ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
21 Nov 2024 04:10 PM IST
| ADANIPORTS 28NOV2024 1040 CE | ||||||||||
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Delta: 0.75
Vega: 0.49
Theta: -3.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1114.65 | 104.3 | 90.21 | 1,298 | 151 | 151 | ||||
For Adani Port & Sez Ltd - strike price 1040 expiring on 28NOV2024
Delta for 1040 CE is 0.75
Historical price for 1040 CE is as follows
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 104.3, which was lower than the previous day. The implied volatity was 90.21, the open interest changed by 151 which increased total open position to 151
| ADANIPORTS 28NOV2024 1040 PE | |||||||
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Delta: -0.28
Vega: 0.52
Theta: -3.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1114.65 | 29.5 | 103.76 | 4,715 | 483 | 483 | |
For Adani Port & Sez Ltd - strike price 1040 expiring on 28NOV2024
Delta for 1040 PE is -0.28
Historical price for 1040 PE is as follows
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 29.5, which was lower than the previous day. The implied volatity was 103.76, the open interest changed by 483 which increased total open position to 483
