[--[65.84.65.76]--]
ADANIGREEN
Adani Green Energy Ltd

1047.4 -32.15 (-2.98%)

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Historical option data for ADANIGREEN

28 Sep 2025 10:09 PM IST
ADANIGREEN 28-OCT-2025 1100 CE
Delta: 0.42
Vega: 1.21
Theta: -0.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 1047.40 38.9 -13.9 44.65 2,689 89 1,355
21 Sept 1030.70 36 0.4 43.30 752 278 275


For Adani Green Energy Ltd - strike price 1100 expiring on 28OCT2025

Delta for 1100 CE is 0.42

Historical price for 1100 CE is as follows

On 28 Sept ADANIGREEN was trading at 1047.40. The strike last trading price was 38.9, which was -13.9 lower than the previous day. The implied volatity was 44.65, the open interest changed by 89 which increased total open position to 1355


On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 36, which was 0.4 higher than the previous day. The implied volatity was 43.30, the open interest changed by 278 which increased total open position to 275


ADANIGREEN 28OCT2025 1100 PE
Delta: -0.58
Vega: 1.22
Theta: -0.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 1047.40 80.15 16.15 46.17 461 -109 416
21 Sept 1030.70 94.25 -109.05 45.19 6 6 5


For Adani Green Energy Ltd - strike price 1100 expiring on 28OCT2025

Delta for 1100 PE is -0.58

Historical price for 1100 PE is as follows

On 28 Sept ADANIGREEN was trading at 1047.40. The strike last trading price was 80.15, which was 16.15 higher than the previous day. The implied volatity was 46.17, the open interest changed by -109 which decreased total open position to 416


On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 94.25, which was -109.05 lower than the previous day. The implied volatity was 45.19, the open interest changed by 6 which increased total open position to 5