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

1243.95 61.75 (5.22%)

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Historical option data for ADANIPORTS

26 Dec 2024 04:10 PM IST
ADANIPORTS 30JAN2025 1340 CE
Delta: 0.23
Vega: 1.16
Theta: -0.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1243.95 12.75 7.50 26.37 1,429 140 408
24 Dec 1182.20 5.25 -2.40 28.15 256 -36 269
23 Dec 1191.80 7.65 -2.85 29.31 260 94 305
20 Dec 1182.45 10.5 -3.50 32.79 362 -185 212
19 Dec 1205.00 14 -3.10 31.77 57 30 396
18 Dec 1210.05 17.1 -4.90 32.67 316 259 365
17 Dec 1231.90 22 -4.00 31.85 15 11 105
16 Dec 1243.15 26 -6.25 32.13 45 26 94
13 Dec 1259.95 32.25 9.25 31.26 3 -1 68
12 Dec 1244.00 23 -2.55 28.35 21 0 89
11 Dec 1233.80 25.55 -4.20 31.90 108 -12 89
10 Dec 1248.75 29.75 -1.70 30.23 10 5 100
9 Dec 1266.85 31.45 -7.65 27.99 9 -4 95
6 Dec 1259.05 39.1 0.00 0.00 0 22 0
5 Dec 1277.05 39.1 -7.85 28.90 50 22 99
4 Dec 1269.55 46.95 0.20 34.36 79 68 74
3 Dec 1288.65 46.75 46.75 29.86 12 6 6
2 Dec 1215.80 0 0.00 5.38 0 0 0
29 Nov 1190.05 0 0.00 0 0 0


For Adani Port & Sez Ltd - strike price 1340 expiring on 30JAN2025

Delta for 1340 CE is 0.23

Historical price for 1340 CE is as follows

On 26 Dec ADANIPORTS was trading at 1243.95. The strike last trading price was 12.75, which was 7.50 higher than the previous day. The implied volatity was 26.37, the open interest changed by 140 which increased total open position to 408


On 24 Dec ADANIPORTS was trading at 1182.20. The strike last trading price was 5.25, which was -2.40 lower than the previous day. The implied volatity was 28.15, the open interest changed by -36 which decreased total open position to 269


On 23 Dec ADANIPORTS was trading at 1191.80. The strike last trading price was 7.65, which was -2.85 lower than the previous day. The implied volatity was 29.31, the open interest changed by 94 which increased total open position to 305


On 20 Dec ADANIPORTS was trading at 1182.45. The strike last trading price was 10.5, which was -3.50 lower than the previous day. The implied volatity was 32.79, the open interest changed by -185 which decreased total open position to 212


On 19 Dec ADANIPORTS was trading at 1205.00. The strike last trading price was 14, which was -3.10 lower than the previous day. The implied volatity was 31.77, the open interest changed by 30 which increased total open position to 396


On 18 Dec ADANIPORTS was trading at 1210.05. The strike last trading price was 17.1, which was -4.90 lower than the previous day. The implied volatity was 32.67, the open interest changed by 259 which increased total open position to 365


On 17 Dec ADANIPORTS was trading at 1231.90. The strike last trading price was 22, which was -4.00 lower than the previous day. The implied volatity was 31.85, the open interest changed by 11 which increased total open position to 105


On 16 Dec ADANIPORTS was trading at 1243.15. The strike last trading price was 26, which was -6.25 lower than the previous day. The implied volatity was 32.13, the open interest changed by 26 which increased total open position to 94


On 13 Dec ADANIPORTS was trading at 1259.95. The strike last trading price was 32.25, which was 9.25 higher than the previous day. The implied volatity was 31.26, the open interest changed by -1 which decreased total open position to 68


On 12 Dec ADANIPORTS was trading at 1244.00. The strike last trading price was 23, which was -2.55 lower than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 89


On 11 Dec ADANIPORTS was trading at 1233.80. The strike last trading price was 25.55, which was -4.20 lower than the previous day. The implied volatity was 31.90, the open interest changed by -12 which decreased total open position to 89


On 10 Dec ADANIPORTS was trading at 1248.75. The strike last trading price was 29.75, which was -1.70 lower than the previous day. The implied volatity was 30.23, the open interest changed by 5 which increased total open position to 100


On 9 Dec ADANIPORTS was trading at 1266.85. The strike last trading price was 31.45, which was -7.65 lower than the previous day. The implied volatity was 27.99, the open interest changed by -4 which decreased total open position to 95


On 6 Dec ADANIPORTS was trading at 1259.05. The strike last trading price was 39.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0


On 5 Dec ADANIPORTS was trading at 1277.05. The strike last trading price was 39.1, which was -7.85 lower than the previous day. The implied volatity was 28.90, the open interest changed by 22 which increased total open position to 99


On 4 Dec ADANIPORTS was trading at 1269.55. The strike last trading price was 46.95, which was 0.20 higher than the previous day. The implied volatity was 34.36, the open interest changed by 68 which increased total open position to 74


On 3 Dec ADANIPORTS was trading at 1288.65. The strike last trading price was 46.75, which was 46.75 higher than the previous day. The implied volatity was 29.86, the open interest changed by 6 which increased total open position to 6


On 2 Dec ADANIPORTS was trading at 1215.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0


On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


ADANIPORTS 30JAN2025 1340 PE
Delta: -0.75
Vega: 1.21
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1243.95 98.7 -51.30 28.63 352 258 295
24 Dec 1182.20 150 -9.00 28.53 2 0 35
23 Dec 1191.80 159 49.45 44.95 20 9 34
20 Dec 1182.45 109.55 0.00 0.00 0 0 0
19 Dec 1205.00 109.55 0.00 0.00 0 0 0
18 Dec 1210.05 109.55 0.00 0.00 0 0 0
17 Dec 1231.90 109.55 0.00 0.00 0 0 0
16 Dec 1243.15 109.55 0.00 0.00 0 0 0
13 Dec 1259.95 109.55 0.00 0.00 0 25 0
12 Dec 1244.00 109.55 -92.80 33.64 31 24 24
11 Dec 1233.80 202.35 0.00 - 0 0 0
10 Dec 1248.75 202.35 0.00 - 0 0 0
9 Dec 1266.85 202.35 0.00 - 0 0 0
6 Dec 1259.05 202.35 0.00 - 0 0 0
5 Dec 1277.05 202.35 202.35 - 0 0 0
4 Dec 1269.55 0 0.00 - 0 0 0
3 Dec 1288.65 0 0.00 - 0 0 0
2 Dec 1215.80 0 0.00 - 0 0 0
29 Nov 1190.05 0 0.00 0 0 0


For Adani Port & Sez Ltd - strike price 1340 expiring on 30JAN2025

Delta for 1340 PE is -0.75

Historical price for 1340 PE is as follows

On 26 Dec ADANIPORTS was trading at 1243.95. The strike last trading price was 98.7, which was -51.30 lower than the previous day. The implied volatity was 28.63, the open interest changed by 258 which increased total open position to 295


On 24 Dec ADANIPORTS was trading at 1182.20. The strike last trading price was 150, which was -9.00 lower than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 35


On 23 Dec ADANIPORTS was trading at 1191.80. The strike last trading price was 159, which was 49.45 higher than the previous day. The implied volatity was 44.95, the open interest changed by 9 which increased total open position to 34


On 20 Dec ADANIPORTS was trading at 1182.45. The strike last trading price was 109.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Dec ADANIPORTS was trading at 1205.00. The strike last trading price was 109.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Dec ADANIPORTS was trading at 1210.05. The strike last trading price was 109.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Dec ADANIPORTS was trading at 1231.90. The strike last trading price was 109.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Dec ADANIPORTS was trading at 1243.15. The strike last trading price was 109.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Dec ADANIPORTS was trading at 1259.95. The strike last trading price was 109.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0


On 12 Dec ADANIPORTS was trading at 1244.00. The strike last trading price was 109.55, which was -92.80 lower than the previous day. The implied volatity was 33.64, the open interest changed by 24 which increased total open position to 24


On 11 Dec ADANIPORTS was trading at 1233.80. The strike last trading price was 202.35, 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 10 Dec ADANIPORTS was trading at 1248.75. The strike last trading price was 202.35, 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 9 Dec ADANIPORTS was trading at 1266.85. The strike last trading price was 202.35, 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 6 Dec ADANIPORTS was trading at 1259.05. The strike last trading price was 202.35, 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 Dec ADANIPORTS was trading at 1277.05. The strike last trading price was 202.35, which was 202.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec ADANIPORTS was trading at 1269.55. 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 0 which decreased total open position to 0


On 3 Dec ADANIPORTS was trading at 1288.65. 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 0 which decreased total open position to 0


On 2 Dec ADANIPORTS was trading at 1215.80. 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 0 which decreased total open position to 0


On 29 Nov ADANIPORTS was trading at 1190.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0