ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
20 Dec 2024 04:11 PM IST
| ADANIENT 26DEC2024 2400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 1.07
Theta: -2.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2344.95 | 18.5 | -38.60 | 30.78 | 8,371 | 73 | 1,351 | |||
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| 19 Dec | 2419.35 | 57.1 | -27.60 | 31.95 | 3,533 | -34 | 1,286 | |||
| 18 Dec | 2457.40 | 84.7 | -35.25 | 31.45 | 1,145 | -132 | 1,321 | |||
| 17 Dec | 2487.60 | 119.95 | -14.75 | 40.07 | 453 | -44 | 1,452 | |||
| 16 Dec | 2512.40 | 134.7 | -19.30 | 38.38 | 383 | -40 | 1,495 | |||
| 13 Dec | 2527.55 | 154 | 8.00 | 35.09 | 871 | 33 | 1,541 | |||
| 12 Dec | 2504.10 | 146 | 34.90 | 39.99 | 2,482 | -59 | 1,509 | |||
| 11 Dec | 2457.25 | 111.1 | -15.05 | 37.89 | 640 | 10 | 1,572 | |||
| 10 Dec | 2467.20 | 126.15 | -22.15 | 40.08 | 465 | -3 | 1,563 | |||
| 9 Dec | 2495.85 | 148.3 | -17.80 | 40.46 | 418 | -5 | 1,568 | |||
| 6 Dec | 2506.40 | 166.1 | -4.90 | 41.94 | 290 | -17 | 1,575 | |||
| 5 Dec | 2522.55 | 171 | 9.95 | 37.38 | 1,080 | -157 | 1,593 | |||
| 4 Dec | 2494.75 | 161.05 | -23.95 | 43.57 | 834 | -2 | 1,751 | |||
| 3 Dec | 2514.20 | 185 | 27.00 | 45.20 | 2,245 | -263 | 1,756 | |||
| 2 Dec | 2457.05 | 158 | -17.60 | 48.98 | 1,374 | -64 | 2,022 | |||
| 29 Nov | 2463.15 | 175.6 | -12.40 | 51.46 | 4,189 | -255 | 2,086 | |||
| 28 Nov | 2437.10 | 188 | 11.00 | 59.72 | 9,151 | -10 | 2,343 | |||
| 27 Nov | 2397.80 | 177 | 106.65 | 62.54 | 15,099 | 704 | 2,371 | |||
| 26 Nov | 2150.50 | 70.35 | -39.40 | 59.52 | 5,010 | 724 | 1,668 | |||
| 25 Nov | 2257.50 | 109.75 | -10.25 | 59.41 | 60 | -230 | 944 | |||
| 22 Nov | 2228.00 | 120 | -5.90 | 65.93 | 200 | -177 | 997 | |||
| 21 Nov | 2183.65 | 125.9 | -709.45 | 77.83 | 4,027 | 1,162 | 1,162 | |||
| 20 Nov | 2821.50 | 835.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2821.50 | 835.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2818.70 | 835.35 | - | 0 | 0 | 0 | ||||
For Adani Enterprises Limited - strike price 2400 expiring on 26DEC2024
Delta for 2400 CE is 0.32
Historical price for 2400 CE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 18.5, which was -38.60 lower than the previous day. The implied volatity was 30.78, the open interest changed by 73 which increased total open position to 1351
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 57.1, which was -27.60 lower than the previous day. The implied volatity was 31.95, the open interest changed by -34 which decreased total open position to 1286
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 84.7, which was -35.25 lower than the previous day. The implied volatity was 31.45, the open interest changed by -132 which decreased total open position to 1321
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 119.95, which was -14.75 lower than the previous day. The implied volatity was 40.07, the open interest changed by -44 which decreased total open position to 1452
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 134.7, which was -19.30 lower than the previous day. The implied volatity was 38.38, the open interest changed by -40 which decreased total open position to 1495
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 154, which was 8.00 higher than the previous day. The implied volatity was 35.09, the open interest changed by 33 which increased total open position to 1541
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 146, which was 34.90 higher than the previous day. The implied volatity was 39.99, the open interest changed by -59 which decreased total open position to 1509
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 111.1, which was -15.05 lower than the previous day. The implied volatity was 37.89, the open interest changed by 10 which increased total open position to 1572
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 126.15, which was -22.15 lower than the previous day. The implied volatity was 40.08, the open interest changed by -3 which decreased total open position to 1563
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 148.3, which was -17.80 lower than the previous day. The implied volatity was 40.46, the open interest changed by -5 which decreased total open position to 1568
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 166.1, which was -4.90 lower than the previous day. The implied volatity was 41.94, the open interest changed by -17 which decreased total open position to 1575
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 171, which was 9.95 higher than the previous day. The implied volatity was 37.38, the open interest changed by -157 which decreased total open position to 1593
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 161.05, which was -23.95 lower than the previous day. The implied volatity was 43.57, the open interest changed by -2 which decreased total open position to 1751
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 185, which was 27.00 higher than the previous day. The implied volatity was 45.20, the open interest changed by -263 which decreased total open position to 1756
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 158, which was -17.60 lower than the previous day. The implied volatity was 48.98, the open interest changed by -64 which decreased total open position to 2022
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 175.6, which was -12.40 lower than the previous day. The implied volatity was 51.46, the open interest changed by -255 which decreased total open position to 2086
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 188, which was 11.00 higher than the previous day. The implied volatity was 59.72, the open interest changed by -10 which decreased total open position to 2343
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 177, which was 106.65 higher than the previous day. The implied volatity was 62.54, the open interest changed by 704 which increased total open position to 2371
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 70.35, which was -39.40 lower than the previous day. The implied volatity was 59.52, the open interest changed by 724 which increased total open position to 1668
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 109.75, which was -10.25 lower than the previous day. The implied volatity was 59.41, the open interest changed by -230 which decreased total open position to 944
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 120, which was -5.90 lower than the previous day. The implied volatity was 65.93, the open interest changed by -177 which decreased total open position to 997
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 125.9, which was -709.45 lower than the previous day. The implied volatity was 77.83, the open interest changed by 1162 which increased total open position to 1162
On 20 Nov ADANIENT was trading at 2821.50. The strike last trading price was 835.35, 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 835.35, 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 18 Nov ADANIENT was trading at 2818.70. The strike last trading price was 835.35, 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 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 1.12
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2344.95 | 74.3 | 42.60 | 38.91 | 9,604 | -649 | 1,852 |
| 19 Dec | 2419.35 | 31.7 | 5.70 | 32.84 | 5,979 | -200 | 2,515 |
| 18 Dec | 2457.40 | 26 | 0.65 | 36.36 | 3,006 | -279 | 2,718 |
| 17 Dec | 2487.60 | 25.35 | 2.05 | 40.19 | 1,815 | -221 | 3,003 |
| 16 Dec | 2512.40 | 23.3 | 4.00 | 40.11 | 1,488 | 134 | 3,217 |
| 13 Dec | 2527.55 | 19.3 | -14.10 | 35.72 | 4,296 | 302 | 3,097 |
| 12 Dec | 2504.10 | 33.4 | -14.90 | 40.36 | 6,222 | -324 | 2,789 |
| 11 Dec | 2457.25 | 48.3 | -2.05 | 39.00 | 2,529 | 24 | 3,110 |
| 10 Dec | 2467.20 | 50.35 | 6.65 | 41.24 | 3,598 | -59 | 3,077 |
| 9 Dec | 2495.85 | 43.7 | -4.05 | 41.19 | 1,787 | 269 | 3,140 |
| 6 Dec | 2506.40 | 47.75 | 4.65 | 41.78 | 1,459 | 189 | 2,871 |
| 5 Dec | 2522.55 | 43.1 | -19.80 | 40.81 | 2,713 | 95 | 2,674 |
| 4 Dec | 2494.75 | 62.9 | 3.80 | 44.02 | 2,879 | -155 | 2,572 |
| 3 Dec | 2514.20 | 59.1 | -27.90 | 45.28 | 4,804 | 158 | 2,704 |
| 2 Dec | 2457.05 | 87 | -14.05 | 47.66 | 3,983 | 242 | 2,543 |
| 29 Nov | 2463.15 | 101.05 | -31.90 | 51.51 | 8,471 | 415 | 2,305 |
| 28 Nov | 2437.10 | 132.95 | -26.00 | 59.83 | 9,280 | 673 | 1,892 |
| 27 Nov | 2397.80 | 158.95 | -135.05 | 62.51 | 3,581 | 599 | 1,224 |
| 26 Nov | 2150.50 | 294 | 59.00 | 63.66 | 547 | 260 | 621 |
| 25 Nov | 2257.50 | 235 | -45.00 | 63.87 | 5 | -31 | 361 |
| 22 Nov | 2228.00 | 280 | -74.00 | 70.32 | 29 | -27 | 365 |
| 21 Nov | 2183.65 | 354 | 335.30 | 82.10 | 1,299 | 377 | 392 |
| 20 Nov | 2821.50 | 18.7 | 0.00 | 43.26 | 8 | 8 | 14 |
| 19 Nov | 2821.50 | 18.7 | -1.00 | 43.26 | 8 | 7 | 14 |
| 18 Nov | 2818.70 | 19.7 | 43.69 | 8 | 4 | 4 | |
For Adani Enterprises Limited - strike price 2400 expiring on 26DEC2024
Delta for 2400 PE is -0.64
Historical price for 2400 PE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 74.3, which was 42.60 higher than the previous day. The implied volatity was 38.91, the open interest changed by -649 which decreased total open position to 1852
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 31.7, which was 5.70 higher than the previous day. The implied volatity was 32.84, the open interest changed by -200 which decreased total open position to 2515
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 26, which was 0.65 higher than the previous day. The implied volatity was 36.36, the open interest changed by -279 which decreased total open position to 2718
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 25.35, which was 2.05 higher than the previous day. The implied volatity was 40.19, the open interest changed by -221 which decreased total open position to 3003
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 23.3, which was 4.00 higher than the previous day. The implied volatity was 40.11, the open interest changed by 134 which increased total open position to 3217
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 19.3, which was -14.10 lower than the previous day. The implied volatity was 35.72, the open interest changed by 302 which increased total open position to 3097
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 33.4, which was -14.90 lower than the previous day. The implied volatity was 40.36, the open interest changed by -324 which decreased total open position to 2789
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 48.3, which was -2.05 lower than the previous day. The implied volatity was 39.00, the open interest changed by 24 which increased total open position to 3110
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 50.35, which was 6.65 higher than the previous day. The implied volatity was 41.24, the open interest changed by -59 which decreased total open position to 3077
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 43.7, which was -4.05 lower than the previous day. The implied volatity was 41.19, the open interest changed by 269 which increased total open position to 3140
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 47.75, which was 4.65 higher than the previous day. The implied volatity was 41.78, the open interest changed by 189 which increased total open position to 2871
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 43.1, which was -19.80 lower than the previous day. The implied volatity was 40.81, the open interest changed by 95 which increased total open position to 2674
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 62.9, which was 3.80 higher than the previous day. The implied volatity was 44.02, the open interest changed by -155 which decreased total open position to 2572
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 59.1, which was -27.90 lower than the previous day. The implied volatity was 45.28, the open interest changed by 158 which increased total open position to 2704
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 87, which was -14.05 lower than the previous day. The implied volatity was 47.66, the open interest changed by 242 which increased total open position to 2543
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 101.05, which was -31.90 lower than the previous day. The implied volatity was 51.51, the open interest changed by 415 which increased total open position to 2305
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 132.95, which was -26.00 lower than the previous day. The implied volatity was 59.83, the open interest changed by 673 which increased total open position to 1892
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 158.95, which was -135.05 lower than the previous day. The implied volatity was 62.51, the open interest changed by 599 which increased total open position to 1224
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 294, which was 59.00 higher than the previous day. The implied volatity was 63.66, the open interest changed by 260 which increased total open position to 621
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 235, which was -45.00 lower than the previous day. The implied volatity was 63.87, the open interest changed by -31 which decreased total open position to 361
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 280, which was -74.00 lower than the previous day. The implied volatity was 70.32, the open interest changed by -27 which decreased total open position to 365
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 354, which was 335.30 higher than the previous day. The implied volatity was 82.10, the open interest changed by 377 which increased total open position to 392
On 20 Nov ADANIENT was trading at 2821.50. The strike last trading price was 18.7, which was 0.00 lower than the previous day. The implied volatity was 43.26, the open interest changed by 8 which increased total open position to 14
On 19 Nov ADANIENT was trading at 2821.50. The strike last trading price was 18.7, which was -1.00 lower than the previous day. The implied volatity was 43.26, the open interest changed by 7 which increased total open position to 14
On 18 Nov ADANIENT was trading at 2818.70. The strike last trading price was 19.7, which was lower than the previous day. The implied volatity was 43.69, the open interest changed by 4 which increased total open position to 4
