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ADANIGREEN
Adani Green Energy Ltd
1152.15 121.45 (11.78%)

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Historical option data for ADANIGREEN

21 Sep 2025 04:15 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ADANIGREEN 30SEP2025 1040 CE
Delta: 0.49
Vega: 0.71
Theta: -1.54
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1030.70 28.5 23.1 43.28 35,572 866 1,464
14 Sept 981.70 9.35 -0.6 31.65 646 1 468

For Adani Green Energy Ltd - strike price 1040 expiring on 30SEP2025

Delta for 1040 CE is 0.49

Historical price for 1040 CE is as follows

On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 28.5, which was 23.1 higher than the previous day. The implied volatity was 43.28, the open interest changed by 866 which increased total open position to 1464


On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 9.35, which was -0.6 lower than the previous day. The implied volatity was 31.65, the open interest changed by 1 which increased total open position to 468


ADANIGREEN 30SEP2025 1040 PE
Delta: -0.51
Vega: 0.71
Theta: -1.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1030.70 32 -29.05 41.54 11,182 927 947
14 Sept 981.70 120 0 0.00 0 0 0

For Adani Green Energy Ltd - strike price 1040 expiring on 30SEP2025

Delta for 1040 PE is -0.51

Historical price for 1040 PE is as follows

On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 32, which was -29.05 lower than the previous day. The implied volatity was 41.54, the open interest changed by 927 which increased total open position to 947


On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 120, 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