ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 12:54 PM IST
| ADANIGREEN 26DEC2024 1360 CE | ||||||||||
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Delta: 0.25
Vega: 0.77
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1233.70 | 22 | 12.30 | 64.37 | 2,145 | 65 | 954 | |||
| 11 Dec | 1148.05 | 9.7 | -5.50 | 67.86 | 804 | -19 | 890 | |||
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| 10 Dec | 1176.65 | 15.2 | -9.15 | 68.24 | 700 | 40 | 910 | |||
| 9 Dec | 1216.95 | 24.35 | -4.20 | 65.75 | 743 | -54 | 872 | |||
| 6 Dec | 1210.65 | 28.55 | -4.45 | 67.60 | 1,051 | 91 | 926 | |||
| 5 Dec | 1229.60 | 33 | -10.30 | 64.71 | 849 | 25 | 833 | |||
| 4 Dec | 1260.85 | 43.3 | -23.90 | 62.71 | 1,479 | -37 | 808 | |||
| 3 Dec | 1312.80 | 67.2 | -24.30 | 64.17 | 2,958 | 273 | 849 | |||
| 2 Dec | 1327.95 | 91.5 | 1.50 | 74.75 | 2,289 | 300 | 574 | |||
| 29 Nov | 1323.90 | 90 | 73.83 | 2,869 | 273 | 273 | ||||
For Adani Green Energy Ltd - strike price 1360 expiring on 26DEC2024
Delta for 1360 CE is 0.25
Historical price for 1360 CE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 22, which was 12.30 higher than the previous day. The implied volatity was 64.37, the open interest changed by 65 which increased total open position to 954
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 9.7, which was -5.50 lower than the previous day. The implied volatity was 67.86, the open interest changed by -19 which decreased total open position to 890
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 15.2, which was -9.15 lower than the previous day. The implied volatity was 68.24, the open interest changed by 40 which increased total open position to 910
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 24.35, which was -4.20 lower than the previous day. The implied volatity was 65.75, the open interest changed by -54 which decreased total open position to 872
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 28.55, which was -4.45 lower than the previous day. The implied volatity was 67.60, the open interest changed by 91 which increased total open position to 926
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 33, which was -10.30 lower than the previous day. The implied volatity was 64.71, the open interest changed by 25 which increased total open position to 833
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 43.3, which was -23.90 lower than the previous day. The implied volatity was 62.71, the open interest changed by -37 which decreased total open position to 808
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 67.2, which was -24.30 lower than the previous day. The implied volatity was 64.17, the open interest changed by 273 which increased total open position to 849
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 91.5, which was 1.50 higher than the previous day. The implied volatity was 74.75, the open interest changed by 300 which increased total open position to 574
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 90, which was lower than the previous day. The implied volatity was 73.83, the open interest changed by 273 which increased total open position to 273
| ADANIGREEN 26DEC2024 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.88
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1233.70 | 165.6 | -35.90 | 91.29 | 4 | 1 | 148 |
| 11 Dec | 1148.05 | 201.5 | -1.50 | - | 1 | 0 | 147 |
| 10 Dec | 1176.65 | 203 | 29.05 | 80.86 | 17 | -2 | 147 |
| 9 Dec | 1216.95 | 173.95 | 3.05 | 82.56 | 38 | -3 | 150 |
| 6 Dec | 1210.65 | 170.9 | 9.90 | 66.82 | 20 | -8 | 154 |
| 5 Dec | 1229.60 | 161 | 25.75 | 69.84 | 46 | 7 | 162 |
| 4 Dec | 1260.85 | 135.25 | 23.60 | 64.97 | 114 | 18 | 153 |
| 3 Dec | 1312.80 | 111.65 | -3.55 | 67.99 | 541 | -55 | 135 |
| 2 Dec | 1327.95 | 115.2 | -164.70 | 75.72 | 1,264 | 189 | 189 |
| 29 Nov | 1323.90 | 279.9 | - | 0 | 0 | 0 | |
For Adani Green Energy Ltd - strike price 1360 expiring on 26DEC2024
Delta for 1360 PE is -0.67
Historical price for 1360 PE is as follows
On 12 Dec ADANIGREEN was trading at 1233.70. The strike last trading price was 165.6, which was -35.90 lower than the previous day. The implied volatity was 91.29, the open interest changed by 1 which increased total open position to 148
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 201.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 147
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 203, which was 29.05 higher than the previous day. The implied volatity was 80.86, the open interest changed by -2 which decreased total open position to 147
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 173.95, which was 3.05 higher than the previous day. The implied volatity was 82.56, the open interest changed by -3 which decreased total open position to 150
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 170.9, which was 9.90 higher than the previous day. The implied volatity was 66.82, the open interest changed by -8 which decreased total open position to 154
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 161, which was 25.75 higher than the previous day. The implied volatity was 69.84, the open interest changed by 7 which increased total open position to 162
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 135.25, which was 23.60 higher than the previous day. The implied volatity was 64.97, the open interest changed by 18 which increased total open position to 153
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 111.65, which was -3.55 lower than the previous day. The implied volatity was 67.99, the open interest changed by -55 which decreased total open position to 135
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 115.2, which was -164.70 lower than the previous day. The implied volatity was 75.72, the open interest changed by 189 which increased total open position to 189
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 279.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
