ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:14 PM IST
| ADANIGREEN 26DEC2024 1280 CE | ||||||||||
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Delta: 0.44
Vega: 0.96
Theta: -2.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1242.00 | 46.6 | 30.05 | 62.15 | 4,504 | 134 | 750 | |||
| 11 Dec | 1148.05 | 16.55 | -9.45 | 60.72 | 572 | 52 | 620 | |||
| 10 Dec | 1176.65 | 26 | -17.40 | 62.40 | 640 | 56 | 579 | |||
| 9 Dec | 1216.95 | 43.4 | -4.15 | 62.84 | 766 | -10 | 524 | |||
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| 6 Dec | 1210.65 | 47.55 | -8.50 | 64.84 | 1,478 | 261 | 533 | |||
| 5 Dec | 1229.60 | 56.05 | -17.75 | 63.28 | 955 | 36 | 272 | |||
| 4 Dec | 1260.85 | 73.8 | -33.00 | 63.39 | 1,047 | 172 | 235 | |||
| 3 Dec | 1312.80 | 106.8 | -21.05 | 66.00 | 51 | -8 | 64 | |||
| 2 Dec | 1327.95 | 127.85 | 1.85 | 72.77 | 75 | -1 | 73 | |||
| 29 Nov | 1323.90 | 126 | 73.00 | 1,004 | 75 | 75 | ||||
For Adani Green Energy Ltd - strike price 1280 expiring on 26DEC2024
Delta for 1280 CE is 0.44
Historical price for 1280 CE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 46.6, which was 30.05 higher than the previous day. The implied volatity was 62.15, the open interest changed by 134 which increased total open position to 750
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 16.55, which was -9.45 lower than the previous day. The implied volatity was 60.72, the open interest changed by 52 which increased total open position to 620
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 26, which was -17.40 lower than the previous day. The implied volatity was 62.40, the open interest changed by 56 which increased total open position to 579
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 43.4, which was -4.15 lower than the previous day. The implied volatity was 62.84, the open interest changed by -10 which decreased total open position to 524
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 47.55, which was -8.50 lower than the previous day. The implied volatity was 64.84, the open interest changed by 261 which increased total open position to 533
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 56.05, which was -17.75 lower than the previous day. The implied volatity was 63.28, the open interest changed by 36 which increased total open position to 272
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 73.8, which was -33.00 lower than the previous day. The implied volatity was 63.39, the open interest changed by 172 which increased total open position to 235
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 106.8, which was -21.05 lower than the previous day. The implied volatity was 66.00, the open interest changed by -8 which decreased total open position to 64
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 127.85, which was 1.85 higher than the previous day. The implied volatity was 72.77, the open interest changed by -1 which decreased total open position to 73
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 126, which was lower than the previous day. The implied volatity was 73.00, the open interest changed by 75 which increased total open position to 75
| ADANIGREEN 26DEC2024 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
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 | 85 | -67.35 | 68.48 | 67 | 20 | 105 |
| 11 Dec | 1148.05 | 152.35 | 14.35 | 74.47 | 7 | -5 | 86 |
| 10 Dec | 1176.65 | 138 | 30.15 | 76.85 | 18 | -5 | 93 |
| 9 Dec | 1216.95 | 107.85 | -6.45 | 72.04 | 40 | 1 | 98 |
| 6 Dec | 1210.65 | 114.3 | 10.15 | 67.80 | 45 | -15 | 97 |
| 5 Dec | 1229.60 | 104.15 | 19.55 | 67.53 | 252 | -37 | 113 |
| 4 Dec | 1260.85 | 84.6 | 15.55 | 64.19 | 1,066 | 67 | 149 |
| 3 Dec | 1312.80 | 69.05 | -3.05 | 67.81 | 348 | 8 | 82 |
| 2 Dec | 1327.95 | 72.1 | -5.90 | 73.81 | 482 | 23 | 75 |
| 29 Nov | 1323.90 | 78 | 70.44 | 226 | 41 | 41 | |
For Adani Green Energy Ltd - strike price 1280 expiring on 26DEC2024
Delta for 1280 PE is -0.55
Historical price for 1280 PE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 85, which was -67.35 lower than the previous day. The implied volatity was 68.48, the open interest changed by 20 which increased total open position to 105
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 152.35, which was 14.35 higher than the previous day. The implied volatity was 74.47, the open interest changed by -5 which decreased total open position to 86
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 138, which was 30.15 higher than the previous day. The implied volatity was 76.85, the open interest changed by -5 which decreased total open position to 93
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 107.85, which was -6.45 lower than the previous day. The implied volatity was 72.04, the open interest changed by 1 which increased total open position to 98
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 114.3, which was 10.15 higher than the previous day. The implied volatity was 67.80, the open interest changed by -15 which decreased total open position to 97
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 104.15, which was 19.55 higher than the previous day. The implied volatity was 67.53, the open interest changed by -37 which decreased total open position to 113
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 84.6, which was 15.55 higher than the previous day. The implied volatity was 64.19, the open interest changed by 67 which increased total open position to 149
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 69.05, which was -3.05 lower than the previous day. The implied volatity was 67.81, the open interest changed by 8 which increased total open position to 82
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 72.1, which was -5.90 lower than the previous day. The implied volatity was 73.81, the open interest changed by 23 which increased total open position to 75
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 78, which was lower than the previous day. The implied volatity was 70.44, the open interest changed by 41 which increased total open position to 41
