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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 1260 CE
Delta: 0.64
Vega: 1.21
Theta: -1.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1288.65 64 31.95 34.92 22,866 159 1,677
2 Dec 1215.80 32.05 2.25 38.06 4,097 -23 1,536
29 Nov 1190.05 29.8 -4.45 42.22 5,893 158 1,568
28 Nov 1167.60 34.25 -10.80 50.21 5,993 517 1,413
27 Nov 1199.95 45.05 25.80 50.17 4,553 532 890
26 Nov 1128.85 19.25 -8.75 44.84 753 76 360
25 Nov 1166.80 28 -2.00 44.09 646 234 283
22 Nov 1136.75 30 -3.80 49.74 437 85 134
21 Nov 1114.65 33.8 -143.30 57.01 113 49 49
20 Nov 1289.65 177.1 0.00 - 0 0 0
19 Nov 1289.65 177.1 0.00 - 0 0 0
18 Nov 1279.30 177.1 0.00 - 0 0 0
14 Nov 1264.55 177.1 0.00 - 0 0 0
13 Nov 1287.90 177.1 0.00 - 0 0 0
12 Nov 1326.00 177.1 0.00 - 0 0 0
11 Nov 1347.90 177.1 0.00 - 0 0 0
7 Nov 1353.10 177.1 0.00 - 0 0 0
5 Nov 1329.35 177.1 - 0 0 0


For Adani Port & Sez Ltd - strike price 1260 expiring on 26DEC2024

Delta for 1260 CE is 0.64

Historical price for 1260 CE is as follows

On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 64, which was 31.95 higher than the previous day. The implied volatity was 34.92, the open interest changed by 159 which increased total open position to 1677


On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 32.05, which was 2.25 higher than the previous day. The implied volatity was 38.06, the open interest changed by -23 which decreased total open position to 1536


On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 29.8, which was -4.45 lower than the previous day. The implied volatity was 42.22, the open interest changed by 158 which increased total open position to 1568


On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 34.25, which was -10.80 lower than the previous day. The implied volatity was 50.21, the open interest changed by 517 which increased total open position to 1413


On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 45.05, which was 25.80 higher than the previous day. The implied volatity was 50.17, the open interest changed by 532 which increased total open position to 890


On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 19.25, which was -8.75 lower than the previous day. The implied volatity was 44.84, the open interest changed by 76 which increased total open position to 360


On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 28, which was -2.00 lower than the previous day. The implied volatity was 44.09, the open interest changed by 234 which increased total open position to 283


On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 30, which was -3.80 lower than the previous day. The implied volatity was 49.74, the open interest changed by 85 which increased total open position to 134


On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 33.8, which was -143.30 lower than the previous day. The implied volatity was 57.01, the open interest changed by 49 which increased total open position to 49


On 20 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 177.1, 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 177.1, 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 177.1, 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 177.1, 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 177.1, 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 177.1, 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 177.1, 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 177.1, 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 177.1, 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 1260 PE
Delta: -0.37
Vega: 1.22
Theta: -0.86
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1288.65 32.4 -34.60 37.65 10,664 1,075 1,453
2 Dec 1215.80 67 -26.25 36.99 427 -27 379
29 Nov 1190.05 93.25 -20.90 42.42 395 47 407
28 Nov 1167.60 114.15 14.20 49.44 536 124 359
27 Nov 1199.95 99.95 -41.05 50.45 483 133 235
26 Nov 1128.85 141 24.50 48.31 35 21 103
25 Nov 1166.80 116.5 -33.50 46.00 89 32 82
22 Nov 1136.75 150 -12.50 57.59 16 -1 49
21 Nov 1114.65 162.5 139.00 57.05 40 7 51
20 Nov 1289.65 23.5 0.00 25.08 44 32 43
19 Nov 1289.65 23.5 -6.70 25.08 44 31 43
18 Nov 1279.30 30.2 -8.80 27.37 13 3 12
14 Nov 1264.55 39 -8.15 28.31 9 7 7
13 Nov 1287.90 47.15 0.00 2.74 0 0 0
12 Nov 1326.00 47.15 0.00 4.72 0 0 0
11 Nov 1347.90 47.15 0.00 5.90 0 0 0
7 Nov 1353.10 47.15 0.00 6.11 0 0 0
5 Nov 1329.35 47.15 4.96 0 0 0


For Adani Port & Sez Ltd - strike price 1260 expiring on 26DEC2024

Delta for 1260 PE is -0.37

Historical price for 1260 PE is as follows

On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 32.4, which was -34.60 lower than the previous day. The implied volatity was 37.65, the open interest changed by 1075 which increased total open position to 1453


On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 67, which was -26.25 lower than the previous day. The implied volatity was 36.99, the open interest changed by -27 which decreased total open position to 379


On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 93.25, which was -20.90 lower than the previous day. The implied volatity was 42.42, the open interest changed by 47 which increased total open position to 407


On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 114.15, which was 14.20 higher than the previous day. The implied volatity was 49.44, the open interest changed by 124 which increased total open position to 359


On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 99.95, which was -41.05 lower than the previous day. The implied volatity was 50.45, the open interest changed by 133 which increased total open position to 235


On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 141, which was 24.50 higher than the previous day. The implied volatity was 48.31, the open interest changed by 21 which increased total open position to 103


On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 116.5, which was -33.50 lower than the previous day. The implied volatity was 46.00, the open interest changed by 32 which increased total open position to 82


On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 150, which was -12.50 lower than the previous day. The implied volatity was 57.59, the open interest changed by -1 which decreased total open position to 49


On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 162.5, which was 139.00 higher than the previous day. The implied volatity was 57.05, the open interest changed by 7 which increased total open position to 51


On 20 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 23.5, which was 0.00 lower than the previous day. The implied volatity was 25.08, the open interest changed by 32 which increased total open position to 43


On 19 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 23.5, which was -6.70 lower than the previous day. The implied volatity was 25.08, the open interest changed by 31 which increased total open position to 43


On 18 Nov ADANIPORTS was trading at 1279.30. The strike last trading price was 30.2, which was -8.80 lower than the previous day. The implied volatity was 27.37, the open interest changed by 3 which increased total open position to 12


On 14 Nov ADANIPORTS was trading at 1264.55. The strike last trading price was 39, which was -8.15 lower than the previous day. The implied volatity was 28.31, the open interest changed by 7 which increased total open position to 7


On 13 Nov ADANIPORTS was trading at 1287.90. The strike last trading price was 47.15, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 47.15, which was 0.00 lower than the previous day. The implied volatity was 4.72, 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 47.15, which was 0.00 lower than the previous day. The implied volatity was 5.90, 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 47.15, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 47.15, which was lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0