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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 1300 CE
Delta: 0.50
Vega: 1.29
Theta: -1.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1288.65 42.3 22.60 34.61 61,502 1,115 6,729
2 Dec 1215.80 19.7 0.35 37.86 8,157 559 5,623
29 Nov 1190.05 19.35 -3.85 42.09 14,038 404 5,096
28 Nov 1167.60 23.2 -9.20 49.30 17,177 994 4,689
27 Nov 1199.95 32.4 19.95 49.87 16,325 1,194 3,691
26 Nov 1128.85 12.45 -5.55 44.74 2,973 391 2,494
25 Nov 1166.80 18 -3.35 43.21 3,735 1,327 2,091
22 Nov 1136.75 21.35 -3.60 49.63 4,107 726 1,490
21 Nov 1114.65 24.95 -14.65 56.36 3,291 482 764
20 Nov 1289.65 39.6 0.00 24.13 231 18 282
19 Nov 1289.65 39.6 0.80 24.13 231 18 282
18 Nov 1279.30 38.8 1.65 25.66 180 59 264
14 Nov 1264.55 37.15 -11.50 26.98 386 200 204
13 Nov 1287.90 48.65 -103.30 26.90 6 4 4
12 Nov 1326.00 151.95 0.00 - 0 0 0
11 Nov 1347.90 151.95 0.00 - 0 0 0
7 Nov 1353.10 151.95 0.00 - 0 0 0
5 Nov 1329.35 151.95 - 0 0 0


For Adani Port & Sez Ltd - strike price 1300 expiring on 26DEC2024

Delta for 1300 CE is 0.50

Historical price for 1300 CE is as follows

On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 42.3, which was 22.60 higher than the previous day. The implied volatity was 34.61, the open interest changed by 1115 which increased total open position to 6729


On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 19.7, which was 0.35 higher than the previous day. The implied volatity was 37.86, the open interest changed by 559 which increased total open position to 5623


On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 19.35, which was -3.85 lower than the previous day. The implied volatity was 42.09, the open interest changed by 404 which increased total open position to 5096


On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 23.2, which was -9.20 lower than the previous day. The implied volatity was 49.30, the open interest changed by 994 which increased total open position to 4689


On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 32.4, which was 19.95 higher than the previous day. The implied volatity was 49.87, the open interest changed by 1194 which increased total open position to 3691


On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 12.45, which was -5.55 lower than the previous day. The implied volatity was 44.74, the open interest changed by 391 which increased total open position to 2494


On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 18, which was -3.35 lower than the previous day. The implied volatity was 43.21, the open interest changed by 1327 which increased total open position to 2091


On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 21.35, which was -3.60 lower than the previous day. The implied volatity was 49.63, the open interest changed by 726 which increased total open position to 1490


On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 24.95, which was -14.65 lower than the previous day. The implied volatity was 56.36, the open interest changed by 482 which increased total open position to 764


On 20 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 39.6, which was 0.00 lower than the previous day. The implied volatity was 24.13, the open interest changed by 18 which increased total open position to 282


On 19 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 39.6, which was 0.80 higher than the previous day. The implied volatity was 24.13, the open interest changed by 18 which increased total open position to 282


On 18 Nov ADANIPORTS was trading at 1279.30. The strike last trading price was 38.8, which was 1.65 higher than the previous day. The implied volatity was 25.66, the open interest changed by 59 which increased total open position to 264


On 14 Nov ADANIPORTS was trading at 1264.55. The strike last trading price was 37.15, which was -11.50 lower than the previous day. The implied volatity was 26.98, the open interest changed by 200 which increased total open position to 204


On 13 Nov ADANIPORTS was trading at 1287.90. The strike last trading price was 48.65, which was -103.30 lower than the previous day. The implied volatity was 26.90, the open interest changed by 4 which increased total open position to 4


On 12 Nov ADANIPORTS was trading at 1326.00. The strike last trading price was 151.95, 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 151.95, 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 151.95, 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 151.95, 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 1300 PE
Delta: -0.50
Vega: 1.29
Theta: -0.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1288.65 49.95 -44.30 36.79 13,670 1,124 2,201
2 Dec 1215.80 94.25 -27.10 36.50 227 70 1,079
29 Nov 1190.05 121.35 -20.25 41.19 786 132 1,009
28 Nov 1167.60 141.6 13.85 47.25 1,030 370 877
27 Nov 1199.95 127.75 -48.75 50.81 882 222 507
26 Nov 1128.85 176.5 31.45 51.77 151 67 283
25 Nov 1166.80 145.05 -29.95 44.37 122 26 216
22 Nov 1136.75 175 -31.25 53.07 53 14 204
21 Nov 1114.65 206.25 159.25 67.66 190 -16 191
20 Nov 1289.65 47 0.00 28.86 249 105 207
19 Nov 1289.65 47 -4.30 28.86 249 105 207
18 Nov 1279.30 51.3 -7.85 28.80 57 31 102
14 Nov 1264.55 59.15 12.65 28.06 46 12 71
13 Nov 1287.90 46.5 16.25 27.14 191 38 58
12 Nov 1326.00 30.25 5.35 25.64 20 10 20
11 Nov 1347.90 24.9 -36.65 26.50 10 9 9
7 Nov 1353.10 61.55 0.00 3.90 0 0 0
5 Nov 1329.35 61.55 2.72 0 0 0


For Adani Port & Sez Ltd - strike price 1300 expiring on 26DEC2024

Delta for 1300 PE is -0.50

Historical price for 1300 PE is as follows

On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 49.95, which was -44.30 lower than the previous day. The implied volatity was 36.79, the open interest changed by 1124 which increased total open position to 2201


On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 94.25, which was -27.10 lower than the previous day. The implied volatity was 36.50, the open interest changed by 70 which increased total open position to 1079


On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 121.35, which was -20.25 lower than the previous day. The implied volatity was 41.19, the open interest changed by 132 which increased total open position to 1009


On 28 Nov ADANIPORTS was trading at 1167.60. The strike last trading price was 141.6, which was 13.85 higher than the previous day. The implied volatity was 47.25, the open interest changed by 370 which increased total open position to 877


On 27 Nov ADANIPORTS was trading at 1199.95. The strike last trading price was 127.75, which was -48.75 lower than the previous day. The implied volatity was 50.81, the open interest changed by 222 which increased total open position to 507


On 26 Nov ADANIPORTS was trading at 1128.85. The strike last trading price was 176.5, which was 31.45 higher than the previous day. The implied volatity was 51.77, the open interest changed by 67 which increased total open position to 283


On 25 Nov ADANIPORTS was trading at 1166.80. The strike last trading price was 145.05, which was -29.95 lower than the previous day. The implied volatity was 44.37, the open interest changed by 26 which increased total open position to 216


On 22 Nov ADANIPORTS was trading at 1136.75. The strike last trading price was 175, which was -31.25 lower than the previous day. The implied volatity was 53.07, the open interest changed by 14 which increased total open position to 204


On 21 Nov ADANIPORTS was trading at 1114.65. The strike last trading price was 206.25, which was 159.25 higher than the previous day. The implied volatity was 67.66, the open interest changed by -16 which decreased total open position to 191


On 20 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 47, which was 0.00 lower than the previous day. The implied volatity was 28.86, the open interest changed by 105 which increased total open position to 207


On 19 Nov ADANIPORTS was trading at 1289.65. The strike last trading price was 47, which was -4.30 lower than the previous day. The implied volatity was 28.86, the open interest changed by 105 which increased total open position to 207


On 18 Nov ADANIPORTS was trading at 1279.30. The strike last trading price was 51.3, which was -7.85 lower than the previous day. The implied volatity was 28.80, the open interest changed by 31 which increased total open position to 102


On 14 Nov ADANIPORTS was trading at 1264.55. The strike last trading price was 59.15, which was 12.65 higher than the previous day. The implied volatity was 28.06, the open interest changed by 12 which increased total open position to 71


On 13 Nov ADANIPORTS was trading at 1287.90. The strike last trading price was 46.5, which was 16.25 higher than the previous day. The implied volatity was 27.14, the open interest changed by 38 which increased total open position to 58


On 12 Nov ADANIPORTS was trading at 1326.00. The strike last trading price was 30.25, which was 5.35 higher than the previous day. The implied volatity was 25.64, the open interest changed by 10 which increased total open position to 20


On 11 Nov ADANIPORTS was trading at 1347.90. The strike last trading price was 24.9, which was -36.65 lower than the previous day. The implied volatity was 26.50, the open interest changed by 9 which increased total open position to 9


On 7 Nov ADANIPORTS was trading at 1353.10. The strike last trading price was 61.55, which was 0.00 lower than the previous day. The implied volatity was 3.90, 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 61.55, which was lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0