ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
20 Dec 2024 04:11 PM IST
| ADANIENT 26DEC2024 2440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.85
Theta: -2.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2344.95 | 11.15 | -24.20 | 33.20 | 9,483 | 400 | 851 | |||
| 19 Dec | 2419.35 | 35.35 | -22.15 | 31.08 | 1,851 | 33 | 453 | |||
| 18 Dec | 2457.40 | 57.5 | -30.95 | 30.40 | 215 | 2 | 426 | |||
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| 17 Dec | 2487.60 | 88.45 | -16.75 | 36.88 | 60 | 3 | 426 | |||
| 16 Dec | 2512.40 | 105.2 | -18.15 | 37.69 | 23 | 2 | 423 | |||
| 13 Dec | 2527.55 | 123.35 | 6.45 | 34.59 | 239 | -20 | 420 | |||
| 12 Dec | 2504.10 | 116.9 | 27.50 | 38.69 | 1,108 | 5 | 443 | |||
| 11 Dec | 2457.25 | 89.4 | -11.35 | 38.61 | 388 | 26 | 441 | |||
| 10 Dec | 2467.20 | 100.75 | -21.95 | 39.24 | 224 | 12 | 416 | |||
| 9 Dec | 2495.85 | 122.7 | -15.80 | 40.40 | 73 | 0 | 405 | |||
| 6 Dec | 2506.40 | 138.5 | -3.50 | 40.96 | 56 | 10 | 405 | |||
| 5 Dec | 2522.55 | 142 | 2.30 | 36.51 | 240 | -46 | 395 | |||
| 4 Dec | 2494.75 | 139.7 | -17.35 | 44.62 | 148 | 7 | 446 | |||
| 3 Dec | 2514.20 | 157.05 | 23.20 | 43.91 | 677 | -51 | 449 | |||
| 2 Dec | 2457.05 | 133.85 | -19.05 | 47.85 | 1,278 | 128 | 502 | |||
| 29 Nov | 2463.15 | 152.9 | -14.30 | 50.93 | 2,191 | 138 | 378 | |||
| 28 Nov | 2437.10 | 167.2 | 7.55 | 59.40 | 3,159 | 167 | 240 | |||
| 27 Nov | 2397.80 | 159.65 | 100.15 | 62.92 | 293 | 68 | 69 | |||
| 26 Nov | 2150.50 | 59.5 | -744.95 | 59.00 | 3 | 0 | 0 | |||
| 25 Nov | 2257.50 | 804.45 | 0.00 | 5.54 | 0 | 0 | 0 | |||
| 22 Nov | 2228.00 | 804.45 | 0.00 | 6.88 | 0 | 0 | 0 | |||
| 21 Nov | 2183.65 | 804.45 | 0.00 | 9.41 | 0 | 0 | 0 | |||
| 20 Nov | 2821.50 | 804.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2821.50 | 804.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2818.70 | 804.45 | - | 0 | 0 | 0 | ||||
For Adani Enterprises Limited - strike price 2440 expiring on 26DEC2024
Delta for 2440 CE is 0.20
Historical price for 2440 CE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 11.15, which was -24.20 lower than the previous day. The implied volatity was 33.20, the open interest changed by 400 which increased total open position to 851
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 35.35, which was -22.15 lower than the previous day. The implied volatity was 31.08, the open interest changed by 33 which increased total open position to 453
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 57.5, which was -30.95 lower than the previous day. The implied volatity was 30.40, the open interest changed by 2 which increased total open position to 426
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 88.45, which was -16.75 lower than the previous day. The implied volatity was 36.88, the open interest changed by 3 which increased total open position to 426
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 105.2, which was -18.15 lower than the previous day. The implied volatity was 37.69, the open interest changed by 2 which increased total open position to 423
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 123.35, which was 6.45 higher than the previous day. The implied volatity was 34.59, the open interest changed by -20 which decreased total open position to 420
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 116.9, which was 27.50 higher than the previous day. The implied volatity was 38.69, the open interest changed by 5 which increased total open position to 443
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 89.4, which was -11.35 lower than the previous day. The implied volatity was 38.61, the open interest changed by 26 which increased total open position to 441
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 100.75, which was -21.95 lower than the previous day. The implied volatity was 39.24, the open interest changed by 12 which increased total open position to 416
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 122.7, which was -15.80 lower than the previous day. The implied volatity was 40.40, the open interest changed by 0 which decreased total open position to 405
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 138.5, which was -3.50 lower than the previous day. The implied volatity was 40.96, the open interest changed by 10 which increased total open position to 405
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 142, which was 2.30 higher than the previous day. The implied volatity was 36.51, the open interest changed by -46 which decreased total open position to 395
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 139.7, which was -17.35 lower than the previous day. The implied volatity was 44.62, the open interest changed by 7 which increased total open position to 446
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 157.05, which was 23.20 higher than the previous day. The implied volatity was 43.91, the open interest changed by -51 which decreased total open position to 449
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 133.85, which was -19.05 lower than the previous day. The implied volatity was 47.85, the open interest changed by 128 which increased total open position to 502
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 152.9, which was -14.30 lower than the previous day. The implied volatity was 50.93, the open interest changed by 138 which increased total open position to 378
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 167.2, which was 7.55 higher than the previous day. The implied volatity was 59.40, the open interest changed by 167 which increased total open position to 240
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 159.65, which was 100.15 higher than the previous day. The implied volatity was 62.92, the open interest changed by 68 which increased total open position to 69
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 59.5, which was -744.95 lower than the previous day. The implied volatity was 59.00, 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 804.45, which was 0.00 lower than the previous day. The implied volatity was 5.54, 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 804.45, which was 0.00 lower than the previous day. The implied volatity was 6.88, 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 804.45, which was 0.00 lower than the previous day. The implied volatity was 9.41, 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 804.45, 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 804.45, 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 804.45, 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 2440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.98
Theta: -3.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2344.95 | 106.8 | 57.70 | 42.79 | 4,045 | -170 | 406 |
| 19 Dec | 2419.35 | 49.1 | 9.90 | 31.36 | 975 | -190 | 582 |
| 18 Dec | 2457.40 | 39.2 | 3.85 | 35.07 | 1,070 | 19 | 770 |
| 17 Dec | 2487.60 | 35.35 | 4.70 | 38.11 | 672 | 25 | 750 |
| 16 Dec | 2512.40 | 30.65 | 4.65 | 37.09 | 441 | -44 | 725 |
| 13 Dec | 2527.55 | 26 | -16.50 | 33.51 | 1,865 | 135 | 770 |
| 12 Dec | 2504.10 | 42.5 | -19.90 | 38.10 | 1,803 | 55 | 635 |
| 11 Dec | 2457.25 | 62.4 | -1.60 | 37.59 | 756 | 36 | 589 |
| 10 Dec | 2467.20 | 64 | 8.30 | 39.95 | 748 | -25 | 553 |
| 9 Dec | 2495.85 | 55.7 | -2.75 | 39.97 | 467 | 3 | 574 |
| 6 Dec | 2506.40 | 58.45 | 4.25 | 40.12 | 220 | 5 | 575 |
| 5 Dec | 2522.55 | 54.2 | -22.95 | 39.79 | 677 | 135 | 570 |
| 4 Dec | 2494.75 | 77.15 | 5.45 | 43.39 | 462 | -14 | 434 |
| 3 Dec | 2514.20 | 71.7 | -31.10 | 44.33 | 836 | 42 | 449 |
| 2 Dec | 2457.05 | 102.8 | -15.10 | 46.66 | 993 | 104 | 411 |
| 29 Nov | 2463.15 | 117.9 | -32.10 | 50.92 | 2,950 | 102 | 317 |
| 28 Nov | 2437.10 | 150 | -27.00 | 58.82 | 1,282 | 203 | 217 |
| 27 Nov | 2397.80 | 177 | 99.20 | 61.31 | 31 | 14 | 14 |
| 26 Nov | 2150.50 | 77.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2257.50 | 77.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2228.00 | 77.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2183.65 | 77.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2821.50 | 77.8 | 0.00 | 11.90 | 0 | 0 | 0 |
| 19 Nov | 2821.50 | 77.8 | 0.00 | 11.90 | 0 | 0 | 0 |
| 18 Nov | 2818.70 | 77.8 | 11.89 | 0 | 0 | 0 | |
For Adani Enterprises Limited - strike price 2440 expiring on 26DEC2024
Delta for 2440 PE is -0.74
Historical price for 2440 PE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 106.8, which was 57.70 higher than the previous day. The implied volatity was 42.79, the open interest changed by -170 which decreased total open position to 406
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 49.1, which was 9.90 higher than the previous day. The implied volatity was 31.36, the open interest changed by -190 which decreased total open position to 582
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 39.2, which was 3.85 higher than the previous day. The implied volatity was 35.07, the open interest changed by 19 which increased total open position to 770
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 35.35, which was 4.70 higher than the previous day. The implied volatity was 38.11, the open interest changed by 25 which increased total open position to 750
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 30.65, which was 4.65 higher than the previous day. The implied volatity was 37.09, the open interest changed by -44 which decreased total open position to 725
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 26, which was -16.50 lower than the previous day. The implied volatity was 33.51, the open interest changed by 135 which increased total open position to 770
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 42.5, which was -19.90 lower than the previous day. The implied volatity was 38.10, the open interest changed by 55 which increased total open position to 635
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 62.4, which was -1.60 lower than the previous day. The implied volatity was 37.59, the open interest changed by 36 which increased total open position to 589
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 64, which was 8.30 higher than the previous day. The implied volatity was 39.95, the open interest changed by -25 which decreased total open position to 553
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 55.7, which was -2.75 lower than the previous day. The implied volatity was 39.97, the open interest changed by 3 which increased total open position to 574
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 58.45, which was 4.25 higher than the previous day. The implied volatity was 40.12, the open interest changed by 5 which increased total open position to 575
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 54.2, which was -22.95 lower than the previous day. The implied volatity was 39.79, the open interest changed by 135 which increased total open position to 570
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 77.15, which was 5.45 higher than the previous day. The implied volatity was 43.39, the open interest changed by -14 which decreased total open position to 434
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 71.7, which was -31.10 lower than the previous day. The implied volatity was 44.33, the open interest changed by 42 which increased total open position to 449
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 102.8, which was -15.10 lower than the previous day. The implied volatity was 46.66, the open interest changed by 104 which increased total open position to 411
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 117.9, which was -32.10 lower than the previous day. The implied volatity was 50.92, the open interest changed by 102 which increased total open position to 317
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 150, which was -27.00 lower than the previous day. The implied volatity was 58.82, the open interest changed by 203 which increased total open position to 217
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 177, which was 99.20 higher than the previous day. The implied volatity was 61.31, the open interest changed by 14 which increased total open position to 14
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 77.8, 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 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 77.8, 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 77.8, 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 77.8, 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 20 Nov ADANIENT was trading at 2821.50. The strike last trading price was 77.8, which was 0.00 lower than the previous day. The implied volatity was 11.90, 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 77.8, which was 0.00 lower than the previous day. The implied volatity was 11.90, 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 77.8, which was lower than the previous day. The implied volatity was 11.89, the open interest changed by 0 which decreased total open position to 0
