ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Nov 2024 04:10 PM IST
| ADANIPORTS 28NOV2024 1020 CE | ||||||||||
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Delta: 0.85
Vega: 0.34
Theta: -2.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 22 Nov | 1136.75 | 130.25 | 12.80 | 88.50 | 191 | 17 | 67 | |||
| 21 Nov | 1114.65 | 117.45 | 86.80 | 404 | 49 | 49 | ||||
For Adani Port & Sez Ltd - strike price 1020 expiring on 28NOV2024
Delta for 1020 CE is 0.85
Historical price for 1020 CE is as follows
On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 130.25, which was 12.80 higher than the previous day. The implied volatity was 88.50, the open interest changed by 17 which increased total open position to 67
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 117.45, which was lower than the previous day. The implied volatity was 86.80, the open interest changed by 49 which increased total open position to 49
| ADANIPORTS 28NOV2024 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.34
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 1136.75 | 10.45 | -14.50 | 88.14 | 14,546 | 769 | 1,161 |
| 21 Nov | 1114.65 | 24.95 | 106.87 | 2,173 | 390 | 390 | |
For Adani Port & Sez Ltd - strike price 1020 expiring on 28NOV2024
Delta for 1020 PE is -0.15
Historical price for 1020 PE is as follows
On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 10.45, which was -14.50 lower than the previous day. The implied volatity was 88.14, the open interest changed by 769 which increased total open position to 1161
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 24.95, which was lower than the previous day. The implied volatity was 106.87, the open interest changed by 390 which increased total open position to 390
