ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
| ADANIENSOL 30SEP2025 900 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.58
Theta: -1.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 877.15 | 14.7 | 11.45 | 36.92 | 20,311 | 936 | 1,497 | |||||||||
| 14 Sept | 829.90 | 3.85 | 0.45 | 30.96 | 334 | -26 | 521 | |||||||||
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| 17 Aug | 775.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Adani Energy Solution Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.39
Historical price for 900 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 14.7, which was 11.45 higher than the previous day. The implied volatity was 36.92, the open interest changed by 936 which increased total open position to 1497
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 3.85, which was 0.45 higher than the previous day. The implied volatity was 30.96, the open interest changed by -26 which decreased total open position to 521
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 0.00, the open interest changed by 0 which decreased total open position to 0
| ADANIENSOL 30SEP2025 900 PE | |||||||
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Delta: -0.61
Vega: 0.59
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 877.15 | 34.4 | -26.7 | 39.24 | 1,200 | 165 | 208 |
| 14 Sept | 829.90 | 84.75 | 0.3 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 775.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Adani Energy Solution Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.61
Historical price for 900 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 34.4, which was -26.7 lower than the previous day. The implied volatity was 39.24, the open interest changed by 165 which increased total open position to 208
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 84.75, which was 0.3 higher 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 0.00, the open interest changed by 0 which decreased total open position to 0
