ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
20 Dec 2024 04:11 PM IST
| ADANIENT 26DEC2024 2420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.96
Theta: -2.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2344.95 | 14.15 | -30.80 | 31.79 | 4,566 | 188 | 522 | |||
| 19 Dec | 2419.35 | 44.95 | -23.60 | 31.12 | 2,660 | 112 | 349 | |||
| 18 Dec | 2457.40 | 68.55 | -34.25 | 29.46 | 24 | 4 | 237 | |||
| 17 Dec | 2487.60 | 102.8 | -15.80 | 37.69 | 13 | -1 | 233 | |||
| 16 Dec | 2512.40 | 118.6 | -18.90 | 37.34 | 5 | 2 | 234 | |||
| 13 Dec | 2527.55 | 137.5 | 9.75 | 34.27 | 8 | -1 | 233 | |||
| 12 Dec | 2504.10 | 127.75 | 28.75 | 37.34 | 486 | -38 | 234 | |||
| 11 Dec | 2457.25 | 99 | -13.30 | 37.82 | 144 | 8 | 271 | |||
| 10 Dec | 2467.20 | 112.3 | -23.35 | 39.25 | 77 | -14 | 267 | |||
| 9 Dec | 2495.85 | 135.65 | -16.35 | 40.69 | 15 | -3 | 280 | |||
| 6 Dec | 2506.40 | 152 | -6.00 | 41.44 | 17 | 8 | 283 | |||
| 5 Dec | 2522.55 | 158 | 1.90 | 37.81 | 34 | -10 | 276 | |||
| 4 Dec | 2494.75 | 156.1 | -15.15 | 46.74 | 18 | 5 | 286 | |||
| 3 Dec | 2514.20 | 171.25 | 24.80 | 44.76 | 211 | -36 | 281 | |||
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| 2 Dec | 2457.05 | 146.45 | -18.85 | 48.73 | 344 | 35 | 318 | |||
| 29 Nov | 2463.15 | 165.3 | -12.15 | 51.68 | 1,170 | 149 | 285 | |||
| 28 Nov | 2437.10 | 177.45 | 10.45 | 59.58 | 1,168 | 0 | 133 | |||
| 27 Nov | 2397.80 | 167 | 100.75 | 62.30 | 516 | 108 | 127 | |||
| 26 Nov | 2150.50 | 66.25 | -68.30 | 59.83 | 21 | 17 | 19 | |||
| 25 Nov | 2257.50 | 134.55 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 22 Nov | 2228.00 | 134.55 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 21 Nov | 2183.65 | 134.55 | 134.55 | 81.41 | 5 | 2 | 2 | |||
| 20 Nov | 2821.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 2821.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 2818.70 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Adani Enterprises Limited - strike price 2420 expiring on 26DEC2024
Delta for 2420 CE is 0.25
Historical price for 2420 CE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 14.15, which was -30.80 lower than the previous day. The implied volatity was 31.79, the open interest changed by 188 which increased total open position to 522
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 44.95, which was -23.60 lower than the previous day. The implied volatity was 31.12, the open interest changed by 112 which increased total open position to 349
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 68.55, which was -34.25 lower than the previous day. The implied volatity was 29.46, the open interest changed by 4 which increased total open position to 237
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 102.8, which was -15.80 lower than the previous day. The implied volatity was 37.69, the open interest changed by -1 which decreased total open position to 233
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 118.6, which was -18.90 lower than the previous day. The implied volatity was 37.34, the open interest changed by 2 which increased total open position to 234
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 137.5, which was 9.75 higher than the previous day. The implied volatity was 34.27, the open interest changed by -1 which decreased total open position to 233
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 127.75, which was 28.75 higher than the previous day. The implied volatity was 37.34, the open interest changed by -38 which decreased total open position to 234
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 99, which was -13.30 lower than the previous day. The implied volatity was 37.82, the open interest changed by 8 which increased total open position to 271
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 112.3, which was -23.35 lower than the previous day. The implied volatity was 39.25, the open interest changed by -14 which decreased total open position to 267
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 135.65, which was -16.35 lower than the previous day. The implied volatity was 40.69, the open interest changed by -3 which decreased total open position to 280
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 152, which was -6.00 lower than the previous day. The implied volatity was 41.44, the open interest changed by 8 which increased total open position to 283
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 158, which was 1.90 higher than the previous day. The implied volatity was 37.81, the open interest changed by -10 which decreased total open position to 276
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 156.1, which was -15.15 lower than the previous day. The implied volatity was 46.74, the open interest changed by 5 which increased total open position to 286
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 171.25, which was 24.80 higher than the previous day. The implied volatity was 44.76, the open interest changed by -36 which decreased total open position to 281
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 146.45, which was -18.85 lower than the previous day. The implied volatity was 48.73, the open interest changed by 35 which increased total open position to 318
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 165.3, which was -12.15 lower than the previous day. The implied volatity was 51.68, the open interest changed by 149 which increased total open position to 285
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 177.45, which was 10.45 higher than the previous day. The implied volatity was 59.58, the open interest changed by 0 which decreased total open position to 133
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 167, which was 100.75 higher than the previous day. The implied volatity was 62.30, the open interest changed by 108 which increased total open position to 127
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 66.25, which was -68.30 lower than the previous day. The implied volatity was 59.83, the open interest changed by 17 which increased total open position to 19
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 134.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 134.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 134.55, which was 134.55 higher than the previous day. The implied volatity was 81.41, the open interest changed by 2 which increased total open position to 2
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 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 18 Nov ADANIENT was trading at 2818.70. 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 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 1.06
Theta: -3.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2344.95 | 90.8 | 51.40 | 41.45 | 3,720 | -54 | 253 |
| 19 Dec | 2419.35 | 39.4 | 7.45 | 31.89 | 2,264 | -62 | 318 |
| 18 Dec | 2457.40 | 31.95 | 3.00 | 35.63 | 837 | -116 | 379 |
| 17 Dec | 2487.60 | 28.95 | 2.00 | 38.40 | 866 | 83 | 500 |
| 16 Dec | 2512.40 | 26.95 | 4.75 | 38.79 | 517 | -18 | 417 |
| 13 Dec | 2527.55 | 22.2 | -14.95 | 34.49 | 638 | 79 | 435 |
| 12 Dec | 2504.10 | 37.15 | -17.25 | 38.92 | 886 | -15 | 357 |
| 11 Dec | 2457.25 | 54.4 | -0.90 | 37.99 | 255 | 9 | 374 |
| 10 Dec | 2467.20 | 55.3 | 6.60 | 39.81 | 202 | 10 | 367 |
| 9 Dec | 2495.85 | 48.7 | -3.75 | 40.22 | 170 | 6 | 358 |
| 6 Dec | 2506.40 | 52.45 | 4.20 | 40.76 | 208 | 27 | 352 |
| 5 Dec | 2522.55 | 48.25 | -20.85 | 40.23 | 437 | 49 | 325 |
| 4 Dec | 2494.75 | 69.1 | 3.30 | 43.48 | 367 | -11 | 276 |
| 3 Dec | 2514.20 | 65.8 | -29.20 | 45.09 | 533 | 90 | 289 |
| 2 Dec | 2457.05 | 95 | -13.60 | 47.30 | 530 | 28 | 202 |
| 29 Nov | 2463.15 | 108.6 | -33.50 | 50.96 | 987 | 72 | 179 |
| 28 Nov | 2437.10 | 142.1 | -26.30 | 59.63 | 721 | 66 | 108 |
| 27 Nov | 2397.80 | 168.4 | -91.75 | 62.14 | 80 | 50 | 52 |
| 26 Nov | 2150.50 | 260.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 2257.50 | 260.15 | 0.00 | 0.00 | 0 | 2 | 0 |
| 22 Nov | 2228.00 | 260.15 | 0.00 | 0.00 | 0 | 2 | 0 |
| 21 Nov | 2183.65 | 260.15 | 260.15 | 35.08 | 6 | 2 | 2 |
| 20 Nov | 2821.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 2821.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 2818.70 | 0 | 0.00 | 0 | 0 | 0 | |
For Adani Enterprises Limited - strike price 2420 expiring on 26DEC2024
Delta for 2420 PE is -0.69
Historical price for 2420 PE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 90.8, which was 51.40 higher than the previous day. The implied volatity was 41.45, the open interest changed by -54 which decreased total open position to 253
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 39.4, which was 7.45 higher than the previous day. The implied volatity was 31.89, the open interest changed by -62 which decreased total open position to 318
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 31.95, which was 3.00 higher than the previous day. The implied volatity was 35.63, the open interest changed by -116 which decreased total open position to 379
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 28.95, which was 2.00 higher than the previous day. The implied volatity was 38.40, the open interest changed by 83 which increased total open position to 500
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 26.95, which was 4.75 higher than the previous day. The implied volatity was 38.79, the open interest changed by -18 which decreased total open position to 417
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 22.2, which was -14.95 lower than the previous day. The implied volatity was 34.49, the open interest changed by 79 which increased total open position to 435
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 37.15, which was -17.25 lower than the previous day. The implied volatity was 38.92, the open interest changed by -15 which decreased total open position to 357
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 54.4, which was -0.90 lower than the previous day. The implied volatity was 37.99, the open interest changed by 9 which increased total open position to 374
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 55.3, which was 6.60 higher than the previous day. The implied volatity was 39.81, the open interest changed by 10 which increased total open position to 367
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 48.7, which was -3.75 lower than the previous day. The implied volatity was 40.22, the open interest changed by 6 which increased total open position to 358
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 52.45, which was 4.20 higher than the previous day. The implied volatity was 40.76, the open interest changed by 27 which increased total open position to 352
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 48.25, which was -20.85 lower than the previous day. The implied volatity was 40.23, the open interest changed by 49 which increased total open position to 325
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 69.1, which was 3.30 higher than the previous day. The implied volatity was 43.48, the open interest changed by -11 which decreased total open position to 276
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 65.8, which was -29.20 lower than the previous day. The implied volatity was 45.09, the open interest changed by 90 which increased total open position to 289
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 95, which was -13.60 lower than the previous day. The implied volatity was 47.30, the open interest changed by 28 which increased total open position to 202
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 108.6, which was -33.50 lower than the previous day. The implied volatity was 50.96, the open interest changed by 72 which increased total open position to 179
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 142.1, which was -26.30 lower than the previous day. The implied volatity was 59.63, the open interest changed by 66 which increased total open position to 108
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 168.4, which was -91.75 lower than the previous day. The implied volatity was 62.14, the open interest changed by 50 which increased total open position to 52
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 260.15, 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 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 260.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 260.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 260.15, which was 260.15 higher than the previous day. The implied volatity was 35.08, the open interest changed by 2 which increased total open position to 2
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 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 18 Nov ADANIENT was trading at 2818.70. 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
