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

1288.65 72.85 (5.99%)

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Historical option data for ADANIPORTS

03 Dec 2024 04:10 PM IST
ADANIPORTS 26DEC2024 1180 CE
Delta: 0.86
Vega: 0.73
Theta: -0.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1288.65 123.45 48.65 36.43 1,264 -326 820
2 Dec 1215.80 74.8 10.80 41.17 1,850 -85 1,152
29 Nov 1190.05 64 -3.45 43.42 6,710 180 1,237
28 Nov 1167.60 67.45 -15.55 52.76 3,458 419 1,048
27 Nov 1199.95 83 36.55 52.58 6,250 274 628
26 Nov 1128.85 46.45 -17.30 48.67 805 75 356
25 Nov 1166.80 63.75 3.25 49.54 1,194 228 283
22 Nov 1136.75 60.5 0.50 53.47 417 53 108
21 Nov 1114.65 60 58.45 176 54 54


For Adani Port & Sez Ltd - strike price 1180 expiring on 26DEC2024

Delta for 1180 CE is 0.86

Historical price for 1180 CE is as follows

On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 123.45, which was 48.65 higher than the previous day. The implied volatity was 36.43, the open interest changed by -326 which decreased total open position to 820


On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 74.8, which was 10.80 higher than the previous day. The implied volatity was 41.17, the open interest changed by -85 which decreased total open position to 1152


On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 64, which was -3.45 lower than the previous day. The implied volatity was 43.42, the open interest changed by 180 which increased total open position to 1237


On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 67.45, which was -15.55 lower than the previous day. The implied volatity was 52.76, the open interest changed by 419 which increased total open position to 1048


On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 83, which was 36.55 higher than the previous day. The implied volatity was 52.58, the open interest changed by 274 which increased total open position to 628


On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 46.45, which was -17.30 lower than the previous day. The implied volatity was 48.67, the open interest changed by 75 which increased total open position to 356


On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 63.75, which was 3.25 higher than the previous day. The implied volatity was 49.54, the open interest changed by 228 which increased total open position to 283


On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 60.5, which was 0.50 higher than the previous day. The implied volatity was 53.47, the open interest changed by 53 which increased total open position to 108


On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 60, which was lower than the previous day. The implied volatity was 58.45, the open interest changed by 54 which increased total open position to 54


ADANIPORTS 26DEC2024 1180 PE
Delta: -0.18
Vega: 0.84
Theta: -0.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1288.65 13.85 -15.75 42.53 5,120 59 1,407
2 Dec 1215.80 29.6 -18.15 39.45 2,536 266 1,355
29 Nov 1190.05 47.75 -20.85 43.37 5,366 326 1,089
28 Nov 1167.60 68.6 10.65 52.69 3,558 321 760
27 Nov 1199.95 57.95 -28.85 52.41 2,190 174 441
26 Nov 1128.85 86.8 15.25 49.85 477 48 269
25 Nov 1166.80 71.55 -23.55 50.22 566 198 201
22 Nov 1136.75 95.1 -4.90 56.03 10 8 11
21 Nov 1114.65 100 51.34 8 2 2


For Adani Port & Sez Ltd - strike price 1180 expiring on 26DEC2024

Delta for 1180 PE is -0.18

Historical price for 1180 PE is as follows

On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 13.85, which was -15.75 lower than the previous day. The implied volatity was 42.53, the open interest changed by 59 which increased total open position to 1407


On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 29.6, which was -18.15 lower than the previous day. The implied volatity was 39.45, the open interest changed by 266 which increased total open position to 1355


On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 47.75, which was -20.85 lower than the previous day. The implied volatity was 43.37, the open interest changed by 326 which increased total open position to 1089


On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 68.6, which was 10.65 higher than the previous day. The implied volatity was 52.69, the open interest changed by 321 which increased total open position to 760


On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 57.95, which was -28.85 lower than the previous day. The implied volatity was 52.41, the open interest changed by 174 which increased total open position to 441


On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 86.8, which was 15.25 higher than the previous day. The implied volatity was 49.85, the open interest changed by 48 which increased total open position to 269


On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 71.55, which was -23.55 lower than the previous day. The implied volatity was 50.22, the open interest changed by 198 which increased total open position to 201


On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 95.1, which was -4.90 lower than the previous day. The implied volatity was 56.03, the open interest changed by 8 which increased total open position to 11


On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 100, which was lower than the previous day. The implied volatity was 51.34, the open interest changed by 2 which increased total open position to 2