ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1340 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.16
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1444.20 | 108.75 | 12.85 | 28.89 | 64 | -32 | 741 | |||||||||
| 21 Sept | 1427.80 | 97.1 | 18.65 | 31.71 | 96 | -32 | 773 | |||||||||
| 18 Sept | 1412.80 | 78.15 | 2.35 | 23.56 | 125 | -7 | 805 | |||||||||
| 14 Sept | 1393.10 | 66 | -1.25 | 20.61 | 78 | -26 | 829 | |||||||||
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| 17 Aug | 1300.30 | 35 | -10.05 | 23.92 | 128 | 100 | 111 | |||||||||
For Adani Port & Sez Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.97
Historical price for 1340 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 108.75, which was 12.85 higher than the previous day. The implied volatity was 28.89, the open interest changed by -32 which decreased total open position to 741
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 97.1, which was 18.65 higher than the previous day. The implied volatity was 31.71, the open interest changed by -32 which decreased total open position to 773
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 78.15, which was 2.35 higher than the previous day. The implied volatity was 23.56, the open interest changed by -7 which decreased total open position to 805
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 66, which was -1.25 lower than the previous day. The implied volatity was 20.61, the open interest changed by -26 which decreased total open position to 829
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 35, which was -10.05 lower than the previous day. The implied volatity was 23.92, the open interest changed by 100 which increased total open position to 111
| ADANIPORTS 30SEP2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.22
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 1.45 | -1.55 | 32.25 | 897 | -16 | 1,007 |
| 21 Sept | 1427.80 | 2.75 | 0.55 | 28.55 | 3,671 | 254 | 1,019 |
| 18 Sept | 1412.80 | 2.1 | -1.15 | 21.97 | 410 | 7 | 771 |
| 14 Sept | 1393.10 | 6.2 | -1.65 | 21.51 | 898 | 48 | 916 |
| 17 Aug | 1300.30 | 61.4 | 10.65 | 26.60 | 22 | 5 | 77 |
For Adani Port & Sez Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.05
Historical price for 1340 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 1.45, which was -1.55 lower than the previous day. The implied volatity was 32.25, the open interest changed by -16 which decreased total open position to 1007
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 2.75, which was 0.55 higher than the previous day. The implied volatity was 28.55, the open interest changed by 254 which increased total open position to 1019
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 2.1, which was -1.15 lower than the previous day. The implied volatity was 21.97, the open interest changed by 7 which increased total open position to 771
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 6.2, which was -1.65 lower than the previous day. The implied volatity was 21.51, the open interest changed by 48 which increased total open position to 916
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 61.4, which was 10.65 higher than the previous day. The implied volatity was 26.60, the open interest changed by 5 which increased total open position to 77
