ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 12:54 PM IST
| ADANIGREEN 26DEC2024 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.86
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1233.70 | 89.55 | 49.65 | 58.38 | 6,219 | -229 | 336 | |||
| 11 Dec | 1148.05 | 39.9 | -18.70 | 55.29 | 1,489 | 151 | 568 | |||
| 10 Dec | 1176.65 | 58.6 | -30.85 | 59.67 | 952 | 183 | 415 | |||
| 9 Dec | 1216.95 | 89.45 | 0.45 | 62.94 | 1,105 | 118 | 238 | |||
| 6 Dec | 1210.65 | 89 | -19.90 | 62.57 | 80 | 4 | 117 | |||
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| 5 Dec | 1229.60 | 108.9 | -19.10 | 67.53 | 3 | -2 | 113 | |||
| 4 Dec | 1260.85 | 128 | -58.00 | 62.83 | 14 | 4 | 115 | |||
| 3 Dec | 1312.80 | 186 | -9.00 | 81.75 | 25 | 1 | 127 | |||
| 2 Dec | 1327.95 | 195 | 10.00 | 76.41 | 152 | 12 | 125 | |||
| 29 Nov | 1323.90 | 185 | 71.80 | 2,606 | 115 | 115 | ||||
For Adani Green Energy Ltd - strike price 1180 expiring on 26DEC2024
Delta for 1180 CE is 0.69
Historical price for 1180 CE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 89.55, which was 49.65 higher than the previous day. The implied volatity was 58.38, the open interest changed by -229 which decreased total open position to 336
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 39.9, which was -18.70 lower than the previous day. The implied volatity was 55.29, the open interest changed by 151 which increased total open position to 568
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 58.6, which was -30.85 lower than the previous day. The implied volatity was 59.67, the open interest changed by 183 which increased total open position to 415
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 89.45, which was 0.45 higher than the previous day. The implied volatity was 62.94, the open interest changed by 118 which increased total open position to 238
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 89, which was -19.90 lower than the previous day. The implied volatity was 62.57, the open interest changed by 4 which increased total open position to 117
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 108.9, which was -19.10 lower than the previous day. The implied volatity was 67.53, the open interest changed by -2 which decreased total open position to 113
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 128, which was -58.00 lower than the previous day. The implied volatity was 62.83, the open interest changed by 4 which increased total open position to 115
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 186, which was -9.00 lower than the previous day. The implied volatity was 81.75, the open interest changed by 1 which increased total open position to 127
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 195, which was 10.00 higher than the previous day. The implied volatity was 76.41, the open interest changed by 12 which increased total open position to 125
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 185, which was lower than the previous day. The implied volatity was 71.80, the open interest changed by 115 which increased total open position to 115
| ADANIGREEN 26DEC2024 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.88
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1233.70 | 37.25 | -35.65 | 66.03 | 2,332 | 57 | 516 |
| 11 Dec | 1148.05 | 72.9 | 5.25 | 62.71 | 453 | 36 | 459 |
| 10 Dec | 1176.65 | 67.65 | 17.65 | 69.08 | 992 | 61 | 424 |
| 9 Dec | 1216.95 | 50 | -15.15 | 68.01 | 747 | 60 | 364 |
| 6 Dec | 1210.65 | 65.15 | 12.20 | 73.68 | 560 | 102 | 308 |
| 5 Dec | 1229.60 | 52.95 | 10.05 | 67.82 | 472 | 6 | 207 |
| 4 Dec | 1260.85 | 42.9 | 8.45 | 67.04 | 389 | 58 | 205 |
| 3 Dec | 1312.80 | 34.45 | -6.05 | 70.06 | 238 | 4 | 148 |
| 2 Dec | 1327.95 | 40.5 | -1.50 | 78.26 | 415 | 27 | 145 |
| 29 Nov | 1323.90 | 42 | 72.46 | 1,310 | 115 | 115 | |
For Adani Green Energy Ltd - strike price 1180 expiring on 26DEC2024
Delta for 1180 PE is -0.33
Historical price for 1180 PE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 37.25, which was -35.65 lower than the previous day. The implied volatity was 66.03, the open interest changed by 57 which increased total open position to 516
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 72.9, which was 5.25 higher than the previous day. The implied volatity was 62.71, the open interest changed by 36 which increased total open position to 459
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 67.65, which was 17.65 higher than the previous day. The implied volatity was 69.08, the open interest changed by 61 which increased total open position to 424
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 50, which was -15.15 lower than the previous day. The implied volatity was 68.01, the open interest changed by 60 which increased total open position to 364
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 65.15, which was 12.20 higher than the previous day. The implied volatity was 73.68, the open interest changed by 102 which increased total open position to 308
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 52.95, which was 10.05 higher than the previous day. The implied volatity was 67.82, the open interest changed by 6 which increased total open position to 207
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 42.9, which was 8.45 higher than the previous day. The implied volatity was 67.04, the open interest changed by 58 which increased total open position to 205
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 34.45, which was -6.05 lower than the previous day. The implied volatity was 70.06, the open interest changed by 4 which increased total open position to 148
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 40.5, which was -1.50 lower than the previous day. The implied volatity was 78.26, the open interest changed by 27 which increased total open position to 145
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 42, which was lower than the previous day. The implied volatity was 72.46, the open interest changed by 115 which increased total open position to 115
