ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:14 PM IST
| ADANIGREEN 26DEC2024 1160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 0.78
Theta: -1.92
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 12 Dec | 1242.00 | 111.5 | 63.50 | 61.36 | 3,899 | -253 | 359 | |||
| 11 Dec | 1148.05 | 48 | -20.95 | 54.83 | 2,097 | 379 | 607 | |||
| 10 Dec | 1176.65 | 68.95 | -34.40 | 60.02 | 376 | 68 | 228 | |||
| 9 Dec | 1216.95 | 103.35 | 3.45 | 64.89 | 150 | 16 | 161 | |||
| 6 Dec | 1210.65 | 99.9 | -22.90 | 62.04 | 83 | 36 | 146 | |||
| 5 Dec | 1229.60 | 122.8 | -20.05 | 69.35 | 4 | -1 | 110 | |||
| 4 Dec | 1260.85 | 142.85 | -48.65 | 64.26 | 22 | 6 | 111 | |||
| 3 Dec | 1312.80 | 191.5 | -17.40 | 73.45 | 18 | 2 | 106 | |||
| 2 Dec | 1327.95 | 208.9 | 10.25 | 75.97 | 43 | 1 | 104 | |||
| 29 Nov | 1323.90 | 198.65 | 71.47 | 838 | 102 | 102 | ||||
For Adani Green Energy Ltd - strike price 1160 expiring on 26DEC2024
Delta for 1160 CE is 0.75
Historical price for 1160 CE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 111.5, which was 63.50 higher than the previous day. The implied volatity was 61.36, the open interest changed by -253 which decreased total open position to 359
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 48, which was -20.95 lower than the previous day. The implied volatity was 54.83, the open interest changed by 379 which increased total open position to 607
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 68.95, which was -34.40 lower than the previous day. The implied volatity was 60.02, the open interest changed by 68 which increased total open position to 228
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 103.35, which was 3.45 higher than the previous day. The implied volatity was 64.89, the open interest changed by 16 which increased total open position to 161
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 99.9, which was -22.90 lower than the previous day. The implied volatity was 62.04, the open interest changed by 36 which increased total open position to 146
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 122.8, which was -20.05 lower than the previous day. The implied volatity was 69.35, the open interest changed by -1 which decreased total open position to 110
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 142.85, which was -48.65 lower than the previous day. The implied volatity was 64.26, the open interest changed by 6 which increased total open position to 111
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 191.5, which was -17.40 lower than the previous day. The implied volatity was 73.45, the open interest changed by 2 which increased total open position to 106
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 208.9, which was 10.25 higher than the previous day. The implied volatity was 75.97, the open interest changed by 1 which increased total open position to 104
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 198.65, which was lower than the previous day. The implied volatity was 71.47, the open interest changed by 102 which increased total open position to 102
| ADANIGREEN 26DEC2024 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.81
Theta: -1.85
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1242.00 | 29.4 | -32.60 | 67.92 | 2,602 | -120 | 690 |
| 11 Dec | 1148.05 | 62 | 4.70 | 63.18 | 1,273 | 120 | 813 |
| 10 Dec | 1176.65 | 57.3 | 14.30 | 68.77 | 884 | 87 | 695 |
| 9 Dec | 1216.95 | 43 | -13.00 | 69.15 | 929 | 283 | 611 |
| 6 Dec | 1210.65 | 56 | 9.85 | 73.39 | 511 | 108 | 326 |
| 5 Dec | 1229.60 | 46.15 | 9.55 | 68.88 | 353 | -7 | 217 |
| 4 Dec | 1260.85 | 36.6 | 6.60 | 67.46 | 429 | 8 | 223 |
| 3 Dec | 1312.80 | 30 | -5.15 | 71.13 | 383 | 17 | 211 |
| 2 Dec | 1327.95 | 35.15 | -1.85 | 78.60 | 749 | 32 | 193 |
| 29 Nov | 1323.90 | 37 | 74.34 | 1,480 | 164 | 164 | |
For Adani Green Energy Ltd - strike price 1160 expiring on 26DEC2024
Delta for 1160 PE is -0.27
Historical price for 1160 PE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 29.4, which was -32.60 lower than the previous day. The implied volatity was 67.92, the open interest changed by -120 which decreased total open position to 690
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 62, which was 4.70 higher than the previous day. The implied volatity was 63.18, the open interest changed by 120 which increased total open position to 813
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 57.3, which was 14.30 higher than the previous day. The implied volatity was 68.77, the open interest changed by 87 which increased total open position to 695
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 43, which was -13.00 lower than the previous day. The implied volatity was 69.15, the open interest changed by 283 which increased total open position to 611
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 56, which was 9.85 higher than the previous day. The implied volatity was 73.39, the open interest changed by 108 which increased total open position to 326
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 46.15, which was 9.55 higher than the previous day. The implied volatity was 68.88, the open interest changed by -7 which decreased total open position to 217
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 36.6, which was 6.60 higher than the previous day. The implied volatity was 67.46, the open interest changed by 8 which increased total open position to 223
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 30, which was -5.15 lower than the previous day. The implied volatity was 71.13, the open interest changed by 17 which increased total open position to 211
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 35.15, which was -1.85 lower than the previous day. The implied volatity was 78.60, the open interest changed by 32 which increased total open position to 193
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 37, which was lower than the previous day. The implied volatity was 74.34, the open interest changed by 164 which increased total open position to 164
