ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 30SEP2025 2300 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.61
Theta: -1.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2524.00 | 240.8 | 120 | 39.70 | 996 | -294 | 1,662 | |||||||||
| 14 Sept | 2392.00 | 115 | -12.85 | 23.89 | 845 | -104 | 2,088 | |||||||||
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| 17 Aug | 2281.60 | 100.9 | -5.1 | 29.50 | 69 | 27 | 95 | |||||||||
For Adani Enterprises Limited - strike price 2300 expiring on 30SEP2025
Delta for 2300 CE is 0.93
Historical price for 2300 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 240.8, which was 120 higher than the previous day. The implied volatity was 39.70, the open interest changed by -294 which decreased total open position to 1662
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 115, which was -12.85 lower than the previous day. The implied volatity was 23.89, the open interest changed by -104 which decreased total open position to 2088
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 100.9, which was -5.1 lower than the previous day. The implied volatity was 29.50, the open interest changed by 27 which increased total open position to 95
| ADANIENT 30SEP2025 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.57
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 5.1 | -3.05 | 38.38 | 14,771 | 561 | 3,300 |
| 14 Sept | 2392.00 | 18.25 | -3.25 | 26.21 | 1,638 | -39 | 2,868 |
| 17 Aug | 2281.60 | 103 | -3.5 | 33.08 | 54 | 30 | 63 |
For Adani Enterprises Limited - strike price 2300 expiring on 30SEP2025
Delta for 2300 PE is -0.07
Historical price for 2300 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 5.1, which was -3.05 lower than the previous day. The implied volatity was 38.38, the open interest changed by 561 which increased total open position to 3300
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 18.25, which was -3.25 lower than the previous day. The implied volatity was 26.21, the open interest changed by -39 which decreased total open position to 2868
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 103, which was -3.5 lower than the previous day. The implied volatity was 33.08, the open interest changed by 30 which increased total open position to 63
