ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
| ADANIENSOL 30SEP2025 800 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.13
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 877.15 | 82.15 | 36.5 | 32.30 | 491 | -258 | 249 | |||||||||
| 14 Sept | 829.90 | 39.75 | 8.15 | 26.52 | 455 | -49 | 530 | |||||||||
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| 17 Aug | 775.80 | 29.05 | -9.95 | 31.66 | 2 | 0 | 2 | |||||||||
For Adani Energy Solution Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.96
Historical price for 800 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 82.15, which was 36.5 higher than the previous day. The implied volatity was 32.30, the open interest changed by -258 which decreased total open position to 249
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 39.75, which was 8.15 higher than the previous day. The implied volatity was 26.52, the open interest changed by -49 which decreased total open position to 530
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 29.05, which was -9.95 lower than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 2
| ADANIENSOL 30SEP2025 800 PE | |||||||
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Delta: -0.08
Vega: 0.23
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 877.15 | 2.4 | -1.65 | 41.17 | 3,877 | -181 | 560 |
| 14 Sept | 829.90 | 7.7 | -5.75 | 27.71 | 588 | 23 | 941 |
| 17 Aug | 775.80 | 49.85 | 1.95 | 38.10 | 4 | 2 | 6 |
For Adani Energy Solution Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.08
Historical price for 800 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 2.4, which was -1.65 lower than the previous day. The implied volatity was 41.17, the open interest changed by -181 which decreased total open position to 560
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 7.7, which was -5.75 lower than the previous day. The implied volatity was 27.71, the open interest changed by 23 which increased total open position to 941
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 49.85, which was 1.95 higher than the previous day. The implied volatity was 38.10, the open interest changed by 2 which increased total open position to 6
