ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
28 Sep 2025 10:07 PM IST
| ADANIENT 28-OCT-2025 2600 CE | ||||||||||||||||
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Delta: 0.45
Vega: 2.97
Theta: -1.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 2543.70 | 77.8 | -23.55 | 32.21 | 2,655 | 374 | 1,710 | |||||||||
| 21 Sept | 2524.00 | 90.15 | -106.95 | 33.37 | 3,484 | 698 | 705 | |||||||||
| 14 Sept | 2392.00 | 197.1 | 0 | 5.25 | 0 | 0 | 0 | |||||||||
For Adani Enterprises Limited - strike price 2600 expiring on 28OCT2025
Delta for 2600 CE is 0.45
Historical price for 2600 CE is as follows
On 28 Sept ADANIENT was trading at 2543.70. The strike last trading price was 77.8, which was -23.55 lower than the previous day. The implied volatity was 32.21, the open interest changed by 374 which increased total open position to 1710
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 90.15, which was -106.95 lower than the previous day. The implied volatity was 33.37, the open interest changed by 698 which increased total open position to 705
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 197.1, which was 0 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 28OCT2025 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 2.98
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 2543.70 | 124 | 23 | 33.72 | 957 | 104 | 903 |
| 21 Sept | 2524.00 | 143 | -57 | 35.96 | 319 | 142 | 174 |
| 14 Sept | 2392.00 | 211.45 | -1 | 27.74 | 1 | 1 | 7 |
For Adani Enterprises Limited - strike price 2600 expiring on 28OCT2025
Delta for 2600 PE is -0.55
Historical price for 2600 PE is as follows
On 28 Sept ADANIENT was trading at 2543.70. The strike last trading price was 124, which was 23 higher than the previous day. The implied volatity was 33.72, the open interest changed by 104 which increased total open position to 903
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 143, which was -57 lower than the previous day. The implied volatity was 35.96, the open interest changed by 142 which increased total open position to 174
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 211.45, which was -1 lower than the previous day. The implied volatity was 27.74, the open interest changed by 1 which increased total open position to 7
