ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:24 PM IST
| ADANIGREEN 26DEC2024 1100 CE | ||||||||||
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Delta: 0.90
Vega: 0.43
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1241.00 | 151.6 | 70.80 | 51.85 | 994 | 198 | 384 | |||
| 11 Dec | 1148.05 | 80.8 | -22.05 | 54.59 | 369 | 80 | 186 | |||
| 10 Dec | 1176.65 | 102.85 | -34.65 | 56.79 | 93 | 29 | 106 | |||
| 9 Dec | 1216.95 | 137.5 | -2.75 | 54.62 | 27 | 5 | 78 | |||
| 6 Dec | 1210.65 | 140.25 | -21.15 | 62.69 | 11 | 8 | 73 | |||
| 5 Dec | 1229.60 | 161.4 | -33.60 | 67.31 | 32 | 14 | 67 | |||
| 4 Dec | 1260.85 | 195 | -40.00 | 73.89 | 20 | 0 | 51 | |||
| 3 Dec | 1312.80 | 235 | -21.70 | 69.80 | 14 | -1 | 50 | |||
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| 2 Dec | 1327.95 | 256.7 | 11.50 | 77.86 | 27 | -1 | 53 | |||
| 29 Nov | 1323.90 | 245.2 | 72.74 | 309 | 54 | 54 | ||||
For Adani Green Energy Ltd - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is 0.90
Historical price for 1100 CE is as follows
On 12 Dec ADANIGREEN was trading at 1241.00. The strike last trading price was 151.6, which was 70.80 higher than the previous day. The implied volatity was 51.85, the open interest changed by 198 which increased total open position to 384
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 80.8, which was -22.05 lower than the previous day. The implied volatity was 54.59, the open interest changed by 80 which increased total open position to 186
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 102.85, which was -34.65 lower than the previous day. The implied volatity was 56.79, the open interest changed by 29 which increased total open position to 106
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 137.5, which was -2.75 lower than the previous day. The implied volatity was 54.62, the open interest changed by 5 which increased total open position to 78
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 140.25, which was -21.15 lower than the previous day. The implied volatity was 62.69, the open interest changed by 8 which increased total open position to 73
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 161.4, which was -33.60 lower than the previous day. The implied volatity was 67.31, the open interest changed by 14 which increased total open position to 67
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 195, which was -40.00 lower than the previous day. The implied volatity was 73.89, the open interest changed by 0 which decreased total open position to 51
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 235, which was -21.70 lower than the previous day. The implied volatity was 69.80, the open interest changed by -1 which decreased total open position to 50
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 256.7, which was 11.50 higher than the previous day. The implied volatity was 77.86, the open interest changed by -1 which decreased total open position to 53
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 245.2, which was lower than the previous day. The implied volatity was 72.74, the open interest changed by 54 which increased total open position to 54
| ADANIGREEN 26DEC2024 1100 PE | |||||||
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Delta: -0.17
Vega: 0.61
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1241.00 | 16.1 | -18.15 | 70.28 | 6,667 | 126 | 1,414 |
| 11 Dec | 1148.05 | 34.25 | 0.25 | 62.92 | 1,682 | 100 | 1,283 |
| 10 Dec | 1176.65 | 34 | 8.70 | 70.14 | 2,043 | 87 | 1,181 |
| 9 Dec | 1216.95 | 25.3 | -9.45 | 71.11 | 1,324 | 45 | 1,094 |
| 6 Dec | 1210.65 | 34.75 | 6.45 | 74.08 | 1,499 | 69 | 1,053 |
| 5 Dec | 1229.60 | 28.3 | 5.15 | 70.46 | 1,152 | 55 | 986 |
| 4 Dec | 1260.85 | 23.15 | 3.55 | 70.57 | 1,868 | -145 | 935 |
| 3 Dec | 1312.80 | 19.6 | -5.40 | 74.68 | 1,518 | 60 | 1,073 |
| 2 Dec | 1327.95 | 25 | -1.00 | 83.23 | 3,137 | 269 | 1,012 |
| 29 Nov | 1323.90 | 26 | 77.37 | 4,873 | 743 | 743 | |
For Adani Green Energy Ltd - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is -0.17
Historical price for 1100 PE is as follows
On 12 Dec ADANIGREEN was trading at 1241.00. The strike last trading price was 16.1, which was -18.15 lower than the previous day. The implied volatity was 70.28, the open interest changed by 126 which increased total open position to 1414
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 34.25, which was 0.25 higher than the previous day. The implied volatity was 62.92, the open interest changed by 100 which increased total open position to 1283
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 34, which was 8.70 higher than the previous day. The implied volatity was 70.14, the open interest changed by 87 which increased total open position to 1181
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 25.3, which was -9.45 lower than the previous day. The implied volatity was 71.11, the open interest changed by 45 which increased total open position to 1094
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 34.75, which was 6.45 higher than the previous day. The implied volatity was 74.08, the open interest changed by 69 which increased total open position to 1053
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 28.3, which was 5.15 higher than the previous day. The implied volatity was 70.46, the open interest changed by 55 which increased total open position to 986
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 23.15, which was 3.55 higher than the previous day. The implied volatity was 70.57, the open interest changed by -145 which decreased total open position to 935
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 19.6, which was -5.40 lower than the previous day. The implied volatity was 74.68, the open interest changed by 60 which increased total open position to 1073
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 25, which was -1.00 lower than the previous day. The implied volatity was 83.23, the open interest changed by 269 which increased total open position to 1012
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 26, which was lower than the previous day. The implied volatity was 77.37, the open interest changed by 743 which increased total open position to 743
