ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:14 PM IST
| ADANIGREEN 26DEC2024 1200 CE | ||||||||||
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Delta: 0.65
Vega: 0.91
Theta: -2.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 1242.00 | 85.3 | 52.65 | 61.28 | 16,602 | -271 | 2,176 | |||
| 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 0.65
Historical price for 1200 CE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 85.3, which was 52.65 higher than the previous day. The implied volatity was 61.28, the open interest changed by -271 which decreased total open position to 2176
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 | |||||||
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Delta: -0.36
Vega: 0.91
Theta: -2.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1242.00 | 43.15 | -43.25 | 67.20 | 5,853 | 312 | 1,758 |
| 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 -0.36
Historical price for 1200 PE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 43.15, which was -43.25 lower than the previous day. The implied volatity was 67.20, the open interest changed by 312 which increased total open position to 1758
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
