ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 09:04 AM IST
| ADANIGREEN 26DEC2024 1000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.14
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1148.05 | 154 | 0.00 | 37.19 | 8 | 1 | 12 | |||
| 11 Dec | 1148.05 | 154 | -28.25 | 37.19 | 8 | 4 | 12 | |||
| 10 Dec | 1176.65 | 182.25 | -16.25 | 50.52 | 2 | 1 | 7 | |||
| 9 Dec | 1216.95 | 198.5 | -38.50 | - | 2 | 1 | 5 | |||
| 6 Dec | 1210.65 | 237 | -7.75 | 90.16 | 1 | 0 | 3 | |||
| 5 Dec | 1229.60 | 244.75 | -30.25 | - | 1 | 0 | 2 | |||
| 4 Dec | 1260.85 | 275 | -54.00 | 68.31 | 1 | 0 | 2 | |||
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| 3 Dec | 1312.80 | 329 | -9.00 | - | 1 | 0 | 3 | |||
| 2 Dec | 1327.95 | 338 | 75.40 | - | 4 | 0 | 3 | |||
| 29 Nov | 1323.90 | 262.6 | - | 9 | 3 | 3 | ||||
For Adani Green Energy Ltd - strike price 1000 expiring on 26DEC2024
Delta for 1000 CE is 0.97
Historical price for 1000 CE is as follows
On 12 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 154, which was 0.00 lower than the previous day. The implied volatity was 37.19, the open interest changed by 1 which increased total open position to 12
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 154, which was -28.25 lower than the previous day. The implied volatity was 37.19, the open interest changed by 4 which increased total open position to 12
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 182.25, which was -16.25 lower than the previous day. The implied volatity was 50.52, the open interest changed by 1 which increased total open position to 7
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 198.5, which was -38.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 237, which was -7.75 lower than the previous day. The implied volatity was 90.16, the open interest changed by 0 which decreased total open position to 3
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 244.75, which was -30.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 275, which was -54.00 lower than the previous day. The implied volatity was 68.31, the open interest changed by 0 which decreased total open position to 2
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 329, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 338, which was 75.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 262.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
| ADANIGREEN 26DEC2024 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.48
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1148.05 | 9.9 | 0.00 | 64.91 | 1,914 | 312 | 1,936 |
| 11 Dec | 1148.05 | 9.9 | -1.30 | 64.91 | 1,914 | 307 | 1,936 |
| 10 Dec | 1176.65 | 11.2 | 2.95 | 72.02 | 1,619 | 297 | 1,622 |
| 9 Dec | 1216.95 | 8.25 | -5.20 | 73.33 | 1,337 | 239 | 1,325 |
| 6 Dec | 1210.65 | 13.45 | 2.45 | - | 1,070 | 308 | 1,072 |
| 5 Dec | 1229.60 | 11 | 1.70 | 73.88 | 1,030 | 37 | 764 |
| 4 Dec | 1260.85 | 9.3 | 0.30 | - | 764 | 64 | 719 |
| 3 Dec | 1312.80 | 9 | -3.65 | - | 664 | 115 | 650 |
| 2 Dec | 1327.95 | 12.65 | -1.30 | - | 1,934 | 185 | 534 |
| 29 Nov | 1323.90 | 13.95 | - | 1,818 | 341 | 341 | |
For Adani Green Energy Ltd - strike price 1000 expiring on 26DEC2024
Delta for 1000 PE is -0.12
Historical price for 1000 PE is as follows
On 12 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 64.91, the open interest changed by 312 which increased total open position to 1936
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 9.9, which was -1.30 lower than the previous day. The implied volatity was 64.91, the open interest changed by 307 which increased total open position to 1936
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 11.2, which was 2.95 higher than the previous day. The implied volatity was 72.02, the open interest changed by 297 which increased total open position to 1622
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 8.25, which was -5.20 lower than the previous day. The implied volatity was 73.33, the open interest changed by 239 which increased total open position to 1325
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 13.45, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 308 which increased total open position to 1072
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 11, which was 1.70 higher than the previous day. The implied volatity was 73.88, the open interest changed by 37 which increased total open position to 764
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 9.3, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 719
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 9, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 115 which increased total open position to 650
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 12.65, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 185 which increased total open position to 534
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 341 which increased total open position to 341
