ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
21 Sep 2025 04:15 PM IST
| ADANIGREEN 30SEP2025 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.63
Theta: -1.40
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1030.70 | 50.45 | 35.4 | 42.59 | 21,475 | -1,409 | 1,210 | |||||||||
| 14 Sept | 981.70 | 20.65 | -0.25 | 30.42 | 3,155 | -150 | 2,497 | |||||||||
| 17 Aug | 917.50 | 19.8 | -4.45 | 34.09 | 104 | -3 | 143 | |||||||||
For Adani Green Energy Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.69
Historical price for 1000 CE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 50.45, which was 35.4 higher than the previous day. The implied volatity was 42.59, the open interest changed by -1409 which decreased total open position to 1210
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 20.65, which was -0.25 lower than the previous day. The implied volatity was 30.42, the open interest changed by -150 which decreased total open position to 2497
On 17 Aug ADANIGREEN was trading at 917.50. The strike last trading price was 19.8, which was -4.45 lower than the previous day. The implied volatity was 34.09, the open interest changed by -3 which decreased total open position to 143
| ADANIGREEN 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.62
Theta: -1.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1030.70 | 14 | -17.05 | 40.25 | 20,733 | 813 | 1,644 |
| 14 Sept | 981.70 | 33.55 | -6.15 | 30.26 | 472 | 18 | 736 |
| 17 Aug | 917.50 | 95 | 5 | 39.19 | 5 | 5 | 17 |
For Adani Green Energy Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.30
Historical price for 1000 PE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 14, which was -17.05 lower than the previous day. The implied volatity was 40.25, the open interest changed by 813 which increased total open position to 1644
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 33.55, which was -6.15 lower than the previous day. The implied volatity was 30.26, the open interest changed by 18 which increased total open position to 736
On 17 Aug ADANIGREEN was trading at 917.50. The strike last trading price was 95, which was 5 higher than the previous day. The implied volatity was 39.19, the open interest changed by 5 which increased total open position to 17
