ADANIENT
Adani Enterprises Limited
Historical option data for ADANIENT
21 Sep 2025 04:11 PM IST
| ADANIENT 30SEP2025 2800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.83
Theta: -1.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2524.00 | 10.2 | 9.35 | 45.16 | 63,606 | 4,876 | 5,673 | |||||||||
| 14 Sept | 2392.00 | 0.75 | -0.4 | 30.80 | 622 | -86 | 783 | |||||||||
| 17 Aug | 2281.60 | 7 | -0.75 | 33.52 | 63 | 26 | 54 | |||||||||
For Adani Enterprises Limited - strike price 2800 expiring on 30SEP2025
Delta for 2800 CE is 0.11
Historical price for 2800 CE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 10.2, which was 9.35 higher than the previous day. The implied volatity was 45.16, the open interest changed by 4876 which increased total open position to 5673
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 30.80, the open interest changed by -86 which decreased total open position to 783
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 7, which was -0.75 lower than the previous day. The implied volatity was 33.52, the open interest changed by 26 which increased total open position to 54
| ADANIENT 30SEP2025 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 1.08
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2524.00 | 283.5 | -95.5 | 55.30 | 535 | -117 | 616 |
| 14 Sept | 2392.00 | 419.55 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 2281.60 | 500 | 100 | 40.63 | 3 | 3 | 3 |
For Adani Enterprises Limited - strike price 2800 expiring on 30SEP2025
Delta for 2800 PE is -0.84
Historical price for 2800 PE is as follows
On 21 Sept ADANIENT was trading at 2524.00. The strike last trading price was 283.5, which was -95.5 lower than the previous day. The implied volatity was 55.30, the open interest changed by -117 which decreased total open position to 616
On 14 Sept ADANIENT was trading at 2392.00. The strike last trading price was 419.55, 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
On 17 Aug ADANIENT was trading at 2281.60. The strike last trading price was 500, which was 100 higher than the previous day. The implied volatity was 40.63, the open interest changed by 3 which increased total open position to 3
