ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 09:04 AM IST
| ADANIGREEN 26DEC2024 1040 CE | ||||||||||
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Delta: 0.82
Vega: 0.62
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1148.05 | 128.05 | 0.00 | 60.48 | 2 | 1 | 2 | |||
| 11 Dec | 1148.05 | 128.05 | -41.95 | 60.48 | 2 | 0 | 2 | |||
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| 10 Dec | 1176.65 | 170 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 9 Dec | 1216.95 | 170 | 60.35 | - | 4 | 1 | 1 | |||
| 6 Dec | 1210.65 | 109.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1229.60 | 109.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1260.85 | 109.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1312.80 | 109.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1327.95 | 109.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1323.90 | 109.65 | - | 0 | 0 | 0 | ||||
For Adani Green Energy Ltd - strike price 1040 expiring on 26DEC2024
Delta for 1040 CE is 0.82
Historical price for 1040 CE is as follows
On 12 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 128.05, which was 0.00 lower than the previous day. The implied volatity was 60.48, the open interest changed by 1 which increased total open position to 2
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 128.05, which was -41.95 lower than the previous day. The implied volatity was 60.48, the open interest changed by 0 which decreased total open position to 2
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 170, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 170, which was 60.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 109.65, 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 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 109.65, 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 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 109.65, 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 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 109.65, 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 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 109.65, 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 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 109.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ADANIGREEN 26DEC2024 1040 PE | |||||||
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Delta: -0.20
Vega: 0.65
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1148.05 | 18.25 | 0.00 | 65.94 | 280 | 33 | 190 |
| 11 Dec | 1148.05 | 18.25 | 0.35 | 65.94 | 280 | 28 | 190 |
| 10 Dec | 1176.65 | 17.9 | 2.35 | 70.87 | 258 | 47 | 157 |
| 9 Dec | 1216.95 | 15.55 | -5.65 | 76.23 | 98 | 17 | 109 |
| 6 Dec | 1210.65 | 21.2 | 4.80 | 76.71 | 76 | 15 | 91 |
| 5 Dec | 1229.60 | 16.4 | 1.95 | 72.45 | 40 | -4 | 76 |
| 4 Dec | 1260.85 | 14.45 | 4.25 | 74.42 | 150 | 30 | 65 |
| 3 Dec | 1312.80 | 10.2 | -8.00 | - | 26 | 0 | 33 |
| 2 Dec | 1327.95 | 18.2 | -0.20 | - | 244 | 9 | 33 |
| 29 Nov | 1323.90 | 18.4 | - | 73 | 21 | 21 | |
For Adani Green Energy Ltd - strike price 1040 expiring on 26DEC2024
Delta for 1040 PE is -0.20
Historical price for 1040 PE is as follows
On 12 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 18.25, which was 0.00 lower than the previous day. The implied volatity was 65.94, the open interest changed by 33 which increased total open position to 190
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 18.25, which was 0.35 higher than the previous day. The implied volatity was 65.94, the open interest changed by 28 which increased total open position to 190
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 17.9, which was 2.35 higher than the previous day. The implied volatity was 70.87, the open interest changed by 47 which increased total open position to 157
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 15.55, which was -5.65 lower than the previous day. The implied volatity was 76.23, the open interest changed by 17 which increased total open position to 109
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 21.2, which was 4.80 higher than the previous day. The implied volatity was 76.71, the open interest changed by 15 which increased total open position to 91
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 16.4, which was 1.95 higher than the previous day. The implied volatity was 72.45, the open interest changed by -4 which decreased total open position to 76
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 14.45, which was 4.25 higher than the previous day. The implied volatity was 74.42, the open interest changed by 30 which increased total open position to 65
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 10.2, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 18.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 33
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 18.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 21
