ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
21 Sep 2025 04:15 PM IST
| ADANIGREEN 30SEP2025 1020 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.69
Theta: -1.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1030.70 | 37.55 | 28.5 | 41.02 | 27,083 | 381 | 1,260 | |||||||||
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| 14 Sept | 981.70 | 14.05 | -0.55 | 31.04 | 1,004 | 58 | 574 | |||||||||
For Adani Green Energy Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 CE is 0.60
Historical price for 1020 CE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 37.55, which was 28.5 higher than the previous day. The implied volatity was 41.02, the open interest changed by 381 which increased total open position to 1260
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 14.05, which was -0.55 lower than the previous day. The implied volatity was 31.04, the open interest changed by 58 which increased total open position to 574
| ADANIGREEN 30SEP2025 1020 PE | |||||||
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Delta: -0.40
Vega: 0.69
Theta: -1.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1030.70 | 21.35 | -23.6 | 40.11 | 12,516 | 627 | 697 |
| 14 Sept | 981.70 | 46.6 | -6.8 | 30.49 | 97 | 5 | 46 |
For Adani Green Energy Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 PE is -0.40
Historical price for 1020 PE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 21.35, which was -23.6 lower than the previous day. The implied volatity was 40.11, the open interest changed by 627 which increased total open position to 697
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 46.6, which was -6.8 lower than the previous day. The implied volatity was 30.49, the open interest changed by 5 which increased total open position to 46
