ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
12 Dec 2024 01:14 PM IST
| ADANIGREEN 26DEC2024 1440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.61
Theta: -1.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1242.00 | 14.45 | 8.10 | 70.67 | 1,071 | -32 | 516 | |||
| 11 Dec | 1148.05 | 6.35 | -2.75 | - | 747 | 78 | 527 | |||
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| 10 Dec | 1176.65 | 9.1 | -5.90 | 73.27 | 297 | 7 | 448 | |||
| 9 Dec | 1216.95 | 15 | -3.05 | 70.86 | 596 | -18 | 441 | |||
| 6 Dec | 1210.65 | 18.05 | -1.90 | 71.59 | 280 | -7 | 456 | |||
| 5 Dec | 1229.60 | 19.95 | -5.25 | 67.47 | 563 | -40 | 460 | |||
| 4 Dec | 1260.85 | 25.2 | -16.60 | 63.80 | 810 | 86 | 501 | |||
| 3 Dec | 1312.80 | 41.8 | -19.50 | 64.84 | 1,006 | 74 | 414 | |||
| 2 Dec | 1327.95 | 61.3 | 9.30 | 74.13 | 2,568 | 274 | 346 | |||
| 29 Nov | 1323.90 | 52 | 66.50 | 247 | 73 | 73 | ||||
For Adani Green Energy Ltd - strike price 1440 expiring on 26DEC2024
Delta for 1440 CE is 0.17
Historical price for 1440 CE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 14.45, which was 8.10 higher than the previous day. The implied volatity was 70.67, the open interest changed by -32 which decreased total open position to 516
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 6.35, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 78 which increased total open position to 527
On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 9.1, which was -5.90 lower than the previous day. The implied volatity was 73.27, the open interest changed by 7 which increased total open position to 448
On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 15, which was -3.05 lower than the previous day. The implied volatity was 70.86, the open interest changed by -18 which decreased total open position to 441
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 18.05, which was -1.90 lower than the previous day. The implied volatity was 71.59, the open interest changed by -7 which decreased total open position to 456
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 19.95, which was -5.25 lower than the previous day. The implied volatity was 67.47, the open interest changed by -40 which decreased total open position to 460
On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 25.2, which was -16.60 lower than the previous day. The implied volatity was 63.80, the open interest changed by 86 which increased total open position to 501
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 41.8, which was -19.50 lower than the previous day. The implied volatity was 64.84, the open interest changed by 74 which increased total open position to 414
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 61.3, which was 9.30 higher than the previous day. The implied volatity was 74.13, the open interest changed by 274 which increased total open position to 346
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 52, which was lower than the previous day. The implied volatity was 66.50, the open interest changed by 73 which increased total open position to 73
| ADANIGREEN 26DEC2024 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.67
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1242.00 | 210.5 | -14.50 | 77.23 | 3 | 0 | 29 |
| 11 Dec | 1148.05 | 225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1176.65 | 225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1216.95 | 225 | -5.00 | 63.78 | 2 | 0 | 29 |
| 6 Dec | 1210.65 | 230 | 33.75 | 54.74 | 1 | 0 | 29 |
| 5 Dec | 1229.60 | 196.25 | 0.00 | 0.00 | 0 | -3 | 0 |
| 4 Dec | 1260.85 | 196.25 | 35.10 | 66.08 | 11 | 0 | 32 |
| 3 Dec | 1312.80 | 161.15 | 1.75 | 65.18 | 13 | -3 | 31 |
| 2 Dec | 1327.95 | 159.4 | 159.40 | 71.23 | 125 | 32 | 32 |
| 29 Nov | 1323.90 | 0 | - | 0 | 0 | 0 | |
For Adani Green Energy Ltd - strike price 1440 expiring on 26DEC2024
Delta for 1440 PE is -0.81
Historical price for 1440 PE is as follows
On 12 Dec ADANIGREEN was trading at 1242.00. The strike last trading price was 210.5, which was -14.50 lower than the previous day. The implied volatity was 77.23, the open interest changed by 0 which decreased total open position to 29
On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 225, 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 225, 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 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 225, which was -5.00 lower than the previous day. The implied volatity was 63.78, the open interest changed by 0 which decreased total open position to 29
On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 230, which was 33.75 higher than the previous day. The implied volatity was 54.74, the open interest changed by 0 which decreased total open position to 29
On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 196.25, 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 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 196.25, which was 35.10 higher than the previous day. The implied volatity was 66.08, the open interest changed by 0 which decreased total open position to 32
On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 161.15, which was 1.75 higher than the previous day. The implied volatity was 65.18, the open interest changed by -3 which decreased total open position to 31
On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 159.4, which was 159.40 higher than the previous day. The implied volatity was 71.23, the open interest changed by 32 which increased total open position to 32
On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
