ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
| ADANIENSOL 30SEP2025 860 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.55
Theta: -0.96
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 877.15 | 32.15 | 21.9 | 32.47 | 8,198 | -410 | 517 | |||||||||
| 14 Sept | 829.90 | 10.2 | 1.95 | 28.13 | 737 | 33 | 744 | |||||||||
| 17 Aug | 775.80 | 61.75 | 0 | 6.79 | 0 | 0 | 0 | |||||||||
For Adani Energy Solution Ltd - strike price 860 expiring on 30SEP2025
Delta for 860 CE is 0.68
Historical price for 860 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 32.15, which was 21.9 higher than the previous day. The implied volatity was 32.47, the open interest changed by -410 which decreased total open position to 517
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 10.2, which was 1.95 higher than the previous day. The implied volatity was 28.13, the open interest changed by 33 which increased total open position to 744
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 61.75, which was 0 lower than the previous day. The implied volatity was 6.79, the open interest changed by 0 which decreased total open position to 0
| ADANIENSOL 30SEP2025 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.55
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 877.15 | 12.45 | -16.15 | 35.81 | 5,218 | 495 | 587 |
| 14 Sept | 829.90 | 38.35 | -13.75 | 29.92 | 13 | -1 | 38 |
| 17 Aug | 775.80 | 77.35 | 0 | 0.00 | 0 | 0 | 0 |
For Adani Energy Solution Ltd - strike price 860 expiring on 30SEP2025
Delta for 860 PE is -0.33
Historical price for 860 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 12.45, which was -16.15 lower than the previous day. The implied volatity was 35.81, the open interest changed by 495 which increased total open position to 587
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 38.35, which was -13.75 lower than the previous day. The implied volatity was 29.92, the open interest changed by -1 which decreased total open position to 38
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 77.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
