ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
| ADANIENSOL 30SEP2025 940 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.43
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 877.15 | 6.9 | -30.8 | 42.01 | 1,926 | 418 | 418 | |||||||||
| 14 Sept | 829.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 775.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Adani Energy Solution Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.20
Historical price for 940 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 6.9, which was -30.8 lower than the previous day. The implied volatity was 42.01, the open interest changed by 418 which increased total open position to 418
On 14 Sept ADANIENSOL was trading at 829.90. 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
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 940 PE | |||||||
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Delta: -0.81
Vega: 0.41
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 877.15 | 64.2 | -95.6 | 39.81 | 5 | 2 | 2 |
| 14 Sept | 829.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 775.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Adani Energy Solution Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -0.81
Historical price for 940 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 64.2, which was -95.6 lower than the previous day. The implied volatity was 39.81, the open interest changed by 2 which increased total open position to 2
On 14 Sept ADANIENSOL was trading at 829.90. 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
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
