ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
20 Dec 2024 04:11 PM IST
| ADANIENT 26DEC2024 2500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.61
Theta: -2.08
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2344.95 | 7 | -10.90 | 39.61 | 14,280 | -136 | 5,046 | |||
| 19 Dec | 2419.35 | 17.9 | -12.60 | 33.46 | 6,401 | -455 | 5,213 | |||
| 18 Dec | 2457.40 | 30.5 | -20.70 | 31.37 | 6,046 | 320 | 5,699 | |||
| 17 Dec | 2487.60 | 51.2 | -11.10 | 34.39 | 5,948 | 406 | 5,473 | |||
| 16 Dec | 2512.40 | 62.3 | -17.15 | 33.38 | 4,061 | 201 | 5,148 | |||
| 13 Dec | 2527.55 | 79.45 | -0.55 | 31.66 | 14,640 | -79 | 4,970 | |||
| 12 Dec | 2504.10 | 80 | 23.05 | 37.43 | 24,888 | -727 | 5,083 | |||
| 11 Dec | 2457.25 | 56.95 | -11.05 | 36.52 | 4,096 | 164 | 5,816 | |||
| 10 Dec | 2467.20 | 68 | -19.00 | 37.84 | 5,636 | 335 | 5,650 | |||
| 9 Dec | 2495.85 | 87 | -13.80 | 39.05 | 5,516 | 286 | 5,309 | |||
| 6 Dec | 2506.40 | 100.8 | -4.65 | 39.15 | 4,970 | 189 | 5,026 | |||
| 5 Dec | 2522.55 | 105.45 | 2.60 | 36.20 | 10,059 | -291 | 4,844 | |||
| 4 Dec | 2494.75 | 102.85 | -18.95 | 42.27 | 9,867 | 431 | 5,159 | |||
| 3 Dec | 2514.20 | 121.8 | 18.80 | 43.17 | 17,264 | -912 | 4,734 | |||
| 2 Dec | 2457.05 | 103 | -17.00 | 46.80 | 9,157 | 495 | 5,636 | |||
| 29 Nov | 2463.15 | 120 | -15.30 | 49.28 | 19,439 | 923 | 5,149 | |||
| 28 Nov | 2437.10 | 135.3 | 6.30 | 57.58 | 23,255 | 2,360 | 4,223 | |||
| 27 Nov | 2397.80 | 129 | 82.70 | 60.42 | 14,279 | 399 | 1,842 | |||
| 26 Nov | 2150.50 | 46.3 | -18.70 | 58.49 | 3,343 | 518 | 1,431 | |||
| 25 Nov | 2257.50 | 65 | -10.00 | 53.73 | 85 | -136 | 930 | |||
|
|
||||||||||
| 22 Nov | 2228.00 | 75 | -15.00 | 59.75 | 90 | -82 | 984 | |||
| 21 Nov | 2183.65 | 90 | 90.00 | 74.31 | 4,193 | 1,059 | 1,059 | |||
| 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 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 2826.80 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Adani Enterprises Limited - strike price 2500 expiring on 26DEC2024
Delta for 2500 CE is 0.12
Historical price for 2500 CE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 7, which was -10.90 lower than the previous day. The implied volatity was 39.61, the open interest changed by -136 which decreased total open position to 5046
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 17.9, which was -12.60 lower than the previous day. The implied volatity was 33.46, the open interest changed by -455 which decreased total open position to 5213
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 30.5, which was -20.70 lower than the previous day. The implied volatity was 31.37, the open interest changed by 320 which increased total open position to 5699
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 51.2, which was -11.10 lower than the previous day. The implied volatity was 34.39, the open interest changed by 406 which increased total open position to 5473
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 62.3, which was -17.15 lower than the previous day. The implied volatity was 33.38, the open interest changed by 201 which increased total open position to 5148
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 79.45, which was -0.55 lower than the previous day. The implied volatity was 31.66, the open interest changed by -79 which decreased total open position to 4970
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 80, which was 23.05 higher than the previous day. The implied volatity was 37.43, the open interest changed by -727 which decreased total open position to 5083
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 56.95, which was -11.05 lower than the previous day. The implied volatity was 36.52, the open interest changed by 164 which increased total open position to 5816
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 68, which was -19.00 lower than the previous day. The implied volatity was 37.84, the open interest changed by 335 which increased total open position to 5650
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 87, which was -13.80 lower than the previous day. The implied volatity was 39.05, the open interest changed by 286 which increased total open position to 5309
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 100.8, which was -4.65 lower than the previous day. The implied volatity was 39.15, the open interest changed by 189 which increased total open position to 5026
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 105.45, which was 2.60 higher than the previous day. The implied volatity was 36.20, the open interest changed by -291 which decreased total open position to 4844
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 102.85, which was -18.95 lower than the previous day. The implied volatity was 42.27, the open interest changed by 431 which increased total open position to 5159
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 121.8, which was 18.80 higher than the previous day. The implied volatity was 43.17, the open interest changed by -912 which decreased total open position to 4734
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 103, which was -17.00 lower than the previous day. The implied volatity was 46.80, the open interest changed by 495 which increased total open position to 5636
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 120, which was -15.30 lower than the previous day. The implied volatity was 49.28, the open interest changed by 923 which increased total open position to 5149
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 135.3, which was 6.30 higher than the previous day. The implied volatity was 57.58, the open interest changed by 2360 which increased total open position to 4223
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 129, which was 82.70 higher than the previous day. The implied volatity was 60.42, the open interest changed by 399 which increased total open position to 1842
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 46.3, which was -18.70 lower than the previous day. The implied volatity was 58.49, the open interest changed by 518 which increased total open position to 1431
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 65, which was -10.00 lower than the previous day. The implied volatity was 53.73, the open interest changed by -136 which decreased total open position to 930
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 75, which was -15.00 lower than the previous day. The implied volatity was 59.75, the open interest changed by -82 which decreased total open position to 984
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 90, which was 90.00 higher than the previous day. The implied volatity was 74.31, the open interest changed by 1059 which increased total open position to 1059
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 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 14 Nov ADANIENT was trading at 2826.80. 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 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.80
Theta: -2.81
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2344.95 | 161.55 | 69.20 | 50.64 | 1,242 | -355 | 2,993 |
| 19 Dec | 2419.35 | 92.35 | 21.75 | 34.53 | 1,507 | -645 | 3,351 |
| 18 Dec | 2457.40 | 70.6 | 14.10 | 34.78 | 3,001 | -401 | 4,018 |
| 17 Dec | 2487.60 | 56.5 | 5.05 | 34.58 | 5,141 | 88 | 4,437 |
| 16 Dec | 2512.40 | 51.45 | 8.20 | 35.20 | 3,527 | -77 | 4,353 |
| 13 Dec | 2527.55 | 43.25 | -23.75 | 31.49 | 9,306 | 695 | 4,450 |
| 12 Dec | 2504.10 | 67 | -24.95 | 37.72 | 9,643 | 354 | 3,769 |
| 11 Dec | 2457.25 | 91.95 | 0.15 | 36.65 | 1,517 | 23 | 3,418 |
| 10 Dec | 2467.20 | 91.8 | 12.40 | 38.93 | 3,390 | -50 | 3,400 |
| 9 Dec | 2495.85 | 79.4 | -0.60 | 38.50 | 4,318 | 302 | 3,460 |
| 6 Dec | 2506.40 | 80 | 5.00 | 38.19 | 3,582 | 104 | 3,163 |
| 5 Dec | 2522.55 | 75 | -27.55 | 38.23 | 5,961 | 159 | 3,057 |
| 4 Dec | 2494.75 | 102.55 | 6.60 | 42.16 | 6,754 | 209 | 2,931 |
| 3 Dec | 2514.20 | 95.95 | -35.05 | 43.51 | 8,118 | 589 | 2,730 |
| 2 Dec | 2457.05 | 131 | -13.65 | 45.40 | 2,474 | 101 | 2,127 |
| 29 Nov | 2463.15 | 144.65 | -33.35 | 49.30 | 4,837 | 448 | 2,013 |
| 28 Nov | 2437.10 | 178 | -31.95 | 57.13 | 7,936 | 1,353 | 1,566 |
| 27 Nov | 2397.80 | 209.95 | -160.05 | 60.66 | 323 | 70 | 213 |
| 26 Nov | 2150.50 | 370 | 70.00 | 64.09 | 165 | 41 | 144 |
| 25 Nov | 2257.50 | 300 | 0.00 | 0.00 | 0 | 104 | 0 |
| 22 Nov | 2228.00 | 300 | -112.00 | 47.91 | 1 | 0 | 104 |
| 21 Nov | 2183.65 | 412 | 412.00 | 76.60 | 174 | 103 | 103 |
| 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 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 2826.80 | 0 | 0.00 | 0 | 0 | 0 | |
For Adani Enterprises Limited - strike price 2500 expiring on 26DEC2024
Delta for 2500 PE is -0.82
Historical price for 2500 PE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 161.55, which was 69.20 higher than the previous day. The implied volatity was 50.64, the open interest changed by -355 which decreased total open position to 2993
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 92.35, which was 21.75 higher than the previous day. The implied volatity was 34.53, the open interest changed by -645 which decreased total open position to 3351
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 70.6, which was 14.10 higher than the previous day. The implied volatity was 34.78, the open interest changed by -401 which decreased total open position to 4018
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 56.5, which was 5.05 higher than the previous day. The implied volatity was 34.58, the open interest changed by 88 which increased total open position to 4437
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 51.45, which was 8.20 higher than the previous day. The implied volatity was 35.20, the open interest changed by -77 which decreased total open position to 4353
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 43.25, which was -23.75 lower than the previous day. The implied volatity was 31.49, the open interest changed by 695 which increased total open position to 4450
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 67, which was -24.95 lower than the previous day. The implied volatity was 37.72, the open interest changed by 354 which increased total open position to 3769
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 91.95, which was 0.15 higher than the previous day. The implied volatity was 36.65, the open interest changed by 23 which increased total open position to 3418
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 91.8, which was 12.40 higher than the previous day. The implied volatity was 38.93, the open interest changed by -50 which decreased total open position to 3400
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 79.4, which was -0.60 lower than the previous day. The implied volatity was 38.50, the open interest changed by 302 which increased total open position to 3460
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 80, which was 5.00 higher than the previous day. The implied volatity was 38.19, the open interest changed by 104 which increased total open position to 3163
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 75, which was -27.55 lower than the previous day. The implied volatity was 38.23, the open interest changed by 159 which increased total open position to 3057
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 102.55, which was 6.60 higher than the previous day. The implied volatity was 42.16, the open interest changed by 209 which increased total open position to 2931
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 95.95, which was -35.05 lower than the previous day. The implied volatity was 43.51, the open interest changed by 589 which increased total open position to 2730
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 131, which was -13.65 lower than the previous day. The implied volatity was 45.40, the open interest changed by 101 which increased total open position to 2127
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 144.65, which was -33.35 lower than the previous day. The implied volatity was 49.30, the open interest changed by 448 which increased total open position to 2013
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 178, which was -31.95 lower than the previous day. The implied volatity was 57.13, the open interest changed by 1353 which increased total open position to 1566
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 209.95, which was -160.05 lower than the previous day. The implied volatity was 60.66, the open interest changed by 70 which increased total open position to 213
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 370, which was 70.00 higher than the previous day. The implied volatity was 64.09, the open interest changed by 41 which increased total open position to 144
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 104 which increased total open position to 0
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 300, which was -112.00 lower than the previous day. The implied volatity was 47.91, the open interest changed by 0 which decreased total open position to 104
On 21 Nov ADANIENT was trading at 2183.65. The strike last trading price was 412, which was 412.00 higher than the previous day. The implied volatity was 76.60, the open interest changed by 103 which increased total open position to 103
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 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 14 Nov ADANIENT was trading at 2826.80. 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
