ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
02 Jan 2025 04:11 PM IST
| ADANIENT 30JAN2025 2700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 2.65
Theta: -1.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 2597.70 | 46.6 | 5.85 | 29.08 | 2,978 | -30 | 2,244 | |||
| 1 Jan | 2554.85 | 40.75 | 3.65 | 31.45 | 7,027 | 152 | 2,254 | |||
| 31 Dec | 2528.65 | 37.1 | -21.90 | 31.22 | 3,591 | 50 | 2,111 | |||
| 30 Dec | 2592.35 | 59 | 43.10 | 31.23 | 16,551 | 1,184 | 2,108 | |||
| 27 Dec | 2409.95 | 15.9 | 0.55 | 29.84 | 1,861 | 221 | 925 | |||
| 26 Dec | 2400.25 | 15.35 | 0.75 | 30.64 | 1,147 | 123 | 705 | |||
| 24 Dec | 2372.45 | 14.6 | -1.15 | 31.60 | 641 | 86 | 582 | |||
| 23 Dec | 2338.95 | 15.75 | -2.85 | 33.95 | 644 | 92 | 495 | |||
| 20 Dec | 2344.95 | 18.6 | -11.40 | 33.95 | 459 | 166 | 407 | |||
| 19 Dec | 2419.35 | 30 | -10.00 | 32.89 | 266 | 163 | 241 | |||
| 18 Dec | 2457.40 | 40 | -25.05 | 32.97 | 91 | 27 | 78 | |||
| 17 Dec | 2487.60 | 65.05 | -8.45 | 38.27 | 25 | 13 | 50 | |||
| 16 Dec | 2512.40 | 73.5 | -7.50 | 38.42 | 30 | 6 | 36 | |||
| 13 Dec | 2527.55 | 81 | -1.00 | 37.09 | 47 | 27 | 29 | |||
| 12 Dec | 2504.10 | 82 | -98.95 | 39.36 | 2 | 1 | 1 | |||
| 11 Dec | 2457.25 | 180.95 | 0.00 | 5.61 | 0 | 0 | 0 | |||
| 10 Dec | 2467.20 | 180.95 | 0.00 | 5.22 | 0 | 0 | 0 | |||
| 9 Dec | 2495.85 | 180.95 | 0.00 | 4.44 | 0 | 0 | 0 | |||
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| 6 Dec | 2506.40 | 180.95 | 0.00 | 4.01 | 0 | 0 | 0 | |||
| 5 Dec | 2522.55 | 180.95 | 0.00 | 3.56 | 0 | 0 | 0 | |||
| 4 Dec | 2494.75 | 180.95 | 0.00 | 4.41 | 0 | 0 | 0 | |||
| 3 Dec | 2514.20 | 180.95 | 0.00 | 3.71 | 0 | 0 | 0 | |||
| 2 Dec | 2457.05 | 180.95 | 180.95 | 5.07 | 0 | 0 | 0 | |||
| 29 Nov | 2463.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Adani Enterprises Limited - strike price 2700 expiring on 30JAN2025
Delta for 2700 CE is 0.35
Historical price for 2700 CE is as follows
On 2 Jan ADANIENT was trading at 2597.70. The strike last trading price was 46.6, which was 5.85 higher than the previous day. The implied volatity was 29.08, the open interest changed by -30 which decreased total open position to 2244
On 1 Jan ADANIENT was trading at 2554.85. The strike last trading price was 40.75, which was 3.65 higher than the previous day. The implied volatity was 31.45, the open interest changed by 152 which increased total open position to 2254
On 31 Dec ADANIENT was trading at 2528.65. The strike last trading price was 37.1, which was -21.90 lower than the previous day. The implied volatity was 31.22, the open interest changed by 50 which increased total open position to 2111
On 30 Dec ADANIENT was trading at 2592.35. The strike last trading price was 59, which was 43.10 higher than the previous day. The implied volatity was 31.23, the open interest changed by 1184 which increased total open position to 2108
On 27 Dec ADANIENT was trading at 2409.95. The strike last trading price was 15.9, which was 0.55 higher than the previous day. The implied volatity was 29.84, the open interest changed by 221 which increased total open position to 925
On 26 Dec ADANIENT was trading at 2400.25. The strike last trading price was 15.35, which was 0.75 higher than the previous day. The implied volatity was 30.64, the open interest changed by 123 which increased total open position to 705
On 24 Dec ADANIENT was trading at 2372.45. The strike last trading price was 14.6, which was -1.15 lower than the previous day. The implied volatity was 31.60, the open interest changed by 86 which increased total open position to 582
On 23 Dec ADANIENT was trading at 2338.95. The strike last trading price was 15.75, which was -2.85 lower than the previous day. The implied volatity was 33.95, the open interest changed by 92 which increased total open position to 495
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 18.6, which was -11.40 lower than the previous day. The implied volatity was 33.95, the open interest changed by 166 which increased total open position to 407
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 30, which was -10.00 lower than the previous day. The implied volatity was 32.89, the open interest changed by 163 which increased total open position to 241
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 40, which was -25.05 lower than the previous day. The implied volatity was 32.97, the open interest changed by 27 which increased total open position to 78
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 65.05, which was -8.45 lower than the previous day. The implied volatity was 38.27, the open interest changed by 13 which increased total open position to 50
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 73.5, which was -7.50 lower than the previous day. The implied volatity was 38.42, the open interest changed by 6 which increased total open position to 36
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 81, which was -1.00 lower than the previous day. The implied volatity was 37.09, the open interest changed by 27 which increased total open position to 29
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 82, which was -98.95 lower than the previous day. The implied volatity was 39.36, the open interest changed by 1 which increased total open position to 1
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 180.95, which was 0.00 lower than the previous day. The implied volatity was 5.61, 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 180.95, which was 0.00 lower than the previous day. The implied volatity was 5.22, 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 180.95, which was 0.00 lower than the previous day. The implied volatity was 4.44, 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 180.95, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 180.95, which was 0.00 lower than the previous day. The implied volatity was 3.56, 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 180.95, which was 0.00 lower than the previous day. The implied volatity was 4.41, 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 180.95, which was 0.00 lower than the previous day. The implied volatity was 3.71, 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 180.95, which was 180.95 higher than the previous day. The implied volatity was 5.07, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 30JAN2025 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 2.68
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 2597.70 | 143 | -30.65 | 30.92 | 164 | 79 | 872 |
| 1 Jan | 2554.85 | 173.65 | -11.85 | 31.57 | 207 | 119 | 792 |
| 31 Dec | 2528.65 | 185.5 | 28.50 | 31.42 | 179 | 83 | 672 |
| 30 Dec | 2592.35 | 157 | -136.60 | 34.18 | 585 | 157 | 589 |
| 27 Dec | 2409.95 | 293.6 | 9.30 | 41.20 | 26 | 7 | 432 |
| 26 Dec | 2400.25 | 284.3 | -31.70 | 27.86 | 360 | 229 | 425 |
| 24 Dec | 2372.45 | 316 | -25.15 | 32.00 | 170 | 97 | 196 |
| 23 Dec | 2338.95 | 341.15 | 49.15 | 33.54 | 241 | 30 | 102 |
| 20 Dec | 2344.95 | 292 | 12.00 | - | 10 | 0 | 69 |
| 19 Dec | 2419.35 | 280 | 24.40 | 34.08 | 30 | 24 | 67 |
| 18 Dec | 2457.40 | 255.6 | 1.45 | 35.43 | 10 | 3 | 43 |
| 17 Dec | 2487.60 | 254.15 | 16.15 | 41.46 | 12 | 10 | 40 |
| 16 Dec | 2512.40 | 238 | 16.00 | 39.82 | 8 | 5 | 27 |
| 13 Dec | 2527.55 | 222 | -18.00 | 38.03 | 26 | 16 | 18 |
| 12 Dec | 2504.10 | 240 | -20.00 | 38.78 | 1 | 0 | 1 |
| 11 Dec | 2457.25 | 260 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 2467.20 | 260 | -150.05 | 37.31 | 1 | 0 | 0 |
| 9 Dec | 2495.85 | 410.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 2506.40 | 410.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 2522.55 | 410.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 2494.75 | 410.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 2514.20 | 410.05 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 2457.05 | 410.05 | 410.05 | - | 0 | 0 | 0 |
| 29 Nov | 2463.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Adani Enterprises Limited - strike price 2700 expiring on 30JAN2025
Delta for 2700 PE is -0.64
Historical price for 2700 PE is as follows
On 2 Jan ADANIENT was trading at 2597.70. The strike last trading price was 143, which was -30.65 lower than the previous day. The implied volatity was 30.92, the open interest changed by 79 which increased total open position to 872
On 1 Jan ADANIENT was trading at 2554.85. The strike last trading price was 173.65, which was -11.85 lower than the previous day. The implied volatity was 31.57, the open interest changed by 119 which increased total open position to 792
On 31 Dec ADANIENT was trading at 2528.65. The strike last trading price was 185.5, which was 28.50 higher than the previous day. The implied volatity was 31.42, the open interest changed by 83 which increased total open position to 672
On 30 Dec ADANIENT was trading at 2592.35. The strike last trading price was 157, which was -136.60 lower than the previous day. The implied volatity was 34.18, the open interest changed by 157 which increased total open position to 589
On 27 Dec ADANIENT was trading at 2409.95. The strike last trading price was 293.6, which was 9.30 higher than the previous day. The implied volatity was 41.20, the open interest changed by 7 which increased total open position to 432
On 26 Dec ADANIENT was trading at 2400.25. The strike last trading price was 284.3, which was -31.70 lower than the previous day. The implied volatity was 27.86, the open interest changed by 229 which increased total open position to 425
On 24 Dec ADANIENT was trading at 2372.45. The strike last trading price was 316, which was -25.15 lower than the previous day. The implied volatity was 32.00, the open interest changed by 97 which increased total open position to 196
On 23 Dec ADANIENT was trading at 2338.95. The strike last trading price was 341.15, which was 49.15 higher than the previous day. The implied volatity was 33.54, the open interest changed by 30 which increased total open position to 102
On 20 Dec ADANIENT was trading at 2344.95. The strike last trading price was 292, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 19 Dec ADANIENT was trading at 2419.35. The strike last trading price was 280, which was 24.40 higher than the previous day. The implied volatity was 34.08, the open interest changed by 24 which increased total open position to 67
On 18 Dec ADANIENT was trading at 2457.40. The strike last trading price was 255.6, which was 1.45 higher than the previous day. The implied volatity was 35.43, the open interest changed by 3 which increased total open position to 43
On 17 Dec ADANIENT was trading at 2487.60. The strike last trading price was 254.15, which was 16.15 higher than the previous day. The implied volatity was 41.46, the open interest changed by 10 which increased total open position to 40
On 16 Dec ADANIENT was trading at 2512.40. The strike last trading price was 238, which was 16.00 higher than the previous day. The implied volatity was 39.82, the open interest changed by 5 which increased total open position to 27
On 13 Dec ADANIENT was trading at 2527.55. The strike last trading price was 222, which was -18.00 lower than the previous day. The implied volatity was 38.03, the open interest changed by 16 which increased total open position to 18
On 12 Dec ADANIENT was trading at 2504.10. The strike last trading price was 240, which was -20.00 lower than the previous day. The implied volatity was 38.78, the open interest changed by 0 which decreased total open position to 1
On 11 Dec ADANIENT was trading at 2457.25. The strike last trading price was 260, 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 10 Dec ADANIENT was trading at 2467.20. The strike last trading price was 260, which was -150.05 lower than the previous day. The implied volatity was 37.31, 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 410.05, 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 410.05, 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 410.05, 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 410.05, 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 410.05, 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 410.05, which was 410.05 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 0.00, the open interest changed by 0 which decreased total open position to 0
