ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
21 Sep 2025 04:15 PM IST
| ADANIGREEN 30SEP2025 980 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.52
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1030.70 | 65.05 | 41.25 | 42.22 | 5,511 | -549 | 589 | |||||||||
| 14 Sept | 981.70 | 29.9 | 0.45 | 30.40 | 2,278 | 40 | 943 | |||||||||
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| 17 Aug | 917.50 | 105.1 | 0 | 4.09 | 0 | 0 | 0 | |||||||||
For Adani Green Energy Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 CE is 0.79
Historical price for 980 CE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 65.05, which was 41.25 higher than the previous day. The implied volatity was 42.22, the open interest changed by -549 which decreased total open position to 589
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 29.9, which was 0.45 higher than the previous day. The implied volatity was 30.40, the open interest changed by 40 which increased total open position to 943
On 17 Aug ADANIGREEN was trading at 917.50. The strike last trading price was 105.1, which was 0 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0
| ADANIGREEN 30SEP2025 980 PE | |||||||
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Delta: -0.21
Vega: 0.51
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1030.70 | 8.85 | -10.95 | 40.77 | 9,302 | 287 | 1,163 |
| 14 Sept | 981.70 | 22.9 | -5.55 | 30.19 | 1,365 | 20 | 562 |
| 17 Aug | 917.50 | 90.45 | 0 | - | 0 | 0 | 0 |
For Adani Green Energy Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 PE is -0.21
Historical price for 980 PE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 8.85, which was -10.95 lower than the previous day. The implied volatity was 40.77, the open interest changed by 287 which increased total open position to 1163
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 22.9, which was -5.55 lower than the previous day. The implied volatity was 30.19, the open interest changed by 20 which increased total open position to 562
On 17 Aug ADANIGREEN was trading at 917.50. The strike last trading price was 90.45, 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
