ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
| ADANIENSOL 30SEP2025 840 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.43
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 877.15 | 47.4 | 29.25 | 34.09 | 2,073 | -257 | 611 | |||||||||
| 14 Sept | 829.90 | 16.45 | 3.45 | 26.83 | 963 | -59 | 379 | |||||||||
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| 17 Aug | 775.80 | 129.75 | 0 | 5.09 | 0 | 0 | 0 | |||||||||
For Adani Energy Solution Ltd - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.80
Historical price for 840 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 47.4, which was 29.25 higher than the previous day. The implied volatity was 34.09, the open interest changed by -257 which decreased total open position to 611
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 16.45, which was 3.45 higher than the previous day. The implied volatity was 26.83, the open interest changed by -59 which decreased total open position to 379
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 129.75, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0
| ADANIENSOL 30SEP2025 840 PE | |||||||
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Delta: -0.21
Vega: 0.44
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 877.15 | 6.95 | -8.95 | 36.45 | 4,878 | -71 | 827 |
| 14 Sept | 829.90 | 24.1 | -10.95 | 27.63 | 61 | 13 | 168 |
| 17 Aug | 775.80 | 91.55 | 0 | - | 0 | 0 | 0 |
For Adani Energy Solution Ltd - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -0.21
Historical price for 840 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 6.95, which was -8.95 lower than the previous day. The implied volatity was 36.45, the open interest changed by -71 which decreased total open position to 827
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 24.1, which was -10.95 lower than the previous day. The implied volatity was 27.63, the open interest changed by 13 which increased total open position to 168
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 91.55, 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
