Historical option data for ADANIPOWER
29 May 2026 04:10 PM IST
| ADANIPOWER 30-Jun-2026 (31d) 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0
Theta: -0.22
Gamma: 0.01152
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 243.37 | 16.05 | -3.09 (-16.14%) | 46.5 | 569 | -50 | 750 | |||||||||
| 27 May | 248.91 | 19.27 | 2.5 (14.91%) | 44.32 | 1,470 | 131 | 801 | |||||||||
| 26 May | 244.53 | 17.15 | 5.84 (51.64%) | 45.72 | 4,762 | 21 | 673 | |||||||||
| 25 May | 233.38 | 11.8 | 5.85 (98.32%) | 46.98 | 2,305 | 389 | 650 | |||||||||
| 22 May | 219.32 | 5.97 | -0.47 (-7.30%) | 44.71 | 166 | 45 | 263 | |||||||||
| 21 May | 219.33 | 6.5 | -1.13 (-14.81%) | 45.96 | 233 | 111 | 217 | |||||||||
| 20 May | 220.24 | 7.64 | -0.75 (-8.94%) | 48.81 | 126 | 42 | 106 | |||||||||
| 19 May | 219.09 | 8.28 | 0.17 (2.10%) | 52.69 | 42 | 6 | 64 | |||||||||
| 18 May | 219.30 | 8.11 | -1.29 (-13.72%) | 50.32 | 40 | 12 | 57 | |||||||||
| 15 May | 221.33 | 9.4 | -0.6 (-6.00%) | 50.43 | 72 | 19 | 48 | |||||||||
| 14 May | 224.49 | 10.1 | 3.62 (55.86%) | 48.42 | 27 | 16 | 29 | |||||||||
| 13 May | 213.87 | 6.48 | 1.32 (25.58%) | 0 | 13 | 10 | 13 | |||||||||
| 12 May | 209.63 | 5.16 | -8.84 (-63.14%) | 0 | 3 | 2 | 3 | |||||||||
| 11 May | 222.03 | 14 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 225.33 | 14 | 0 (0.00%) | 48.91 | 0 | 0 | 1 | |||||||||
| 7 May | 230.19 | 14 | 11.34 (426.32%) | 48.91 | 1 | 0 | 0 | |||||||||
| 6 May | 229.12 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 229.96 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 227.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Adani Power Ltd - strike price 240 expiring on 30JUN2026
Delta for 240 CE is 0.59
Historical price for 240 CE is as follows
On 29 May ADANIPOWER was trading at 243.37. The strike last trading price was 16.05, which was -3.09 lower than the previous day. The implied volatity was 46.5, the open interest changed by -50 which decreased total open position to 750
On 27 May ADANIPOWER was trading at 248.91. The strike last trading price was 19.27, which was 2.5 higher than the previous day. The implied volatity was 44.32, the open interest changed by 131 which increased total open position to 801
On 26 May ADANIPOWER was trading at 244.53. The strike last trading price was 17.15, which was 5.84 higher than the previous day. The implied volatity was 45.72, the open interest changed by 21 which increased total open position to 673
On 25 May ADANIPOWER was trading at 233.38. The strike last trading price was 11.8, which was 5.85 higher than the previous day. The implied volatity was 46.98, the open interest changed by 389 which increased total open position to 650
On 22 May ADANIPOWER was trading at 219.32. The strike last trading price was 5.97, which was -0.47 lower than the previous day. The implied volatity was 44.71, the open interest changed by 45 which increased total open position to 263
On 21 May ADANIPOWER was trading at 219.33. The strike last trading price was 6.5, which was -1.13 lower than the previous day. The implied volatity was 45.96, the open interest changed by 111 which increased total open position to 217
On 20 May ADANIPOWER was trading at 220.24. The strike last trading price was 7.64, which was -0.75 lower than the previous day. The implied volatity was 48.81, the open interest changed by 42 which increased total open position to 106
On 19 May ADANIPOWER was trading at 219.09. The strike last trading price was 8.28, which was 0.17 higher than the previous day. The implied volatity was 52.69, the open interest changed by 6 which increased total open position to 64
On 18 May ADANIPOWER was trading at 219.30. The strike last trading price was 8.11, which was -1.29 lower than the previous day. The implied volatity was 50.32, the open interest changed by 12 which increased total open position to 57
On 15 May ADANIPOWER was trading at 221.33. The strike last trading price was 9.4, which was -0.6 lower than the previous day. The implied volatity was 50.43, the open interest changed by 19 which increased total open position to 48
On 14 May ADANIPOWER was trading at 224.49. The strike last trading price was 10.1, which was 3.62 higher than the previous day. The implied volatity was 48.42, the open interest changed by 16 which increased total open position to 29
On 13 May ADANIPOWER was trading at 213.87. The strike last trading price was 6.48, which was 1.32 higher than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 13
On 12 May ADANIPOWER was trading at 209.63. The strike last trading price was 5.16, which was -8.84 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 3
On 11 May ADANIPOWER was trading at 222.03. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May ADANIPOWER was trading at 225.33. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 48.91, the open interest changed by 0 which decreased total open position to 1
On 7 May ADANIPOWER was trading at 230.19. The strike last trading price was 14, which was 11.34 higher than the previous day. The implied volatity was 48.91, the open interest changed by 0 which decreased total open position to 0
On 6 May ADANIPOWER was trading at 229.12. 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
On 5 May ADANIPOWER was trading at 229.96. 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
On 4 May ADANIPOWER was trading at 227.30. 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
| ADANIPOWER 30-Jun-2026 (31d) 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0
Theta: -0.15
Gamma: 0.01326
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 243.37 | 9.3 | 1.08 (13.14%) | 40.42 | 772 | -44 | 474 |
| 27 May | 248.91 | 7.6 | -2.83 (-27.13%) | 40.97 | 1,295 | 159 | 514 |
| 26 May | 244.53 | 10.3 | -5.43 (-34.52%) | 44.17 | 1,032 | 228 | 349 |
| 25 May | 233.38 | 15.4 | -8.48 (-35.51%) | 43.68 | 56 | 21 | 122 |
| 22 May | 219.32 | 23.88 | -1.32 (-5.24%) | 41.19 | 9 | 6 | 100 |
| 21 May | 219.33 | 25.2 | -1.05 (-4.00%) | 44.32 | 89 | 86 | 93 |
| 20 May | 220.24 | 26.25 | 26.25 (5.00%) | 49.64 | 0 | 0 | 7 |
| 19 May | 219.09 | 26.25 | 1.25 (5.00%) | 49.64 | 6 | 1 | 6 |
| 18 May | 219.30 | 25 | 25 (0.00%) | - | 0 | 0 | 5 |
| 15 May | 221.33 | 25 | 2 (8.70%) | 49.76 | 5 | 4 | 5 |
| 14 May | 224.49 | 23 | -40.62 (-63.85%) | 45.51 | 1 | 1 | 1 |
| 13 May | 213.87 | 0 | -63.62 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 209.63 | 0 | -63.62 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 222.03 | 0 | -63.62 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 225.33 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 230.19 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 229.12 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 229.96 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 227.30 | 0 | 0 | - | 0 | 0 | 0 |
For Adani Power Ltd - strike price 240 expiring on 30JUN2026
Delta for 240 PE is -0.41
Historical price for 240 PE is as follows
On 29 May ADANIPOWER was trading at 243.37. The strike last trading price was 9.3, which was 1.08 higher than the previous day. The implied volatity was 40.42, the open interest changed by -44 which decreased total open position to 474
On 27 May ADANIPOWER was trading at 248.91. The strike last trading price was 7.6, which was -2.83 lower than the previous day. The implied volatity was 40.97, the open interest changed by 159 which increased total open position to 514
On 26 May ADANIPOWER was trading at 244.53. The strike last trading price was 10.3, which was -5.43 lower than the previous day. The implied volatity was 44.17, the open interest changed by 228 which increased total open position to 349
On 25 May ADANIPOWER was trading at 233.38. The strike last trading price was 15.4, which was -8.48 lower than the previous day. The implied volatity was 43.68, the open interest changed by 21 which increased total open position to 122
On 22 May ADANIPOWER was trading at 219.32. The strike last trading price was 23.88, which was -1.32 lower than the previous day. The implied volatity was 41.19, the open interest changed by 6 which increased total open position to 100
On 21 May ADANIPOWER was trading at 219.33. The strike last trading price was 25.2, which was -1.05 lower than the previous day. The implied volatity was 44.32, the open interest changed by 86 which increased total open position to 93
On 20 May ADANIPOWER was trading at 220.24. The strike last trading price was 26.25, which was 26.25 higher than the previous day. The implied volatity was 49.64, the open interest changed by 0 which decreased total open position to 7
On 19 May ADANIPOWER was trading at 219.09. The strike last trading price was 26.25, which was 1.25 higher than the previous day. The implied volatity was 49.64, the open interest changed by 1 which increased total open position to 6
On 18 May ADANIPOWER was trading at 219.30. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 May ADANIPOWER was trading at 221.33. The strike last trading price was 25, which was 2 higher than the previous day. The implied volatity was 49.76, the open interest changed by 4 which increased total open position to 5
On 14 May ADANIPOWER was trading at 224.49. The strike last trading price was 23, which was -40.62 lower than the previous day. The implied volatity was 45.51, the open interest changed by 1 which increased total open position to 1
On 13 May ADANIPOWER was trading at 213.87. The strike last trading price was 0, which was -63.62 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ADANIPOWER was trading at 209.63. The strike last trading price was 0, which was -63.62 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ADANIPOWER was trading at 222.03. The strike last trading price was 0, which was -63.62 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ADANIPOWER was trading at 225.33. 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
On 7 May ADANIPOWER was trading at 230.19. 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
On 6 May ADANIPOWER was trading at 229.12. 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
On 5 May ADANIPOWER was trading at 229.96. 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
On 4 May ADANIPOWER was trading at 227.30. 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
