ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
21 Sep 2025 04:15 PM IST
| ADANIENSOL 30SEP2025 960 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.36
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 877.15 | 5.3 | 4.3 | 45.83 | 7,930 | 656 | 734 | |||||||||
| 14 Sept | 829.90 | 1.45 | 0 | 37.97 | 50 | -9 | 73 | |||||||||
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| 17 Aug | 775.80 | 81.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Adani Energy Solution Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.15
Historical price for 960 CE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 5.3, which was 4.3 higher than the previous day. The implied volatity was 45.83, the open interest changed by 656 which increased total open position to 734
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 37.97, the open interest changed by -9 which decreased total open position to 73
On 17 Aug ADANIENSOL was trading at 775.80. The strike last trading price was 81.55, 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 960 PE | |||||||
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Delta: -0.82
Vega: 0.40
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 877.15 | 85.5 | -36.3 | 51.19 | 39 | 18 | 20 |
| 14 Sept | 829.90 | 160 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 775.80 | 161.4 | 0 | 0.00 | 0 | 0 | 0 |
For Adani Energy Solution Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.82
Historical price for 960 PE is as follows
On 21 Sept ADANIENSOL was trading at 877.15. The strike last trading price was 85.5, which was -36.3 lower than the previous day. The implied volatity was 51.19, the open interest changed by 18 which increased total open position to 20
On 14 Sept ADANIENSOL was trading at 829.90. The strike last trading price was 160, 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 161.4, 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
