ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:14 PM IST
| ADANIGREEN 26DEC2024 1120 CE | ||||||||||
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Delta: 0.87
Vega: 0.52
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1242.00 | 135.7 | 68.50 | 51.55 | 427 | 31 | 132 | |||
| 11 Dec | 1148.05 | 67.2 | -25.05 | 53.07 | 138 | 92 | 101 | |||
| 10 Dec | 1176.65 | 92.25 | -14.40 | 60.07 | 1 | 0 | 9 | |||
| 9 Dec | 1216.95 | 106.65 | -44.15 | 28.81 | 3 | -1 | 8 | |||
| 6 Dec | 1210.65 | 150.8 | -7.60 | 88.21 | 1 | 0 | 8 | |||
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| 5 Dec | 1229.60 | 158.4 | -18.15 | 79.25 | 3 | -1 | 7 | |||
| 4 Dec | 1260.85 | 176.55 | -56.00 | 69.79 | 6 | -1 | 8 | |||
| 3 Dec | 1312.80 | 232.55 | -70.25 | 86.13 | 9 | 2 | 9 | |||
| 2 Dec | 1327.95 | 302.8 | 75.30 | 140.33 | 2 | -1 | 7 | |||
| 29 Nov | 1323.90 | 227.5 | 70.42 | 27 | 9 | 9 | ||||
For Adani Green Energy Ltd - strike price 1120 expiring on 26DEC2024
Delta for 1120 CE is 0.87
Historical price for 1120 CE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 135.7, which was 68.50 higher than the previous day. The implied volatity was 51.55, the open interest changed by 31 which increased total open position to 132
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 67.2, which was -25.05 lower than the previous day. The implied volatity was 53.07, the open interest changed by 92 which increased total open position to 101
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 92.25, which was -14.40 lower than the previous day. The implied volatity was 60.07, the open interest changed by 0 which decreased total open position to 9
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 106.65, which was -44.15 lower than the previous day. The implied volatity was 28.81, the open interest changed by -1 which decreased total open position to 8
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 150.8, which was -7.60 lower than the previous day. The implied volatity was 88.21, the open interest changed by 0 which decreased total open position to 8
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 158.4, which was -18.15 lower than the previous day. The implied volatity was 79.25, the open interest changed by -1 which decreased total open position to 7
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 176.55, which was -56.00 lower than the previous day. The implied volatity was 69.79, the open interest changed by -1 which decreased total open position to 8
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 232.55, which was -70.25 lower than the previous day. The implied volatity was 86.13, the open interest changed by 2 which increased total open position to 9
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 302.8, which was 75.30 higher than the previous day. The implied volatity was 140.33, the open interest changed by -1 which decreased total open position to 7
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 227.5, which was lower than the previous day. The implied volatity was 70.42, the open interest changed by 9 which increased total open position to 9
| ADANIGREEN 26DEC2024 1120 PE | |||||||
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Delta: -0.20
Vega: 0.68
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1242.00 | 20.55 | -21.95 | 70.78 | 1,521 | 35 | 294 |
| 11 Dec | 1148.05 | 42.5 | 1.50 | 63.12 | 575 | 7 | 260 |
| 10 Dec | 1176.65 | 41 | 10.70 | 69.83 | 597 | 1 | 249 |
| 9 Dec | 1216.95 | 30.3 | -11.15 | 70.27 | 362 | 25 | 248 |
| 6 Dec | 1210.65 | 41.45 | 7.95 | 74.22 | 804 | 11 | 223 |
| 5 Dec | 1229.60 | 33.5 | 5.70 | 69.86 | 311 | 49 | 213 |
| 4 Dec | 1260.85 | 27.8 | 5.40 | 70.33 | 308 | -70 | 156 |
| 3 Dec | 1312.80 | 22.4 | -5.60 | 72.76 | 381 | -42 | 230 |
| 2 Dec | 1327.95 | 28 | 1.00 | 81.62 | 591 | 50 | 272 |
| 29 Nov | 1323.90 | 27 | 73.53 | 436 | 183 | 183 | |
For Adani Green Energy Ltd - strike price 1120 expiring on 26DEC2024
Delta for 1120 PE is -0.20
Historical price for 1120 PE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 20.55, which was -21.95 lower than the previous day. The implied volatity was 70.78, the open interest changed by 35 which increased total open position to 294
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 42.5, which was 1.50 higher than the previous day. The implied volatity was 63.12, the open interest changed by 7 which increased total open position to 260
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 41, which was 10.70 higher than the previous day. The implied volatity was 69.83, the open interest changed by 1 which increased total open position to 249
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 30.3, which was -11.15 lower than the previous day. The implied volatity was 70.27, the open interest changed by 25 which increased total open position to 248
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 41.45, which was 7.95 higher than the previous day. The implied volatity was 74.22, the open interest changed by 11 which increased total open position to 223
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 33.5, which was 5.70 higher than the previous day. The implied volatity was 69.86, the open interest changed by 49 which increased total open position to 213
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 27.8, which was 5.40 higher than the previous day. The implied volatity was 70.33, the open interest changed by -70 which decreased total open position to 156
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 22.4, which was -5.60 lower than the previous day. The implied volatity was 72.76, the open interest changed by -42 which decreased total open position to 230
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 28, which was 1.00 higher than the previous day. The implied volatity was 81.62, the open interest changed by 50 which increased total open position to 272
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 27, which was lower than the previous day. The implied volatity was 73.53, the open interest changed by 183 which increased total open position to 183
