ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:14 PM IST
| ADANIGREEN 26DEC2024 1240 CE | ||||||||||
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Delta: 0.54
Vega: 0.97
Theta: -2.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1242.00 | 63.95 | 40.35 | 61.79 | 12,531 | 592 | 1,578 | |||
| 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 | |||
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| 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 0.54
Historical price for 1240 CE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 63.95, which was 40.35 higher than the previous day. The implied volatity was 61.79, the open interest changed by 592 which increased total open position to 1578
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.97
Theta: -2.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1242.00 | 61.45 | -54.05 | 67.24 | 1,956 | 110 | 450 |
| 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 -0.45
Historical price for 1240 PE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 61.45, which was -54.05 lower than the previous day. The implied volatity was 67.24, the open interest changed by 110 which increased total open position to 450
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
