ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 12:54 PM IST
| ADANIGREEN 26DEC2024 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.73
Theta: -1.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1233.70 | 119.25 | 62.05 | 61.05 | 2,130 | 20 | 339 | |||
| 11 Dec | 1148.05 | 57.2 | -23.30 | 54.23 | 1,042 | 262 | 321 | |||
| 10 Dec | 1176.65 | 80.5 | -35.65 | 60.52 | 63 | 9 | 59 | |||
| 9 Dec | 1216.95 | 116.15 | -13.30 | 64.78 | 50 | 8 | 50 | |||
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| 6 Dec | 1210.65 | 129.45 | 0.45 | 79.06 | 12 | 3 | 41 | |||
| 5 Dec | 1229.60 | 129 | -28.15 | 62.78 | 3 | 0 | 38 | |||
| 4 Dec | 1260.85 | 157.15 | -59.90 | 64.48 | 4 | 0 | 37 | |||
| 3 Dec | 1312.80 | 217.05 | 3.10 | 85.09 | 2 | 1 | 37 | |||
| 2 Dec | 1327.95 | 213.95 | 2.60 | 64.23 | 2 | 0 | 36 | |||
| 29 Nov | 1323.90 | 211.35 | 69.50 | 421 | 36 | 36 | ||||
For Adani Green Energy Ltd - strike price 1140 expiring on 26DEC2024
Delta for 1140 CE is 0.77
Historical price for 1140 CE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 119.25, which was 62.05 higher than the previous day. The implied volatity was 61.05, the open interest changed by 20 which increased total open position to 339
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 57.2, which was -23.30 lower than the previous day. The implied volatity was 54.23, the open interest changed by 262 which increased total open position to 321
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 80.5, which was -35.65 lower than the previous day. The implied volatity was 60.52, the open interest changed by 9 which increased total open position to 59
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 116.15, which was -13.30 lower than the previous day. The implied volatity was 64.78, the open interest changed by 8 which increased total open position to 50
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 129.45, which was 0.45 higher than the previous day. The implied volatity was 79.06, the open interest changed by 3 which increased total open position to 41
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 129, which was -28.15 lower than the previous day. The implied volatity was 62.78, the open interest changed by 0 which decreased total open position to 38
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 157.15, which was -59.90 lower than the previous day. The implied volatity was 64.48, the open interest changed by 0 which decreased total open position to 37
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 217.05, which was 3.10 higher than the previous day. The implied volatity was 85.09, the open interest changed by 1 which increased total open position to 37
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 213.95, which was 2.60 higher than the previous day. The implied volatity was 64.23, the open interest changed by 0 which decreased total open position to 36
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 211.35, which was lower than the previous day. The implied volatity was 69.50, the open interest changed by 36 which increased total open position to 36
| ADANIGREEN 26DEC2024 1140 PE | |||||||
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Delta: -0.24
Vega: 0.76
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1233.70 | 25.5 | -25.60 | 67.82 | 2,781 | 33 | 585 |
| 11 Dec | 1148.05 | 51.1 | 2.10 | 62.49 | 1,305 | 226 | 554 |
| 10 Dec | 1176.65 | 49 | 12.60 | 69.63 | 488 | 6 | 330 |
| 9 Dec | 1216.95 | 36.4 | -12.30 | 69.87 | 574 | 49 | 330 |
| 6 Dec | 1210.65 | 48.7 | 9.50 | 74.14 | 330 | 19 | 281 |
| 5 Dec | 1229.60 | 39.2 | 6.05 | 69.10 | 296 | 63 | 262 |
| 4 Dec | 1260.85 | 33.15 | 7.35 | 70.16 | 269 | 77 | 197 |
| 3 Dec | 1312.80 | 25.8 | -4.45 | 71.94 | 352 | -15 | 121 |
| 2 Dec | 1327.95 | 30.25 | -3.10 | 78.85 | 408 | 44 | 137 |
| 29 Nov | 1323.90 | 33.35 | 75.04 | 728 | 94 | 94 | |
For Adani Green Energy Ltd - strike price 1140 expiring on 26DEC2024
Delta for 1140 PE is -0.24
Historical price for 1140 PE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 25.5, which was -25.60 lower than the previous day. The implied volatity was 67.82, the open interest changed by 33 which increased total open position to 585
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 51.1, which was 2.10 higher than the previous day. The implied volatity was 62.49, the open interest changed by 226 which increased total open position to 554
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 49, which was 12.60 higher than the previous day. The implied volatity was 69.63, the open interest changed by 6 which increased total open position to 330
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 36.4, which was -12.30 lower than the previous day. The implied volatity was 69.87, the open interest changed by 49 which increased total open position to 330
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 48.7, which was 9.50 higher than the previous day. The implied volatity was 74.14, the open interest changed by 19 which increased total open position to 281
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 39.2, which was 6.05 higher than the previous day. The implied volatity was 69.10, the open interest changed by 63 which increased total open position to 262
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 33.15, which was 7.35 higher than the previous day. The implied volatity was 70.16, the open interest changed by 77 which increased total open position to 197
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 25.8, which was -4.45 lower than the previous day. The implied volatity was 71.94, the open interest changed by -15 which decreased total open position to 121
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 30.25, which was -3.10 lower than the previous day. The implied volatity was 78.85, the open interest changed by 44 which increased total open position to 137
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 33.35, which was lower than the previous day. The implied volatity was 75.04, the open interest changed by 94 which increased total open position to 94
