ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
21 Nov 2024 04:10 PM IST
| ADANIPORTS 28NOV2024 1100 CE | ||||||||||
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Delta: 0.59
Vega: 0.60
Theta: -3.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1114.65 | 62 | 82.04 | 19,193 | 2,297 | 2,297 | ||||
For Adani Port & Sez Ltd - strike price 1100 expiring on 28NOV2024
Delta for 1100 CE is 0.59
Historical price for 1100 CE is as follows
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 62, which was lower than the previous day. The implied volatity was 82.04, the open interest changed by 2297 which increased total open position to 2297
| ADANIPORTS 28NOV2024 1100 PE | |||||||
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Delta: -0.42
Vega: 0.60
Theta: -3.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1114.65 | 48.05 | 94.81 | 15,755 | 2,253 | 2,253 | |
For Adani Port & Sez Ltd - strike price 1100 expiring on 28NOV2024
Delta for 1100 PE is -0.42
Historical price for 1100 PE is as follows
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 48.05, which was lower than the previous day. The implied volatity was 94.81, the open interest changed by 2253 which increased total open position to 2253
