ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 30SEP2025 2600 CE | ||||||||||||||||
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Delta: 0.35
Vega: 1.63
Theta: -2.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2524.00 | 35.3 | 32.15 | 35.08 | 1,32,084 | 5,340 | 8,650 | |||||||||
| 14 Sept | 2392.00 | 4.1 | -1.5 | 24.24 | 3,800 | -96 | 3,118 | |||||||||
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| 17 Aug | 2281.60 | 66.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Adani Enterprises Limited - strike price 2600 expiring on 30SEP2025
Delta for 2600 CE is 0.35
Historical price for 2600 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 35.3, which was 32.15 higher than the previous day. The implied volatity was 35.08, the open interest changed by 5340 which increased total open position to 8650
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 4.1, which was -1.5 lower than the previous day. The implied volatity was 24.24, the open interest changed by -96 which decreased total open position to 3118
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 66.75, 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 0
| ADANIENT 30SEP2025 2600 PE | |||||||
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Delta: -0.65
Vega: 1.63
Theta: -2.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 99.5 | -88.3 | 35.10 | 9,258 | 250 | 3,281 |
| 14 Sept | 2392.00 | 207.95 | 11.7 | 30.35 | 59 | -3 | 3,068 |
| 17 Aug | 2281.60 | 311 | 116 | 33.25 | 2 | 2 | 2 |
For Adani Enterprises Limited - strike price 2600 expiring on 30SEP2025
Delta for 2600 PE is -0.65
Historical price for 2600 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 99.5, which was -88.3 lower than the previous day. The implied volatity was 35.10, the open interest changed by 250 which increased total open position to 3281
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 207.95, which was 11.7 higher than the previous day. The implied volatity was 30.35, the open interest changed by -3 which decreased total open position to 3068
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 311, which was 116 higher than the previous day. The implied volatity was 33.25, the open interest changed by 2 which increased total open position to 2
