ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
| ADANIENSOL 30SEP2025 880 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.61
Theta: -1.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 877.15 | 21.7 | 16.15 | 34.36 | 13,578 | 210 | 640 | |||||||||
| 14 Sept | 829.90 | 6 | 0.95 | 29.03 | 440 | 5 | 330 | |||||||||
| 17 Aug | 775.80 | 111.6 | 0 | 8.32 | 0 | 0 | 0 | |||||||||
For Adani Energy Solution Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.52
Historical price for 880 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 21.7, which was 16.15 higher than the previous day. The implied volatity was 34.36, the open interest changed by 210 which increased total open position to 640
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 6, which was 0.95 higher than the previous day. The implied volatity was 29.03, the open interest changed by 5 which increased total open position to 330
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 111.6, which was 0 lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0
| ADANIENSOL 30SEP2025 880 PE | |||||||
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Delta: -0.48
Vega: 0.61
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 877.15 | 21.5 | -22.05 | 36.66 | 4,309 | 446 | 513 |
| 14 Sept | 829.90 | 54.4 | -15.2 | 31.85 | 30 | 16 | 34 |
| 17 Aug | 775.80 | 56 | 0 | 0.00 | 0 | 0 | 0 |
For Adani Energy Solution Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.48
Historical price for 880 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 21.5, which was -22.05 lower than the previous day. The implied volatity was 36.66, the open interest changed by 446 which increased total open position to 513
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 54.4, which was -15.2 lower than the previous day. The implied volatity was 31.85, the open interest changed by 16 which increased total open position to 34
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 56, 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
