ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:24 PM IST
| ADANIGREEN 26DEC2024 1400 CE | ||||||||||
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Delta: 0.21
Vega: 0.70
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1241.00 | 18.35 | 10.45 | 67.92 | 12,240 | 217 | 3,480 | |||
| 11 Dec | 1148.05 | 7.9 | -4.00 | 71.88 | 2,732 | -193 | 3,267 | |||
| 10 Dec | 1176.65 | 11.9 | -7.05 | 71.16 | 2,598 | 252 | 3,471 | |||
| 9 Dec | 1216.95 | 18.95 | -3.70 | 68.24 | 2,854 | -154 | 3,216 | |||
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| 6 Dec | 1210.65 | 22.65 | -2.80 | 69.64 | 3,222 | 385 | 3,380 | |||
| 5 Dec | 1229.60 | 25.45 | -7.65 | 65.88 | 3,041 | 309 | 2,989 | |||
| 4 Dec | 1260.85 | 33.1 | -20.15 | 63.19 | 4,302 | 353 | 2,675 | |||
| 3 Dec | 1312.80 | 53.25 | -21.75 | 64.50 | 7,973 | 329 | 2,383 | |||
| 2 Dec | 1327.95 | 75 | 7.40 | 74.24 | 12,135 | 861 | 2,062 | |||
| 29 Nov | 1323.90 | 67.6 | 68.63 | 5,866 | 1,093 | 1,093 | ||||
For Adani Green Energy Ltd - strike price 1400 expiring on 26DEC2024
Delta for 1400 CE is 0.21
Historical price for 1400 CE is as follows
On 12 Dec ADANIGREEN was trading at 1241.00. The strike last trading price was 18.35, which was 10.45 higher than the previous day. The implied volatity was 67.92, the open interest changed by 217 which increased total open position to 3480
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 7.9, which was -4.00 lower than the previous day. The implied volatity was 71.88, the open interest changed by -193 which decreased total open position to 3267
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 11.9, which was -7.05 lower than the previous day. The implied volatity was 71.16, the open interest changed by 252 which increased total open position to 3471
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 18.95, which was -3.70 lower than the previous day. The implied volatity was 68.24, the open interest changed by -154 which decreased total open position to 3216
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 22.65, which was -2.80 lower than the previous day. The implied volatity was 69.64, the open interest changed by 385 which increased total open position to 3380
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 25.45, which was -7.65 lower than the previous day. The implied volatity was 65.88, the open interest changed by 309 which increased total open position to 2989
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 33.1, which was -20.15 lower than the previous day. The implied volatity was 63.19, the open interest changed by 353 which increased total open position to 2675
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 53.25, which was -21.75 lower than the previous day. The implied volatity was 64.50, the open interest changed by 329 which increased total open position to 2383
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 75, which was 7.40 higher than the previous day. The implied volatity was 74.24, the open interest changed by 861 which increased total open position to 2062
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 67.6, which was lower than the previous day. The implied volatity was 68.63, the open interest changed by 1093 which increased total open position to 1093
| ADANIGREEN 26DEC2024 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.76
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1241.00 | 180 | -80.85 | 76.79 | 81 | -4 | 604 |
| 11 Dec | 1148.05 | 260.85 | 24.85 | - | 19 | -17 | 607 |
| 10 Dec | 1176.65 | 236 | 36.00 | - | 38 | 9 | 626 |
| 9 Dec | 1216.95 | 200 | -17.50 | 76.70 | 102 | -49 | 617 |
| 6 Dec | 1210.65 | 217.5 | 24.10 | 83.21 | 33 | 1 | 666 |
| 5 Dec | 1229.60 | 193.4 | 27.40 | 71.71 | 49 | 2 | 662 |
| 4 Dec | 1260.85 | 166 | 29.45 | 66.74 | 296 | 42 | 659 |
| 3 Dec | 1312.80 | 136.55 | -0.95 | 67.74 | 390 | 58 | 616 |
| 2 Dec | 1327.95 | 137.5 | -3.30 | 74.52 | 3,453 | 413 | 559 |
| 29 Nov | 1323.90 | 140.8 | 67.61 | 220 | 146 | 146 | |
For Adani Green Energy Ltd - strike price 1400 expiring on 26DEC2024
Delta for 1400 PE is -0.76
Historical price for 1400 PE is as follows
On 12 Dec ADANIGREEN was trading at 1241.00. The strike last trading price was 180, which was -80.85 lower than the previous day. The implied volatity was 76.79, the open interest changed by -4 which decreased total open position to 604
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 260.85, which was 24.85 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 607
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 236, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 626
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 200, which was -17.50 lower than the previous day. The implied volatity was 76.70, the open interest changed by -49 which decreased total open position to 617
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 217.5, which was 24.10 higher than the previous day. The implied volatity was 83.21, the open interest changed by 1 which increased total open position to 666
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 193.4, which was 27.40 higher than the previous day. The implied volatity was 71.71, the open interest changed by 2 which increased total open position to 662
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 166, which was 29.45 higher than the previous day. The implied volatity was 66.74, the open interest changed by 42 which increased total open position to 659
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 136.55, which was -0.95 lower than the previous day. The implied volatity was 67.74, the open interest changed by 58 which increased total open position to 616
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 137.5, which was -3.30 lower than the previous day. The implied volatity was 74.52, the open interest changed by 413 which increased total open position to 559
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 140.8, which was lower than the previous day. The implied volatity was 67.61, the open interest changed by 146 which increased total open position to 146
