ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 30SEP2025 2350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.81
Theta: -1.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2524.00 | 193.25 | 114.5 | 36.25 | 1,913 | -292 | 1,472 | |||||||||
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| 14 Sept | 2392.00 | 77.4 | -9.35 | 22.90 | 1,095 | -39 | 2,378 | |||||||||
| 17 Aug | 2281.60 | 259.65 | 0 | 1.36 | 0 | 0 | 0 | |||||||||
For Adani Enterprises Limited - strike price 2350 expiring on 30SEP2025
Delta for 2350 CE is 0.89
Historical price for 2350 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 193.25, which was 114.5 higher than the previous day. The implied volatity was 36.25, the open interest changed by -292 which decreased total open position to 1472
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 77.4, which was -9.35 lower than the previous day. The implied volatity was 22.90, the open interest changed by -39 which decreased total open position to 2378
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 259.65, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 30SEP2025 2350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.76
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 7.2 | -8.65 | 34.66 | 13,956 | 219 | 1,572 |
| 14 Sept | 2392.00 | 29.6 | -2.8 | 24.33 | 1,729 | 24 | 1,952 |
| 17 Aug | 2281.60 | 131.55 | -1.3 | 0.00 | 0 | 0 | 0 |
For Adani Enterprises Limited - strike price 2350 expiring on 30SEP2025
Delta for 2350 PE is -0.10
Historical price for 2350 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 7.2, which was -8.65 lower than the previous day. The implied volatity was 34.66, the open interest changed by 219 which increased total open position to 1572
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 29.6, which was -2.8 lower than the previous day. The implied volatity was 24.33, the open interest changed by 24 which increased total open position to 1952
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 131.55, which was -1.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
