ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
21 Sep 2025 04:15 PM IST
| ADANIGREEN 30SEP2025 960 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.34
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1030.70 | 79.05 | 43.65 | 36.81 | 1,106 | -245 | 317 | |||||||||
| 14 Sept | 981.70 | 41.95 | 1.45 | 30.85 | 373 | -1 | 566 | |||||||||
| 17 Aug | 917.50 | 39.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Adani Green Energy Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.89
Historical price for 960 CE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 79.05, which was 43.65 higher than the previous day. The implied volatity was 36.81, the open interest changed by -245 which decreased total open position to 317
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 41.95, which was 1.45 higher than the previous day. The implied volatity was 30.85, the open interest changed by -1 which decreased total open position to 566
On 17 Aug ADANIGREEN was trading at 917.50. The strike last trading price was 39.8, 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 960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.40
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1030.70 | 5.65 | -6.05 | 42.15 | 7,303 | 416 | 881 |
| 14 Sept | 981.70 | 14.45 | -5.25 | 29.87 | 445 | 17 | 381 |
| 17 Aug | 917.50 | 104.45 | 0 | - | 0 | 0 | 0 |
For Adani Green Energy Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.14
Historical price for 960 PE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 5.65, which was -6.05 lower than the previous day. The implied volatity was 42.15, the open interest changed by 416 which increased total open position to 881
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 14.45, which was -5.25 lower than the previous day. The implied volatity was 29.87, the open interest changed by 17 which increased total open position to 381
On 17 Aug ADANIGREEN was trading at 917.50. The strike last trading price was 104.45, 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
