ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
03 Dec 2024 04:10 PM IST
| ADANIPORTS 26DEC2024 1120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.28
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1288.65 | 175.85 | 57.75 | 33.85 | 167 | -47 | 285 | |||
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| 2 Dec | 1215.80 | 118.1 | 16.30 | 42.89 | 61 | -12 | 333 | |||
| 29 Nov | 1190.05 | 101.8 | -2.20 | 44.90 | 241 | -61 | 345 | |||
| 28 Nov | 1167.60 | 104 | -18.20 | 56.57 | 290 | -6 | 406 | |||
| 27 Nov | 1199.95 | 122.2 | 43.25 | 55.85 | 1,480 | 54 | 411 | |||
| 26 Nov | 1128.85 | 78.95 | -21.35 | 53.17 | 544 | 182 | 356 | |||
| 25 Nov | 1166.80 | 100.3 | 6.80 | 53.71 | 360 | 60 | 173 | |||
| 22 Nov | 1136.75 | 93.5 | 5.50 | 57.44 | 1,037 | 105 | 218 | |||
| 21 Nov | 1114.65 | 88 | 60.42 | 411 | 110 | 110 | ||||
For Adani Port & Sez Ltd - strike price 1120 expiring on 26DEC2024
Delta for 1120 CE is 0.96
Historical price for 1120 CE is as follows
On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 175.85, which was 57.75 higher than the previous day. The implied volatity was 33.85, the open interest changed by -47 which decreased total open position to 285
On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 118.1, which was 16.30 higher than the previous day. The implied volatity was 42.89, the open interest changed by -12 which decreased total open position to 333
On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 101.8, which was -2.20 lower than the previous day. The implied volatity was 44.90, the open interest changed by -61 which decreased total open position to 345
On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 104, which was -18.20 lower than the previous day. The implied volatity was 56.57, the open interest changed by -6 which decreased total open position to 406
On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 122.2, which was 43.25 higher than the previous day. The implied volatity was 55.85, the open interest changed by 54 which increased total open position to 411
On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 78.95, which was -21.35 lower than the previous day. The implied volatity was 53.17, the open interest changed by 182 which increased total open position to 356
On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 100.3, which was 6.80 higher than the previous day. The implied volatity was 53.71, the open interest changed by 60 which increased total open position to 173
On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 93.5, which was 5.50 higher than the previous day. The implied volatity was 57.44, the open interest changed by 105 which increased total open position to 218
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 88, which was lower than the previous day. The implied volatity was 60.42, the open interest changed by 110 which increased total open position to 110
| ADANIPORTS 26DEC2024 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.58
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1288.65 | 8.1 | -7.55 | 48.20 | 2,460 | 77 | 708 |
| 2 Dec | 1215.80 | 15.65 | -10.40 | 43.34 | 1,418 | 79 | 645 |
| 29 Nov | 1190.05 | 26.05 | -17.35 | 44.91 | 1,616 | 108 | 577 |
| 28 Nov | 1167.60 | 43.4 | 6.70 | 54.48 | 1,418 | -128 | 471 |
| 27 Nov | 1199.95 | 36.7 | -23.15 | 54.87 | 2,612 | 100 | 597 |
| 26 Nov | 1128.85 | 59.85 | 10.95 | 54.41 | 1,180 | 243 | 497 |
| 25 Nov | 1166.80 | 48.9 | -17.65 | 54.68 | 763 | 168 | 261 |
| 22 Nov | 1136.75 | 66.55 | -19.85 | 58.50 | 635 | 133 | 226 |
| 21 Nov | 1114.65 | 86.4 | 66.37 | 264 | 89 | 89 | |
For Adani Port & Sez Ltd - strike price 1120 expiring on 26DEC2024
Delta for 1120 PE is -0.10
Historical price for 1120 PE is as follows
On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 8.1, which was -7.55 lower than the previous day. The implied volatity was 48.20, the open interest changed by 77 which increased total open position to 708
On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 15.65, which was -10.40 lower than the previous day. The implied volatity was 43.34, the open interest changed by 79 which increased total open position to 645
On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 26.05, which was -17.35 lower than the previous day. The implied volatity was 44.91, the open interest changed by 108 which increased total open position to 577
On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 43.4, which was 6.70 higher than the previous day. The implied volatity was 54.48, the open interest changed by -128 which decreased total open position to 471
On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 36.7, which was -23.15 lower than the previous day. The implied volatity was 54.87, the open interest changed by 100 which increased total open position to 597
On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 59.85, which was 10.95 higher than the previous day. The implied volatity was 54.41, the open interest changed by 243 which increased total open position to 497
On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 48.9, which was -17.65 lower than the previous day. The implied volatity was 54.68, the open interest changed by 168 which increased total open position to 261
On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 66.55, which was -19.85 lower than the previous day. The implied volatity was 58.50, the open interest changed by 133 which increased total open position to 226
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 86.4, which was lower than the previous day. The implied volatity was 66.37, the open interest changed by 89 which increased total open position to 89
