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[--[65.84.65.76]--]
ADANIENT
Adani Enterprises Limited

2826.8 10.10 (0.36%)

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Historical option data for ADANIENT

14 Nov 2024 04:11 PM IST
ADANIENT 28NOV2024 2780 CE
Delta: 0.64
Vega: 2.07
Theta: -2.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2826.80 90.9 -3.35 28.55 137 15 69
13 Nov 2816.70 94.25 -25.20 29.80 56 6 53
12 Nov 2870.00 119.45 -36.80 26.78 5 -1 47
11 Nov 2903.65 156.25 -21.65 27.73 1 0 47
8 Nov 2929.10 177.9 -40.25 28.85 1 0 47
7 Nov 2970.10 218.15 -55.05 30.69 21 0 47
6 Nov 3046.25 273.2 80.70 - 4 -2 47
5 Nov 2915.55 192.5 0.00 0.00 0 -1 0
4 Nov 2897.40 192.5 -51.90 40.64 1 0 50
1 Nov 2949.50 244.4 0.00 0.00 0 0 0
31 Oct 2947.25 244.4 0.00 - 0 -25 0
30 Oct 2969.30 244.4 80.95 - 69 -23 52
29 Oct 2848.60 163.45 16.65 - 168 29 75
28 Oct 2798.65 146.8 38.30 - 78 44 47
25 Oct 2693.45 108.5 -81.50 - 2 1 3
24 Oct 2830.20 190 0.00 - 0 2 0
23 Oct 2835.55 190 -319.95 - 2 0 0
22 Oct 2823.80 509.95 0.00 - 0 0 0
21 Oct 2937.65 509.95 - 0 0 0


For Adani Enterprises Limited - strike price 2780 expiring on 28NOV2024

Delta for 2780 CE is 0.64

Historical price for 2780 CE is as follows

On 14 Nov ADANIENT was trading at 2826.80. The strike last trading price was 90.9, which was -3.35 lower than the previous day. The implied volatity was 28.55, the open interest changed by 15 which increased total open position to 69


On 13 Nov ADANIENT was trading at 2816.70. The strike last trading price was 94.25, which was -25.20 lower than the previous day. The implied volatity was 29.80, the open interest changed by 6 which increased total open position to 53


On 12 Nov ADANIENT was trading at 2870.00. The strike last trading price was 119.45, which was -36.80 lower than the previous day. The implied volatity was 26.78, the open interest changed by -1 which decreased total open position to 47


On 11 Nov ADANIENT was trading at 2903.65. The strike last trading price was 156.25, which was -21.65 lower than the previous day. The implied volatity was 27.73, the open interest changed by 0 which decreased total open position to 47


On 8 Nov ADANIENT was trading at 2929.10. The strike last trading price was 177.9, which was -40.25 lower than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 47


On 7 Nov ADANIENT was trading at 2970.10. The strike last trading price was 218.15, which was -55.05 lower than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 47


On 6 Nov ADANIENT was trading at 3046.25. The strike last trading price was 273.2, which was 80.70 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 47


On 5 Nov ADANIENT was trading at 2915.55. The strike last trading price was 192.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 4 Nov ADANIENT was trading at 2897.40. The strike last trading price was 192.5, which was -51.90 lower than the previous day. The implied volatity was 40.64, the open interest changed by 0 which decreased total open position to 50


On 1 Nov ADANIENT was trading at 2949.50. The strike last trading price was 244.4, 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 31 Oct ADANIENT was trading at 2947.25. The strike last trading price was 244.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ADANIENT was trading at 2969.30. The strike last trading price was 244.4, which was 80.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ADANIENT was trading at 2848.60. The strike last trading price was 163.45, which was 16.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ADANIENT was trading at 2798.65. The strike last trading price was 146.8, which was 38.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ADANIENT was trading at 2693.45. The strike last trading price was 108.5, which was -81.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ADANIENT was trading at 2830.20. The strike last trading price was 190, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ADANIENT was trading at 2835.55. The strike last trading price was 190, which was -319.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ADANIENT was trading at 2823.80. The strike last trading price was 509.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ADANIENT was trading at 2937.65. The strike last trading price was 509.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ADANIENT 28NOV2024 2780 PE
Delta: -0.36
Vega: 2.08
Theta: -1.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2826.80 41.45 -3.05 29.13 465 55 186
13 Nov 2816.70 44.5 10.15 29.18 214 26 131
12 Nov 2870.00 34.35 11.10 30.27 298 23 118
11 Nov 2903.65 23.25 -4.30 29.35 102 1 96
8 Nov 2929.10 27.55 5.35 31.32 130 1 94
7 Nov 2970.10 22.2 7.15 32.17 109 4 93
6 Nov 3046.25 15.05 -23.40 34.38 172 30 90
5 Nov 2915.55 38.45 -11.55 34.07 179 10 60
4 Nov 2897.40 50 20.70 35.12 70 -25 48
1 Nov 2949.50 29.3 -6.15 30.16 14 0 69
31 Oct 2947.25 35.45 -0.85 - 49 -1 70
30 Oct 2969.30 36.3 -35.10 - 110 20 72
29 Oct 2848.60 71.4 -34.60 - 119 29 51
28 Oct 2798.65 106 -59.90 - 35 23 23
25 Oct 2693.45 165.9 33.40 - 3 0 0
24 Oct 2830.20 132.5 0.00 - 0 0 0
23 Oct 2835.55 132.5 0.00 - 0 0 0
22 Oct 2823.80 132.5 0.00 - 0 0 0
21 Oct 2937.65 132.5 - 0 0 0


For Adani Enterprises Limited - strike price 2780 expiring on 28NOV2024

Delta for 2780 PE is -0.36

Historical price for 2780 PE is as follows

On 14 Nov ADANIENT was trading at 2826.80. The strike last trading price was 41.45, which was -3.05 lower than the previous day. The implied volatity was 29.13, the open interest changed by 55 which increased total open position to 186


On 13 Nov ADANIENT was trading at 2816.70. The strike last trading price was 44.5, which was 10.15 higher than the previous day. The implied volatity was 29.18, the open interest changed by 26 which increased total open position to 131


On 12 Nov ADANIENT was trading at 2870.00. The strike last trading price was 34.35, which was 11.10 higher than the previous day. The implied volatity was 30.27, the open interest changed by 23 which increased total open position to 118


On 11 Nov ADANIENT was trading at 2903.65. The strike last trading price was 23.25, which was -4.30 lower than the previous day. The implied volatity was 29.35, the open interest changed by 1 which increased total open position to 96


On 8 Nov ADANIENT was trading at 2929.10. The strike last trading price was 27.55, which was 5.35 higher than the previous day. The implied volatity was 31.32, the open interest changed by 1 which increased total open position to 94


On 7 Nov ADANIENT was trading at 2970.10. The strike last trading price was 22.2, which was 7.15 higher than the previous day. The implied volatity was 32.17, the open interest changed by 4 which increased total open position to 93


On 6 Nov ADANIENT was trading at 3046.25. The strike last trading price was 15.05, which was -23.40 lower than the previous day. The implied volatity was 34.38, the open interest changed by 30 which increased total open position to 90


On 5 Nov ADANIENT was trading at 2915.55. The strike last trading price was 38.45, which was -11.55 lower than the previous day. The implied volatity was 34.07, the open interest changed by 10 which increased total open position to 60


On 4 Nov ADANIENT was trading at 2897.40. The strike last trading price was 50, which was 20.70 higher than the previous day. The implied volatity was 35.12, the open interest changed by -25 which decreased total open position to 48


On 1 Nov ADANIENT was trading at 2949.50. The strike last trading price was 29.3, which was -6.15 lower than the previous day. The implied volatity was 30.16, the open interest changed by 0 which decreased total open position to 69


On 31 Oct ADANIENT was trading at 2947.25. The strike last trading price was 35.45, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ADANIENT was trading at 2969.30. The strike last trading price was 36.3, which was -35.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ADANIENT was trading at 2848.60. The strike last trading price was 71.4, which was -34.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ADANIENT was trading at 2798.65. The strike last trading price was 106, which was -59.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ADANIENT was trading at 2693.45. The strike last trading price was 165.9, which was 33.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ADANIENT was trading at 2830.20. The strike last trading price was 132.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ADANIENT was trading at 2835.55. The strike last trading price was 132.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ADANIENT was trading at 2823.80. The strike last trading price was 132.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ADANIENT was trading at 2937.65. The strike last trading price was 132.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to