ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1360 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.38
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1444.20 | 91.6 | 15 | 34.11 | 125 | -31 | 957 | |||||||||
| 21 Sept | 1427.80 | 75.95 | 15.85 | 23.97 | 226 | -36 | 988 | |||||||||
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| 18 Sept | 1412.80 | 59.85 | 2.55 | 21.73 | 333 | 152 | 1,180 | |||||||||
| 14 Sept | 1393.10 | 49.85 | -2.1 | 20.02 | 603 | -25 | 1,039 | |||||||||
| 17 Aug | 1300.30 | 27.6 | -8.35 | 23.92 | 186 | -3 | 190 | |||||||||
For Adani Port & Sez Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is 0.90
Historical price for 1360 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 91.6, which was 15 higher than the previous day. The implied volatity was 34.11, the open interest changed by -31 which decreased total open position to 957
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 75.95, which was 15.85 higher than the previous day. The implied volatity was 23.97, the open interest changed by -36 which decreased total open position to 988
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 59.85, which was 2.55 higher than the previous day. The implied volatity was 21.73, the open interest changed by 152 which increased total open position to 1180
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 49.85, which was -2.1 lower than the previous day. The implied volatity was 20.02, the open interest changed by -25 which decreased total open position to 1039
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 27.6, which was -8.35 lower than the previous day. The implied volatity was 23.92, the open interest changed by -3 which decreased total open position to 190
| ADANIPORTS 30SEP2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.30
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 2.2 | -2.5 | 29.97 | 2,355 | 36 | 1,512 |
| 21 Sept | 1427.80 | 4.25 | 0.5 | 27.15 | 4,347 | 160 | 1,469 |
| 18 Sept | 1412.80 | 3.8 | -1.75 | 20.72 | 887 | 45 | 1,317 |
| 14 Sept | 1393.10 | 10 | -2.3 | 20.78 | 1,033 | -88 | 1,385 |
| 17 Aug | 1300.30 | 76 | 12.9 | 27.95 | 4 | -2 | 8 |
For Adani Port & Sez Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is -0.08
Historical price for 1360 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 2.2, which was -2.5 lower than the previous day. The implied volatity was 29.97, the open interest changed by 36 which increased total open position to 1512
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 4.25, which was 0.5 higher than the previous day. The implied volatity was 27.15, the open interest changed by 160 which increased total open position to 1469
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 3.8, which was -1.75 lower than the previous day. The implied volatity was 20.72, the open interest changed by 45 which increased total open position to 1317
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 10, which was -2.3 lower than the previous day. The implied volatity was 20.78, the open interest changed by -88 which decreased total open position to 1385
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 76, which was 12.9 higher than the previous day. The implied volatity was 27.95, the open interest changed by -2 which decreased total open position to 8
