ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
| ADANIENSOL 30SEP2025 820 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.25
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 877.15 | 63.45 | 33.25 | 31.63 | 702 | -143 | 241 | |||||||||
| 14 Sept | 829.90 | 25.75 | 5.05 | 25.58 | 1,253 | -151 | 275 | |||||||||
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| 17 Aug | 775.80 | 77.85 | 0 | 3.36 | 0 | 0 | 0 | |||||||||
For Adani Energy Solution Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.91
Historical price for 820 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 63.45, which was 33.25 higher than the previous day. The implied volatity was 31.63, the open interest changed by -143 which decreased total open position to 241
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 25.75, which was 5.05 higher than the previous day. The implied volatity was 25.58, the open interest changed by -151 which decreased total open position to 275
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
| ADANIENSOL 30SEP2025 820 PE | |||||||
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Delta: -0.13
Vega: 0.33
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 877.15 | 4.05 | -4.25 | 38.62 | 3,437 | 88 | 490 |
| 14 Sept | 829.90 | 14.2 | -8.55 | 27.41 | 390 | 35 | 511 |
| 17 Aug | 775.80 | 81.1 | 0 | - | 0 | 0 | 0 |
For Adani Energy Solution Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 PE is -0.13
Historical price for 820 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 4.05, which was -4.25 lower than the previous day. The implied volatity was 38.62, the open interest changed by 88 which increased total open position to 490
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 14.2, which was -8.55 lower than the previous day. The implied volatity was 27.41, the open interest changed by 35 which increased total open position to 511
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 81.1, 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
