ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
20 Dec 2024 04:11 PM IST
| ADANIENT 26DEC2024 2460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.76
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2344.95 | 9.25 | -17.85 | 35.14 | 8,033 | -93 | 1,137 | |||
| 19 Dec | 2419.35 | 27.1 | -18.95 | 30.93 | 3,444 | 137 | 1,243 | |||
| 18 Dec | 2457.40 | 46.05 | -28.30 | 30.20 | 1,167 | 31 | 1,110 | |||
| 17 Dec | 2487.60 | 74.35 | -13.15 | 35.63 | 229 | -37 | 1,079 | |||
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| 16 Dec | 2512.40 | 87.5 | -18.50 | 34.58 | 175 | 11 | 1,114 | |||
| 13 Dec | 2527.55 | 106 | 2.10 | 32.43 | 529 | -92 | 1,103 | |||
| 12 Dec | 2504.10 | 103.9 | 26.35 | 38.32 | 3,252 | -83 | 1,197 | |||
| 11 Dec | 2457.25 | 77.55 | -9.30 | 37.81 | 1,910 | 292 | 1,284 | |||
| 10 Dec | 2467.20 | 86.85 | -23.10 | 37.69 | 1,118 | 137 | 991 | |||
| 9 Dec | 2495.85 | 109.95 | -14.80 | 39.88 | 282 | -15 | 853 | |||
| 6 Dec | 2506.40 | 124.75 | -4.15 | 40.10 | 160 | -1 | 869 | |||
| 5 Dec | 2522.55 | 128.9 | 8.80 | 36.31 | 725 | -113 | 870 | |||
| 4 Dec | 2494.75 | 120.1 | -24.55 | 41.00 | 426 | 39 | 983 | |||
| 3 Dec | 2514.20 | 144.65 | 21.65 | 43.63 | 1,750 | -223 | 944 | |||
| 2 Dec | 2457.05 | 123 | -18.75 | 47.49 | 2,225 | 261 | 1,172 | |||
| 29 Nov | 2463.15 | 141.75 | -15.15 | 50.48 | 6,003 | 639 | 911 | |||
| 28 Nov | 2437.10 | 156.9 | 14.35 | 59.06 | 3,443 | 211 | 277 | |||
| 27 Nov | 2397.80 | 142.55 | 88.15 | 59.78 | 251 | 43 | 68 | |||
| 26 Nov | 2150.50 | 54.4 | -48.70 | 58.54 | 43 | 7 | 25 | |||
| 25 Nov | 2257.50 | 103.1 | 0.00 | 0.00 | 0 | 18 | 0 | |||
| 22 Nov | 2228.00 | 103.1 | 0.00 | 0.00 | 0 | 18 | 0 | |||
| 21 Nov | 2183.65 | 103.1 | 103.10 | 75.51 | 50 | 18 | 18 | |||
| 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 2460 expiring on 26DEC2024
Delta for 2460 CE is 0.17
Historical price for 2460 CE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 9.25, which was -17.85 lower than the previous day. The implied volatity was 35.14, the open interest changed by -93 which decreased total open position to 1137
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 27.1, which was -18.95 lower than the previous day. The implied volatity was 30.93, the open interest changed by 137 which increased total open position to 1243
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 46.05, which was -28.30 lower than the previous day. The implied volatity was 30.20, the open interest changed by 31 which increased total open position to 1110
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 74.35, which was -13.15 lower than the previous day. The implied volatity was 35.63, the open interest changed by -37 which decreased total open position to 1079
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 87.5, which was -18.50 lower than the previous day. The implied volatity was 34.58, the open interest changed by 11 which increased total open position to 1114
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 106, which was 2.10 higher than the previous day. The implied volatity was 32.43, the open interest changed by -92 which decreased total open position to 1103
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 103.9, which was 26.35 higher than the previous day. The implied volatity was 38.32, the open interest changed by -83 which decreased total open position to 1197
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 77.55, which was -9.30 lower than the previous day. The implied volatity was 37.81, the open interest changed by 292 which increased total open position to 1284
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 86.85, which was -23.10 lower than the previous day. The implied volatity was 37.69, the open interest changed by 137 which increased total open position to 991
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 109.95, which was -14.80 lower than the previous day. The implied volatity was 39.88, the open interest changed by -15 which decreased total open position to 853
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 124.75, which was -4.15 lower than the previous day. The implied volatity was 40.10, the open interest changed by -1 which decreased total open position to 869
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 128.9, which was 8.80 higher than the previous day. The implied volatity was 36.31, the open interest changed by -113 which decreased total open position to 870
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 120.1, which was -24.55 lower than the previous day. The implied volatity was 41.00, the open interest changed by 39 which increased total open position to 983
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 144.65, which was 21.65 higher than the previous day. The implied volatity was 43.63, the open interest changed by -223 which decreased total open position to 944
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 123, which was -18.75 lower than the previous day. The implied volatity was 47.49, the open interest changed by 261 which increased total open position to 1172
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 141.75, which was -15.15 lower than the previous day. The implied volatity was 50.48, the open interest changed by 639 which increased total open position to 911
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 156.9, which was 14.35 higher than the previous day. The implied volatity was 59.06, the open interest changed by 211 which increased total open position to 277
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 142.55, which was 88.15 higher than the previous day. The implied volatity was 59.78, the open interest changed by 43 which increased total open position to 68
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 54.4, which was -48.70 lower than the previous day. The implied volatity was 58.54, the open interest changed by 7 which increased total open position to 25
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 103.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 103.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 103.1, which was 103.10 higher than the previous day. The implied volatity was 75.51, the open interest changed by 18 which increased total open position to 18
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 2460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.92
Theta: -2.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2344.95 | 124.55 | 63.05 | 45.27 | 1,719 | -104 | 648 |
| 19 Dec | 2419.35 | 61.5 | 13.25 | 31.76 | 1,323 | -352 | 746 |
| 18 Dec | 2457.40 | 48.25 | 8.20 | 34.93 | 1,876 | -177 | 1,098 |
| 17 Dec | 2487.60 | 40.05 | 3.05 | 36.03 | 1,252 | -2 | 1,277 |
| 16 Dec | 2512.40 | 37 | 6.20 | 36.69 | 707 | 37 | 1,293 |
| 13 Dec | 2527.55 | 30.8 | -18.70 | 32.76 | 1,723 | 151 | 1,257 |
| 12 Dec | 2504.10 | 49.5 | -21.30 | 37.79 | 1,939 | 70 | 1,113 |
| 11 Dec | 2457.25 | 70.8 | -2.90 | 36.97 | 1,232 | 177 | 1,049 |
| 10 Dec | 2467.20 | 73.7 | 11.35 | 40.19 | 1,229 | 66 | 872 |
| 9 Dec | 2495.85 | 62.35 | -2.45 | 39.22 | 356 | 7 | 806 |
| 6 Dec | 2506.40 | 64.8 | 3.95 | 39.38 | 468 | -2 | 801 |
| 5 Dec | 2522.55 | 60.85 | -23.15 | 39.41 | 866 | 160 | 802 |
| 4 Dec | 2494.75 | 84 | 4.55 | 42.54 | 689 | -25 | 648 |
| 3 Dec | 2514.20 | 79.45 | -31.25 | 44.15 | 1,030 | 61 | 677 |
| 2 Dec | 2457.05 | 110.7 | -14.65 | 45.85 | 1,565 | 264 | 617 |
| 29 Nov | 2463.15 | 125.35 | -33.95 | 50.00 | 2,203 | 242 | 365 |
| 28 Nov | 2437.10 | 159.3 | -45.65 | 58.39 | 1,145 | 122 | 123 |
| 27 Nov | 2397.80 | 204.95 | 140.90 | 67.70 | 1 | 0 | 0 |
| 26 Nov | 2150.50 | 64.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2257.50 | 64.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2228.00 | 64.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2183.65 | 64.05 | 64.05 | - | 0 | 0 | 0 |
| 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 2460 expiring on 26DEC2024
Delta for 2460 PE is -0.77
Historical price for 2460 PE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 124.55, which was 63.05 higher than the previous day. The implied volatity was 45.27, the open interest changed by -104 which decreased total open position to 648
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 61.5, which was 13.25 higher than the previous day. The implied volatity was 31.76, the open interest changed by -352 which decreased total open position to 746
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 48.25, which was 8.20 higher than the previous day. The implied volatity was 34.93, the open interest changed by -177 which decreased total open position to 1098
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 40.05, which was 3.05 higher than the previous day. The implied volatity was 36.03, the open interest changed by -2 which decreased total open position to 1277
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 37, which was 6.20 higher than the previous day. The implied volatity was 36.69, the open interest changed by 37 which increased total open position to 1293
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 30.8, which was -18.70 lower than the previous day. The implied volatity was 32.76, the open interest changed by 151 which increased total open position to 1257
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 49.5, which was -21.30 lower than the previous day. The implied volatity was 37.79, the open interest changed by 70 which increased total open position to 1113
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 70.8, which was -2.90 lower than the previous day. The implied volatity was 36.97, the open interest changed by 177 which increased total open position to 1049
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 73.7, which was 11.35 higher than the previous day. The implied volatity was 40.19, the open interest changed by 66 which increased total open position to 872
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 62.35, which was -2.45 lower than the previous day. The implied volatity was 39.22, the open interest changed by 7 which increased total open position to 806
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 64.8, which was 3.95 higher than the previous day. The implied volatity was 39.38, the open interest changed by -2 which decreased total open position to 801
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 60.85, which was -23.15 lower than the previous day. The implied volatity was 39.41, the open interest changed by 160 which increased total open position to 802
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 84, which was 4.55 higher than the previous day. The implied volatity was 42.54, the open interest changed by -25 which decreased total open position to 648
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 79.45, which was -31.25 lower than the previous day. The implied volatity was 44.15, the open interest changed by 61 which increased total open position to 677
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 110.7, which was -14.65 lower than the previous day. The implied volatity was 45.85, the open interest changed by 264 which increased total open position to 617
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 125.35, which was -33.95 lower than the previous day. The implied volatity was 50.00, the open interest changed by 242 which increased total open position to 365
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 159.3, which was -45.65 lower than the previous day. The implied volatity was 58.39, the open interest changed by 122 which increased total open position to 123
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 204.95, which was 140.90 higher than the previous day. The implied volatity was 67.70, 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 64.05, 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 64.05, 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 64.05, 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 64.05, which was 64.05 higher 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 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
