ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:04 PM IST
| ADANIGREEN 26DEC2024 1340 CE | ||||||||||
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Delta: 0.29
Vega: 0.84
Theta: -1.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1236.05 | 26.8 | 15.70 | 63.85 | 3,085 | 115 | 976 | |||
| 11 Dec | 1148.05 | 11.1 | -6.10 | 66.30 | 680 | 86 | 862 | |||
| 10 Dec | 1176.65 | 17.2 | -10.70 | 66.66 | 929 | -64 | 777 | |||
| 9 Dec | 1216.95 | 27.9 | -4.00 | 64.72 | 931 | -62 | 841 | |||
| 6 Dec | 1210.65 | 31.9 | -5.70 | 66.34 | 1,234 | 59 | 903 | |||
| 5 Dec | 1229.60 | 37.6 | -11.85 | 64.17 | 1,079 | 134 | 844 | |||
| 4 Dec | 1260.85 | 49.45 | -26.25 | 62.56 | 1,542 | 219 | 709 | |||
| 3 Dec | 1312.80 | 75.7 | -23.55 | 64.39 | 2,276 | 207 | 498 | |||
| 2 Dec | 1327.95 | 99.25 | 6.70 | 73.98 | 1,403 | 152 | 290 | |||
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| 29 Nov | 1323.90 | 92.55 | 69.72 | 851 | 141 | 141 | ||||
For Adani Green Energy Ltd - strike price 1340 expiring on 26DEC2024
Delta for 1340 CE is 0.29
Historical price for 1340 CE is as follows
On 12 Dec ADANIGREEN was trading at 1236.05. The strike last trading price was 26.8, which was 15.70 higher than the previous day. The implied volatity was 63.85, the open interest changed by 115 which increased total open position to 976
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 11.1, which was -6.10 lower than the previous day. The implied volatity was 66.30, the open interest changed by 86 which increased total open position to 862
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 17.2, which was -10.70 lower than the previous day. The implied volatity was 66.66, the open interest changed by -64 which decreased total open position to 777
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 27.9, which was -4.00 lower than the previous day. The implied volatity was 64.72, the open interest changed by -62 which decreased total open position to 841
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 31.9, which was -5.70 lower than the previous day. The implied volatity was 66.34, the open interest changed by 59 which increased total open position to 903
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 37.6, which was -11.85 lower than the previous day. The implied volatity was 64.17, the open interest changed by 134 which increased total open position to 844
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 49.45, which was -26.25 lower than the previous day. The implied volatity was 62.56, the open interest changed by 219 which increased total open position to 709
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 75.7, which was -23.55 lower than the previous day. The implied volatity was 64.39, the open interest changed by 207 which increased total open position to 498
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 99.25, which was 6.70 higher than the previous day. The implied volatity was 73.98, the open interest changed by 152 which increased total open position to 290
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 92.55, which was lower than the previous day. The implied volatity was 69.72, the open interest changed by 141 which increased total open position to 141
| ADANIGREEN 26DEC2024 1340 PE | |||||||
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Delta: -0.65
Vega: 0.90
Theta: -2.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1236.05 | 141.3 | -62.75 | 82.86 | 18 | -7 | 109 |
| 11 Dec | 1148.05 | 204.05 | 67.45 | 78.84 | 7 | 2 | 115 |
| 10 Dec | 1176.65 | 136.6 | 0.00 | 0.00 | 0 | -3 | 0 |
| 9 Dec | 1216.95 | 136.6 | -22.90 | 57.72 | 35 | -4 | 112 |
| 6 Dec | 1210.65 | 159.5 | 13.00 | 70.84 | 18 | -3 | 116 |
| 5 Dec | 1229.60 | 146.5 | 24.50 | 69.82 | 86 | -8 | 120 |
| 4 Dec | 1260.85 | 122 | 21.75 | 65.16 | 158 | -13 | 129 |
| 3 Dec | 1312.80 | 100.25 | -3.85 | 68.17 | 530 | 36 | 139 |
| 2 Dec | 1327.95 | 104.1 | -158.15 | 75.70 | 653 | 98 | 98 |
| 29 Nov | 1323.90 | 262.25 | - | 0 | 0 | 0 | |
For Adani Green Energy Ltd - strike price 1340 expiring on 26DEC2024
Delta for 1340 PE is -0.65
Historical price for 1340 PE is as follows
On 12 Dec ADANIGREEN was trading at 1236.05. The strike last trading price was 141.3, which was -62.75 lower than the previous day. The implied volatity was 82.86, the open interest changed by -7 which decreased total open position to 109
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 204.05, which was 67.45 higher than the previous day. The implied volatity was 78.84, the open interest changed by 2 which increased total open position to 115
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 136.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 136.6, which was -22.90 lower than the previous day. The implied volatity was 57.72, the open interest changed by -4 which decreased total open position to 112
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 159.5, which was 13.00 higher than the previous day. The implied volatity was 70.84, the open interest changed by -3 which decreased total open position to 116
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 146.5, which was 24.50 higher than the previous day. The implied volatity was 69.82, the open interest changed by -8 which decreased total open position to 120
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 122, which was 21.75 higher than the previous day. The implied volatity was 65.16, the open interest changed by -13 which decreased total open position to 129
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 100.25, which was -3.85 lower than the previous day. The implied volatity was 68.17, the open interest changed by 36 which increased total open position to 139
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 104.1, which was -158.15 lower than the previous day. The implied volatity was 75.70, the open interest changed by 98 which increased total open position to 98
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 262.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
