ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 30SEP2025 2400 CE | ||||||||||||||||
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Delta: 0.84
Vega: 1.05
Theta: -2.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2524.00 | 146 | 101.6 | 32.01 | 19,489 | -1,829 | 2,802 | |||||||||
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| 14 Sept | 2392.00 | 47.05 | -9.75 | 22.05 | 9,411 | 422 | 3,763 | |||||||||
| 17 Aug | 2281.60 | 60.5 | -1.95 | 29.69 | 141 | 73 | 53 | |||||||||
For Adani Enterprises Limited - strike price 2400 expiring on 30SEP2025
Delta for 2400 CE is 0.84
Historical price for 2400 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 146, which was 101.6 higher than the previous day. The implied volatity was 32.01, the open interest changed by -1829 which decreased total open position to 2802
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 47.05, which was -9.75 lower than the previous day. The implied volatity was 22.05, the open interest changed by 422 which increased total open position to 3763
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 60.5, which was -1.95 lower than the previous day. The implied volatity was 29.69, the open interest changed by 73 which increased total open position to 53
| ADANIENT 30SEP2025 2400 PE | |||||||
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Delta: -0.15
Vega: 1.03
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 11.15 | -20.1 | 31.56 | 42,750 | 775 | 4,151 |
| 14 Sept | 2392.00 | 50.15 | 0 | 23.89 | 4,801 | 166 | 2,841 |
| 17 Aug | 2281.60 | 164 | -3.8 | 34.25 | 57 | 21 | 95 |
For Adani Enterprises Limited - strike price 2400 expiring on 30SEP2025
Delta for 2400 PE is -0.15
Historical price for 2400 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 11.15, which was -20.1 lower than the previous day. The implied volatity was 31.56, the open interest changed by 775 which increased total open position to 4151
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 50.15, which was 0 lower than the previous day. The implied volatity was 23.89, the open interest changed by 166 which increased total open position to 2841
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 164, which was -3.8 lower than the previous day. The implied volatity was 34.25, the open interest changed by 21 which increased total open position to 95
