ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
02 Jan 2025 04:11 PM IST
| ADANIENT 30JAN2025 2540 CE | ||||||||||
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Delta: 0.64
Vega: 2.68
Theta: -1.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 2597.70 | 122 | 17.95 | 29.82 | 1,364 | -14 | 431 | |||
| 1 Jan | 2554.85 | 104.05 | 6.55 | 31.77 | 3,397 | -15 | 439 | |||
| 31 Dec | 2528.65 | 97.5 | -35.90 | 31.87 | 2,044 | 231 | 449 | |||
| 30 Dec | 2592.35 | 133.4 | -104.75 | 30.99 | 4,377 | 220 | 220 | |||
| 27 Dec | 2409.95 | 238.15 | 0.00 | 3.35 | 0 | 0 | 0 | |||
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| 26 Dec | 2400.25 | 238.15 | 0.00 | 3.88 | 0 | 0 | 0 | |||
| 24 Dec | 2372.45 | 238.15 | 0.00 | 4.66 | 0 | 0 | 0 | |||
| 23 Dec | 2338.95 | 238.15 | 0.00 | 5.47 | 0 | 0 | 0 | |||
| 20 Dec | 2344.95 | 238.15 | 0.00 | 5.11 | 0 | 0 | 0 | |||
| 19 Dec | 2419.35 | 238.15 | 0.00 | 2.81 | 0 | 0 | 0 | |||
| 18 Dec | 2457.40 | 238.15 | 0.00 | 1.86 | 0 | 0 | 0 | |||
| 17 Dec | 2487.60 | 238.15 | 0.00 | 0.69 | 0 | 0 | 0 | |||
| 16 Dec | 2512.40 | 238.15 | 0.00 | 0.08 | 0 | 0 | 0 | |||
| 13 Dec | 2527.55 | 238.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 2504.10 | 238.15 | 0.00 | 0.20 | 0 | 0 | 0 | |||
| 11 Dec | 2457.25 | 238.15 | 0.00 | 1.55 | 0 | 0 | 0 | |||
| 10 Dec | 2467.20 | 238.15 | 0.00 | 1.11 | 0 | 0 | 0 | |||
| 9 Dec | 2495.85 | 238.15 | 0.00 | 0.31 | 0 | 0 | 0 | |||
| 6 Dec | 2506.40 | 238.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 2522.55 | 238.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 2494.75 | 238.15 | 0.00 | 0.39 | 0 | 0 | 0 | |||
| 3 Dec | 2514.20 | 238.15 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 2457.05 | 238.15 | 0.00 | 1.30 | 0 | 0 | 0 | |||
| 29 Nov | 2463.15 | 238.15 | 1.09 | 0 | 0 | 0 | ||||
For Adani Enterprises Limited - strike price 2540 expiring on 30JAN2025
Delta for 2540 CE is 0.64
Historical price for 2540 CE is as follows
On 2 Jan ADANIENT was trading at 2597.70. The strike last trading price was 122, which was 17.95 higher than the previous day. The implied volatity was 29.82, the open interest changed by -14 which decreased total open position to 431
On 1 Jan ADANIENT was trading at 2554.85. The strike last trading price was 104.05, which was 6.55 higher than the previous day. The implied volatity was 31.77, the open interest changed by -15 which decreased total open position to 439
On 31 Dec ADANIENT was trading at 2528.65. The strike last trading price was 97.5, which was -35.90 lower than the previous day. The implied volatity was 31.87, the open interest changed by 231 which increased total open position to 449
On 30 Dec ADANIENT was trading at 2592.35. The strike last trading price was 133.4, which was -104.75 lower than the previous day. The implied volatity was 30.99, the open interest changed by 220 which increased total open position to 220
On 27 Dec ADANIENT was trading at 2409.95. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
On 26 Dec ADANIENT was trading at 2400.25. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
On 24 Dec ADANIENT was trading at 2372.45. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 23 Dec ADANIENT was trading at 2338.95. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 238.15, 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 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 238.15, 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 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 238.15, 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 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 238.15, 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 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 238.15, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 238.15, which was lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 30JAN2025 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 2.70
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 2597.70 | 60.55 | -19.25 | 31.98 | 1,334 | 135 | 588 |
| 1 Jan | 2554.85 | 79.8 | -6.80 | 32.39 | 1,770 | 16 | 454 |
| 31 Dec | 2528.65 | 86.6 | 13.60 | 31.84 | 2,406 | 61 | 429 |
| 30 Dec | 2592.35 | 73 | -88.90 | 34.68 | 4,192 | 326 | 374 |
| 27 Dec | 2409.95 | 161.9 | -0.80 | 35.57 | 18 | 6 | 48 |
| 26 Dec | 2400.25 | 162.7 | -8.40 | 31.60 | 53 | 35 | 40 |
| 24 Dec | 2372.45 | 171.1 | -138.15 | 24.60 | 5 | 3 | 3 |
| 23 Dec | 2338.95 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2344.95 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 2419.35 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 2457.40 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 2487.60 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 2512.40 | 309.25 | 0.00 | 0.39 | 0 | 0 | 0 |
| 13 Dec | 2527.55 | 309.25 | 0.00 | 0.33 | 0 | 0 | 0 |
| 12 Dec | 2504.10 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 2457.25 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 2467.20 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 2495.85 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 2506.40 | 309.25 | 0.00 | 0.20 | 0 | 0 | 0 |
| 5 Dec | 2522.55 | 309.25 | 0.00 | 0.51 | 0 | 0 | 0 |
| 4 Dec | 2494.75 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 2514.20 | 309.25 | 0.00 | 0.35 | 0 | 0 | 0 |
| 2 Dec | 2457.05 | 309.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 2463.15 | 309.25 | - | 0 | 0 | 0 | |
For Adani Enterprises Limited - strike price 2540 expiring on 30JAN2025
Delta for 2540 PE is -0.37
Historical price for 2540 PE is as follows
On 2 Jan ADANIENT was trading at 2597.70. The strike last trading price was 60.55, which was -19.25 lower than the previous day. The implied volatity was 31.98, the open interest changed by 135 which increased total open position to 588
On 1 Jan ADANIENT was trading at 2554.85. The strike last trading price was 79.8, which was -6.80 lower than the previous day. The implied volatity was 32.39, the open interest changed by 16 which increased total open position to 454
On 31 Dec ADANIENT was trading at 2528.65. The strike last trading price was 86.6, which was 13.60 higher than the previous day. The implied volatity was 31.84, the open interest changed by 61 which increased total open position to 429
On 30 Dec ADANIENT was trading at 2592.35. The strike last trading price was 73, which was -88.90 lower than the previous day. The implied volatity was 34.68, the open interest changed by 326 which increased total open position to 374
On 27 Dec ADANIENT was trading at 2409.95. The strike last trading price was 161.9, which was -0.80 lower than the previous day. The implied volatity was 35.57, the open interest changed by 6 which increased total open position to 48
On 26 Dec ADANIENT was trading at 2400.25. The strike last trading price was 162.7, which was -8.40 lower than the previous day. The implied volatity was 31.60, the open interest changed by 35 which increased total open position to 40
On 24 Dec ADANIENT was trading at 2372.45. The strike last trading price was 171.1, which was -138.15 lower than the previous day. The implied volatity was 24.60, the open interest changed by 3 which increased total open position to 3
On 23 Dec ADANIENT was trading at 2338.95. The strike last trading price was 309.25, 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 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 309.25, 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 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 309.25, 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 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 309.25, 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 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 309.25, 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 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 309.25, which was 0.00 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 309.25, which was 0.00 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 309.25, 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 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 309.25, 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 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 309.25, 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 9 Dec ADANIENT was trading at 2495.85. The strike last trading price was 309.25, 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 6 Dec ADANIENT was trading at 2506.40. The strike last trading price was 309.25, which was 0.00 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ADANIENT was trading at 2522.55. The strike last trading price was 309.25, which was 0.00 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ADANIENT was trading at 2494.75. The strike last trading price was 309.25, 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 3 Dec ADANIENT was trading at 2514.20. The strike last trading price was 309.25, which was 0.00 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ADANIENT was trading at 2457.05. The strike last trading price was 309.25, 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 29 Nov ADANIENT was trading at 2463.15. The strike last trading price was 309.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
