ADANIPOWER
Adani Power Ltd
Historical option data for ADANIPOWER
07 May 2026 11:55 AM IST
| ADANIPOWER 26-May-2026 (19d) 220 CE | ||||||||||||||||
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Delta: 0.7
Vega: 0
Theta: -0.27
Gamma: 0.01228
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 232.02 | 18.5 | 1.4100000000000001 (8.25%) | 52.88 | 213 | -30 | 1,110 | |||||||||
| 6 May | 229.12 | 17 | -0.3200000000000003 (-1.85%) | 52.98 | 792 | 113 | 1,131 | |||||||||
| 5 May | 229.96 | 17.28 | 1.4700000000000006 (9.30%) | 51.15 | 660 | -15 | 1,016 | |||||||||
| 4 May | 227.30 | 16.2 | 2.1499999999999986 (15.30%) | 51.23 | 2,063 | -74 | 1,030 | |||||||||
| 30 Apr | 221.85 | 14.3 | 0.26000000000000156 (1.85%) | 54.07 | 4,395 | 339 | 1,443 | |||||||||
| 29 Apr | 219.28 | 13.99 | -3.83 (-21.49%) | 61.41 | 1,816 | 165 | 1,077 | |||||||||
| 28 Apr | 223.35 | 18.1 | 1.620000000000001 (9.83%) | 63.06 | 1,674 | 97 | 914 | |||||||||
| 27 Apr | 218.05 | 16.81 | 2.219999999999999 (15.22%) | 68.27 | 1,507 | 247 | 813 | |||||||||
| 24 Apr | 212.90 | 14.95 | -0.120000000000001 (-0.80%) | 67.17 | 699 | 184 | 575 | |||||||||
| 23 Apr | 214.18 | 15.25 | -0.3699999999999992 (-2.37%) | 65.79 | 488 | 103 | 392 | |||||||||
| 22 Apr | 215.65 | 15.35 | 4.98 (48.02%) | 64.19 | 889 | 107 | 288 | |||||||||
| 21 Apr | 202.98 | 10.4 | 1.1300000000000008 (12.19%) | 64.42 | 182 | 25 | 187 | |||||||||
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| 20 Apr | 200.83 | 9 | 1.37 (17.96%) | 63.77 | 338 | 155 | 161 | |||||||||
| 17 Apr | 198.50 | 7.49 | 6.95 (1287.04%) | 57.81 | 8 | 5 | 5 | |||||||||
For Adani Power Ltd - strike price 220 expiring on 26MAY2026
Delta for 220 CE is 0.7
Historical price for 220 CE is as follows
On 7 May ADANIPOWER was trading at 232.02. The strike last trading price was 18.5, which was 1.4100000000000001 higher than the previous day. The implied volatity was 52.88, the open interest changed by -30 which decreased total open position to 1110
On 6 May ADANIPOWER was trading at 229.12. The strike last trading price was 17, which was -0.3200000000000003 lower than the previous day. The implied volatity was 52.98, the open interest changed by 113 which increased total open position to 1131
On 5 May ADANIPOWER was trading at 229.96. The strike last trading price was 17.28, which was 1.4700000000000006 higher than the previous day. The implied volatity was 51.15, the open interest changed by -15 which decreased total open position to 1016
On 4 May ADANIPOWER was trading at 227.30. The strike last trading price was 16.2, which was 2.1499999999999986 higher than the previous day. The implied volatity was 51.23, the open interest changed by -74 which decreased total open position to 1030
On 30 Apr ADANIPOWER was trading at 221.85. The strike last trading price was 14.3, which was 0.26000000000000156 higher than the previous day. The implied volatity was 54.07, the open interest changed by 339 which increased total open position to 1443
On 29 Apr ADANIPOWER was trading at 219.28. The strike last trading price was 13.99, which was -3.83 lower than the previous day. The implied volatity was 61.41, the open interest changed by 165 which increased total open position to 1077
On 28 Apr ADANIPOWER was trading at 223.35. The strike last trading price was 18.1, which was 1.620000000000001 higher than the previous day. The implied volatity was 63.06, the open interest changed by 97 which increased total open position to 914
On 27 Apr ADANIPOWER was trading at 218.05. The strike last trading price was 16.81, which was 2.219999999999999 higher than the previous day. The implied volatity was 68.27, the open interest changed by 247 which increased total open position to 813
On 24 Apr ADANIPOWER was trading at 212.90. The strike last trading price was 14.95, which was -0.120000000000001 lower than the previous day. The implied volatity was 67.17, the open interest changed by 184 which increased total open position to 575
On 23 Apr ADANIPOWER was trading at 214.18. The strike last trading price was 15.25, which was -0.3699999999999992 lower than the previous day. The implied volatity was 65.79, the open interest changed by 103 which increased total open position to 392
On 22 Apr ADANIPOWER was trading at 215.65. The strike last trading price was 15.35, which was 4.98 higher than the previous day. The implied volatity was 64.19, the open interest changed by 107 which increased total open position to 288
On 21 Apr ADANIPOWER was trading at 202.98. The strike last trading price was 10.4, which was 1.1300000000000008 higher than the previous day. The implied volatity was 64.42, the open interest changed by 25 which increased total open position to 187
On 20 Apr ADANIPOWER was trading at 200.83. The strike last trading price was 9, which was 1.37 higher than the previous day. The implied volatity was 63.77, the open interest changed by 155 which increased total open position to 161
On 17 Apr ADANIPOWER was trading at 198.50. The strike last trading price was 7.49, which was 6.95 higher than the previous day. The implied volatity was 57.81, the open interest changed by 5 which increased total open position to 5
| ADANIPOWER 26-May-2026 (19d) 220 PE | |||||||
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Delta: -0.29
Vega: 0
Theta: -0.21
Gamma: 0.01291
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 232.02 | 5.12 | -1.1799999999999997 (-18.73%) | 49.42 | 283 | 43 | 923 |
| 6 May | 229.12 | 6.32 | -0.2699999999999996 (-4.10%) | 50.4 | 544 | 48 | 882 |
| 5 May | 229.96 | 6.59 | -1.1500000000000004 (-14.86%) | 51.43 | 488 | 38 | 832 |
| 4 May | 227.30 | 7.69 | -2.9799999999999995 (-27.93%) | 52.32 | 1,434 | 279 | 792 |
| 30 Apr | 221.85 | 10.22 | -3.76 (-26.90%) | 50.07 | 1,908 | 278 | 791 |
| 29 Apr | 219.28 | 14.51 | 1.42 (10.85%) | 59.96 | 1,162 | 126 | 514 |
| 28 Apr | 223.35 | 13.09 | -3.3999999999999986 (-20.62%) | 62.92 | 464 | 78 | 385 |
| 27 Apr | 218.05 | 16.64 | -3.219999999999999 (-16.21%) | 66.53 | 475 | 126 | 312 |
| 24 Apr | 212.90 | 19.49 | 0.0799999999999983 (0.41%) | 65.9 | 140 | 66 | 191 |
| 23 Apr | 214.18 | 19.4 | 0.3099999999999987 (1.62%) | 64.96 | 119 | 78 | 120 |
| 22 Apr | 215.65 | 19.17 | -6.029999999999998 (-23.93%) | 65.54 | 61 | 34 | 39 |
| 21 Apr | 202.98 | 25.2 | -0.40000000000000213 (-1.56%) | 63.08 | 8 | 1 | 6 |
| 20 Apr | 200.83 | 25.6 | -42.080000000000005 (-62.17%) | 53.82 | 7 | 4 | 4 |
| 17 Apr | 198.50 | 0 | 0 | - | 0 | 0 | 0 |
For Adani Power Ltd - strike price 220 expiring on 26MAY2026
Delta for 220 PE is -0.29
Historical price for 220 PE is as follows
On 7 May ADANIPOWER was trading at 232.02. The strike last trading price was 5.12, which was -1.1799999999999997 lower than the previous day. The implied volatity was 49.42, the open interest changed by 43 which increased total open position to 923
On 6 May ADANIPOWER was trading at 229.12. The strike last trading price was 6.32, which was -0.2699999999999996 lower than the previous day. The implied volatity was 50.4, the open interest changed by 48 which increased total open position to 882
On 5 May ADANIPOWER was trading at 229.96. The strike last trading price was 6.59, which was -1.1500000000000004 lower than the previous day. The implied volatity was 51.43, the open interest changed by 38 which increased total open position to 832
On 4 May ADANIPOWER was trading at 227.30. The strike last trading price was 7.69, which was -2.9799999999999995 lower than the previous day. The implied volatity was 52.32, the open interest changed by 279 which increased total open position to 792
On 30 Apr ADANIPOWER was trading at 221.85. The strike last trading price was 10.22, which was -3.76 lower than the previous day. The implied volatity was 50.07, the open interest changed by 278 which increased total open position to 791
On 29 Apr ADANIPOWER was trading at 219.28. The strike last trading price was 14.51, which was 1.42 higher than the previous day. The implied volatity was 59.96, the open interest changed by 126 which increased total open position to 514
On 28 Apr ADANIPOWER was trading at 223.35. The strike last trading price was 13.09, which was -3.3999999999999986 lower than the previous day. The implied volatity was 62.92, the open interest changed by 78 which increased total open position to 385
On 27 Apr ADANIPOWER was trading at 218.05. The strike last trading price was 16.64, which was -3.219999999999999 lower than the previous day. The implied volatity was 66.53, the open interest changed by 126 which increased total open position to 312
On 24 Apr ADANIPOWER was trading at 212.90. The strike last trading price was 19.49, which was 0.0799999999999983 higher than the previous day. The implied volatity was 65.9, the open interest changed by 66 which increased total open position to 191
On 23 Apr ADANIPOWER was trading at 214.18. The strike last trading price was 19.4, which was 0.3099999999999987 higher than the previous day. The implied volatity was 64.96, the open interest changed by 78 which increased total open position to 120
On 22 Apr ADANIPOWER was trading at 215.65. The strike last trading price was 19.17, which was -6.029999999999998 lower than the previous day. The implied volatity was 65.54, the open interest changed by 34 which increased total open position to 39
On 21 Apr ADANIPOWER was trading at 202.98. The strike last trading price was 25.2, which was -0.40000000000000213 lower than the previous day. The implied volatity was 63.08, the open interest changed by 1 which increased total open position to 6
On 20 Apr ADANIPOWER was trading at 200.83. The strike last trading price was 25.6, which was -42.080000000000005 lower than the previous day. The implied volatity was 53.82, the open interest changed by 4 which increased total open position to 4
On 17 Apr ADANIPOWER was trading at 198.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
