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Related Pages for ADANIGREEN
[--[65.84.65.76]--]
ADANIGREEN
Adani Green Energy Ltd
1143.85 -4.20 (-0.37%)

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Historical option data for ADANIGREEN

12 Dec 2024 09:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ADANIGREEN 26DEC2024 1260 CE
Delta: 0.25
Vega: 0.74
Theta: -1.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1148.05 19.6 0.00 59.47 1,246 121 921
11 Dec 1148.05 19.6 -11.05 59.47 1,246 126 921
10 Dec 1176.65 30.65 -20.00 61.68 1,145 97 795
9 Dec 1216.95 50.65 -3.00 62.76 1,546 25 700
6 Dec 1210.65 53.65 -9.95 63.90 2,088 238 678
5 Dec 1229.60 63.6 -19.85 62.92 1,565 136 447
4 Dec 1260.85 83.45 -34.55 63.65 799 222 307
3 Dec 1312.80 118 -24.00 66.05 31 6 83
2 Dec 1327.95 142 3.75 74.98 122 2 79
29 Nov 1323.90 138.25 74.06 1,210 80 80

For Adani Green Energy Ltd - strike price 1260 expiring on 26DEC2024

Delta for 1260 CE is 0.25

Historical price for 1260 CE is as follows

On 12 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 19.6, which was 0.00 lower than the previous day. The implied volatity was 59.47, the open interest changed by 121 which increased total open position to 921


On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 19.6, which was -11.05 lower than the previous day. The implied volatity was 59.47, the open interest changed by 126 which increased total open position to 921


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 30.65, which was -20.00 lower than the previous day. The implied volatity was 61.68, the open interest changed by 97 which increased total open position to 795


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 50.65, which was -3.00 lower than the previous day. The implied volatity was 62.76, the open interest changed by 25 which increased total open position to 700


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 53.65, which was -9.95 lower than the previous day. The implied volatity was 63.90, the open interest changed by 238 which increased total open position to 678


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 63.6, which was -19.85 lower than the previous day. The implied volatity was 62.92, the open interest changed by 136 which increased total open position to 447


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 83.45, which was -34.55 lower than the previous day. The implied volatity was 63.65, the open interest changed by 222 which increased total open position to 307


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 118, which was -24.00 lower than the previous day. The implied volatity was 66.05, the open interest changed by 6 which increased total open position to 83


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 142, which was 3.75 higher than the previous day. The implied volatity was 74.98, the open interest changed by 2 which increased total open position to 79


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 138.25, which was lower than the previous day. The implied volatity was 74.06, the open interest changed by 80 which increased total open position to 80


ADANIGREEN 26DEC2024 1260 PE
Delta: -0.71
Vega: 0.80
Theta: -1.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1148.05 134.3 0.00 70.91 83 -52 187
11 Dec 1148.05 134.3 17.90 70.91 83 -51 187
10 Dec 1176.65 116.4 25.00 68.63 81 -4 240
9 Dec 1216.95 91.4 -18.25 68.14 253 -23 284
6 Dec 1210.65 109.65 17.40 74.97 445 24 306
5 Dec 1229.60 92.25 18.55 67.50 809 -6 281
4 Dec 1260.85 73.7 12.55 63.91 1,384 138 289
3 Dec 1312.80 61.15 -4.75 68.54 451 17 152
2 Dec 1327.95 65.9 -5.05 75.67 803 -26 136
29 Nov 1323.90 70.95 71.85 463 160 160

For Adani Green Energy Ltd - strike price 1260 expiring on 26DEC2024

Delta for 1260 PE is -0.71

Historical price for 1260 PE is as follows

On 12 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 134.3, which was 0.00 lower than the previous day. The implied volatity was 70.91, the open interest changed by -52 which decreased total open position to 187


On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 134.3, which was 17.90 higher than the previous day. The implied volatity was 70.91, the open interest changed by -51 which decreased total open position to 187


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 116.4, which was 25.00 higher than the previous day. The implied volatity was 68.63, the open interest changed by -4 which decreased total open position to 240


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 91.4, which was -18.25 lower than the previous day. The implied volatity was 68.14, the open interest changed by -23 which decreased total open position to 284


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 109.65, which was 17.40 higher than the previous day. The implied volatity was 74.97, the open interest changed by 24 which increased total open position to 306


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 92.25, which was 18.55 higher than the previous day. The implied volatity was 67.50, the open interest changed by -6 which decreased total open position to 281


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 73.7, which was 12.55 higher than the previous day. The implied volatity was 63.91, the open interest changed by 138 which increased total open position to 289


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 61.15, which was -4.75 lower than the previous day. The implied volatity was 68.54, the open interest changed by 17 which increased total open position to 152


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 65.9, which was -5.05 lower than the previous day. The implied volatity was 75.67, the open interest changed by -26 which decreased total open position to 136


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 70.95, which was lower than the previous day. The implied volatity was 71.85, the open interest changed by 160 which increased total open position to 160