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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 1240 CE
Delta: 0.29
Vega: 0.80
Theta: -1.65
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 1148.05 23.6 -12.00 58.63 1,298 144 987
10 Dec 1176.65 35.6 -23.10 60.47 1,295 43 844
9 Dec 1216.95 58.7 -2.80 62.58 1,735 87 802
6 Dec 1210.65 61.5 -11.40 63.84 1,922 225 716
5 Dec 1229.60 72.9 -20.10 63.36 1,570 155 482
4 Dec 1260.85 93 -36.00 63.17 300 25 327
3 Dec 1312.80 129 -26.55 65.31 231 -98 300
2 Dec 1327.95 155.55 6.45 76.32 1,201 -22 397
29 Nov 1323.90 149.1 73.64 7,965 424 424

For Adani Green Energy Ltd - strike price 1240 expiring on 26DEC2024

Delta for 1240 CE is 0.29

Historical price for 1240 CE is as follows

On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 23.6, which was -12.00 lower than the previous day. The implied volatity was 58.63, the open interest changed by 144 which increased total open position to 987


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 35.6, which was -23.10 lower than the previous day. The implied volatity was 60.47, the open interest changed by 43 which increased total open position to 844


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 58.7, which was -2.80 lower than the previous day. The implied volatity was 62.58, the open interest changed by 87 which increased total open position to 802


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 61.5, which was -11.40 lower than the previous day. The implied volatity was 63.84, the open interest changed by 225 which increased total open position to 716


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 72.9, which was -20.10 lower than the previous day. The implied volatity was 63.36, the open interest changed by 155 which increased total open position to 482


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 93, which was -36.00 lower than the previous day. The implied volatity was 63.17, the open interest changed by 25 which increased total open position to 327


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 129, which was -26.55 lower than the previous day. The implied volatity was 65.31, the open interest changed by -98 which decreased total open position to 300


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 155.55, which was 6.45 higher than the previous day. The implied volatity was 76.32, the open interest changed by -22 which decreased total open position to 397


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 149.1, which was lower than the previous day. The implied volatity was 73.64, the open interest changed by 424 which increased total open position to 424


ADANIGREEN 26DEC2024 1240 PE
Delta: -0.68
Vega: 0.83
Theta: -1.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 1148.05 115.5 11.10 65.96 28 -5 340
10 Dec 1176.65 104.4 24.70 70.29 264 -8 345
9 Dec 1216.95 79.7 -17.25 68.07 281 -14 358
6 Dec 1210.65 96.95 15.75 74.23 550 96 372
5 Dec 1229.60 81.2 16.05 67.55 1,034 -15 270
4 Dec 1260.85 65.15 12.10 64.91 685 31 285
3 Dec 1312.80 53.05 -5.95 68.55 623 -27 256
2 Dec 1327.95 59 -2.50 76.55 2,348 72 284
29 Nov 1323.90 61.5 71.01 2,038 213 213

For Adani Green Energy Ltd - strike price 1240 expiring on 26DEC2024

Delta for 1240 PE is -0.68

Historical price for 1240 PE is as follows

On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 115.5, which was 11.10 higher than the previous day. The implied volatity was 65.96, the open interest changed by -5 which decreased total open position to 340


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 104.4, which was 24.70 higher than the previous day. The implied volatity was 70.29, the open interest changed by -8 which decreased total open position to 345


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 79.7, which was -17.25 lower than the previous day. The implied volatity was 68.07, the open interest changed by -14 which decreased total open position to 358


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 96.95, which was 15.75 higher than the previous day. The implied volatity was 74.23, the open interest changed by 96 which increased total open position to 372


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 81.2, which was 16.05 higher than the previous day. The implied volatity was 67.55, the open interest changed by -15 which decreased total open position to 270


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 65.15, which was 12.10 higher than the previous day. The implied volatity was 64.91, the open interest changed by 31 which increased total open position to 285


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 53.05, which was -5.95 lower than the previous day. The implied volatity was 68.55, the open interest changed by -27 which decreased total open position to 256


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 59, which was -2.50 lower than the previous day. The implied volatity was 76.55, the open interest changed by 72 which increased total open position to 284


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 61.5, which was lower than the previous day. The implied volatity was 71.01, the open interest changed by 213 which increased total open position to 213