ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
21 Sep 2025 04:15 PM IST
ADANIGREEN 30SEP2025 1080 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.64
Theta: -1.45
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 1030.70 | 16.6 | 14.5 | 46.95 | 25,867 | 958 | 1,563 | |||||||||
14 Sept | 981.70 | 4.3 | -0.6 | 33.78 | 578 | 35 | 680 |
For Adani Green Energy Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.32
Historical price for 1080 CE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 16.6, which was 14.5 higher than the previous day. The implied volatity was 46.95, the open interest changed by 958 which increased total open position to 1563
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 4.3, which was -0.6 lower than the previous day. The implied volatity was 33.78, the open interest changed by 35 which increased total open position to 680
ADANIGREEN 30SEP2025 1080 PE | |||||||
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Delta: -0.68
Vega: 0.64
Theta: -1.14
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1030.70 | 60.55 | -42.5 | 46.48 | 1,133 | 132 | 156 |
14 Sept | 981.70 | 102.8 | -0.25 | 0.00 | 0 | 0 | 0 |
For Adani Green Energy Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -0.68
Historical price for 1080 PE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 60.55, which was -42.5 lower than the previous day. The implied volatity was 46.48, the open interest changed by 132 which increased total open position to 156
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 102.8, which was -0.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0