ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
07 Jan 2025 04:11 PM IST
ADANIENT 30JAN2025 2400 CE | ||||||||||
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Delta: 0.77
Vega: 1.91
Theta: -1.83
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 2520.55 | 167.85 | 23.00 | 32.14 | 71 | -14 | 1,132 | |||
6 Jan | 2474.45 | 144.85 | -64.65 | 36.35 | 202 | -15 | 1,146 | |||
3 Jan | 2564.60 | 209.5 | -20.35 | 34.86 | 161 | -34 | 1,159 | |||
2 Jan | 2597.70 | 229.85 | 24.85 | 33.68 | 146 | -13 | 1,197 | |||
1 Jan | 2554.85 | 205 | 11.00 | 36.87 | 201 | -31 | 1,210 | |||
31 Dec | 2528.65 | 194 | -44.30 | 36.43 | 241 | -52 | 1,241 | |||
30 Dec | 2592.35 | 238.3 | 131.20 | 36.53 | 4,127 | -286 | 1,292 | |||
27 Dec | 2409.95 | 107.1 | -1.40 | 28.87 | 3,210 | -107 | 1,622 | |||
26 Dec | 2400.25 | 108.5 | 9.40 | 32.57 | 3,593 | 647 | 1,722 | |||
24 Dec | 2372.45 | 99.1 | 4.10 | 33.51 | 2,254 | 295 | 1,081 | |||
23 Dec | 2338.95 | 95 | -10.00 | 35.88 | 687 | 105 | 786 | |||
20 Dec | 2344.95 | 105 | -43.00 | 36.96 | 553 | 350 | 678 | |||
19 Dec | 2419.35 | 148 | -22.05 | 37.54 | 344 | 236 | 327 | |||
18 Dec | 2457.40 | 170.05 | -31.20 | 36.67 | 64 | 34 | 90 | |||
17 Dec | 2487.60 | 201.25 | -8.70 | 40.45 | 17 | -1 | 56 | |||
16 Dec | 2512.40 | 209.95 | -19.05 | 38.26 | 7 | -3 | 56 | |||
13 Dec | 2527.55 | 229 | 26.65 | 38.26 | 15 | 4 | 59 | |||
12 Dec | 2504.10 | 202.35 | -8.00 | 34.66 | 3 | 2 | 55 | |||
11 Dec | 2457.25 | 210.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
10 Dec | 2467.20 | 210.35 | -11.60 | 42.99 | 7 | 1 | 53 | |||
9 Dec | 2495.85 | 221.95 | -0.55 | 40.71 | 1 | 0 | 52 | |||
6 Dec | 2506.40 | 222.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
5 Dec | 2522.55 | 222.5 | 2.50 | 33.48 | 3 | 0 | 52 | |||
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4 Dec | 2494.75 | 220 | -48.60 | 39.74 | 1 | 0 | 52 | |||
3 Dec | 2514.20 | 268.6 | 42.05 | 47.76 | 10 | -1 | 52 | |||
2 Dec | 2457.05 | 226.55 | -44.45 | 46.08 | 2 | 0 | 54 | |||
29 Nov | 2463.15 | 271 | 9.00 | 55.49 | 69 | 43 | 54 | |||
28 Nov | 2437.10 | 262 | 7.95 | 55.68 | 25 | -2 | 8 | |||
27 Nov | 2397.80 | 254.05 | -427.90 | 58.62 | 27 | 11 | 11 | |||
26 Nov | 2150.50 | 681.95 | 0.00 | 5.51 | 0 | 0 | 0 | |||
22 Nov | 2228.00 | 681.95 | 0.00 | 6.70 | 0 | 0 | 0 | |||
21 Nov | 2183.65 | 681.95 | 4.55 | 0 | 0 | 0 |
For Adani Enterprises Limited - strike price 2400 expiring on 30JAN2025
Delta for 2400 CE is 0.77
Historical price for 2400 CE is as follows
On 7 Jan ADANIENT was trading at 2520.55. The strike last trading price was 167.85, which was 23.00 higher than the previous day. The implied volatity was 32.14, the open interest changed by -14 which decreased total open position to 1132
On 6 Jan ADANIENT was trading at 2474.45. The strike last trading price was 144.85, which was -64.65 lower than the previous day. The implied volatity was 36.35, the open interest changed by -15 which decreased total open position to 1146
On 3 Jan ADANIENT was trading at 2564.60. The strike last trading price was 209.5, which was -20.35 lower than the previous day. The implied volatity was 34.86, the open interest changed by -34 which decreased total open position to 1159
On 2 Jan ADANIENT was trading at 2597.70. The strike last trading price was 229.85, which was 24.85 higher than the previous day. The implied volatity was 33.68, the open interest changed by -13 which decreased total open position to 1197
On 1 Jan ADANIENT was trading at 2554.85. The strike last trading price was 205, which was 11.00 higher than the previous day. The implied volatity was 36.87, the open interest changed by -31 which decreased total open position to 1210
On 31 Dec ADANIENT was trading at 2528.65. The strike last trading price was 194, which was -44.30 lower than the previous day. The implied volatity was 36.43, the open interest changed by -52 which decreased total open position to 1241
On 30 Dec ADANIENT was trading at 2592.35. The strike last trading price was 238.3, which was 131.20 higher than the previous day. The implied volatity was 36.53, the open interest changed by -286 which decreased total open position to 1292
On 27 Dec ADANIENT was trading at 2409.95. The strike last trading price was 107.1, which was -1.40 lower than the previous day. The implied volatity was 28.87, the open interest changed by -107 which decreased total open position to 1622
On 26 Dec ADANIENT was trading at 2400.25. The strike last trading price was 108.5, which was 9.40 higher than the previous day. The implied volatity was 32.57, the open interest changed by 647 which increased total open position to 1722
On 24 Dec ADANIENT was trading at 2372.45. The strike last trading price was 99.1, which was 4.10 higher than the previous day. The implied volatity was 33.51, the open interest changed by 295 which increased total open position to 1081
On 23 Dec ADANIENT was trading at 2338.95. The strike last trading price was 95, which was -10.00 lower than the previous day. The implied volatity was 35.88, the open interest changed by 105 which increased total open position to 786
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 105, which was -43.00 lower than the previous day. The implied volatity was 36.96, the open interest changed by 350 which increased total open position to 678
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 148, which was -22.05 lower than the previous day. The implied volatity was 37.54, the open interest changed by 236 which increased total open position to 327
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 170.05, which was -31.20 lower than the previous day. The implied volatity was 36.67, the open interest changed by 34 which increased total open position to 90
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 201.25, which was -8.70 lower than the previous day. The implied volatity was 40.45, the open interest changed by -1 which decreased total open position to 56
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 209.95, which was -19.05 lower than the previous day. The implied volatity was 38.26, the open interest changed by -3 which decreased total open position to 56
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 229, which was 26.65 higher than the previous day. The implied volatity was 38.26, the open interest changed by 4 which increased total open position to 59
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 202.35, which was -8.00 lower than the previous day. The implied volatity was 34.66, the open interest changed by 2 which increased total open position to 55
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 210.35, 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 210.35, which was -11.60 lower than the previous day. The implied volatity was 42.99, the open interest changed by 1 which increased total open position to 53
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 221.95, which was -0.55 lower than the previous day. The implied volatity was 40.71, the open interest changed by 0 which decreased total open position to 52
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 222.5, 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 222.5, which was 2.50 higher than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 52
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 220, which was -48.60 lower than the previous day. The implied volatity was 39.74, the open interest changed by 0 which decreased total open position to 52
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 268.6, which was 42.05 higher than the previous day. The implied volatity was 47.76, the open interest changed by -1 which decreased total open position to 52
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 226.55, which was -44.45 lower than the previous day. The implied volatity was 46.08, the open interest changed by 0 which decreased total open position to 54
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 271, which was 9.00 higher than the previous day. The implied volatity was 55.49, the open interest changed by 43 which increased total open position to 54
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 262, which was 7.95 higher than the previous day. The implied volatity was 55.68, the open interest changed by -2 which decreased total open position to 8
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 254.05, which was -427.90 lower than the previous day. The implied volatity was 58.62, the open interest changed by 11 which increased total open position to 11
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 681.95, which was 0.00 lower than the previous day. The implied volatity was 5.51, 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 681.95, which was 0.00 lower than the previous day. The implied volatity was 6.70, 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 681.95, which was lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
ADANIENT 30JAN2025 2400 PE | |||||||
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Delta: -0.26
Vega: 2.06
Theta: -1.51
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 2520.55 | 39.9 | -16.10 | 38.14 | 863 | -22 | 1,916 |
6 Jan | 2474.45 | 56 | 24.00 | 38.48 | 3,742 | 54 | 1,940 |
3 Jan | 2564.60 | 32 | 2.40 | 35.95 | 1,086 | -23 | 1,893 |
2 Jan | 2597.70 | 29.6 | -6.70 | 36.79 | 1,616 | 8 | 1,925 |
1 Jan | 2554.85 | 36.3 | -5.40 | 35.16 | 1,691 | -69 | 1,919 |
31 Dec | 2528.65 | 41.7 | 5.80 | 35.30 | 2,120 | -65 | 1,995 |
30 Dec | 2592.35 | 35.9 | -36.10 | 37.88 | 7,092 | 278 | 2,056 |
27 Dec | 2409.95 | 72 | -10.05 | 31.37 | 2,932 | 103 | 1,812 |
26 Dec | 2400.25 | 82.05 | -22.95 | 31.70 | 2,493 | 829 | 1,709 |
24 Dec | 2372.45 | 105 | -20.95 | 34.21 | 927 | 261 | 880 |
23 Dec | 2338.95 | 125.95 | -15.05 | 36.48 | 511 | 61 | 618 |
20 Dec | 2344.95 | 141 | 41.00 | 40.78 | 756 | 288 | 558 |
19 Dec | 2419.35 | 100 | 7.35 | 37.98 | 335 | 101 | 265 |
18 Dec | 2457.40 | 92.65 | 8.65 | 39.90 | 125 | 40 | 164 |
17 Dec | 2487.60 | 84 | 5.00 | 40.06 | 53 | 35 | 124 |
16 Dec | 2512.40 | 79 | 7.00 | 40.00 | 47 | 30 | 84 |
13 Dec | 2527.55 | 72 | -18.05 | 38.69 | 64 | 9 | 56 |
12 Dec | 2504.10 | 90.05 | -10.50 | 41.58 | 17 | 6 | 46 |
11 Dec | 2457.25 | 100.55 | -0.45 | 39.37 | 15 | 3 | 40 |
10 Dec | 2467.20 | 101 | 5.90 | 40.52 | 17 | 3 | 35 |
9 Dec | 2495.85 | 95.1 | 1.10 | 41.26 | 25 | 9 | 31 |
6 Dec | 2506.40 | 94 | -0.10 | 40.98 | 25 | 19 | 21 |
5 Dec | 2522.55 | 94.1 | -20.50 | 42.17 | 3 | 0 | 1 |
4 Dec | 2494.75 | 114.6 | 23.05 | 44.13 | 2 | 1 | 1 |
3 Dec | 2514.20 | 91.55 | 0.00 | 3.99 | 0 | 0 | 0 |
2 Dec | 2457.05 | 91.55 | 0.00 | 2.71 | 0 | 0 | 0 |
29 Nov | 2463.15 | 91.55 | 0.00 | 2.59 | 0 | 0 | 0 |
28 Nov | 2437.10 | 91.55 | 0.00 | 2.08 | 0 | 0 | 0 |
27 Nov | 2397.80 | 91.55 | 0.00 | 0.31 | 0 | 0 | 0 |
26 Nov | 2150.50 | 91.55 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 2228.00 | 91.55 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 2183.65 | 91.55 | - | 0 | 0 | 0 |
For Adani Enterprises Limited - strike price 2400 expiring on 30JAN2025
Delta for 2400 PE is -0.26
Historical price for 2400 PE is as follows
On 7 Jan ADANIENT was trading at 2520.55. The strike last trading price was 39.9, which was -16.10 lower than the previous day. The implied volatity was 38.14, the open interest changed by -22 which decreased total open position to 1916
On 6 Jan ADANIENT was trading at 2474.45. The strike last trading price was 56, which was 24.00 higher than the previous day. The implied volatity was 38.48, the open interest changed by 54 which increased total open position to 1940
On 3 Jan ADANIENT was trading at 2564.60. The strike last trading price was 32, which was 2.40 higher than the previous day. The implied volatity was 35.95, the open interest changed by -23 which decreased total open position to 1893
On 2 Jan ADANIENT was trading at 2597.70. The strike last trading price was 29.6, which was -6.70 lower than the previous day. The implied volatity was 36.79, the open interest changed by 8 which increased total open position to 1925
On 1 Jan ADANIENT was trading at 2554.85. The strike last trading price was 36.3, which was -5.40 lower than the previous day. The implied volatity was 35.16, the open interest changed by -69 which decreased total open position to 1919
On 31 Dec ADANIENT was trading at 2528.65. The strike last trading price was 41.7, which was 5.80 higher than the previous day. The implied volatity was 35.30, the open interest changed by -65 which decreased total open position to 1995
On 30 Dec ADANIENT was trading at 2592.35. The strike last trading price was 35.9, which was -36.10 lower than the previous day. The implied volatity was 37.88, the open interest changed by 278 which increased total open position to 2056
On 27 Dec ADANIENT was trading at 2409.95. The strike last trading price was 72, which was -10.05 lower than the previous day. The implied volatity was 31.37, the open interest changed by 103 which increased total open position to 1812
On 26 Dec ADANIENT was trading at 2400.25. The strike last trading price was 82.05, which was -22.95 lower than the previous day. The implied volatity was 31.70, the open interest changed by 829 which increased total open position to 1709
On 24 Dec ADANIENT was trading at 2372.45. The strike last trading price was 105, which was -20.95 lower than the previous day. The implied volatity was 34.21, the open interest changed by 261 which increased total open position to 880
On 23 Dec ADANIENT was trading at 2338.95. The strike last trading price was 125.95, which was -15.05 lower than the previous day. The implied volatity was 36.48, the open interest changed by 61 which increased total open position to 618
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 141, which was 41.00 higher than the previous day. The implied volatity was 40.78, the open interest changed by 288 which increased total open position to 558
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 100, which was 7.35 higher than the previous day. The implied volatity was 37.98, the open interest changed by 101 which increased total open position to 265
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 92.65, which was 8.65 higher than the previous day. The implied volatity was 39.90, the open interest changed by 40 which increased total open position to 164
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 84, which was 5.00 higher than the previous day. The implied volatity was 40.06, the open interest changed by 35 which increased total open position to 124
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 79, which was 7.00 higher than the previous day. The implied volatity was 40.00, the open interest changed by 30 which increased total open position to 84
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 72, which was -18.05 lower than the previous day. The implied volatity was 38.69, the open interest changed by 9 which increased total open position to 56
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 90.05, which was -10.50 lower than the previous day. The implied volatity was 41.58, the open interest changed by 6 which increased total open position to 46
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 100.55, which was -0.45 lower than the previous day. The implied volatity was 39.37, the open interest changed by 3 which increased total open position to 40
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 101, which was 5.90 higher than the previous day. The implied volatity was 40.52, the open interest changed by 3 which increased total open position to 35
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 95.1, which was 1.10 higher than the previous day. The implied volatity was 41.26, the open interest changed by 9 which increased total open position to 31
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 94, which was -0.10 lower than the previous day. The implied volatity was 40.98, the open interest changed by 19 which increased total open position to 21
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 94.1, which was -20.50 lower than the previous day. The implied volatity was 42.17, the open interest changed by 0 which decreased total open position to 1
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 114.6, which was 23.05 higher than the previous day. The implied volatity was 44.13, the open interest changed by 1 which increased total open position to 1
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 91.55, which was 0.00 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 91.55, which was 0.00 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 91.55, which was 0.00 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 91.55, which was 0.00 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 91.55, which was 0.00 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 91.55, 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 91.55, 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 91.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0