ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 28OCT2025 2500 CE | ||||||||||||||||
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Delta: 0.60
Vega: 3.19
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2524.00 | 137.85 | 85.8 | 33.25 | 4,366 | 557 | 646 | |||||||||
| 14 Sept | 2392.00 | 236.35 | 0 | 2.49 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 2281.60 | 236.35 | 0 | 4.17 | 0 | 0 | 0 | |||||||||
For Adani Enterprises Limited - strike price 2500 expiring on 28OCT2025
Delta for 2500 CE is 0.60
Historical price for 2500 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 137.85, which was 85.8 higher than the previous day. The implied volatity was 33.25, the open interest changed by 557 which increased total open position to 646
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 236.35, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 236.35, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 28OCT2025 2500 PE | |||||||
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Delta: -0.40
Vega: 3.20
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 88 | -41 | 34.73 | 2,232 | 603 | 798 |
| 14 Sept | 2392.00 | 135.75 | -12.25 | 26.28 | 29 | 27 | 51 |
| 17 Aug | 2281.60 | 250 | 0 | 0.00 | 0 | 0 | 1 |
For Adani Enterprises Limited - strike price 2500 expiring on 28OCT2025
Delta for 2500 PE is -0.40
Historical price for 2500 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 88, which was -41 lower than the previous day. The implied volatity was 34.73, the open interest changed by 603 which increased total open position to 798
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 135.75, which was -12.25 lower than the previous day. The implied volatity was 26.28, the open interest changed by 27 which increased total open position to 51
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 250, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
