ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
| ADANIENSOL 30SEP2025 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.51
Theta: -1.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 877.15 | 10.3 | 8.2 | 40.04 | 7,469 | 376 | 622 | |||||||||
| 14 Sept | 829.90 | 2.6 | 0.25 | 33.10 | 175 | 39 | 236 | |||||||||
| 17 Aug | 775.80 | 95.55 | 0 | 11.69 | 0 | 0 | 0 | |||||||||
For Adani Energy Solution Ltd - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.28
Historical price for 920 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 10.3, which was 8.2 higher than the previous day. The implied volatity was 40.04, the open interest changed by 376 which increased total open position to 622
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 2.6, which was 0.25 higher than the previous day. The implied volatity was 33.10, the open interest changed by 39 which increased total open position to 236
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 95.55, which was 0 lower than the previous day. The implied volatity was 11.69, the open interest changed by 0 which decreased total open position to 0
| ADANIENSOL 30SEP2025 920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.52
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 877.15 | 49.65 | -67 | 42.10 | 601 | 307 | 346 |
| 14 Sept | 829.90 | 116.65 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 775.80 | 136.1 | 0 | - | 0 | 0 | 0 |
For Adani Energy Solution Ltd - strike price 920 expiring on 30SEP2025
Delta for 920 PE is -0.71
Historical price for 920 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 49.65, which was -67 lower than the previous day. The implied volatity was 42.10, the open interest changed by 307 which increased total open position to 346
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 116.65, 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 136.1, 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
