ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
20 Dec 2024 04:11 PM IST
| ADANIENT 26DEC2024 2540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.49
Theta: -1.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2344.95 | 5.35 | -6.90 | 43.56 | 3,336 | 101 | 1,059 | |||
| 19 Dec | 2419.35 | 12.25 | -8.00 | 36.23 | 1,660 | -205 | 959 | |||
| 18 Dec | 2457.40 | 20.25 | -14.30 | 33.12 | 1,058 | -11 | 1,164 | |||
| 17 Dec | 2487.60 | 34.55 | -9.85 | 34.37 | 1,367 | 44 | 1,174 | |||
| 16 Dec | 2512.40 | 44.4 | -13.35 | 33.94 | 1,940 | 85 | 1,131 | |||
| 13 Dec | 2527.55 | 57.75 | -3.55 | 31.37 | 4,720 | 20 | 1,045 | |||
| 12 Dec | 2504.10 | 61.3 | 20.15 | 37.48 | 5,485 | 112 | 1,023 | |||
| 11 Dec | 2457.25 | 41.15 | -9.00 | 35.94 | 692 | -8 | 912 | |||
| 10 Dec | 2467.20 | 50.15 | -17.35 | 36.90 | 963 | 92 | 920 | |||
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| 9 Dec | 2495.85 | 67.5 | -12.85 | 38.46 | 1,326 | 49 | 831 | |||
| 6 Dec | 2506.40 | 80.35 | -3.20 | 38.57 | 1,996 | 45 | 775 | |||
| 5 Dec | 2522.55 | 83.55 | 0.55 | 35.54 | 2,120 | -192 | 714 | |||
| 4 Dec | 2494.75 | 83 | -17.00 | 41.45 | 1,973 | -18 | 905 | |||
| 3 Dec | 2514.20 | 100 | 13.30 | 42.22 | 5,581 | 156 | 924 | |||
| 2 Dec | 2457.05 | 86.7 | -17.20 | 46.77 | 897 | 103 | 766 | |||
| 29 Nov | 2463.15 | 103.9 | -15.10 | 49.50 | 1,688 | 203 | 664 | |||
| 28 Nov | 2437.10 | 119 | 9.00 | 57.49 | 2,033 | 387 | 461 | |||
| 27 Nov | 2397.80 | 110 | 68.85 | 59.16 | 322 | 45 | 76 | |||
| 26 Nov | 2150.50 | 41.15 | -48.85 | 59.49 | 45 | 29 | 30 | |||
| 25 Nov | 2257.50 | 90 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Nov | 2228.00 | 90 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 2183.65 | 90 | 90.00 | 77.99 | 1 | 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 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 2826.80 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Adani Enterprises Limited - strike price 2540 expiring on 26DEC2024
Delta for 2540 CE is 0.09
Historical price for 2540 CE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 5.35, which was -6.90 lower than the previous day. The implied volatity was 43.56, the open interest changed by 101 which increased total open position to 1059
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 12.25, which was -8.00 lower than the previous day. The implied volatity was 36.23, the open interest changed by -205 which decreased total open position to 959
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 20.25, which was -14.30 lower than the previous day. The implied volatity was 33.12, the open interest changed by -11 which decreased total open position to 1164
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 34.55, which was -9.85 lower than the previous day. The implied volatity was 34.37, the open interest changed by 44 which increased total open position to 1174
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 44.4, which was -13.35 lower than the previous day. The implied volatity was 33.94, the open interest changed by 85 which increased total open position to 1131
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 57.75, which was -3.55 lower than the previous day. The implied volatity was 31.37, the open interest changed by 20 which increased total open position to 1045
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 61.3, which was 20.15 higher than the previous day. The implied volatity was 37.48, the open interest changed by 112 which increased total open position to 1023
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 41.15, which was -9.00 lower than the previous day. The implied volatity was 35.94, the open interest changed by -8 which decreased total open position to 912
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 50.15, which was -17.35 lower than the previous day. The implied volatity was 36.90, the open interest changed by 92 which increased total open position to 920
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 67.5, which was -12.85 lower than the previous day. The implied volatity was 38.46, the open interest changed by 49 which increased total open position to 831
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 80.35, which was -3.20 lower than the previous day. The implied volatity was 38.57, the open interest changed by 45 which increased total open position to 775
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 83.55, which was 0.55 higher than the previous day. The implied volatity was 35.54, the open interest changed by -192 which decreased total open position to 714
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 83, which was -17.00 lower than the previous day. The implied volatity was 41.45, the open interest changed by -18 which decreased total open position to 905
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 100, which was 13.30 higher than the previous day. The implied volatity was 42.22, the open interest changed by 156 which increased total open position to 924
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 86.7, which was -17.20 lower than the previous day. The implied volatity was 46.77, the open interest changed by 103 which increased total open position to 766
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 103.9, which was -15.10 lower than the previous day. The implied volatity was 49.50, the open interest changed by 203 which increased total open position to 664
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 119, which was 9.00 higher than the previous day. The implied volatity was 57.49, the open interest changed by 387 which increased total open position to 461
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 110, which was 68.85 higher than the previous day. The implied volatity was 59.16, the open interest changed by 45 which increased total open position to 76
On 26 Nov ADANIENT was trading at 2150.50. The strike last trading price was 41.15, which was -48.85 lower than the previous day. The implied volatity was 59.49, the open interest changed by 29 which increased total open position to 30
On 25 Nov ADANIENT was trading at 2257.50. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 22 Nov ADANIENT was trading at 2228.00. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
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 77.99, 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 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 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.58
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2344.95 | 194.3 | 65.90 | 47.92 | 86 | -28 | 446 |
| 19 Dec | 2419.35 | 128.4 | 25.85 | 39.40 | 190 | -95 | 474 |
| 18 Dec | 2457.40 | 102.55 | 22.70 | 39.01 | 232 | -30 | 573 |
| 17 Dec | 2487.60 | 79.85 | 6.80 | 34.64 | 480 | -22 | 604 |
| 16 Dec | 2512.40 | 73.05 | 10.35 | 35.53 | 900 | 63 | 629 |
| 13 Dec | 2527.55 | 62.7 | -24.60 | 31.88 | 1,680 | -65 | 569 |
| 12 Dec | 2504.10 | 87.3 | -29.70 | 37.34 | 1,061 | 65 | 634 |
| 11 Dec | 2457.25 | 117 | 3.90 | 36.62 | 88 | -5 | 570 |
| 10 Dec | 2467.20 | 113.1 | 13.05 | 37.69 | 225 | -30 | 576 |
| 9 Dec | 2495.85 | 100.05 | 0.50 | 38.06 | 291 | 23 | 608 |
| 6 Dec | 2506.40 | 99.55 | 4.95 | 37.70 | 696 | 52 | 587 |
| 5 Dec | 2522.55 | 94.6 | -31.20 | 38.25 | 736 | 44 | 533 |
| 4 Dec | 2494.75 | 125.8 | 11.30 | 42.53 | 535 | 36 | 487 |
| 3 Dec | 2514.20 | 114.5 | -37.80 | 42.80 | 1,044 | 218 | 458 |
| 2 Dec | 2457.05 | 152.3 | -15.80 | 44.48 | 148 | 4 | 239 |
| 29 Nov | 2463.15 | 168.1 | -31.95 | 49.47 | 250 | 148 | 235 |
| 28 Nov | 2437.10 | 200.05 | -50.70 | 56.54 | 301 | 87 | 88 |
| 27 Nov | 2397.80 | 250.75 | 166.95 | 66.65 | 1 | 0 | 0 |
| 26 Nov | 2150.50 | 83.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2257.50 | 83.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2228.00 | 83.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2183.65 | 83.8 | 83.80 | - | 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 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 2826.80 | 0 | 0.00 | 0 | 0 | 0 | |
For Adani Enterprises Limited - strike price 2540 expiring on 26DEC2024
Delta for 2540 PE is -0.89
Historical price for 2540 PE is as follows
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 194.3, which was 65.90 higher than the previous day. The implied volatity was 47.92, the open interest changed by -28 which decreased total open position to 446
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 128.4, which was 25.85 higher than the previous day. The implied volatity was 39.40, the open interest changed by -95 which decreased total open position to 474
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 102.55, which was 22.70 higher than the previous day. The implied volatity was 39.01, the open interest changed by -30 which decreased total open position to 573
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 79.85, which was 6.80 higher than the previous day. The implied volatity was 34.64, the open interest changed by -22 which decreased total open position to 604
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 73.05, which was 10.35 higher than the previous day. The implied volatity was 35.53, the open interest changed by 63 which increased total open position to 629
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 62.7, which was -24.60 lower than the previous day. The implied volatity was 31.88, the open interest changed by -65 which decreased total open position to 569
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 87.3, which was -29.70 lower than the previous day. The implied volatity was 37.34, the open interest changed by 65 which increased total open position to 634
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 117, which was 3.90 higher than the previous day. The implied volatity was 36.62, the open interest changed by -5 which decreased total open position to 570
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 113.1, which was 13.05 higher than the previous day. The implied volatity was 37.69, the open interest changed by -30 which decreased total open position to 576
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 100.05, which was 0.50 higher than the previous day. The implied volatity was 38.06, the open interest changed by 23 which increased total open position to 608
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 99.55, which was 4.95 higher than the previous day. The implied volatity was 37.70, the open interest changed by 52 which increased total open position to 587
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 94.6, which was -31.20 lower than the previous day. The implied volatity was 38.25, the open interest changed by 44 which increased total open position to 533
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 125.8, which was 11.30 higher than the previous day. The implied volatity was 42.53, the open interest changed by 36 which increased total open position to 487
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 114.5, which was -37.80 lower than the previous day. The implied volatity was 42.80, the open interest changed by 218 which increased total open position to 458
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 152.3, which was -15.80 lower than the previous day. The implied volatity was 44.48, the open interest changed by 4 which increased total open position to 239
On 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 168.1, which was -31.95 lower than the previous day. The implied volatity was 49.47, the open interest changed by 148 which increased total open position to 235
On 28 Nov ADANIENT was trading at 2437.10. The strike last trading price was 200.05, which was -50.70 lower than the previous day. The implied volatity was 56.54, the open interest changed by 87 which increased total open position to 88
On 27 Nov ADANIENT was trading at 2397.80. The strike last trading price was 250.75, which was 166.95 higher than the previous day. The implied volatity was 66.65, 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 83.8, 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 83.8, 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 83.8, 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 83.8, which was 83.80 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 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
