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[--[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
ADANIGREEN 26DEC2024 1280 CE
Delta: 0.22
Vega: 0.68
Theta: -1.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.22

Historical price for 1280 CE is as follows

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
Delta: -0.73
Vega: 0.77
Theta: -1.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.73

Historical price for 1280 PE is as follows

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