ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 30SEP2025 2200 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.48
Theta: -1.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2524.00 | 340.05 | 124.4 | 52.35 | 92 | 6 | 166 | |||||||||
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| 14 Sept | 2392.00 | 203.3 | -13.55 | 25.56 | 42 | 9 | 165 | |||||||||
| 17 Aug | 2281.60 | 168 | 17 | 33.02 | 8 | 2 | 33 | |||||||||
For Adani Enterprises Limited - strike price 2200 expiring on 30SEP2025
Delta for 2200 CE is 0.95
Historical price for 2200 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 340.05, which was 124.4 higher than the previous day. The implied volatity was 52.35, the open interest changed by 6 which increased total open position to 166
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 203.3, which was -13.55 lower than the previous day. The implied volatity was 25.56, the open interest changed by 9 which increased total open position to 165
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 168, which was 17 higher than the previous day. The implied volatity was 33.02, the open interest changed by 2 which increased total open position to 33
| ADANIENT 30SEP2025 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.33
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 2.7 | -0.4 | 45.59 | 5,558 | 398 | 1,655 |
| 14 Sept | 2392.00 | 8.15 | -2.3 | 31.54 | 1,328 | -70 | 1,484 |
| 17 Aug | 2281.60 | 64.9 | -3.9 | 34.77 | 29 | 11 | 115 |
For Adani Enterprises Limited - strike price 2200 expiring on 30SEP2025
Delta for 2200 PE is -0.03
Historical price for 2200 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 2.7, which was -0.4 lower than the previous day. The implied volatity was 45.59, the open interest changed by 398 which increased total open position to 1655
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 8.15, which was -2.3 lower than the previous day. The implied volatity was 31.54, the open interest changed by -70 which decreased total open position to 1484
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 64.9, which was -3.9 lower than the previous day. The implied volatity was 34.77, the open interest changed by 11 which increased total open position to 115
