ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
20 Dec 2024 04:10 PM IST
| ADANIPORTS 26DEC2024 1140 CE | ||||||||||
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Delta: 0.85
Vega: 0.35
Theta: -1.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1182.45 | 46.4 | -23.00 | 27.99 | 140 | -10 | 259 | |||
| 19 Dec | 1205.00 | 69.4 | -9.40 | 34.41 | 22 | -7 | 270 | |||
| 18 Dec | 1210.05 | 78.8 | -36.60 | 40.51 | 22 | 0 | 281 | |||
| 17 Dec | 1231.90 | 115.4 | 0.75 | 74.49 | 2 | 0 | 281 | |||
| 16 Dec | 1243.15 | 114.65 | -11.85 | 54.17 | 3 | 1 | 282 | |||
| 13 Dec | 1259.95 | 126.5 | 6.50 | 37.63 | 7 | 0 | 281 | |||
| 12 Dec | 1244.00 | 120 | 15.00 | 50.78 | 71 | -32 | 281 | |||
| 11 Dec | 1233.80 | 105 | -17.90 | 40.86 | 19 | 8 | 313 | |||
| 10 Dec | 1248.75 | 122.9 | -10.20 | 39.96 | 25 | -11 | 306 | |||
| 9 Dec | 1266.85 | 133.1 | -0.10 | 30.07 | 8 | -4 | 316 | |||
| 6 Dec | 1259.05 | 133.2 | -11.80 | 42.61 | 8 | -4 | 320 | |||
| 5 Dec | 1277.05 | 145 | 2.75 | 33.55 | 34 | -2 | 322 | |||
| 4 Dec | 1269.55 | 142.25 | -17.75 | 40.32 | 112 | -16 | 324 | |||
| 3 Dec | 1288.65 | 160 | 55.05 | 39.95 | 819 | -475 | 355 | |||
| 2 Dec | 1215.80 | 104.95 | 15.45 | 44.63 | 204 | -67 | 830 | |||
| 29 Nov | 1190.05 | 89.5 | -0.85 | 45.55 | 802 | -58 | 899 | |||
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| 28 Nov | 1167.60 | 90.35 | -15.80 | 54.77 | 1,073 | -183 | 958 | |||
| 27 Nov | 1199.95 | 106.15 | 39.60 | 52.93 | 6,762 | 356 | 1,142 | |||
| 26 Nov | 1128.85 | 66.55 | -22.70 | 51.17 | 1,272 | 354 | 788 | |||
| 25 Nov | 1166.80 | 89.25 | 9.25 | 53.81 | 943 | 79 | 443 | |||
| 22 Nov | 1136.75 | 80 | 2.20 | 54.86 | 1,584 | 112 | 476 | |||
| 21 Nov | 1114.65 | 77.8 | 59.35 | 1,542 | 362 | 362 | ||||
For Adani Port & Sez Ltd - strike price 1140 expiring on 26DEC2024
Delta for 1140 CE is 0.85
Historical price for 1140 CE is as follows
On 20 Dec ADANIPORTS was trading at 1182.45. The strike last trading price was 46.4, which was -23.00 lower than the previous day. The implied volatity was 27.99, the open interest changed by -10 which decreased total open position to 259
On 19 Dec ADANIPORTS was trading at 1205.00. The strike last trading price was 69.4, which was -9.40 lower than the previous day. The implied volatity was 34.41, the open interest changed by -7 which decreased total open position to 270
On 18 Dec ADANIPORTS was trading at 1210.05. The strike last trading price was 78.8, which was -36.60 lower than the previous day. The implied volatity was 40.51, the open interest changed by 0 which decreased total open position to 281
On 17 Dec ADANIPORTS was trading at 1231.90. The strike last trading price was 115.4, which was 0.75 higher than the previous day. The implied volatity was 74.49, the open interest changed by 0 which decreased total open position to 281
On 16 Dec ADANIPORTS was trading at 1243.15. The strike last trading price was 114.65, which was -11.85 lower than the previous day. The implied volatity was 54.17, the open interest changed by 1 which increased total open position to 282
On 13 Dec ADANIPORTS was trading at 1259.95. The strike last trading price was 126.5, which was 6.50 higher than the previous day. The implied volatity was 37.63, the open interest changed by 0 which decreased total open position to 281
On 12 Dec ADANIPORTS was trading at 1244.00. The strike last trading price was 120, which was 15.00 higher than the previous day. The implied volatity was 50.78, the open interest changed by -32 which decreased total open position to 281
On 11 Dec ADANIPORTS was trading at 1233.80. The strike last trading price was 105, which was -17.90 lower than the previous day. The implied volatity was 40.86, the open interest changed by 8 which increased total open position to 313
On 10 Dec ADANIPORTS was trading at 1248.75. The strike last trading price was 122.9, which was -10.20 lower than the previous day. The implied volatity was 39.96, the open interest changed by -11 which decreased total open position to 306
On 9 Dec ADANIPORTS was trading at 1266.85. The strike last trading price was 133.1, which was -0.10 lower than the previous day. The implied volatity was 30.07, the open interest changed by -4 which decreased total open position to 316
On 6 Dec ADANIPORTS was trading at 1259.05. The strike last trading price was 133.2, which was -11.80 lower than the previous day. The implied volatity was 42.61, the open interest changed by -4 which decreased total open position to 320
On 5 Dec ADANIPORTS was trading at 1277.05. The strike last trading price was 145, which was 2.75 higher than the previous day. The implied volatity was 33.55, the open interest changed by -2 which decreased total open position to 322
On 4 Dec ADANIPORTS was trading at 1269.55. The strike last trading price was 142.25, which was -17.75 lower than the previous day. The implied volatity was 40.32, the open interest changed by -16 which decreased total open position to 324
On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 160, which was 55.05 higher than the previous day. The implied volatity was 39.95, the open interest changed by -475 which decreased total open position to 355
On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 104.95, which was 15.45 higher than the previous day. The implied volatity was 44.63, the open interest changed by -67 which decreased total open position to 830
On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 89.5, which was -0.85 lower than the previous day. The implied volatity was 45.55, the open interest changed by -58 which decreased total open position to 899
On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 90.35, which was -15.80 lower than the previous day. The implied volatity was 54.77, the open interest changed by -183 which decreased total open position to 958
On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 106.15, which was 39.60 higher than the previous day. The implied volatity was 52.93, the open interest changed by 356 which increased total open position to 1142
On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 66.55, which was -22.70 lower than the previous day. The implied volatity was 51.17, the open interest changed by 354 which increased total open position to 788
On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 89.25, which was 9.25 higher than the previous day. The implied volatity was 53.81, the open interest changed by 79 which increased total open position to 443
On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 80, which was 2.20 higher than the previous day. The implied volatity was 54.86, the open interest changed by 112 which increased total open position to 476
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 77.8, which was lower than the previous day. The implied volatity was 59.35, the open interest changed by 362 which increased total open position to 362
| ADANIPORTS 26DEC2024 1140 PE | |||||||
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Delta: -0.19
Vega: 0.41
Theta: -1.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1182.45 | 5.6 | 0.05 | 34.20 | 3,471 | -124 | 687 |
| 19 Dec | 1205.00 | 5.55 | 0.20 | 40.92 | 1,539 | -121 | 811 |
| 18 Dec | 1210.05 | 5.35 | 1.15 | 40.38 | 1,545 | -33 | 931 |
| 17 Dec | 1231.90 | 4.2 | 0.00 | 41.97 | 887 | -20 | 950 |
| 16 Dec | 1243.15 | 4.2 | 0.25 | 42.74 | 753 | 23 | 970 |
| 13 Dec | 1259.95 | 3.95 | -1.30 | 41.15 | 1,530 | 16 | 948 |
| 12 Dec | 1244.00 | 5.25 | -1.55 | 39.23 | 1,569 | 23 | 936 |
| 11 Dec | 1233.80 | 6.8 | 1.25 | 38.08 | 801 | 68 | 912 |
| 10 Dec | 1248.75 | 5.55 | -0.05 | 39.22 | 1,046 | -33 | 846 |
| 9 Dec | 1266.85 | 5.6 | -1.60 | 41.27 | 1,108 | -80 | 880 |
| 6 Dec | 1259.05 | 7.2 | 0.35 | 39.44 | 1,154 | 53 | 959 |
| 5 Dec | 1277.05 | 6.85 | -3.40 | 41.39 | 1,050 | -129 | 903 |
| 4 Dec | 1269.55 | 10.25 | 0.70 | 44.38 | 1,617 | 78 | 1,034 |
| 3 Dec | 1288.65 | 9.55 | -9.70 | 46.13 | 3,427 | -76 | 977 |
| 2 Dec | 1215.80 | 19.25 | -13.10 | 41.84 | 2,114 | 31 | 1,065 |
| 29 Nov | 1190.05 | 32.35 | -17.85 | 44.47 | 2,751 | 107 | 1,038 |
| 28 Nov | 1167.60 | 50.2 | 7.70 | 53.25 | 1,732 | -52 | 930 |
| 27 Nov | 1199.95 | 42.5 | -25.65 | 53.64 | 4,614 | 252 | 984 |
| 26 Nov | 1128.85 | 68.15 | 13.20 | 53.05 | 1,813 | 322 | 733 |
| 25 Nov | 1166.80 | 54.95 | -19.45 | 52.66 | 1,023 | 365 | 418 |
| 22 Nov | 1136.75 | 74.4 | -20.40 | 57.02 | 497 | 176 | 229 |
| 21 Nov | 1114.65 | 94.8 | 64.68 | 183 | 53 | 53 | |
For Adani Port & Sez Ltd - strike price 1140 expiring on 26DEC2024
Delta for 1140 PE is -0.19
Historical price for 1140 PE is as follows
On 20 Dec ADANIPORTS was trading at 1182.45. The strike last trading price was 5.6, which was 0.05 higher than the previous day. The implied volatity was 34.20, the open interest changed by -124 which decreased total open position to 687
On 19 Dec ADANIPORTS was trading at 1205.00. The strike last trading price was 5.55, which was 0.20 higher than the previous day. The implied volatity was 40.92, the open interest changed by -121 which decreased total open position to 811
On 18 Dec ADANIPORTS was trading at 1210.05. The strike last trading price was 5.35, which was 1.15 higher than the previous day. The implied volatity was 40.38, the open interest changed by -33 which decreased total open position to 931
On 17 Dec ADANIPORTS was trading at 1231.90. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 41.97, the open interest changed by -20 which decreased total open position to 950
On 16 Dec ADANIPORTS was trading at 1243.15. The strike last trading price was 4.2, which was 0.25 higher than the previous day. The implied volatity was 42.74, the open interest changed by 23 which increased total open position to 970
On 13 Dec ADANIPORTS was trading at 1259.95. The strike last trading price was 3.95, which was -1.30 lower than the previous day. The implied volatity was 41.15, the open interest changed by 16 which increased total open position to 948
On 12 Dec ADANIPORTS was trading at 1244.00. The strike last trading price was 5.25, which was -1.55 lower than the previous day. The implied volatity was 39.23, the open interest changed by 23 which increased total open position to 936
On 11 Dec ADANIPORTS was trading at 1233.80. The strike last trading price was 6.8, which was 1.25 higher than the previous day. The implied volatity was 38.08, the open interest changed by 68 which increased total open position to 912
On 10 Dec ADANIPORTS was trading at 1248.75. The strike last trading price was 5.55, which was -0.05 lower than the previous day. The implied volatity was 39.22, the open interest changed by -33 which decreased total open position to 846
On 9 Dec ADANIPORTS was trading at 1266.85. The strike last trading price was 5.6, which was -1.60 lower than the previous day. The implied volatity was 41.27, the open interest changed by -80 which decreased total open position to 880
On 6 Dec ADANIPORTS was trading at 1259.05. The strike last trading price was 7.2, which was 0.35 higher than the previous day. The implied volatity was 39.44, the open interest changed by 53 which increased total open position to 959
On 5 Dec ADANIPORTS was trading at 1277.05. The strike last trading price was 6.85, which was -3.40 lower than the previous day. The implied volatity was 41.39, the open interest changed by -129 which decreased total open position to 903
On 4 Dec ADANIPORTS was trading at 1269.55. The strike last trading price was 10.25, which was 0.70 higher than the previous day. The implied volatity was 44.38, the open interest changed by 78 which increased total open position to 1034
On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 9.55, which was -9.70 lower than the previous day. The implied volatity was 46.13, the open interest changed by -76 which decreased total open position to 977
On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 19.25, which was -13.10 lower than the previous day. The implied volatity was 41.84, the open interest changed by 31 which increased total open position to 1065
On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 32.35, which was -17.85 lower than the previous day. The implied volatity was 44.47, the open interest changed by 107 which increased total open position to 1038
On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 50.2, which was 7.70 higher than the previous day. The implied volatity was 53.25, the open interest changed by -52 which decreased total open position to 930
On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 42.5, which was -25.65 lower than the previous day. The implied volatity was 53.64, the open interest changed by 252 which increased total open position to 984
On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 68.15, which was 13.20 higher than the previous day. The implied volatity was 53.05, the open interest changed by 322 which increased total open position to 733
On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 54.95, which was -19.45 lower than the previous day. The implied volatity was 52.66, the open interest changed by 365 which increased total open position to 418
On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 74.4, which was -20.40 lower than the previous day. The implied volatity was 57.02, the open interest changed by 176 which increased total open position to 229
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 94.8, which was lower than the previous day. The implied volatity was 64.68, the open interest changed by 53 which increased total open position to 53
