ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1420 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.77
Theta: -1.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1444.20 | 40.5 | 7.15 | 29.04 | 5,909 | -498 | 1,273 | |||||||||
| 21 Sept | 1427.80 | 33 | 14.4 | 26.22 | 14,342 | -1,069 | 1,786 | |||||||||
| 18 Sept | 1412.80 | 18.25 | -0.5 | 19.90 | 4,364 | 87 | 2,841 | |||||||||
| 14 Sept | 1393.10 | 17.15 | -2.75 | 20.57 | 3,756 | -468 | 2,249 | |||||||||
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| 17 Aug | 1300.30 | 80.8 | 0 | 5.66 | 0 | 0 | 0 | |||||||||
For Adani Port & Sez Ltd - strike price 1420 expiring on 30SEP2025
Delta for 1420 CE is 0.68
Historical price for 1420 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 40.5, which was 7.15 higher than the previous day. The implied volatity was 29.04, the open interest changed by -498 which decreased total open position to 1273
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 33, which was 14.4 higher than the previous day. The implied volatity was 26.22, the open interest changed by -1069 which decreased total open position to 1786
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 18.25, which was -0.5 lower than the previous day. The implied volatity was 19.90, the open interest changed by 87 which increased total open position to 2841
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 17.15, which was -2.75 lower than the previous day. The implied volatity was 20.57, the open interest changed by -468 which decreased total open position to 2249
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 80.8, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
| ADANIPORTS 30SEP2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 0.74
Theta: -1.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 10.7 | -9.1 | 25.98 | 7,220 | 99 | 975 |
| 21 Sept | 1427.80 | 18.2 | -3.85 | 25.05 | 11,244 | 241 | 876 |
| 18 Sept | 1412.80 | 22.4 | -4.55 | 19.72 | 1,285 | 169 | 636 |
| 14 Sept | 1393.10 | 36.65 | -3.4 | 20.90 | 678 | -87 | 235 |
| 17 Aug | 1300.30 | 113.3 | 0 | - | 0 | 0 | 0 |
For Adani Port & Sez Ltd - strike price 1420 expiring on 30SEP2025
Delta for 1420 PE is -0.30
Historical price for 1420 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 10.7, which was -9.1 lower than the previous day. The implied volatity was 25.98, the open interest changed by 99 which increased total open position to 975
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 18.2, which was -3.85 lower than the previous day. The implied volatity was 25.05, the open interest changed by 241 which increased total open position to 876
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 22.4, which was -4.55 lower than the previous day. The implied volatity was 19.72, the open interest changed by 169 which increased total open position to 636
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 36.65, which was -3.4 lower than the previous day. The implied volatity was 20.90, the open interest changed by -87 which decreased total open position to 235
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 113.3, 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
