ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
21 Sep 2025 04:15 PM IST
| ADANIGREEN 30SEP2025 940 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.26
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1030.70 | 98 | 47.5 | 40.54 | 213 | -25 | 607 | |||||||||
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| 14 Sept | 981.70 | 55.9 | 2.15 | 30.93 | 86 | -18 | 651 | |||||||||
| 17 Aug | 917.50 | 125.15 | 0 | 0.96 | 0 | 0 | 0 | |||||||||
For Adani Green Energy Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.92
Historical price for 940 CE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 98, which was 47.5 higher than the previous day. The implied volatity was 40.54, the open interest changed by -25 which decreased total open position to 607
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 55.9, which was 2.15 higher than the previous day. The implied volatity was 30.93, the open interest changed by -18 which decreased total open position to 651
On 17 Aug ADANIGREEN was trading at 917.50. The strike last trading price was 125.15, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
| ADANIGREEN 30SEP2025 940 PE | |||||||
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Delta: -0.10
Vega: 0.31
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1030.70 | 3.85 | -2.7 | 44.63 | 6,581 | 258 | 958 |
| 14 Sept | 981.70 | 9.15 | -3.85 | 30.74 | 574 | 54 | 592 |
| 17 Aug | 917.50 | 70.95 | 0 | - | 0 | 0 | 0 |
For Adani Green Energy Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -0.10
Historical price for 940 PE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 3.85, which was -2.7 lower than the previous day. The implied volatity was 44.63, the open interest changed by 258 which increased total open position to 958
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 9.15, which was -3.85 lower than the previous day. The implied volatity was 30.74, the open interest changed by 54 which increased total open position to 592
On 17 Aug ADANIGREEN was trading at 917.50. The strike last trading price was 70.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
