ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
ADANIENSOL 30SEP2025 780 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 877.15 | 101 | 37.45 | - | 53 | -16 | 255 | |||||||||
14 Sept | 829.90 | 55.3 | 9.25 | 25.20 | 260 | -67 | 1,036 |
For Adani Energy Solution Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 CE is -
Historical price for 780 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 101, which was 37.45 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 255
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 55.3, which was 9.25 higher than the previous day. The implied volatity was 25.20, the open interest changed by -67 which decreased total open position to 1036
ADANIENSOL 30SEP2025 780 PE | |||||||
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Delta: -0.06
Vega: 0.17
Theta: -0.34
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 877.15 | 1.7 | -0.45 | 45.48 | 609 | 7 | 154 |
14 Sept | 829.90 | 4 | -4 | 28.64 | 534 | -3 | 457 |
For Adani Energy Solution Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.06
Historical price for 780 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 45.48, the open interest changed by 7 which increased total open position to 154
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 4, which was -4 lower than the previous day. The implied volatity was 28.64, the open interest changed by -3 which decreased total open position to 457