ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 12:54 PM IST
| ADANIGREEN 26DEC2024 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.87
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1233.70 | 29.9 | 17.10 | 62.48 | 1,786 | -52 | 561 | |||
| 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 | |||
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| 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 0.32
Historical price for 1320 CE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 29.9, which was 17.10 higher than the previous day. The implied volatity was 62.48, the open interest changed by -52 which decreased total open position to 561
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.89
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1233.70 | 117.25 | -70.75 | 69.02 | 1 | 0 | 133 |
| 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 -0.66
Historical price for 1320 PE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 117.25, which was -70.75 lower than the previous day. The implied volatity was 69.02, the open interest changed by 0 which decreased total open position to 133
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
