ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 12:54 PM IST
| ADANIGREEN 26DEC2024 1080 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.26
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1233.70 | 160 | 66.00 | 44.03 | 1 | 0 | 5 | |||
| 11 Dec | 1148.05 | 94 | -27.05 | 54.23 | 8 | 5 | 6 | |||
| 10 Dec | 1176.65 | 121.05 | -14.65 | 61.87 | 1 | 0 | 1 | |||
| 9 Dec | 1216.95 | 135.7 | 47.00 | - | 1 | 0 | 0 | |||
| 6 Dec | 1210.65 | 88.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1229.60 | 88.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1260.85 | 88.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1312.80 | 88.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 2 Dec | 1327.95 | 88.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1323.90 | 88.7 | - | 0 | 0 | 0 | ||||
For Adani Green Energy Ltd - strike price 1080 expiring on 26DEC2024
Delta for 1080 CE is 0.95
Historical price for 1080 CE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 160, which was 66.00 higher than the previous day. The implied volatity was 44.03, the open interest changed by 0 which decreased total open position to 5
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 94, which was -27.05 lower than the previous day. The implied volatity was 54.23, the open interest changed by 5 which increased total open position to 6
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 121.05, which was -14.65 lower than the previous day. The implied volatity was 61.87, the open interest changed by 0 which decreased total open position to 1
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 135.7, which was 47.00 higher than the previous day. The implied volatity was -, 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 88.7, which was 0.00 lower than the previous day. The implied volatity was -, 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 88.7, 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 88.7, 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 88.7, 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 88.7, which was 0.00 lower than the previous day. The implied volatity was -, 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 88.7, 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 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.54
Theta: -1.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1233.70 | 12.75 | -15.00 | 68.88 | 695 | -3 | 241 |
| 11 Dec | 1148.05 | 27.75 | -0.25 | 63.56 | 345 | 128 | 243 |
| 10 Dec | 1176.65 | 28 | 7.00 | 70.62 | 175 | 33 | 115 |
| 9 Dec | 1216.95 | 21 | -8.50 | 72.00 | 99 | 24 | 82 |
| 6 Dec | 1210.65 | 29.5 | 6.10 | 74.77 | 30 | 11 | 57 |
| 5 Dec | 1229.60 | 23.4 | 7.40 | 70.65 | 64 | -1 | 46 |
| 4 Dec | 1260.85 | 16 | 0.00 | 66.39 | 25 | 2 | 51 |
| 3 Dec | 1312.80 | 16 | -5.95 | 74.54 | 44 | 3 | 42 |
| 2 Dec | 1327.95 | 21.95 | -1.55 | 84.41 | 11 | -3 | 35 |
| 29 Nov | 1323.90 | 23.5 | 79.32 | 125 | 38 | 38 | |
For Adani Green Energy Ltd - strike price 1080 expiring on 26DEC2024
Delta for 1080 PE is -0.14
Historical price for 1080 PE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 12.75, which was -15.00 lower than the previous day. The implied volatity was 68.88, the open interest changed by -3 which decreased total open position to 241
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 27.75, which was -0.25 lower than the previous day. The implied volatity was 63.56, the open interest changed by 128 which increased total open position to 243
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 28, which was 7.00 higher than the previous day. The implied volatity was 70.62, the open interest changed by 33 which increased total open position to 115
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 21, which was -8.50 lower than the previous day. The implied volatity was 72.00, the open interest changed by 24 which increased total open position to 82
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 29.5, which was 6.10 higher than the previous day. The implied volatity was 74.77, the open interest changed by 11 which increased total open position to 57
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 23.4, which was 7.40 higher than the previous day. The implied volatity was 70.65, the open interest changed by -1 which decreased total open position to 46
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 66.39, the open interest changed by 2 which increased total open position to 51
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 16, which was -5.95 lower than the previous day. The implied volatity was 74.54, the open interest changed by 3 which increased total open position to 42
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 21.95, which was -1.55 lower than the previous day. The implied volatity was 84.41, the open interest changed by -3 which decreased total open position to 35
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 23.5, which was lower than the previous day. The implied volatity was 79.32, the open interest changed by 38 which increased total open position to 38
