ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
03 Jan 2025 09:02 AM IST
| ADANIENT 30JAN2025 2500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 2.48
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 2597.70 | 151 | 0.00 | 31.19 | 1,683 | -29 | 2,158 | |||
| 2 Jan | 2597.70 | 151 | 23.00 | 31.19 | 1,683 | -18 | 2,158 | |||
| 1 Jan | 2554.85 | 128 | 7.00 | 32.32 | 4,191 | -47 | 2,183 | |||
| 31 Dec | 2528.65 | 121 | -40.95 | 32.69 | 3,909 | -146 | 2,221 | |||
| 30 Dec | 2592.35 | 161.95 | 103.00 | 34.01 | 28,303 | 596 | 2,381 | |||
| 27 Dec | 2409.95 | 58.95 | -1.35 | 28.30 | 3,748 | 375 | 1,777 | |||
| 26 Dec | 2400.25 | 60.3 | 6.25 | 30.91 | 2,491 | 414 | 1,412 | |||
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| 24 Dec | 2372.45 | 54.05 | 0.05 | 31.50 | 1,217 | 247 | 998 | |||
| 23 Dec | 2338.95 | 54 | -13.00 | 34.18 | 801 | 141 | 747 | |||
| 20 Dec | 2344.95 | 67 | -27.00 | 36.78 | 847 | 140 | 607 | |||
| 19 Dec | 2419.35 | 94 | -17.60 | 35.38 | 411 | 191 | 467 | |||
| 18 Dec | 2457.40 | 111.6 | -30.45 | 34.71 | 167 | 5 | 272 | |||
| 17 Dec | 2487.60 | 142.05 | -8.95 | 38.59 | 184 | 81 | 267 | |||
| 16 Dec | 2512.40 | 151 | -14.05 | 37.71 | 76 | 2 | 185 | |||
| 13 Dec | 2527.55 | 165.05 | 6.70 | 36.87 | 174 | -18 | 184 | |||
| 12 Dec | 2504.10 | 158.35 | 22.35 | 38.26 | 311 | 72 | 202 | |||
| 11 Dec | 2457.25 | 136 | -8.15 | 38.96 | 21 | 8 | 129 | |||
| 10 Dec | 2467.20 | 144.15 | -17.85 | 38.93 | 56 | 23 | 120 | |||
| 9 Dec | 2495.85 | 162 | -16.65 | 39.25 | 36 | 25 | 96 | |||
| 6 Dec | 2506.40 | 178.65 | -2.00 | 40.76 | 32 | -2 | 70 | |||
| 5 Dec | 2522.55 | 180.65 | 5.05 | 38.39 | 51 | -5 | 72 | |||
| 4 Dec | 2494.75 | 175.6 | -19.40 | 41.97 | 54 | 22 | 76 | |||
| 3 Dec | 2514.20 | 195 | 16.00 | 42.70 | 97 | 27 | 53 | |||
| 2 Dec | 2457.05 | 179 | -13.65 | 46.49 | 19 | 6 | 26 | |||
| 29 Nov | 2463.15 | 192.65 | 47.87 | 46 | 20 | 20 | ||||
For Adani Enterprises Limited - strike price 2500 expiring on 30JAN2025
Delta for 2500 CE is 0.70
Historical price for 2500 CE is as follows
On 3 Jan ADANIENT was trading at 2597.70. The strike last trading price was 151, which was 0.00 lower than the previous day. The implied volatity was 31.19, the open interest changed by -29 which decreased total open position to 2158
On 2 Jan ADANIENT was trading at 2597.70. The strike last trading price was 151, which was 23.00 higher than the previous day. The implied volatity was 31.19, the open interest changed by -18 which decreased total open position to 2158
On 1 Jan ADANIENT was trading at 2554.85. The strike last trading price was 128, which was 7.00 higher than the previous day. The implied volatity was 32.32, the open interest changed by -47 which decreased total open position to 2183
On 31 Dec ADANIENT was trading at 2528.65. The strike last trading price was 121, which was -40.95 lower than the previous day. The implied volatity was 32.69, the open interest changed by -146 which decreased total open position to 2221
On 30 Dec ADANIENT was trading at 2592.35. The strike last trading price was 161.95, which was 103.00 higher than the previous day. The implied volatity was 34.01, the open interest changed by 596 which increased total open position to 2381
On 27 Dec ADANIENT was trading at 2409.95. The strike last trading price was 58.95, which was -1.35 lower than the previous day. The implied volatity was 28.30, the open interest changed by 375 which increased total open position to 1777
On 26 Dec ADANIENT was trading at 2400.25. The strike last trading price was 60.3, which was 6.25 higher than the previous day. The implied volatity was 30.91, the open interest changed by 414 which increased total open position to 1412
On 24 Dec ADANIENT was trading at 2372.45. The strike last trading price was 54.05, which was 0.05 higher than the previous day. The implied volatity was 31.50, the open interest changed by 247 which increased total open position to 998
On 23 Dec ADANIENT was trading at 2338.95. The strike last trading price was 54, which was -13.00 lower than the previous day. The implied volatity was 34.18, the open interest changed by 141 which increased total open position to 747
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 67, which was -27.00 lower than the previous day. The implied volatity was 36.78, the open interest changed by 140 which increased total open position to 607
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 94, which was -17.60 lower than the previous day. The implied volatity was 35.38, the open interest changed by 191 which increased total open position to 467
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 111.6, which was -30.45 lower than the previous day. The implied volatity was 34.71, the open interest changed by 5 which increased total open position to 272
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 142.05, which was -8.95 lower than the previous day. The implied volatity was 38.59, the open interest changed by 81 which increased total open position to 267
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 151, which was -14.05 lower than the previous day. The implied volatity was 37.71, the open interest changed by 2 which increased total open position to 185
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 165.05, which was 6.70 higher than the previous day. The implied volatity was 36.87, the open interest changed by -18 which decreased total open position to 184
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 158.35, which was 22.35 higher than the previous day. The implied volatity was 38.26, the open interest changed by 72 which increased total open position to 202
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 136, which was -8.15 lower than the previous day. The implied volatity was 38.96, the open interest changed by 8 which increased total open position to 129
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 144.15, which was -17.85 lower than the previous day. The implied volatity was 38.93, the open interest changed by 23 which increased total open position to 120
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 162, which was -16.65 lower than the previous day. The implied volatity was 39.25, the open interest changed by 25 which increased total open position to 96
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 178.65, which was -2.00 lower than the previous day. The implied volatity was 40.76, the open interest changed by -2 which decreased total open position to 70
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 180.65, which was 5.05 higher than the previous day. The implied volatity was 38.39, the open interest changed by -5 which decreased total open position to 72
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 175.6, which was -19.40 lower than the previous day. The implied volatity was 41.97, the open interest changed by 22 which increased total open position to 76
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 195, which was 16.00 higher than the previous day. The implied volatity was 42.70, the open interest changed by 27 which increased total open position to 53
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 179, which was -13.65 lower than the previous day. The implied volatity was 46.49, the open interest changed by 6 which increased total open position to 26
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 192.65, which was lower than the previous day. The implied volatity was 47.87, the open interest changed by 20 which increased total open position to 20
| ADANIENT 30JAN2025 2500 PE | |||||||
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Delta: -0.30
Vega: 2.51
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 2597.70 | 48.05 | 0.00 | 32.79 | 3,173 | 127 | 1,794 |
| 2 Jan | 2597.70 | 48.05 | -16.00 | 32.79 | 3,173 | 136 | 1,794 |
| 1 Jan | 2554.85 | 64.05 | -6.25 | 33.01 | 4,287 | 281 | 1,681 |
| 31 Dec | 2528.65 | 70.3 | 11.85 | 32.61 | 6,211 | -414 | 1,399 |
| 30 Dec | 2592.35 | 58.45 | -65.05 | 35.82 | 11,644 | 1,217 | 1,873 |
| 27 Dec | 2409.95 | 123.5 | -11.40 | 30.98 | 327 | 79 | 646 |
| 26 Dec | 2400.25 | 134.9 | -25.40 | 30.72 | 498 | 122 | 567 |
| 24 Dec | 2372.45 | 160.3 | -24.60 | 32.72 | 211 | 8 | 442 |
| 23 Dec | 2338.95 | 184.9 | -7.00 | 35.19 | 447 | -58 | 433 |
| 20 Dec | 2344.95 | 191.9 | 44.70 | 37.46 | 301 | 41 | 490 |
| 19 Dec | 2419.35 | 147.2 | 12.10 | 36.53 | 254 | 94 | 449 |
| 18 Dec | 2457.40 | 135.1 | 8.05 | 38.37 | 103 | 41 | 353 |
| 17 Dec | 2487.60 | 127.05 | 7.75 | 39.70 | 90 | 40 | 311 |
| 16 Dec | 2512.40 | 119.3 | 8.90 | 39.42 | 101 | 39 | 254 |
| 13 Dec | 2527.55 | 110.4 | -16.10 | 38.28 | 75 | 14 | 214 |
| 12 Dec | 2504.10 | 126.5 | -18.50 | 39.78 | 152 | 90 | 199 |
| 11 Dec | 2457.25 | 145 | -2.00 | 38.41 | 18 | 7 | 108 |
| 10 Dec | 2467.20 | 147 | 11.40 | 40.30 | 28 | 16 | 101 |
| 9 Dec | 2495.85 | 135.6 | -4.40 | 40.26 | 50 | 13 | 83 |
| 6 Dec | 2506.40 | 140 | 11.15 | 41.71 | 13 | 5 | 70 |
| 5 Dec | 2522.55 | 128.85 | -27.75 | 40.26 | 46 | 21 | 63 |
| 4 Dec | 2494.75 | 156.6 | 5.95 | 43.19 | 35 | 22 | 41 |
| 3 Dec | 2514.20 | 150.65 | -135.50 | 44.25 | 32 | 19 | 19 |
| 2 Dec | 2457.05 | 286.15 | 286.15 | - | 0 | 0 | 0 |
| 29 Nov | 2463.15 | 0 | 0.25 | 0 | 0 | 0 | |
For Adani Enterprises Limited - strike price 2500 expiring on 30JAN2025
Delta for 2500 PE is -0.30
Historical price for 2500 PE is as follows
On 3 Jan ADANIENT was trading at 2597.70. The strike last trading price was 48.05, which was 0.00 lower than the previous day. The implied volatity was 32.79, the open interest changed by 127 which increased total open position to 1794
On 2 Jan ADANIENT was trading at 2597.70. The strike last trading price was 48.05, which was -16.00 lower than the previous day. The implied volatity was 32.79, the open interest changed by 136 which increased total open position to 1794
On 1 Jan ADANIENT was trading at 2554.85. The strike last trading price was 64.05, which was -6.25 lower than the previous day. The implied volatity was 33.01, the open interest changed by 281 which increased total open position to 1681
On 31 Dec ADANIENT was trading at 2528.65. The strike last trading price was 70.3, which was 11.85 higher than the previous day. The implied volatity was 32.61, the open interest changed by -414 which decreased total open position to 1399
On 30 Dec ADANIENT was trading at 2592.35. The strike last trading price was 58.45, which was -65.05 lower than the previous day. The implied volatity was 35.82, the open interest changed by 1217 which increased total open position to 1873
On 27 Dec ADANIENT was trading at 2409.95. The strike last trading price was 123.5, which was -11.40 lower than the previous day. The implied volatity was 30.98, the open interest changed by 79 which increased total open position to 646
On 26 Dec ADANIENT was trading at 2400.25. The strike last trading price was 134.9, which was -25.40 lower than the previous day. The implied volatity was 30.72, the open interest changed by 122 which increased total open position to 567
On 24 Dec ADANIENT was trading at 2372.45. The strike last trading price was 160.3, which was -24.60 lower than the previous day. The implied volatity was 32.72, the open interest changed by 8 which increased total open position to 442
On 23 Dec ADANIENT was trading at 2338.95. The strike last trading price was 184.9, which was -7.00 lower than the previous day. The implied volatity was 35.19, the open interest changed by -58 which decreased total open position to 433
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 191.9, which was 44.70 higher than the previous day. The implied volatity was 37.46, the open interest changed by 41 which increased total open position to 490
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 147.2, which was 12.10 higher than the previous day. The implied volatity was 36.53, the open interest changed by 94 which increased total open position to 449
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 135.1, which was 8.05 higher than the previous day. The implied volatity was 38.37, the open interest changed by 41 which increased total open position to 353
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 127.05, which was 7.75 higher than the previous day. The implied volatity was 39.70, the open interest changed by 40 which increased total open position to 311
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 119.3, which was 8.90 higher than the previous day. The implied volatity was 39.42, the open interest changed by 39 which increased total open position to 254
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 110.4, which was -16.10 lower than the previous day. The implied volatity was 38.28, the open interest changed by 14 which increased total open position to 214
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 126.5, which was -18.50 lower than the previous day. The implied volatity was 39.78, the open interest changed by 90 which increased total open position to 199
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 145, which was -2.00 lower than the previous day. The implied volatity was 38.41, the open interest changed by 7 which increased total open position to 108
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 147, which was 11.40 higher than the previous day. The implied volatity was 40.30, the open interest changed by 16 which increased total open position to 101
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 135.6, which was -4.40 lower than the previous day. The implied volatity was 40.26, the open interest changed by 13 which increased total open position to 83
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 140, which was 11.15 higher than the previous day. The implied volatity was 41.71, the open interest changed by 5 which increased total open position to 70
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 128.85, which was -27.75 lower than the previous day. The implied volatity was 40.26, the open interest changed by 21 which increased total open position to 63
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 156.6, which was 5.95 higher than the previous day. The implied volatity was 43.19, the open interest changed by 22 which increased total open position to 41
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 150.65, which was -135.50 lower than the previous day. The implied volatity was 44.25, the open interest changed by 19 which increased total open position to 19
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 286.15, which was 286.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
