Historical option data for ADANIENT
20 May 2026 04:10 PM IST
| ADANIENT 26-May-2026 (5d) 2520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.01
Theta: -1.73
Gamma: 0.00106
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 2704.80 | 192.5 | -9.15 (-4.54%) | 39.63 | 18 | -2 | 299 | |||||||||
| 19 May | 2725.00 | 201.9 | 15.15 (8.11%) | 39.91 | 20 | -9 | 302 | |||||||||
| 18 May | 2689.80 | 187.6 | -25.4 (-11.92%) | 42.39 | 68 | -21 | 312 | |||||||||
| 15 May | 2716.00 | 211.7 | -4.5 (-2.08%) | 38.42 | 117 | -73 | 333 | |||||||||
| 14 May | 2712.90 | 218.9 | 148.95 (212.94%) | 43.74 | 1,772 | -303 | 414 | |||||||||
| 13 May | 2498.00 | 72 | 37.15 (106.60%) | 40.69 | 2,552 | -255 | 716 | |||||||||
| 12 May | 2405.20 | 35.15 | -33.9 (-49.09%) | 40.83 | 1,510 | 198 | 970 | |||||||||
| 11 May | 2500.20 | 72.1 | -9.15 (-11.26%) | 38.3 | 2,582 | 57 | 773 | |||||||||
| 8 May | 2505.90 | 79.95 | -4.85 (-5.72%) | 38.11 | 2,324 | 129 | 701 | |||||||||
| 7 May | 2513.70 | 89.6 | -13.3 (-12.93%) | 37.41 | 1,188 | 43 | 580 | |||||||||
| 6 May | 2540.30 | 104 | 33.05 (46.58%) | 37.5 | 3,596 | -173 | 536 | |||||||||
| 5 May | 2462.00 | 71.6 | -10.25 (-12.52%) | 39.42 | 1,411 | -30 | 719 | |||||||||
| 4 May | 2485.70 | 76.55 | 8.95 (13.24%) | 37.87 | 4,108 | 441 | 755 | |||||||||
| 30 Apr | 2408.40 | 70 | -6.8 (-8.85%) | 42.45 | 784 | 65 | 379 | |||||||||
| 29 Apr | 2425.90 | 72 | -3.25 (-4.32%) | 42.43 | 776 | 86 | 314 | |||||||||
| 28 Apr | 2412.40 | 75 | 11.7 (18.48%) | 42.45 | 622 | 17 | 230 | |||||||||
| 27 Apr | 2321.80 | 65.8 | 12.75 (24.03%) | 50.2 | 239 | -1 | 214 | |||||||||
| 24 Apr | 2287.60 | 51 | 1.7 (3.45%) | 47.51 | 320 | -2 | 214 | |||||||||
| 23 Apr | 2300.00 | 48.15 | 14.4 (42.67%) | 43.25 | 849 | 127 | 217 | |||||||||
| 22 Apr | 2260.80 | 34.85 | 9.35 (36.67%) | 40.68 | 234 | 57 | 88 | |||||||||
| 21 Apr | 2226.00 | 26.5 | -77.05 (-74.41%) | 39.5 | 36 | 30 | 30 | |||||||||
For Adani Enterprises Limited - strike price 2520 expiring on 26MAY2026
Delta for 2520 CE is 0.92
Historical price for 2520 CE is as follows
On 20 May ADANIENT was trading at 2704.80. The strike last trading price was 192.5, which was -9.15 lower than the previous day. The implied volatity was 39.63, the open interest changed by -2 which decreased total open position to 299
On 19 May ADANIENT was trading at 2725.00. The strike last trading price was 201.9, which was 15.15 higher than the previous day. The implied volatity was 39.91, the open interest changed by -9 which decreased total open position to 302
On 18 May ADANIENT was trading at 2689.80. The strike last trading price was 187.6, which was -25.4 lower than the previous day. The implied volatity was 42.39, the open interest changed by -21 which decreased total open position to 312
On 15 May ADANIENT was trading at 2716.00. The strike last trading price was 211.7, which was -4.5 lower than the previous day. The implied volatity was 38.42, the open interest changed by -73 which decreased total open position to 333
On 14 May ADANIENT was trading at 2712.90. The strike last trading price was 218.9, which was 148.95 higher than the previous day. The implied volatity was 43.74, the open interest changed by -303 which decreased total open position to 414
On 13 May ADANIENT was trading at 2498.00. The strike last trading price was 72, which was 37.15 higher than the previous day. The implied volatity was 40.69, the open interest changed by -255 which decreased total open position to 716
On 12 May ADANIENT was trading at 2405.20. The strike last trading price was 35.15, which was -33.9 lower than the previous day. The implied volatity was 40.83, the open interest changed by 198 which increased total open position to 970
On 11 May ADANIENT was trading at 2500.20. The strike last trading price was 72.1, which was -9.15 lower than the previous day. The implied volatity was 38.3, the open interest changed by 57 which increased total open position to 773
On 8 May ADANIENT was trading at 2505.90. The strike last trading price was 79.95, which was -4.85 lower than the previous day. The implied volatity was 38.11, the open interest changed by 129 which increased total open position to 701
On 7 May ADANIENT was trading at 2513.70. The strike last trading price was 89.6, which was -13.3 lower than the previous day. The implied volatity was 37.41, the open interest changed by 43 which increased total open position to 580
On 6 May ADANIENT was trading at 2540.30. The strike last trading price was 104, which was 33.05 higher than the previous day. The implied volatity was 37.5, the open interest changed by -173 which decreased total open position to 536
On 5 May ADANIENT was trading at 2462.00. The strike last trading price was 71.6, which was -10.25 lower than the previous day. The implied volatity was 39.42, the open interest changed by -30 which decreased total open position to 719
On 4 May ADANIENT was trading at 2485.70. The strike last trading price was 76.55, which was 8.95 higher than the previous day. The implied volatity was 37.87, the open interest changed by 441 which increased total open position to 755
On 30 Apr ADANIENT was trading at 2408.40. The strike last trading price was 70, which was -6.8 lower than the previous day. The implied volatity was 42.45, the open interest changed by 65 which increased total open position to 379
On 29 Apr ADANIENT was trading at 2425.90. The strike last trading price was 72, which was -3.25 lower than the previous day. The implied volatity was 42.43, the open interest changed by 86 which increased total open position to 314
On 28 Apr ADANIENT was trading at 2412.40. The strike last trading price was 75, which was 11.7 higher than the previous day. The implied volatity was 42.45, the open interest changed by 17 which increased total open position to 230
On 27 Apr ADANIENT was trading at 2321.80. The strike last trading price was 65.8, which was 12.75 higher than the previous day. The implied volatity was 50.2, the open interest changed by -1 which decreased total open position to 214
On 24 Apr ADANIENT was trading at 2287.60. The strike last trading price was 51, which was 1.7 higher than the previous day. The implied volatity was 47.51, the open interest changed by -2 which decreased total open position to 214
On 23 Apr ADANIENT was trading at 2300.00. The strike last trading price was 48.15, which was 14.4 higher than the previous day. The implied volatity was 43.25, the open interest changed by 127 which increased total open position to 217
On 22 Apr ADANIENT was trading at 2260.80. The strike last trading price was 34.85, which was 9.35 higher than the previous day. The implied volatity was 40.68, the open interest changed by 57 which increased total open position to 88
On 21 Apr ADANIENT was trading at 2226.00. The strike last trading price was 26.5, which was -77.05 lower than the previous day. The implied volatity was 39.5, the open interest changed by 30 which increased total open position to 30
| ADANIENT 26-May-2026 (5d) 2520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0
Theta: -0.99
Gamma: 0.00095
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 2704.80 | 3.8 | -3.2 (-45.71%) | 37.22 | 123 | -16 | 479 |
| 19 May | 2725.00 | 7.15 | -4.85 (-40.42%) | 41.1 | 385 | -13 | 476 |
| 18 May | 2689.80 | 12.2 | -2.8 (-18.67%) | 41.13 | 400 | 12 | 490 |
| 15 May | 2716.00 | 13.85 | -8.8 (-38.85%) | 40.86 | 839 | 43 | 478 |
| 14 May | 2712.90 | 22 | -57.2 (-72.22%) | 45.69 | 1,943 | -14 | 431 |
| 13 May | 2498.00 | 76.3 | -63.95 (-45.60%) | 0 | 801 | -57 | 447 |
| 12 May | 2405.20 | 137.3 | 57.3 (71.63%) | 0 | 483 | -77 | 505 |
| 11 May | 2500.20 | 78.9 | -1.2 (-1.50%) | 0 | 838 | 19 | 582 |
| 8 May | 2505.90 | 79.25 | -1.1 (-1.37%) | 32.81 | 1,348 | 27 | 564 |
| 7 May | 2513.70 | 75.95 | 5.35 (7.58%) | 34.41 | 1,078 | -2 | 538 |
| 6 May | 2540.30 | 69.45 | -46 (-39.84%) | 35.45 | 1,890 | 144 | 545 |
| 5 May | 2462.00 | 116.3 | 6.6 (6.02%) | 36.75 | 301 | -7 | 405 |
| 4 May | 2485.70 | 112.45 | -50.45 (-30.97%) | 37.56 | 1,092 | 307 | 413 |
| 30 Apr | 2408.40 | 163.75 | 0.45 (0.28%) | 40.36 | 80 | 27 | 133 |
| 29 Apr | 2425.90 | 160.45 | -2.55 (-1.56%) | 42.71 | 121 | 10 | 104 |
| 28 Apr | 2412.40 | 163 | -77.85 (-32.32%) | 40.22 | 30 | 7 | 94 |
| 27 Apr | 2321.80 | 242.5 | -24.35 (-9.12%) | 45.99 | 63 | 24 | 87 |
| 24 Apr | 2287.60 | 269.45 | 29.45 (12.27%) | 44.09 | 25 | 9 | 54 |
| 23 Apr | 2300.00 | 240 | -36 (-13.04%) | 41.04 | 10 | 4 | 44 |
| 22 Apr | 2260.80 | 276 | -18.5 (-6.28%) | 36.34 | 23 | 4 | 39 |
| 21 Apr | 2226.00 | 294.5 | -104.55 (-26.20%) | 34.57 | 40 | 33 | 33 |
For Adani Enterprises Limited - strike price 2520 expiring on 26MAY2026
Delta for 2520 PE is -0.06
Historical price for 2520 PE is as follows
On 20 May ADANIENT was trading at 2704.80. The strike last trading price was 3.8, which was -3.2 lower than the previous day. The implied volatity was 37.22, the open interest changed by -16 which decreased total open position to 479
On 19 May ADANIENT was trading at 2725.00. The strike last trading price was 7.15, which was -4.85 lower than the previous day. The implied volatity was 41.1, the open interest changed by -13 which decreased total open position to 476
On 18 May ADANIENT was trading at 2689.80. The strike last trading price was 12.2, which was -2.8 lower than the previous day. The implied volatity was 41.13, the open interest changed by 12 which increased total open position to 490
On 15 May ADANIENT was trading at 2716.00. The strike last trading price was 13.85, which was -8.8 lower than the previous day. The implied volatity was 40.86, the open interest changed by 43 which increased total open position to 478
On 14 May ADANIENT was trading at 2712.90. The strike last trading price was 22, which was -57.2 lower than the previous day. The implied volatity was 45.69, the open interest changed by -14 which decreased total open position to 431
On 13 May ADANIENT was trading at 2498.00. The strike last trading price was 76.3, which was -63.95 lower than the previous day. The implied volatity was 0, the open interest changed by -57 which decreased total open position to 447
On 12 May ADANIENT was trading at 2405.20. The strike last trading price was 137.3, which was 57.3 higher than the previous day. The implied volatity was 0, the open interest changed by -77 which decreased total open position to 505
On 11 May ADANIENT was trading at 2500.20. The strike last trading price was 78.9, which was -1.2 lower than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 582
On 8 May ADANIENT was trading at 2505.90. The strike last trading price was 79.25, which was -1.1 lower than the previous day. The implied volatity was 32.81, the open interest changed by 27 which increased total open position to 564
On 7 May ADANIENT was trading at 2513.70. The strike last trading price was 75.95, which was 5.35 higher than the previous day. The implied volatity was 34.41, the open interest changed by -2 which decreased total open position to 538
On 6 May ADANIENT was trading at 2540.30. The strike last trading price was 69.45, which was -46 lower than the previous day. The implied volatity was 35.45, the open interest changed by 144 which increased total open position to 545
On 5 May ADANIENT was trading at 2462.00. The strike last trading price was 116.3, which was 6.6 higher than the previous day. The implied volatity was 36.75, the open interest changed by -7 which decreased total open position to 405
On 4 May ADANIENT was trading at 2485.70. The strike last trading price was 112.45, which was -50.45 lower than the previous day. The implied volatity was 37.56, the open interest changed by 307 which increased total open position to 413
On 30 Apr ADANIENT was trading at 2408.40. The strike last trading price was 163.75, which was 0.45 higher than the previous day. The implied volatity was 40.36, the open interest changed by 27 which increased total open position to 133
On 29 Apr ADANIENT was trading at 2425.90. The strike last trading price was 160.45, which was -2.55 lower than the previous day. The implied volatity was 42.71, the open interest changed by 10 which increased total open position to 104
On 28 Apr ADANIENT was trading at 2412.40. The strike last trading price was 163, which was -77.85 lower than the previous day. The implied volatity was 40.22, the open interest changed by 7 which increased total open position to 94
On 27 Apr ADANIENT was trading at 2321.80. The strike last trading price was 242.5, which was -24.35 lower than the previous day. The implied volatity was 45.99, the open interest changed by 24 which increased total open position to 87
On 24 Apr ADANIENT was trading at 2287.60. The strike last trading price was 269.45, which was 29.45 higher than the previous day. The implied volatity was 44.09, the open interest changed by 9 which increased total open position to 54
On 23 Apr ADANIENT was trading at 2300.00. The strike last trading price was 240, which was -36 lower than the previous day. The implied volatity was 41.04, the open interest changed by 4 which increased total open position to 44
On 22 Apr ADANIENT was trading at 2260.80. The strike last trading price was 276, which was -18.5 lower than the previous day. The implied volatity was 36.34, the open interest changed by 4 which increased total open position to 39
On 21 Apr ADANIENT was trading at 2226.00. The strike last trading price was 294.5, which was -104.55 lower than the previous day. The implied volatity was 34.57, the open interest changed by 33 which increased total open position to 33
