ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:24 PM IST
| ADANIGREEN 26DEC2024 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.97
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1241.00 | 53.85 | 34.25 | 62.28 | 9,884 | 389 | 1,305 | |||
| 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 | |||
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| 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 0.49
Historical price for 1260 CE is as follows
On 12 Dec ADANIGREEN was trading at 1241.00. The strike last trading price was 53.85, which was 34.25 higher than the previous day. The implied volatity was 62.28, the open interest changed by 389 which increased total open position to 1305
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.97
Theta: -2.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1241.00 | 72.85 | -61.45 | 67.05 | 315 | 15 | 201 |
| 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 -0.51
Historical price for 1260 PE is as follows
On 12 Dec ADANIGREEN was trading at 1241.00. The strike last trading price was 72.85, which was -61.45 lower than the previous day. The implied volatity was 67.05, the open interest changed by 15 which increased total open position to 201
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
