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[--[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 1120 CE
Delta: 0.20
Vega: 0.51
Theta: -1.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1030.70 10.15 9.15 51.67 19,961 1,078 1,345
14 Sept 981.70 2.1 -0.4 36.29 384 16 200

For Adani Green Energy Ltd - strike price 1120 expiring on 30SEP2025

Delta for 1120 CE is 0.20

Historical price for 1120 CE is as follows

On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 10.15, which was 9.15 higher than the previous day. The implied volatity was 51.67, the open interest changed by 1078 which increased total open position to 1345


On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 36.29, the open interest changed by 16 which increased total open position to 200


ADANIGREEN 30SEP2025 1120 PE
Delta: -0.84
Vega: 0.43
Theta: -0.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1030.70 90.25 -45.9 43.12 132 26 69
14 Sept 981.70 135.3 7.6 38.73 1 0 44

For Adani Green Energy Ltd - strike price 1120 expiring on 30SEP2025

Delta for 1120 PE is -0.84

Historical price for 1120 PE is as follows

On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 90.25, which was -45.9 lower than the previous day. The implied volatity was 43.12, the open interest changed by 26 which increased total open position to 69


On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 135.3, which was 7.6 higher than the previous day. The implied volatity was 38.73, the open interest changed by 0 which decreased total open position to 44