ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 30SEP2025 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 1.20
Theta: -2.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2524.00 | 18.05 | 16.6 | 40.17 | 76,116 | 2,954 | 4,158 | |||||||||
| 14 Sept | 2392.00 | 1.9 | -0.55 | 28.28 | 849 | 24 | 805 | |||||||||
| 17 Aug | 2281.60 | 260.9 | 0 | 10.93 | 0 | 0 | 0 | |||||||||
For Adani Enterprises Limited - strike price 2700 expiring on 30SEP2025
Delta for 2700 CE is 0.19
Historical price for 2700 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 18.05, which was 16.6 higher than the previous day. The implied volatity was 40.17, the open interest changed by 2954 which increased total open position to 4158
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 1.9, which was -0.55 lower than the previous day. The implied volatity was 28.28, the open interest changed by 24 which increased total open position to 805
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 260.9, which was 0 lower than the previous day. The implied volatity was 10.93, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 30SEP2025 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 1.11
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 178.25 | -113.3 | 36.84 | 614 | -47 | 1,754 |
| 14 Sept | 2392.00 | 302 | -3.2 | 32.99 | 15 | 0 | 1,802 |
| 17 Aug | 2281.60 | 400 | 68.6 | 34.24 | 6 | 6 | 3 |
For Adani Enterprises Limited - strike price 2700 expiring on 30SEP2025
Delta for 2700 PE is -0.83
Historical price for 2700 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 178.25, which was -113.3 lower than the previous day. The implied volatity was 36.84, the open interest changed by -47 which decreased total open position to 1754
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 302, which was -3.2 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 1802
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 400, which was 68.6 higher than the previous day. The implied volatity was 34.24, the open interest changed by 6 which increased total open position to 3
