ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 0.61
Theta: -1.41
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1444.20 | 55.55 | 10.75 | 28.99 | 4,232 | -108 | 1,778 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1427.80 | 45 | 16.15 | 24.67 | 10,644 | -522 | 1,886 | |||||||||
| 18 Sept | 1412.80 | 28.2 | -0.05 | 19.13 | 5,320 | -166 | 2,413 | |||||||||
| 14 Sept | 1393.10 | 25.15 | -2.75 | 20.05 | 7,268 | 142 | 3,246 | |||||||||
| 17 Aug | 1300.30 | 18.1 | -4.45 | 25.03 | 292 | 48 | 243 | |||||||||
For Adani Port & Sez Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.79
Historical price for 1400 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 55.55, which was 10.75 higher than the previous day. The implied volatity was 28.99, the open interest changed by -108 which decreased total open position to 1778
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 45, which was 16.15 higher than the previous day. The implied volatity was 24.67, the open interest changed by -522 which decreased total open position to 1886
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 28.2, which was -0.05 lower than the previous day. The implied volatity was 19.13, the open interest changed by -166 which decreased total open position to 2413
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 25.15, which was -2.75 lower than the previous day. The implied volatity was 20.05, the open interest changed by 142 which increased total open position to 3246
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 18.1, which was -4.45 lower than the previous day. The implied volatity was 25.03, the open interest changed by 48 which increased total open position to 243
| ADANIPORTS 30SEP2025 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.57
Theta: -0.84
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 5.6 | -6.25 | 25.81 | 6,499 | 86 | 2,951 |
| 21 Sept | 1427.80 | 10.5 | -2 | 23.99 | 13,282 | 55 | 2,866 |
| 18 Sept | 1412.80 | 12.7 | -3.7 | 19.23 | 2,532 | -27 | 2,809 |
| 14 Sept | 1393.10 | 24.95 | -3.15 | 20.49 | 2,217 | -31 | 2,775 |
| 17 Aug | 1300.30 | 104.35 | 15.2 | 28.56 | 34 | -14 | 112 |
For Adani Port & Sez Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.18
Historical price for 1400 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 5.6, which was -6.25 lower than the previous day. The implied volatity was 25.81, the open interest changed by 86 which increased total open position to 2951
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 10.5, which was -2 lower than the previous day. The implied volatity was 23.99, the open interest changed by 55 which increased total open position to 2866
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 12.7, which was -3.7 lower than the previous day. The implied volatity was 19.23, the open interest changed by -27 which decreased total open position to 2809
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 24.95, which was -3.15 lower than the previous day. The implied volatity was 20.49, the open interest changed by -31 which decreased total open position to 2775
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 104.35, which was 15.2 higher than the previous day. The implied volatity was 28.56, the open interest changed by -14 which decreased total open position to 112
