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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 1220 CE
Delta: 0.76
Vega: 1.00
Theta: -1.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1288.65 91.9 41.75 36.04 5,762 -1,081 1,303
2 Dec 1215.80 50.15 5.50 38.98 6,764 152 2,405
29 Nov 1190.05 44.65 -4.25 42.77 7,260 114 2,263
28 Nov 1167.60 48.9 -12.85 51.23 9,701 1,133 2,150
27 Nov 1199.95 61.75 31.75 50.99 7,792 691 1,020
26 Nov 1128.85 30 -13.30 45.94 548 152 329
25 Nov 1166.80 43.3 -0.70 46.36 675 134 177
22 Nov 1136.75 44 1.35 51.89 442 72 115
21 Nov 1114.65 42.65 -162.05 55.65 84 38 38
20 Nov 1289.65 204.7 0.00 - 0 0 0
19 Nov 1289.65 204.7 0.00 - 0 0 0
18 Nov 1279.30 204.7 0.00 - 0 0 0
14 Nov 1264.55 204.7 0.00 - 0 0 0
13 Nov 1287.90 204.7 0.00 - 0 0 0
12 Nov 1326.00 204.7 0.00 - 0 0 0
11 Nov 1347.90 204.7 0.00 - 0 0 0
7 Nov 1353.10 204.7 0.00 - 0 0 0
5 Nov 1329.35 204.7 - 0 0 0


For Adani Port & Sez Ltd - strike price 1220 expiring on 26DEC2024

Delta for 1220 CE is 0.76

Historical price for 1220 CE is as follows

On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 91.9, which was 41.75 higher than the previous day. The implied volatity was 36.04, the open interest changed by -1081 which decreased total open position to 1303


On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 50.15, which was 5.50 higher than the previous day. The implied volatity was 38.98, the open interest changed by 152 which increased total open position to 2405


On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 44.65, which was -4.25 lower than the previous day. The implied volatity was 42.77, the open interest changed by 114 which increased total open position to 2263


On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 48.9, which was -12.85 lower than the previous day. The implied volatity was 51.23, the open interest changed by 1133 which increased total open position to 2150


On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 61.75, which was 31.75 higher than the previous day. The implied volatity was 50.99, the open interest changed by 691 which increased total open position to 1020


On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 30, which was -13.30 lower than the previous day. The implied volatity was 45.94, the open interest changed by 152 which increased total open position to 329


On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 43.3, which was -0.70 lower than the previous day. The implied volatity was 46.36, the open interest changed by 134 which increased total open position to 177


On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 44, which was 1.35 higher than the previous day. The implied volatity was 51.89, the open interest changed by 72 which increased total open position to 115


On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 42.65, which was -162.05 lower than the previous day. The implied volatity was 55.65, the open interest changed by 38 which increased total open position to 38


On 20 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 204.7, 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 204.7, 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 204.7, 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 204.7, 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 204.7, 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 204.7, 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 204.7, 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 204.7, 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 204.7, 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 26DEC2024 1220 PE
Delta: -0.26
Vega: 1.04
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1288.65 21.05 -23.95 39.75 7,144 286 1,428
2 Dec 1215.80 45 -23.00 37.65 2,501 266 1,145
29 Nov 1190.05 68 -21.50 42.64 1,551 -45 876
28 Nov 1167.60 89.5 12.25 50.95 2,398 327 920
27 Nov 1199.95 77.25 -39.10 51.48 1,740 462 591
26 Nov 1128.85 116.35 24.85 52.51 83 66 129
25 Nov 1166.80 91.5 -36.50 47.62 68 58 63
22 Nov 1136.75 128 -22.00 61.84 17 4 9
21 Nov 1114.65 150 135.00 68.56 4 1 5
20 Nov 1289.65 15 0.00 27.62 3 3 3
19 Nov 1289.65 15 -7.60 27.62 3 2 3
18 Nov 1279.30 22.6 0.00 0.00 0 1 0
14 Nov 1264.55 22.6 -12.60 27.65 1 0 0
13 Nov 1287.90 35.2 0.00 5.24 0 0 0
12 Nov 1326.00 35.2 0.00 8.62 0 0 0
11 Nov 1347.90 35.2 0.00 8.26 0 0 0
7 Nov 1353.10 35.2 0.00 8.38 0 0 0
5 Nov 1329.35 35.2 6.99 0 0 0


For Adani Port & Sez Ltd - strike price 1220 expiring on 26DEC2024

Delta for 1220 PE is -0.26

Historical price for 1220 PE is as follows

On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 21.05, which was -23.95 lower than the previous day. The implied volatity was 39.75, the open interest changed by 286 which increased total open position to 1428


On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 45, which was -23.00 lower than the previous day. The implied volatity was 37.65, the open interest changed by 266 which increased total open position to 1145


On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 68, which was -21.50 lower than the previous day. The implied volatity was 42.64, the open interest changed by -45 which decreased total open position to 876


On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 89.5, which was 12.25 higher than the previous day. The implied volatity was 50.95, the open interest changed by 327 which increased total open position to 920


On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 77.25, which was -39.10 lower than the previous day. The implied volatity was 51.48, the open interest changed by 462 which increased total open position to 591


On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 116.35, which was 24.85 higher than the previous day. The implied volatity was 52.51, the open interest changed by 66 which increased total open position to 129


On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 91.5, which was -36.50 lower than the previous day. The implied volatity was 47.62, the open interest changed by 58 which increased total open position to 63


On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 128, which was -22.00 lower than the previous day. The implied volatity was 61.84, the open interest changed by 4 which increased total open position to 9


On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 150, which was 135.00 higher than the previous day. The implied volatity was 68.56, the open interest changed by 1 which increased total open position to 5


On 20 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 27.62, the open interest changed by 3 which increased total open position to 3


On 19 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 15, which was -7.60 lower than the previous day. The implied volatity was 27.62, the open interest changed by 2 which increased total open position to 3


On 18 Nov ADANIPORTS was trading at 1279.30. The strike last trading price was 22.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 14 Nov ADANIPORTS was trading at 1264.55. The strike last trading price was 22.6, which was -12.60 lower than the previous day. The implied volatity was 27.65, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 5.24, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 8.62, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 8.26, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 8.38, 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 35.2, which was lower than the previous day. The implied volatity was 6.99, the open interest changed by 0 which decreased total open position to 0