ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
17 Aug 2025 12:58 AM IST
| ADANIGREEN 30SEP2025 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 1.24
Theta: -0.57
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 17 Aug | 917.50 | 58 | -6 | 32.28 | 9 | 5 | 50 | |||||||||
For Adani Green Energy Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.63
Historical price for 900 CE is as follows
On 17 Aug ADANIGREEN was trading at 917.50. The strike last trading price was 58, which was -6 lower than the previous day. The implied volatity was 32.28, the open interest changed by 5 which increased total open position to 50
| ADANIGREEN 30SEP2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 1.25
Theta: -0.38
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 917.50 | 33.7 | 1.7 | 36.35 | 12 | 5 | 29 |
For Adani Green Energy Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.38
Historical price for 900 PE is as follows
On 17 Aug ADANIGREEN was trading at 917.50. The strike last trading price was 33.7, which was 1.7 higher than the previous day. The implied volatity was 36.35, the open interest changed by 5 which increased total open position to 29
