ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
28 Sep 2025 10:09 PM IST
ADANIGREEN 28-OCT-2025 1100 CE | ||||||||||||||||
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Delta: 0.42
Vega: 1.21
Theta: -0.96
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 | |||||||
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Delta: -0.58
Vega: 1.22
Theta: -0.69
Gamma: 0.00
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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