ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
21 Sep 2025 04:15 PM IST
| ADANIGREEN 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.25
Vega: 0.57
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1030.70 | 12.65 | -46.95 | 48.86 | 12,177 | 1,112 | 1,116 | |||||||||
| 14 Sept | 981.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Adani Green Energy Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.25
Historical price for 1100 CE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 12.65, which was -46.95 lower than the previous day. The implied volatity was 48.86, the open interest changed by 1112 which increased total open position to 1116
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 0, 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
| ADANIGREEN 30SEP2025 1100 PE | |||||||
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Delta: -0.73
Vega: 0.59
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1030.70 | 79.15 | -84.6 | 52.82 | 65 | 25 | 25 |
| 14 Sept | 981.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Adani Green Energy Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.73
Historical price for 1100 PE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 79.15, which was -84.6 lower than the previous day. The implied volatity was 52.82, the open interest changed by 25 which increased total open position to 25
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 0, 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
