ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 30SEP2025 2450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 1.40
Theta: -2.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2524.00 | 105.4 | 81.3 | 30.71 | 23,681 | -1,182 | 1,063 | |||||||||
| 14 Sept | 2392.00 | 27.4 | -7.05 | 22.43 | 4,674 | -44 | 1,094 | |||||||||
| 17 Aug | 2281.60 | 210.15 | 0 | 4.24 | 0 | 0 | 0 | |||||||||
For Adani Enterprises Limited - strike price 2450 expiring on 30SEP2025
Delta for 2450 CE is 0.75
Historical price for 2450 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 105.4, which was 81.3 higher than the previous day. The implied volatity was 30.71, the open interest changed by -1182 which decreased total open position to 1063
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 27.4, which was -7.05 lower than the previous day. The implied volatity was 22.43, the open interest changed by -44 which decreased total open position to 1094
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 210.15, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 30SEP2025 2450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 1.40
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 20.6 | -40.35 | 30.59 | 33,505 | 948 | 1,437 |
| 14 Sept | 2392.00 | 79 | 0.9 | 23.77 | 711 | -35 | 217 |
| 17 Aug | 2281.60 | 204.6 | 0 | - | 0 | 0 | 0 |
For Adani Enterprises Limited - strike price 2450 expiring on 30SEP2025
Delta for 2450 PE is -0.25
Historical price for 2450 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 20.6, which was -40.35 lower than the previous day. The implied volatity was 30.59, the open interest changed by 948 which increased total open position to 1437
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 79, which was 0.9 higher than the previous day. The implied volatity was 23.77, the open interest changed by -35 which decreased total open position to 217
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 204.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
