ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:24 PM IST
| ADANIGREEN 26DEC2024 1060 CE | ||||||||||
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Delta: 0.94
Vega: 0.29
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1241.00 | 186.8 | 88.00 | 54.45 | 21 | 18 | 18 | |||
| 11 Dec | 1148.05 | 98.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1176.65 | 98.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1216.95 | 98.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1210.65 | 98.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1229.60 | 98.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1260.85 | 98.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1312.80 | 98.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1327.95 | 98.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 29 Nov | 1323.90 | 98.8 | - | 0 | 0 | 0 | ||||
For Adani Green Energy Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 CE is 0.94
Historical price for 1060 CE is as follows
On 12 Dec ADANIGREEN was trading at 1241.00. The strike last trading price was 186.8, which was 88.00 higher than the previous day. The implied volatity was 54.45, the open interest changed by 18 which increased total open position to 18
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 98.8, 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 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 98.8, 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 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 98.8, 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 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 98.8, 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 98.8, 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 98.8, 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 98.8, 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 98.8, 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 98.8, 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 1060 PE | |||||||
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Delta: -0.11
Vega: 0.47
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1241.00 | 10.5 | -12.30 | 72.63 | 1,242 | -24 | 510 |
| 11 Dec | 1148.05 | 22.8 | 0.40 | 65.02 | 336 | 112 | 535 |
| 10 Dec | 1176.65 | 22.4 | 5.50 | 70.53 | 186 | -29 | 425 |
| 9 Dec | 1216.95 | 16.9 | -8.55 | 72.27 | 140 | 18 | 454 |
| 6 Dec | 1210.65 | 25.45 | 5.50 | 76.21 | 524 | 323 | 437 |
| 5 Dec | 1229.60 | 19.95 | 3.20 | 71.96 | 112 | -6 | 114 |
| 4 Dec | 1260.85 | 16.75 | 2.30 | 72.81 | 188 | 60 | 117 |
| 3 Dec | 1312.80 | 14.45 | -3.50 | 76.97 | 278 | -38 | 57 |
| 2 Dec | 1327.95 | 17.95 | -2.55 | - | 304 | 62 | 92 |
| 29 Nov | 1323.90 | 20.5 | 80.33 | 91 | 29 | 29 | |
For Adani Green Energy Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 PE is -0.11
Historical price for 1060 PE is as follows
On 12 Dec ADANIGREEN was trading at 1241.00. The strike last trading price was 10.5, which was -12.30 lower than the previous day. The implied volatity was 72.63, the open interest changed by -24 which decreased total open position to 510
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 22.8, which was 0.40 higher than the previous day. The implied volatity was 65.02, the open interest changed by 112 which increased total open position to 535
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 22.4, which was 5.50 higher than the previous day. The implied volatity was 70.53, the open interest changed by -29 which decreased total open position to 425
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 16.9, which was -8.55 lower than the previous day. The implied volatity was 72.27, the open interest changed by 18 which increased total open position to 454
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 25.45, which was 5.50 higher than the previous day. The implied volatity was 76.21, the open interest changed by 323 which increased total open position to 437
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 19.95, which was 3.20 higher than the previous day. The implied volatity was 71.96, the open interest changed by -6 which decreased total open position to 114
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 16.75, which was 2.30 higher than the previous day. The implied volatity was 72.81, the open interest changed by 60 which increased total open position to 117
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 14.45, which was -3.50 lower than the previous day. The implied volatity was 76.97, the open interest changed by -38 which decreased total open position to 57
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 17.95, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 92
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 20.5, which was lower than the previous day. The implied volatity was 80.33, the open interest changed by 29 which increased total open position to 29
