Historical option data for ADANIENT
29 May 2026 04:10 PM IST
| ADANIENT 30-Jun-2026 (31d) 2840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.03
Theta: -1.89
Gamma: 0.0012
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 2937.40 | 182.8 | -25.2 (-12.12%) | 34.95 | 21 | 3 | 281 | |||||||||
| 27 May | 2973.10 | 206.75 | -4.25 (-2.01%) | 33.7 | 86 | 2 | 278 | |||||||||
| 26 May | 2969.30 | 218 | 78 (55.71%) | 36.99 | 844 | -64 | 282 | |||||||||
| 25 May | 2849.70 | 142.55 | 54.55 (61.99%) | 36.72 | 889 | 116 | 340 | |||||||||
| 22 May | 2717.30 | 87.9 | -3.1 (-3.41%) | 36.83 | 30 | -2 | 222 | |||||||||
| 21 May | 2697.60 | 90.55 | -4.45 (-4.68%) | 38.61 | 49 | 26 | 224 | |||||||||
| 20 May | 2704.80 | 95.3 | -9.7 (-9.24%) | 40.35 | 4 | 0 | 198 | |||||||||
| 19 May | 2725.00 | 105 | 16 (17.98%) | 39.99 | 3 | 0 | 195 | |||||||||
| 18 May | 2689.80 | 89.3 | -34.7 (-27.98%) | 41.58 | 91 | 19 | 194 | |||||||||
| 15 May | 2716.00 | 124.05 | 6.05 (5.13%) | 42.37 | 20 | 2 | 174 | |||||||||
| 14 May | 2712.90 | 120 | 78 (185.71%) | 42.2 | 352 | 166 | 171 | |||||||||
| 13 May | 2498.00 | 42 | 4 (10.53%) | 38.91 | 7 | 4 | 4 | |||||||||
| 11 May | 2500.20 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Adani Enterprises Limited - strike price 2840 expiring on 30JUN2026
Delta for 2840 CE is 0.66
Historical price for 2840 CE is as follows
On 29 May ADANIENT was trading at 2937.40. The strike last trading price was 182.8, which was -25.2 lower than the previous day. The implied volatity was 34.95, the open interest changed by 3 which increased total open position to 281
On 27 May ADANIENT was trading at 2973.10. The strike last trading price was 206.75, which was -4.25 lower than the previous day. The implied volatity was 33.7, the open interest changed by 2 which increased total open position to 278
On 26 May ADANIENT was trading at 2969.30. The strike last trading price was 218, which was 78 higher than the previous day. The implied volatity was 36.99, the open interest changed by -64 which decreased total open position to 282
On 25 May ADANIENT was trading at 2849.70. The strike last trading price was 142.55, which was 54.55 higher than the previous day. The implied volatity was 36.72, the open interest changed by 116 which increased total open position to 340
On 22 May ADANIENT was trading at 2717.30. The strike last trading price was 87.9, which was -3.1 lower than the previous day. The implied volatity was 36.83, the open interest changed by -2 which decreased total open position to 222
On 21 May ADANIENT was trading at 2697.60. The strike last trading price was 90.55, which was -4.45 lower than the previous day. The implied volatity was 38.61, the open interest changed by 26 which increased total open position to 224
On 20 May ADANIENT was trading at 2704.80. The strike last trading price was 95.3, which was -9.7 lower than the previous day. The implied volatity was 40.35, the open interest changed by 0 which decreased total open position to 198
On 19 May ADANIENT was trading at 2725.00. The strike last trading price was 105, which was 16 higher than the previous day. The implied volatity was 39.99, the open interest changed by 0 which decreased total open position to 195
On 18 May ADANIENT was trading at 2689.80. The strike last trading price was 89.3, which was -34.7 lower than the previous day. The implied volatity was 41.58, the open interest changed by 19 which increased total open position to 194
On 15 May ADANIENT was trading at 2716.00. The strike last trading price was 124.05, which was 6.05 higher than the previous day. The implied volatity was 42.37, the open interest changed by 2 which increased total open position to 174
On 14 May ADANIENT was trading at 2712.90. The strike last trading price was 120, which was 78 higher than the previous day. The implied volatity was 42.2, the open interest changed by 166 which increased total open position to 171
On 13 May ADANIENT was trading at 2498.00. The strike last trading price was 42, which was 4 higher than the previous day. The implied volatity was 38.91, the open interest changed by 4 which increased total open position to 4
On 11 May ADANIENT was trading at 2500.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| ADANIENT 30-Jun-2026 (31d) 2840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.3
Vega: 0.03
Theta: -1.18
Gamma: 0.0013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 2937.40 | 54.9 | -1.3 (-2.31%) | 30.61 | 261 | -37 | 249 |
| 27 May | 2973.10 | 53.5 | -11.1 (-17.18%) | 31.74 | 385 | 67 | 290 |
| 26 May | 2969.30 | 62.3 | -52.5 (-45.73%) | 34.02 | 930 | 143 | 225 |
| 25 May | 2849.70 | 111 | -505.2 (-81.99%) | 34.18 | 221 | 82 | 82 |
| 22 May | 2717.30 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 2697.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 2704.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 2725.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 2689.80 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 2716.00 | 0 | -616.2 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 2712.90 | 0 | -616.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 2498.00 | 0 | -616.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 2500.20 | 0 | 0 | - | 0 | 10 | 10 |
For Adani Enterprises Limited - strike price 2840 expiring on 30JUN2026
Delta for 2840 PE is -0.3
Historical price for 2840 PE is as follows
On 29 May ADANIENT was trading at 2937.40. The strike last trading price was 54.9, which was -1.3 lower than the previous day. The implied volatity was 30.61, the open interest changed by -37 which decreased total open position to 249
On 27 May ADANIENT was trading at 2973.10. The strike last trading price was 53.5, which was -11.1 lower than the previous day. The implied volatity was 31.74, the open interest changed by 67 which increased total open position to 290
On 26 May ADANIENT was trading at 2969.30. The strike last trading price was 62.3, which was -52.5 lower than the previous day. The implied volatity was 34.02, the open interest changed by 143 which increased total open position to 225
On 25 May ADANIENT was trading at 2849.70. The strike last trading price was 111, which was -505.2 lower than the previous day. The implied volatity was 34.18, the open interest changed by 82 which increased total open position to 82
On 22 May ADANIENT was trading at 2717.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May ADANIENT was trading at 2697.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 May ADANIENT was trading at 2704.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 May ADANIENT was trading at 2725.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May ADANIENT was trading at 2689.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ADANIENT was trading at 2716.00. The strike last trading price was 0, which was -616.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ADANIENT was trading at 2712.90. The strike last trading price was 0, which was -616.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ADANIENT was trading at 2498.00. The strike last trading price was 0, which was -616.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ADANIENT was trading at 2500.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
