ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 12:54 PM IST
| ADANIGREEN 26DEC2024 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 0.91
Theta: -2.12
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1233.70 | 35.5 | 20.85 | 62.02 | 18,620 | 550 | 3,322 | |||
| 11 Dec | 1148.05 | 14.65 | -7.85 | 62.99 | 3,918 | 176 | 2,776 | |||
| 10 Dec | 1176.65 | 22.5 | -14.70 | 63.72 | 2,797 | 313 | 2,612 | |||
| 9 Dec | 1216.95 | 37.2 | -4.65 | 63.14 | 5,010 | -245 | 2,302 | |||
|
|
||||||||||
| 6 Dec | 1210.65 | 41.85 | -7.60 | 65.49 | 6,485 | 531 | 2,590 | |||
| 5 Dec | 1229.60 | 49.45 | -15.50 | 63.80 | 4,571 | 214 | 2,062 | |||
| 4 Dec | 1260.85 | 64.95 | -29.05 | 63.14 | 3,866 | 529 | 1,857 | |||
| 3 Dec | 1312.80 | 94 | -26.00 | 64.14 | 2,460 | 140 | 1,325 | |||
| 2 Dec | 1327.95 | 120 | 4.00 | 74.95 | 3,274 | 317 | 1,186 | |||
| 29 Nov | 1323.90 | 116 | 73.14 | 10,534 | 811 | 811 | ||||
For Adani Green Energy Ltd - strike price 1300 expiring on 26DEC2024
Delta for 1300 CE is 0.37
Historical price for 1300 CE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 35.5, which was 20.85 higher than the previous day. The implied volatity was 62.02, the open interest changed by 550 which increased total open position to 3322
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 14.65, which was -7.85 lower than the previous day. The implied volatity was 62.99, the open interest changed by 176 which increased total open position to 2776
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 22.5, which was -14.70 lower than the previous day. The implied volatity was 63.72, the open interest changed by 313 which increased total open position to 2612
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 37.2, which was -4.65 lower than the previous day. The implied volatity was 63.14, the open interest changed by -245 which decreased total open position to 2302
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 41.85, which was -7.60 lower than the previous day. The implied volatity was 65.49, the open interest changed by 531 which increased total open position to 2590
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 49.45, which was -15.50 lower than the previous day. The implied volatity was 63.80, the open interest changed by 214 which increased total open position to 2062
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 64.95, which was -29.05 lower than the previous day. The implied volatity was 63.14, the open interest changed by 529 which increased total open position to 1857
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 94, which was -26.00 lower than the previous day. The implied volatity was 64.14, the open interest changed by 140 which increased total open position to 1325
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 120, which was 4.00 higher than the previous day. The implied volatity was 74.95, the open interest changed by 317 which increased total open position to 1186
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 116, which was lower than the previous day. The implied volatity was 73.14, the open interest changed by 811 which increased total open position to 811
| ADANIGREEN 26DEC2024 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.92
Theta: -1.86
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1233.70 | 99 | -69.85 | 64.32 | 293 | -50 | 386 |
| 11 Dec | 1148.05 | 168.85 | 19.60 | 75.47 | 35 | -12 | 436 |
| 10 Dec | 1176.65 | 149.25 | 32.85 | 72.82 | 101 | 5 | 446 |
| 9 Dec | 1216.95 | 116.4 | -20.60 | 67.44 | 316 | -61 | 441 |
| 6 Dec | 1210.65 | 137 | 19.50 | 76.44 | 311 | -25 | 504 |
| 5 Dec | 1229.60 | 117.5 | 22.00 | 68.18 | 603 | -151 | 529 |
| 4 Dec | 1260.85 | 95.5 | 17.10 | 63.84 | 2,430 | -175 | 679 |
| 3 Dec | 1312.80 | 78.4 | -5.10 | 67.67 | 2,963 | -349 | 856 |
| 2 Dec | 1327.95 | 83.5 | -5.15 | 75.50 | 7,376 | 854 | 1,206 |
| 29 Nov | 1323.90 | 88.65 | 71.20 | 1,755 | 382 | 382 | |
For Adani Green Energy Ltd - strike price 1300 expiring on 26DEC2024
Delta for 1300 PE is -0.63
Historical price for 1300 PE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 99, which was -69.85 lower than the previous day. The implied volatity was 64.32, the open interest changed by -50 which decreased total open position to 386
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 168.85, which was 19.60 higher than the previous day. The implied volatity was 75.47, the open interest changed by -12 which decreased total open position to 436
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 149.25, which was 32.85 higher than the previous day. The implied volatity was 72.82, the open interest changed by 5 which increased total open position to 446
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 116.4, which was -20.60 lower than the previous day. The implied volatity was 67.44, the open interest changed by -61 which decreased total open position to 441
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 137, which was 19.50 higher than the previous day. The implied volatity was 76.44, the open interest changed by -25 which decreased total open position to 504
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 117.5, which was 22.00 higher than the previous day. The implied volatity was 68.18, the open interest changed by -151 which decreased total open position to 529
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 95.5, which was 17.10 higher than the previous day. The implied volatity was 63.84, the open interest changed by -175 which decreased total open position to 679
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 78.4, which was -5.10 lower than the previous day. The implied volatity was 67.67, the open interest changed by -349 which decreased total open position to 856
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 83.5, which was -5.15 lower than the previous day. The implied volatity was 75.50, the open interest changed by 854 which increased total open position to 1206
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 88.65, which was lower than the previous day. The implied volatity was 71.20, the open interest changed by 382 which increased total open position to 382
