ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:04 PM IST
| ADANIGREEN 26DEC2024 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.63
Theta: -1.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1236.05 | 15.25 | 7.90 | 69.22 | 1,006 | 77 | 724 | |||
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| 11 Dec | 1148.05 | 7.35 | -3.20 | - | 338 | 21 | 649 | |||
| 10 Dec | 1176.65 | 10.55 | -5.55 | - | 401 | 75 | 628 | |||
| 9 Dec | 1216.95 | 16.1 | -4.25 | 68.48 | 310 | -3 | 553 | |||
| 6 Dec | 1210.65 | 20.35 | -2.10 | 70.80 | 450 | 51 | 556 | |||
| 5 Dec | 1229.60 | 22.45 | -6.70 | 66.59 | 523 | 46 | 503 | |||
| 4 Dec | 1260.85 | 29.15 | -18.35 | 63.73 | 516 | 99 | 456 | |||
| 3 Dec | 1312.80 | 47.5 | -20.75 | 64.89 | 675 | 72 | 356 | |||
| 2 Dec | 1327.95 | 68.25 | 74.47 | 1,704 | 282 | 282 | ||||
For Adani Green Energy Ltd - strike price 1420 expiring on 26DEC2024
Delta for 1420 CE is 0.18
Historical price for 1420 CE is as follows
On 12 Dec ADANIGREEN was trading at 1236.05. The strike last trading price was 15.25, which was 7.90 higher than the previous day. The implied volatity was 69.22, the open interest changed by 77 which increased total open position to 724
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 7.35, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 649
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 10.55, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 628
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 16.1, which was -4.25 lower than the previous day. The implied volatity was 68.48, the open interest changed by -3 which decreased total open position to 553
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 20.35, which was -2.10 lower than the previous day. The implied volatity was 70.80, the open interest changed by 51 which increased total open position to 556
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 22.45, which was -6.70 lower than the previous day. The implied volatity was 66.59, the open interest changed by 46 which increased total open position to 503
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 29.15, which was -18.35 lower than the previous day. The implied volatity was 63.73, the open interest changed by 99 which increased total open position to 456
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 47.5, which was -20.75 lower than the previous day. The implied volatity was 64.89, the open interest changed by 72 which increased total open position to 356
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 68.25, which was lower than the previous day. The implied volatity was 74.47, the open interest changed by 282 which increased total open position to 282
| ADANIGREEN 26DEC2024 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.80
Theta: -2.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1236.05 | 213.2 | -33.55 | 96.24 | 5 | 0 | 50 |
| 11 Dec | 1148.05 | 246.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1176.65 | 246.75 | 63.10 | 67.15 | 8 | 0 | 50 |
| 9 Dec | 1216.95 | 183.65 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Dec | 1210.65 | 183.65 | -26.65 | - | 2 | 1 | 49 |
| 5 Dec | 1229.60 | 210.3 | 32.00 | 72.76 | 6 | 2 | 45 |
| 4 Dec | 1260.85 | 178.3 | 37.30 | 63.91 | 20 | 8 | 45 |
| 3 Dec | 1312.80 | 141 | -8.35 | 60.32 | 3 | 0 | 37 |
| 2 Dec | 1327.95 | 149.35 | 73.79 | 115 | 38 | 38 | |
For Adani Green Energy Ltd - strike price 1420 expiring on 26DEC2024
Delta for 1420 PE is -0.73
Historical price for 1420 PE is as follows
On 12 Dec ADANIGREEN was trading at 1236.05. The strike last trading price was 213.2, which was -33.55 lower than the previous day. The implied volatity was 96.24, the open interest changed by 0 which decreased total open position to 50
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 246.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 246.75, which was 63.10 higher than the previous day. The implied volatity was 67.15, the open interest changed by 0 which decreased total open position to 50
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 183.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 183.65, which was -26.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 49
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 210.3, which was 32.00 higher than the previous day. The implied volatity was 72.76, the open interest changed by 2 which increased total open position to 45
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 178.3, which was 37.30 higher than the previous day. The implied volatity was 63.91, the open interest changed by 8 which increased total open position to 45
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 141, which was -8.35 lower than the previous day. The implied volatity was 60.32, the open interest changed by 0 which decreased total open position to 37
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 149.35, which was lower than the previous day. The implied volatity was 73.79, the open interest changed by 38 which increased total open position to 38
