ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
20 Dec 2024 04:10 PM IST
| ADANIPORTS 26DEC2024 1160 CE | ||||||||||
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Delta: 0.74
Vega: 0.50
Theta: -1.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1182.45 | 29.45 | -22.95 | 25.23 | 733 | 114 | 565 | |||
| 19 Dec | 1205.00 | 52.4 | -7.35 | 33.69 | 128 | -21 | 451 | |||
| 18 Dec | 1210.05 | 59.75 | -22.10 | 34.62 | 17 | -3 | 469 | |||
| 17 Dec | 1231.90 | 81.85 | -24.20 | 40.84 | 14 | -1 | 472 | |||
| 16 Dec | 1243.15 | 106.05 | 0.55 | 66.28 | 1 | 0 | 473 | |||
| 13 Dec | 1259.95 | 105.5 | 10.10 | 29.13 | 12 | -3 | 473 | |||
| 12 Dec | 1244.00 | 95.4 | 7.55 | 36.71 | 63 | -24 | 476 | |||
| 11 Dec | 1233.80 | 87.85 | -11.90 | 39.10 | 28 | -3 | 502 | |||
| 10 Dec | 1248.75 | 99.75 | -20.30 | 27.89 | 15 | -4 | 505 | |||
| 9 Dec | 1266.85 | 120.05 | 3.65 | 41.20 | 18 | -3 | 510 | |||
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| 6 Dec | 1259.05 | 116.4 | -10.50 | 41.89 | 20 | -10 | 514 | |||
| 5 Dec | 1277.05 | 126.9 | 4.00 | 33.38 | 24 | -2 | 522 | |||
| 4 Dec | 1269.55 | 122.9 | -18.35 | 36.61 | 36 | 9 | 525 | |||
| 3 Dec | 1288.65 | 141.25 | 53.00 | 37.72 | 851 | -334 | 519 | |||
| 2 Dec | 1215.80 | 88.25 | 12.65 | 41.77 | 764 | -64 | 852 | |||
| 29 Nov | 1190.05 | 75.6 | -1.85 | 43.95 | 2,368 | 6 | 917 | |||
| 28 Nov | 1167.60 | 77.45 | -16.55 | 52.97 | 1,719 | 32 | 958 | |||
| 27 Nov | 1199.95 | 94 | 37.80 | 52.65 | 6,614 | 141 | 928 | |||
| 26 Nov | 1128.85 | 56.2 | -18.05 | 50.05 | 1,865 | 442 | 783 | |||
| 25 Nov | 1166.80 | 74.25 | 3.25 | 50.29 | 1,501 | 217 | 344 | |||
| 22 Nov | 1136.75 | 71 | 3.00 | 55.00 | 663 | 78 | 205 | |||
| 21 Nov | 1114.65 | 68 | 68.00 | 58.67 | 278 | 126 | 126 | |||
| 24 Oct | 1354.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1355.20 | 0 | - | 0 | 0 | 0 | ||||
For Adani Port & Sez Ltd - strike price 1160 expiring on 26DEC2024
Delta for 1160 CE is 0.74
Historical price for 1160 CE is as follows
On 20 Dec ADANIPORTS was trading at 1182.45. The strike last trading price was 29.45, which was -22.95 lower than the previous day. The implied volatity was 25.23, the open interest changed by 114 which increased total open position to 565
On 19 Dec ADANIPORTS was trading at 1205.00. The strike last trading price was 52.4, which was -7.35 lower than the previous day. The implied volatity was 33.69, the open interest changed by -21 which decreased total open position to 451
On 18 Dec ADANIPORTS was trading at 1210.05. The strike last trading price was 59.75, which was -22.10 lower than the previous day. The implied volatity was 34.62, the open interest changed by -3 which decreased total open position to 469
On 17 Dec ADANIPORTS was trading at 1231.90. The strike last trading price was 81.85, which was -24.20 lower than the previous day. The implied volatity was 40.84, the open interest changed by -1 which decreased total open position to 472
On 16 Dec ADANIPORTS was trading at 1243.15. The strike last trading price was 106.05, which was 0.55 higher than the previous day. The implied volatity was 66.28, the open interest changed by 0 which decreased total open position to 473
On 13 Dec ADANIPORTS was trading at 1259.95. The strike last trading price was 105.5, which was 10.10 higher than the previous day. The implied volatity was 29.13, the open interest changed by -3 which decreased total open position to 473
On 12 Dec ADANIPORTS was trading at 1244.00. The strike last trading price was 95.4, which was 7.55 higher than the previous day. The implied volatity was 36.71, the open interest changed by -24 which decreased total open position to 476
On 11 Dec ADANIPORTS was trading at 1233.80. The strike last trading price was 87.85, which was -11.90 lower than the previous day. The implied volatity was 39.10, the open interest changed by -3 which decreased total open position to 502
On 10 Dec ADANIPORTS was trading at 1248.75. The strike last trading price was 99.75, which was -20.30 lower than the previous day. The implied volatity was 27.89, the open interest changed by -4 which decreased total open position to 505
On 9 Dec ADANIPORTS was trading at 1266.85. The strike last trading price was 120.05, which was 3.65 higher than the previous day. The implied volatity was 41.20, the open interest changed by -3 which decreased total open position to 510
On 6 Dec ADANIPORTS was trading at 1259.05. The strike last trading price was 116.4, which was -10.50 lower than the previous day. The implied volatity was 41.89, the open interest changed by -10 which decreased total open position to 514
On 5 Dec ADANIPORTS was trading at 1277.05. The strike last trading price was 126.9, which was 4.00 higher than the previous day. The implied volatity was 33.38, the open interest changed by -2 which decreased total open position to 522
On 4 Dec ADANIPORTS was trading at 1269.55. The strike last trading price was 122.9, which was -18.35 lower than the previous day. The implied volatity was 36.61, the open interest changed by 9 which increased total open position to 525
On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 141.25, which was 53.00 higher than the previous day. The implied volatity was 37.72, the open interest changed by -334 which decreased total open position to 519
On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 88.25, which was 12.65 higher than the previous day. The implied volatity was 41.77, the open interest changed by -64 which decreased total open position to 852
On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 75.6, which was -1.85 lower than the previous day. The implied volatity was 43.95, the open interest changed by 6 which increased total open position to 917
On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 77.45, which was -16.55 lower than the previous day. The implied volatity was 52.97, the open interest changed by 32 which increased total open position to 958
On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 94, which was 37.80 higher than the previous day. The implied volatity was 52.65, the open interest changed by 141 which increased total open position to 928
On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 56.2, which was -18.05 lower than the previous day. The implied volatity was 50.05, the open interest changed by 442 which increased total open position to 783
On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 74.25, which was 3.25 higher than the previous day. The implied volatity was 50.29, the open interest changed by 217 which increased total open position to 344
On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 71, which was 3.00 higher than the previous day. The implied volatity was 55.00, the open interest changed by 78 which increased total open position to 205
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 68, which was 68.00 higher than the previous day. The implied volatity was 58.67, the open interest changed by 126 which increased total open position to 126
On 24 Oct ADANIPORTS was trading at 1354.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ADANIPORTS was trading at 1355.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ADANIPORTS 26DEC2024 1160 PE | |||||||
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Delta: -0.29
Vega: 0.52
Theta: -1.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1182.45 | 8.5 | 1.05 | 29.66 | 4,714 | -61 | 1,078 |
| 19 Dec | 1205.00 | 7.45 | 0.15 | 36.39 | 1,902 | -62 | 1,140 |
| 18 Dec | 1210.05 | 7.3 | 1.90 | 36.66 | 1,915 | -110 | 1,212 |
| 17 Dec | 1231.90 | 5.4 | 0.20 | 38.17 | 1,289 | 40 | 1,343 |
| 16 Dec | 1243.15 | 5.2 | 0.50 | 38.91 | 1,129 | -43 | 1,302 |
| 13 Dec | 1259.95 | 4.7 | -1.90 | 37.64 | 2,343 | -143 | 1,344 |
| 12 Dec | 1244.00 | 6.6 | -2.10 | 36.32 | 3,372 | 199 | 1,474 |
| 11 Dec | 1233.80 | 8.7 | 1.60 | 35.46 | 806 | 52 | 1,273 |
| 10 Dec | 1248.75 | 7.1 | 0.00 | 36.90 | 850 | -9 | 1,215 |
| 9 Dec | 1266.85 | 7.1 | -1.95 | 39.15 | 1,232 | 68 | 1,227 |
| 6 Dec | 1259.05 | 9.05 | 0.65 | 37.48 | 1,760 | -336 | 1,154 |
| 5 Dec | 1277.05 | 8.4 | -4.10 | 39.36 | 1,420 | 33 | 1,493 |
| 4 Dec | 1269.55 | 12.5 | 1.05 | 42.57 | 1,312 | -29 | 1,452 |
| 3 Dec | 1288.65 | 11.45 | -12.40 | 44.27 | 4,228 | -142 | 1,493 |
| 2 Dec | 1215.80 | 23.85 | -15.25 | 40.55 | 2,170 | 360 | 1,676 |
| 29 Nov | 1190.05 | 39.1 | -19.90 | 43.58 | 3,804 | 308 | 1,324 |
| 28 Nov | 1167.60 | 59 | 9.85 | 53.07 | 3,145 | 82 | 1,025 |
| 27 Nov | 1199.95 | 49.15 | -27.45 | 52.52 | 3,146 | 195 | 942 |
| 26 Nov | 1128.85 | 76.6 | 13.60 | 51.13 | 1,361 | 452 | 748 |
| 25 Nov | 1166.80 | 63 | -21.90 | 51.57 | 1,060 | 289 | 299 |
| 22 Nov | 1136.75 | 84.9 | -23.40 | 56.91 | 125 | 41 | 51 |
| 21 Nov | 1114.65 | 108.3 | 108.30 | 66.22 | 27 | 4 | 5 |
| 24 Oct | 1354.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1355.20 | 0 | - | 0 | 0 | 0 | |
For Adani Port & Sez Ltd - strike price 1160 expiring on 26DEC2024
Delta for 1160 PE is -0.29
Historical price for 1160 PE is as follows
On 20 Dec ADANIPORTS was trading at 1182.45. The strike last trading price was 8.5, which was 1.05 higher than the previous day. The implied volatity was 29.66, the open interest changed by -61 which decreased total open position to 1078
On 19 Dec ADANIPORTS was trading at 1205.00. The strike last trading price was 7.45, which was 0.15 higher than the previous day. The implied volatity was 36.39, the open interest changed by -62 which decreased total open position to 1140
On 18 Dec ADANIPORTS was trading at 1210.05. The strike last trading price was 7.3, which was 1.90 higher than the previous day. The implied volatity was 36.66, the open interest changed by -110 which decreased total open position to 1212
On 17 Dec ADANIPORTS was trading at 1231.90. The strike last trading price was 5.4, which was 0.20 higher than the previous day. The implied volatity was 38.17, the open interest changed by 40 which increased total open position to 1343
On 16 Dec ADANIPORTS was trading at 1243.15. The strike last trading price was 5.2, which was 0.50 higher than the previous day. The implied volatity was 38.91, the open interest changed by -43 which decreased total open position to 1302
On 13 Dec ADANIPORTS was trading at 1259.95. The strike last trading price was 4.7, which was -1.90 lower than the previous day. The implied volatity was 37.64, the open interest changed by -143 which decreased total open position to 1344
On 12 Dec ADANIPORTS was trading at 1244.00. The strike last trading price was 6.6, which was -2.10 lower than the previous day. The implied volatity was 36.32, the open interest changed by 199 which increased total open position to 1474
On 11 Dec ADANIPORTS was trading at 1233.80. The strike last trading price was 8.7, which was 1.60 higher than the previous day. The implied volatity was 35.46, the open interest changed by 52 which increased total open position to 1273
On 10 Dec ADANIPORTS was trading at 1248.75. The strike last trading price was 7.1, which was 0.00 lower than the previous day. The implied volatity was 36.90, the open interest changed by -9 which decreased total open position to 1215
On 9 Dec ADANIPORTS was trading at 1266.85. The strike last trading price was 7.1, which was -1.95 lower than the previous day. The implied volatity was 39.15, the open interest changed by 68 which increased total open position to 1227
On 6 Dec ADANIPORTS was trading at 1259.05. The strike last trading price was 9.05, which was 0.65 higher than the previous day. The implied volatity was 37.48, the open interest changed by -336 which decreased total open position to 1154
On 5 Dec ADANIPORTS was trading at 1277.05. The strike last trading price was 8.4, which was -4.10 lower than the previous day. The implied volatity was 39.36, the open interest changed by 33 which increased total open position to 1493
On 4 Dec ADANIPORTS was trading at 1269.55. The strike last trading price was 12.5, which was 1.05 higher than the previous day. The implied volatity was 42.57, the open interest changed by -29 which decreased total open position to 1452
On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 11.45, which was -12.40 lower than the previous day. The implied volatity was 44.27, the open interest changed by -142 which decreased total open position to 1493
On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 23.85, which was -15.25 lower than the previous day. The implied volatity was 40.55, the open interest changed by 360 which increased total open position to 1676
On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 39.1, which was -19.90 lower than the previous day. The implied volatity was 43.58, the open interest changed by 308 which increased total open position to 1324
On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 59, which was 9.85 higher than the previous day. The implied volatity was 53.07, the open interest changed by 82 which increased total open position to 1025
On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 49.15, which was -27.45 lower than the previous day. The implied volatity was 52.52, the open interest changed by 195 which increased total open position to 942
On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 76.6, which was 13.60 higher than the previous day. The implied volatity was 51.13, the open interest changed by 452 which increased total open position to 748
On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 63, which was -21.90 lower than the previous day. The implied volatity was 51.57, the open interest changed by 289 which increased total open position to 299
On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 84.9, which was -23.40 lower than the previous day. The implied volatity was 56.91, the open interest changed by 41 which increased total open position to 51
On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 108.3, which was 108.30 higher than the previous day. The implied volatity was 66.22, the open interest changed by 4 which increased total open position to 5
On 24 Oct ADANIPORTS was trading at 1354.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ADANIPORTS was trading at 1355.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
