ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
21 Nov 2024 04:10 PM IST
| ADANIPORTS 28NOV2024 1080 CE | ||||||||||
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Delta: 0.65
Vega: 0.57
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1114.65 | 75 | 84.57 | 11,686 | 1,059 | 1,059 | ||||
For Adani Port & Sez Ltd - strike price 1080 expiring on 28NOV2024
Delta for 1080 CE is 0.65
Historical price for 1080 CE is as follows
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 75, which was lower than the previous day. The implied volatity was 84.57, the open interest changed by 1059 which increased total open position to 1059
| ADANIPORTS 28NOV2024 1080 PE | |||||||
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Delta: -0.36
Vega: 0.58
Theta: -4.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1114.65 | 41.4 | 99.03 | 23,550 | 3,722 | 3,722 | |
For Adani Port & Sez Ltd - strike price 1080 expiring on 28NOV2024
Delta for 1080 PE is -0.36
Historical price for 1080 PE is as follows
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 41.4, which was lower than the previous day. The implied volatity was 99.03, the open interest changed by 3722 which increased total open position to 3722
