 Nov | 2150.50 | 239.8 | -70.20 | 45.89 | 1 | 0 | 0 |
| 25 Nov | 2257.50 | 310 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 2228.00 | 310 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 2183.65 | 310 | 310.00 | 70.34 | 4 | 1 | 1 |
| 20 Nov | 2821.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 2821.50 | 0 | 0.00 | 0 | 0 | 0 | |
For Adani Enterprises Limited - strike price 2380 expiring on 26DEC2024
Delta for 2380 PE is -0.58
Historical price for 2380 PE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 60.15, which was 34.55 higher than the previous day. The implied volatity was 37.61, the open interest changed by 62 which increased total open position to 423
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 25.6, which was 3.45 higher than the previous day. The implied volatity was 34.03, the open interest changed by 3 which increased total open position to 359
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 22.15, which was -0.30 lower than the previous day. The implied volatity was 38.07, the open interest changed by -69 which decreased total open position to 357
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 22.45, which was 2.10 higher than the previous day. The implied volatity was 42.12, the open interest changed by 88 which increased total open position to 430
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 20.35, which was 3.40 higher than the previous day. The implied volatity was 41.58, the open interest changed by -71 which decreased total open position to 343
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 16.95, which was -12.20 lower than the previous day. The implied volatity was 37.07, the open interest changed by -26 which decreased total open position to 415
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 29.15, which was -13.95 lower than the previous day. The implied volatity was 41.17, the open interest changed by 114 which increased total open position to 441
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 43.1, which was -0.90 lower than the previous day. The implied volatity was 40.14, the open interest changed by 4 which increased total open position to 327
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 44, which was 5.40 higher than the previous day. The implied volatity was 41.62, the open interest changed by 12 which increased total open position to 323
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 38.6, which was -4.20 lower than the previous day. The implied volatity was 41.82, the open interest changed by 16 which increased total open position to 310
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 42.8, which was 3.70 higher than the previous day. The implied volatity was 42.44, the open interest changed by 12 which increased total open position to 295
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 39.1, which was -17.55 lower than the previous day. The implied volatity was 41.73, the open interest changed by 25 which increased total open position to 281
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 56.65, which was 2.50 higher than the previous day. The implied volatity was 44.56, the open interest changed by -10 which decreased total open position to 254
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 54.15, which was -25.50 lower than the previous day. The implied volatity was 46.06, the open interest changed by 68 which increased total open position to 264
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 79.65, which was -13.35 lower than the previous day. The implied volatity was 48.08, the open interest changed by 7 which increased total open position to 187
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 93, which was -32.95 lower than the previous day. The implied volatity was 51.70, the open interest changed by 21 which increased total open position to 181
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 125.95, which was -23.00 lower than the previous day. The implied volatity was 60.71, the open interest changed by 34 which increased total open position to 159
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 148.95, which was -90.85 lower than the previous day. The implied volatity was 62.55, the open interest changed by 112 which increased total open position to 113
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 239.8, which was -70.20 lower than the previous day. The implied volatity was 45.89, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 310, 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 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 310, 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 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 310, which was 310.00 higher than the previous day. The implied volatity was 70.34, the open interest changed by 1 which increased total open position to 1
On 20 Nov ADANIENT was trading at 2821.50. The strike last trading price was 0, 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 19 Nov ADANIENT was trading at 2821.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
