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Related Pages for ADANIGREEN
[--[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
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ADANIGREEN 26DEC2024 1320 CE
Delta: 0.17
Vega: 0.59
Theta: -1.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 1148.05 12.8 -6.65 64.79 604 68 611
10 Dec 1176.65 19.45 -12.80 64.94 585 63 544
9 Dec 1216.95 32.25 -4.05 63.96 806 -97 479
6 Dec 1210.65 36.3 -6.70 65.65 918 89 578
5 Dec 1229.60 43 -13.95 63.81 909 20 491
4 Dec 1260.85 56.95 -27.90 62.95 1,224 168 474
3 Dec 1312.80 84.85 -25.15 64.55 1,461 183 307
2 Dec 1327.95 110 -0.90 74.98 739 25 123
29 Nov 1323.90 110.9 76.31 852 102 102

For Adani Green Energy Ltd - strike price 1320 expiring on 26DEC2024

Delta for 1320 CE is 0.17

Historical price for 1320 CE is as follows

On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 12.8, which was -6.65 lower than the previous day. The implied volatity was 64.79, the open interest changed by 68 which increased total open position to 611


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 19.45, which was -12.80 lower than the previous day. The implied volatity was 64.94, the open interest changed by 63 which increased total open position to 544


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 32.25, which was -4.05 lower than the previous day. The implied volatity was 63.96, the open interest changed by -97 which decreased total open position to 479


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 36.3, which was -6.70 lower than the previous day. The implied volatity was 65.65, the open interest changed by 89 which increased total open position to 578


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 43, which was -13.95 lower than the previous day. The implied volatity was 63.81, the open interest changed by 20 which increased total open position to 491


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 56.95, which was -27.90 lower than the previous day. The implied volatity was 62.95, the open interest changed by 168 which increased total open position to 474


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 84.85, which was -25.15 lower than the previous day. The implied volatity was 64.55, the open interest changed by 183 which increased total open position to 307


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 110, which was -0.90 lower than the previous day. The implied volatity was 74.98, the open interest changed by 25 which increased total open position to 123


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 110.9, which was lower than the previous day. The implied volatity was 76.31, the open interest changed by 102 which increased total open position to 102


ADANIGREEN 26DEC2024 1320 PE
Delta: -0.77
Vega: 0.70
Theta: -1.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 1148.05 188 20.00 79.64 1 0 133
10 Dec 1176.65 168 47.50 76.93 15 0 134
9 Dec 1216.95 120.5 -27.45 56.77 25 -1 134
6 Dec 1210.65 147.95 17.75 73.74 9 -2 138
5 Dec 1229.60 130.2 21.70 67.66 60 -9 140
4 Dec 1260.85 108.5 20.45 64.58 297 -15 152
3 Dec 1312.80 88.05 -5.95 67.21 641 76 164
2 Dec 1327.95 94 -3.90 75.98 696 73 83
29 Nov 1323.90 97.9 70.51 28 6 6

For Adani Green Energy Ltd - strike price 1320 expiring on 26DEC2024

Delta for 1320 PE is -0.77

Historical price for 1320 PE is as follows

On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 188, which was 20.00 higher than the previous day. The implied volatity was 79.64, the open interest changed by 0 which decreased total open position to 133


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 168, which was 47.50 higher than the previous day. The implied volatity was 76.93, the open interest changed by 0 which decreased total open position to 134


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 120.5, which was -27.45 lower than the previous day. The implied volatity was 56.77, the open interest changed by -1 which decreased total open position to 134


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 147.95, which was 17.75 higher than the previous day. The implied volatity was 73.74, the open interest changed by -2 which decreased total open position to 138


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 130.2, which was 21.70 higher than the previous day. The implied volatity was 67.66, the open interest changed by -9 which decreased total open position to 140


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 108.5, which was 20.45 higher than the previous day. The implied volatity was 64.58, the open interest changed by -15 which decreased total open position to 152


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 88.05, which was -5.95 lower than the previous day. The implied volatity was 67.21, the open interest changed by 76 which increased total open position to 164


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 94, which was -3.90 lower than the previous day. The implied volatity was 75.98, the open interest changed by 73 which increased total open position to 83


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 97.9, which was lower than the previous day. The implied volatity was 70.51, the open interest changed by 6 which increased total open position to 6