ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
21 Nov 2024 04:10 PM IST
| ADANIPORTS 28NOV2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.53
Theta: -3.38
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 1114.65 | 86.55 | 83.56 | 3,464 | 483 | 483 | ||||
For Adani Port & Sez Ltd - strike price 1060 expiring on 28NOV2024
Delta for 1060 CE is 0.71
Historical price for 1060 CE is as follows
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 86.55, which was lower than the previous day. The implied volatity was 83.56, the open interest changed by 483 which increased total open position to 483
| ADANIPORTS 28NOV2024 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.55
Theta: -3.90
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1114.65 | 35 | 101.56 | 5,984 | 794 | 794 | |
For Adani Port & Sez Ltd - strike price 1060 expiring on 28NOV2024
Delta for 1060 PE is -0.32
Historical price for 1060 PE is as follows
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 35, which was lower than the previous day. The implied volatity was 101.56, the open interest changed by 794 which increased total open position to 794
