ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:14 PM IST
| ADANIGREEN 26DEC2024 1380 CE | ||||||||||
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Delta: 0.24
Vega: 0.76
Theta: -1.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1242.00 | 21.95 | 13.20 | 66.97 | 1,481 | -10 | 419 | |||
| 11 Dec | 1148.05 | 8.75 | -4.70 | - | 403 | -7 | 429 | |||
| 10 Dec | 1176.65 | 13.45 | -8.00 | 69.75 | 436 | 75 | 436 | |||
| 9 Dec | 1216.95 | 21.45 | -3.10 | 66.99 | 542 | -32 | 367 | |||
| 6 Dec | 1210.65 | 24.55 | -4.35 | 67.64 | 486 | 2 | 396 | |||
| 5 Dec | 1229.60 | 28.9 | -9.30 | 65.21 | 660 | 69 | 393 | |||
| 4 Dec | 1260.85 | 38.2 | -22.70 | 63.21 | 900 | -26 | 322 | |||
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| 3 Dec | 1312.80 | 60.9 | -23.05 | 65.12 | 864 | 81 | 347 | |||
| 2 Dec | 1327.95 | 83.95 | 9.75 | 75.23 | 1,237 | 174 | 272 | |||
| 29 Nov | 1323.90 | 74.2 | 68.21 | 429 | 98 | 98 | ||||
For Adani Green Energy Ltd - strike price 1380 expiring on 26DEC2024
Delta for 1380 CE is 0.24
Historical price for 1380 CE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 21.95, which was 13.20 higher than the previous day. The implied volatity was 66.97, the open interest changed by -10 which decreased total open position to 419
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 8.75, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 429
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 13.45, which was -8.00 lower than the previous day. The implied volatity was 69.75, the open interest changed by 75 which increased total open position to 436
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 21.45, which was -3.10 lower than the previous day. The implied volatity was 66.99, the open interest changed by -32 which decreased total open position to 367
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 24.55, which was -4.35 lower than the previous day. The implied volatity was 67.64, the open interest changed by 2 which increased total open position to 396
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 28.9, which was -9.30 lower than the previous day. The implied volatity was 65.21, the open interest changed by 69 which increased total open position to 393
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 38.2, which was -22.70 lower than the previous day. The implied volatity was 63.21, the open interest changed by -26 which decreased total open position to 322
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 60.9, which was -23.05 lower than the previous day. The implied volatity was 65.12, the open interest changed by 81 which increased total open position to 347
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 83.95, which was 9.75 higher than the previous day. The implied volatity was 75.23, the open interest changed by 174 which increased total open position to 272
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 74.2, which was lower than the previous day. The implied volatity was 68.21, the open interest changed by 98 which increased total open position to 98
| ADANIGREEN 26DEC2024 1380 PE | |||||||
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Delta: -0.70
Vega: 0.84
Theta: -2.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1242.00 | 167 | -53.00 | 83.17 | 5 | 2 | 66 |
| 11 Dec | 1148.05 | 220 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 1176.65 | 220 | 72.65 | 81.46 | 9 | 1 | 66 |
| 9 Dec | 1216.95 | 147.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 1210.65 | 147.35 | -21.25 | - | 7 | 1 | 65 |
| 5 Dec | 1229.60 | 168.6 | 23.15 | 62.19 | 14 | 10 | 63 |
| 4 Dec | 1260.85 | 145.45 | 22.55 | 61.45 | 27 | -5 | 53 |
| 3 Dec | 1312.80 | 122.9 | -1.65 | 67.18 | 39 | -20 | 59 |
| 2 Dec | 1327.95 | 124.55 | -173.20 | 74.01 | 390 | 80 | 80 |
| 29 Nov | 1323.90 | 297.75 | - | 0 | 0 | 0 | |
For Adani Green Energy Ltd - strike price 1380 expiring on 26DEC2024
Delta for 1380 PE is -0.70
Historical price for 1380 PE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 167, which was -53.00 lower than the previous day. The implied volatity was 83.17, the open interest changed by 2 which increased total open position to 66
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 220, which was 72.65 higher than the previous day. The implied volatity was 81.46, the open interest changed by 1 which increased total open position to 66
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 147.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 147.35, which was -21.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 65
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 168.6, which was 23.15 higher than the previous day. The implied volatity was 62.19, the open interest changed by 10 which increased total open position to 63
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 145.45, which was 22.55 higher than the previous day. The implied volatity was 61.45, the open interest changed by -5 which decreased total open position to 53
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 122.9, which was -1.65 lower than the previous day. The implied volatity was 67.18, the open interest changed by -20 which decreased total open position to 59
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 124.55, which was -173.20 lower than the previous day. The implied volatity was 74.01, the open interest changed by 80 which increased total open position to 80
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 297.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
