ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 30SEP2025 2500 CE | ||||||||||||||||
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Delta: 0.61
Vega: 1.68
Theta: -2.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2524.00 | 73.8 | 61.6 | 31.18 | 1,28,369 | 993 | 4,676 | |||||||||
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| 14 Sept | 2392.00 | 14.65 | -4.95 | 22.68 | 5,078 | -24 | 2,590 | |||||||||
| 17 Aug | 2281.60 | 33 | -4.25 | 29.49 | 32 | 6 | 100 | |||||||||
For Adani Enterprises Limited - strike price 2500 expiring on 30SEP2025
Delta for 2500 CE is 0.61
Historical price for 2500 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 73.8, which was 61.6 higher than the previous day. The implied volatity was 31.18, the open interest changed by 993 which increased total open position to 4676
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 14.65, which was -4.95 lower than the previous day. The implied volatity was 22.68, the open interest changed by -24 which decreased total open position to 2590
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 33, which was -4.25 lower than the previous day. The implied volatity was 29.49, the open interest changed by 6 which increased total open position to 100
| ADANIENT 30SEP2025 2500 PE | |||||||
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Delta: -0.39
Vega: 1.68
Theta: -2.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 37.55 | -60.25 | 30.75 | 56,821 | 1,919 | 3,945 |
| 14 Sept | 2392.00 | 116.15 | 3.7 | 24.43 | 811 | -39 | 2,095 |
| 17 Aug | 2281.60 | 225.6 | -27.9 | 31.29 | 11 | 10 | 47 |
For Adani Enterprises Limited - strike price 2500 expiring on 30SEP2025
Delta for 2500 PE is -0.39
Historical price for 2500 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 37.55, which was -60.25 lower than the previous day. The implied volatity was 30.75, the open interest changed by 1919 which increased total open position to 3945
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 116.15, which was 3.7 higher than the previous day. The implied volatity was 24.43, the open interest changed by -39 which decreased total open position to 2095
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 225.6, which was -27.9 lower than the previous day. The implied volatity was 31.29, the open interest changed by 10 which increased total open position to 47
