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[--[65.84.65.76]--]
ADANIPORTS
Adani Port & Sez Ltd

1114.65 -175.00 (-13.57%)

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Historical option data for ADANIPORTS

21 Nov 2024 04:10 PM IST
ADANIPORTS 28NOV2024 1120 CE
Delta: 0.53
Vega: 0.62
Theta: -3.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1114.65 50 -347.05 79.26 20,769 1,296 1,296
20 Nov 1289.65 397.05 0.00 - 0 0 0
19 Nov 1289.65 397.05 0.00 - 0 0 0
18 Nov 1279.30 397.05 0.00 - 0 0 0
14 Nov 1264.55 397.05 0.00 - 0 0 0
13 Nov 1287.90 397.05 0.00 - 0 0 0
12 Nov 1326.00 397.05 0.00 - 0 0 0
11 Nov 1347.90 397.05 0.00 - 0 0 0
8 Nov 1362.10 397.05 0.00 - 0 0 0
7 Nov 1353.10 397.05 0.00 - 0 0 0
6 Nov 1370.00 397.05 0.00 - 0 0 0
5 Nov 1329.35 397.05 0.00 - 0 0 0
4 Nov 1349.25 397.05 - 0 0 0


For Adani Port & Sez Ltd - strike price 1120 expiring on 28NOV2024

Delta for 1120 CE is 0.53

Historical price for 1120 CE is as follows

On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 50, which was -347.05 lower than the previous day. The implied volatity was 79.26, the open interest changed by 1296 which increased total open position to 1296


On 20 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ADANIPORTS was trading at 1279.30. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ADANIPORTS was trading at 1264.55. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ADANIPORTS was trading at 1287.90. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ADANIPORTS was trading at 1326.00. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ADANIPORTS was trading at 1347.90. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov ADANIPORTS was trading at 1362.10. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ADANIPORTS was trading at 1353.10. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ADANIPORTS was trading at 1370.00. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov ADANIPORTS was trading at 1329.35. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ADANIPORTS was trading at 1349.25. The strike last trading price was 397.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ADANIPORTS 28NOV2024 1120 PE
Delta: -0.47
Vega: 0.62
Theta: -3.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1114.65 56.5 55.80 92.46 21,286 1,554 1,854
20 Nov 1289.65 0.7 0.00 45.05 160 -27 300
19 Nov 1289.65 0.7 -0.45 45.05 160 -27 300
18 Nov 1279.30 1.15 -0.40 44.64 185 -14 327
14 Nov 1264.55 1.55 0.50 37.46 107 23 328
13 Nov 1287.90 1.05 -0.05 37.54 21 -4 305
12 Nov 1326.00 1.1 0.00 42.01 1 0 309
11 Nov 1347.90 1.1 -0.25 44.05 9 -1 310
8 Nov 1362.10 1.35 -0.10 43.39 19 -6 314
7 Nov 1353.10 1.45 -0.25 42.78 28 -6 320
6 Nov 1370.00 1.7 -1.25 45.79 135 -4 326
5 Nov 1329.35 2.95 -0.70 43.63 708 246 331
4 Nov 1349.25 3.65 47.59 132 84 84


For Adani Port & Sez Ltd - strike price 1120 expiring on 28NOV2024

Delta for 1120 PE is -0.47

Historical price for 1120 PE is as follows

On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 56.5, which was 55.80 higher than the previous day. The implied volatity was 92.46, the open interest changed by 1554 which increased total open position to 1854


On 20 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 45.05, the open interest changed by -27 which decreased total open position to 300


On 19 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 45.05, the open interest changed by -27 which decreased total open position to 300


On 18 Nov ADANIPORTS was trading at 1279.30. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 44.64, the open interest changed by -14 which decreased total open position to 327


On 14 Nov ADANIPORTS was trading at 1264.55. The strike last trading price was 1.55, which was 0.50 higher than the previous day. The implied volatity was 37.46, the open interest changed by 23 which increased total open position to 328


On 13 Nov ADANIPORTS was trading at 1287.90. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 37.54, the open interest changed by -4 which decreased total open position to 305


On 12 Nov ADANIPORTS was trading at 1326.00. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 42.01, the open interest changed by 0 which decreased total open position to 309


On 11 Nov ADANIPORTS was trading at 1347.90. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 44.05, the open interest changed by -1 which decreased total open position to 310


On 8 Nov ADANIPORTS was trading at 1362.10. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 43.39, the open interest changed by -6 which decreased total open position to 314


On 7 Nov ADANIPORTS was trading at 1353.10. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 42.78, the open interest changed by -6 which decreased total open position to 320


On 6 Nov ADANIPORTS was trading at 1370.00. The strike last trading price was 1.7, which was -1.25 lower than the previous day. The implied volatity was 45.79, the open interest changed by -4 which decreased total open position to 326


On 5 Nov ADANIPORTS was trading at 1329.35. The strike last trading price was 2.95, which was -0.70 lower than the previous day. The implied volatity was 43.63, the open interest changed by 246 which increased total open position to 331


On 4 Nov ADANIPORTS was trading at 1349.25. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was 47.59, the open interest changed by 84 which increased total open position to 84