ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0.13
Theta: -0.62
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1444.20 | 128.6 | 13 | 32.69 | 234 | -169 | 249 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1427.80 | 114.35 | 16.9 | 28.61 | 56 | -20 | 418 | |||||||||
| 18 Sept | 1412.80 | 97.9 | 3.2 | 27.75 | 39 | -3 | 438 | |||||||||
| 14 Sept | 1393.10 | 83.3 | -1.4 | 20.75 | 41 | -4 | 449 | |||||||||
| 17 Aug | 1300.30 | 200.7 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
For Adani Port & Sez Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.97
Historical price for 1320 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 128.6, which was 13 higher than the previous day. The implied volatity was 32.69, the open interest changed by -169 which decreased total open position to 249
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 114.35, which was 16.9 higher than the previous day. The implied volatity was 28.61, the open interest changed by -20 which decreased total open position to 418
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 97.9, which was 3.2 higher than the previous day. The implied volatity was 27.75, the open interest changed by -3 which decreased total open position to 438
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 83.3, which was -1.4 lower than the previous day. The implied volatity was 20.75, the open interest changed by -4 which decreased total open position to 449
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 200.7, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
| ADANIPORTS 30SEP2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.18
Theta: -0.40
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 1.25 | -1.1 | 36.16 | 506 | -94 | 1,376 |
| 21 Sept | 1427.80 | 2.1 | 0.5 | 31.28 | 1,134 | 238 | 1,471 |
| 18 Sept | 1412.80 | 1.55 | -0.65 | 24.70 | 241 | -56 | 1,233 |
| 14 Sept | 1393.10 | 3.9 | -1.25 | 22.54 | 542 | 11 | 1,280 |
| 17 Aug | 1300.30 | 70.25 | 0 | - | 0 | 0 | 0 |
For Adani Port & Sez Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.04
Historical price for 1320 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 1.25, which was -1.1 lower than the previous day. The implied volatity was 36.16, the open interest changed by -94 which decreased total open position to 1376
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 2.1, which was 0.5 higher than the previous day. The implied volatity was 31.28, the open interest changed by 238 which increased total open position to 1471
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 24.70, the open interest changed by -56 which decreased total open position to 1233
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 3.9, which was -1.25 lower than the previous day. The implied volatity was 22.54, the open interest changed by 11 which increased total open position to 1280
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 70.25, 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
