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Related Pages for ADANIGREEN
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ADANIGREEN
Adani Green Energy Ltd
1238 89.95 (7.84%)

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Historical option data for ADANIGREEN

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ADANIGREEN 26DEC2024 1220 CE
Delta: 0.60
Vega: 0.95
Theta: -2.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1242.00 74 46.50 61.39 7,105 141 644
11 Dec 1148.05 27.5 -14.50 56.78 866 135 501
10 Dec 1176.65 42 -25.55 59.91 1,071 36 369
9 Dec 1216.95 67.55 -1.65 62.28 1,835 37 335
6 Dec 1210.65 69.2 -13.55 62.91 683 184 300
5 Dec 1229.60 82.75 -23.05 63.56 394 54 115
4 Dec 1260.85 105.8 -38.40 64.74 69 -3 62
3 Dec 1312.80 144.2 -21.85 67.57 31 -2 65
2 Dec 1327.95 166.05 9.65 74.58 41 -1 68
29 Nov 1323.90 156.4 69.83 906 71 71

For Adani Green Energy Ltd - strike price 1220 expiring on 26DEC2024

Delta for 1220 CE is 0.60

Historical price for 1220 CE is as follows

On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 74, which was 46.50 higher than the previous day. The implied volatity was 61.39, the open interest changed by 141 which increased total open position to 644


On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 27.5, which was -14.50 lower than the previous day. The implied volatity was 56.78, the open interest changed by 135 which increased total open position to 501


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 42, which was -25.55 lower than the previous day. The implied volatity was 59.91, the open interest changed by 36 which increased total open position to 369


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 67.55, which was -1.65 lower than the previous day. The implied volatity was 62.28, the open interest changed by 37 which increased total open position to 335


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 69.2, which was -13.55 lower than the previous day. The implied volatity was 62.91, the open interest changed by 184 which increased total open position to 300


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 82.75, which was -23.05 lower than the previous day. The implied volatity was 63.56, the open interest changed by 54 which increased total open position to 115


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 105.8, which was -38.40 lower than the previous day. The implied volatity was 64.74, the open interest changed by -3 which decreased total open position to 62


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 144.2, which was -21.85 lower than the previous day. The implied volatity was 67.57, the open interest changed by -2 which decreased total open position to 65


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 166.05, which was 9.65 higher than the previous day. The implied volatity was 74.58, the open interest changed by -1 which decreased total open position to 68


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 156.4, which was lower than the previous day. The implied volatity was 69.83, the open interest changed by 71 which increased total open position to 71


ADANIGREEN 26DEC2024 1220 PE
Delta: -0.41
Vega: 0.95
Theta: -2.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1242.00 52 -49.65 67.42 2,894 332 612
11 Dec 1148.05 101.65 10.95 66.23 109 -21 280
10 Dec 1176.65 90.7 23.20 69.27 630 -27 308
9 Dec 1216.95 67.5 -17.15 66.70 569 61 335
6 Dec 1210.65 84.65 13.35 73.21 553 114 270
5 Dec 1229.60 71.3 14.50 67.91 594 60 157
4 Dec 1260.85 56.8 11.95 65.45 316 25 93
3 Dec 1312.80 44.85 -6.85 67.85 108 21 71
2 Dec 1327.95 51.7 -4.15 76.61 406 -4 50
29 Nov 1323.90 55.85 72.63 327 52 52

For Adani Green Energy Ltd - strike price 1220 expiring on 26DEC2024

Delta for 1220 PE is -0.41

Historical price for 1220 PE is as follows

On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 52, which was -49.65 lower than the previous day. The implied volatity was 67.42, the open interest changed by 332 which increased total open position to 612


On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 101.65, which was 10.95 higher than the previous day. The implied volatity was 66.23, the open interest changed by -21 which decreased total open position to 280


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 90.7, which was 23.20 higher than the previous day. The implied volatity was 69.27, the open interest changed by -27 which decreased total open position to 308


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 67.5, which was -17.15 lower than the previous day. The implied volatity was 66.70, the open interest changed by 61 which increased total open position to 335


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 84.65, which was 13.35 higher than the previous day. The implied volatity was 73.21, the open interest changed by 114 which increased total open position to 270


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 71.3, which was 14.50 higher than the previous day. The implied volatity was 67.91, the open interest changed by 60 which increased total open position to 157


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 56.8, which was 11.95 higher than the previous day. The implied volatity was 65.45, the open interest changed by 25 which increased total open position to 93


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 44.85, which was -6.85 lower than the previous day. The implied volatity was 67.85, the open interest changed by 21 which increased total open position to 71


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 51.7, which was -4.15 lower than the previous day. The implied volatity was 76.61, the open interest changed by -4 which decreased total open position to 50


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 55.85, which was lower than the previous day. The implied volatity was 72.63, the open interest changed by 52 which increased total open position to 52