ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 30SEP2025 2550 CE | ||||||||||||||||
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Delta: 0.47
Vega: 1.75
Theta: -2.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2524.00 | 50.65 | 44.7 | 32.77 | 84,168 | 2,629 | 3,566 | |||||||||
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| 14 Sept | 2392.00 | 7.9 | -2.85 | 23.51 | 1,580 | -48 | 865 | |||||||||
| 17 Aug | 2281.60 | 168.15 | 0 | 6.90 | 0 | 0 | 0 | |||||||||
For Adani Enterprises Limited - strike price 2550 expiring on 30SEP2025
Delta for 2550 CE is 0.47
Historical price for 2550 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 50.65, which was 44.7 higher than the previous day. The implied volatity was 32.77, the open interest changed by 2629 which increased total open position to 3566
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 7.9, which was -2.85 lower than the previous day. The implied volatity was 23.51, the open interest changed by -48 which decreased total open position to 865
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 168.15, which was 0 lower than the previous day. The implied volatity was 6.90, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 30SEP2025 2550 PE | |||||||
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Delta: -0.53
Vega: 1.74
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 64.95 | -79.7 | 32.45 | 17,446 | 1,085 | 1,175 |
| 14 Sept | 2392.00 | 159.35 | 4.2 | 26.01 | 50 | -2 | 77 |
| 17 Aug | 2281.60 | 261.6 | 0 | - | 0 | 0 | 0 |
For Adani Enterprises Limited - strike price 2550 expiring on 30SEP2025
Delta for 2550 PE is -0.53
Historical price for 2550 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 64.95, which was -79.7 lower than the previous day. The implied volatity was 32.45, the open interest changed by 1085 which increased total open position to 1175
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 159.35, which was 4.2 higher than the previous day. The implied volatity was 26.01, the open interest changed by -2 which decreased total open position to 77
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 261.6, 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
