Related Pages for ADANIGREEN
[--[65.84.65.76]--]
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 1060 CE
Delta: 0.39
Vega: 0.69
Theta: -1.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1030.70 21.6 18.2 45.10 34,508 1,732 1,959
14 Sept 981.70 6.4 -0.55 32.81 496 17 407

For Adani Green Energy Ltd - strike price 1060 expiring on 30SEP2025

Delta for 1060 CE is 0.39

Historical price for 1060 CE is as follows

On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 21.6, which was 18.2 higher than the previous day. The implied volatity was 45.10, the open interest changed by 1732 which increased total open position to 1959


On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 6.4, which was -0.55 lower than the previous day. The implied volatity was 32.81, the open interest changed by 17 which increased total open position to 407


ADANIGREEN 30SEP2025 1060 PE
Delta: -0.61
Vega: 0.69
Theta: -1.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1030.70 45.35 -39 43.86 5,779 336 359
14 Sept 981.70 84.35 -12.9 41.21 15 0 15

For Adani Green Energy Ltd - strike price 1060 expiring on 30SEP2025

Delta for 1060 PE is -0.61

Historical price for 1060 PE is as follows

On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 45.35, which was -39 lower than the previous day. The implied volatity was 43.86, the open interest changed by 336 which increased total open position to 359


On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 84.35, which was -12.9 lower than the previous day. The implied volatity was 41.21, the open interest changed by 0 which decreased total open position to 15