ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
| ADANIENSOL 28OCT2025 880 CE | ||||||||||||||||
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Delta: 0.56
Vega: 1.14
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 877.15 | 47.55 | 24.45 | 37.96 | 264 | 61 | 98 | |||||||||
| 14 Sept | 829.90 | 21.15 | 2.8 | 31.55 | 4 | 1 | 42 | |||||||||
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| 17 Aug | 775.80 | 0 | 0 | 6.36 | 0 | 0 | 0 | |||||||||
For Adani Energy Solution Ltd - strike price 880 expiring on 28OCT2025
Delta for 880 CE is 0.56
Historical price for 880 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 47.55, which was 24.45 higher than the previous day. The implied volatity was 37.96, the open interest changed by 61 which increased total open position to 98
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 21.15, which was 2.8 higher than the previous day. The implied volatity was 31.55, the open interest changed by 1 which increased total open position to 42
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
| ADANIENSOL 28OCT2025 880 PE | |||||||
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Delta: -0.44
Vega: 1.14
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 877.15 | 39 | -18.8 | 37.74 | 60 | 36 | 44 |
| 14 Sept | 829.90 | 60.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 775.80 | 0 | 0 | - | 0 | 0 | 0 |
For Adani Energy Solution Ltd - strike price 880 expiring on 28OCT2025
Delta for 880 PE is -0.44
Historical price for 880 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 39, which was -18.8 lower than the previous day. The implied volatity was 37.74, the open interest changed by 36 which increased total open position to 44
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 60.5, 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
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 0, 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
