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Related Pages for ADANIGREEN
[--[65.84.65.76]--]
ADANIGREEN
Adani Green Energy Ltd
1149 0.95 (0.08%)

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Historical option data for ADANIGREEN

11 Dec 2024 04:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ADANIGREEN 26DEC2024 1200 CE
Delta: 0.38
Vega: 0.89
Theta: -1.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 1148.05 32.65 -16.90 55.43 4,372 553 2,454
10 Dec 1176.65 49.55 -28.45 59.55 4,922 458 1,912
9 Dec 1216.95 78 -1.50 62.59 8,622 -127 1,454
6 Dec 1210.65 79.5 -13.50 63.50 1,870 806 1,599
5 Dec 1229.60 93 -25.00 63.37 838 90 796
4 Dec 1260.85 118 -37.55 65.17 408 -17 705
3 Dec 1312.80 155.55 -27.15 65.79 425 49 722
2 Dec 1327.95 182.7 7.70 77.70 726 -75 672
29 Nov 1323.90 175 74.63 10,792 755 755

For Adani Green Energy Ltd - strike price 1200 expiring on 26DEC2024

Delta for 1200 CE is 0.38

Historical price for 1200 CE is as follows

On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 32.65, which was -16.90 lower than the previous day. The implied volatity was 55.43, the open interest changed by 553 which increased total open position to 2454


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 49.55, which was -28.45 lower than the previous day. The implied volatity was 59.55, the open interest changed by 458 which increased total open position to 1912


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 78, which was -1.50 lower than the previous day. The implied volatity was 62.59, the open interest changed by -127 which decreased total open position to 1454


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 79.5, which was -13.50 lower than the previous day. The implied volatity was 63.50, the open interest changed by 806 which increased total open position to 1599


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 93, which was -25.00 lower than the previous day. The implied volatity was 63.37, the open interest changed by 90 which increased total open position to 796


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 118, which was -37.55 lower than the previous day. The implied volatity was 65.17, the open interest changed by -17 which decreased total open position to 705


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 155.55, which was -27.15 lower than the previous day. The implied volatity was 65.79, the open interest changed by 49 which increased total open position to 722


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 182.7, which was 7.70 higher than the previous day. The implied volatity was 77.70, the open interest changed by -75 which decreased total open position to 672


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 175, which was lower than the previous day. The implied volatity was 74.63, the open interest changed by 755 which increased total open position to 755


ADANIGREEN 26DEC2024 1200 PE
Delta: -0.59
Vega: 0.90
Theta: -1.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 1148.05 86.4 7.25 63.98 1,148 -291 1,446
10 Dec 1176.65 79.15 20.55 69.60 3,835 63 1,737
9 Dec 1216.95 58.6 -15.20 67.64 3,258 98 1,676
6 Dec 1210.65 73.8 12.30 72.80 2,472 192 1,576
5 Dec 1229.60 61.5 12.20 67.68 2,659 -181 1,382
4 Dec 1260.85 49.3 9.80 66.07 2,468 117 1,563
3 Dec 1312.80 39.5 -6.00 69.07 2,786 130 1,444
2 Dec 1327.95 45.5 -3.50 77.12 6,135 306 1,327
29 Nov 1323.90 49 72.87 8,247 1,036 1,036

For Adani Green Energy Ltd - strike price 1200 expiring on 26DEC2024

Delta for 1200 PE is -0.59

Historical price for 1200 PE is as follows

On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 86.4, which was 7.25 higher than the previous day. The implied volatity was 63.98, the open interest changed by -291 which decreased total open position to 1446


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 79.15, which was 20.55 higher than the previous day. The implied volatity was 69.60, the open interest changed by 63 which increased total open position to 1737


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 58.6, which was -15.20 lower than the previous day. The implied volatity was 67.64, the open interest changed by 98 which increased total open position to 1676


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 73.8, which was 12.30 higher than the previous day. The implied volatity was 72.80, the open interest changed by 192 which increased total open position to 1576


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 61.5, which was 12.20 higher than the previous day. The implied volatity was 67.68, the open interest changed by -181 which decreased total open position to 1382


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 49.3, which was 9.80 higher than the previous day. The implied volatity was 66.07, the open interest changed by 117 which increased total open position to 1563


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 39.5, which was -6.00 lower than the previous day. The implied volatity was 69.07, the open interest changed by 130 which increased total open position to 1444


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 45.5, which was -3.50 lower than the previous day. The implied volatity was 77.12, the open interest changed by 306 which increased total open position to 1327


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 49, which was lower than the previous day. The implied volatity was 72.87, the open interest changed by 1036 which increased total open position to 1036