ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1440 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.84
Theta: -1.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1444.20 | 28.4 | 4.55 | 28.33 | 24,528 | -1,067 | 2,095 | |||||||||
| 21 Sept | 1427.80 | 23.65 | 12.7 | 27.07 | 42,069 | 1,793 | 3,213 | |||||||||
| 18 Sept | 1412.80 | 10.8 | -0.8 | 20.12 | 2,302 | 141 | 1,367 | |||||||||
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| 14 Sept | 1393.10 | 11.35 | -2.55 | 21.09 | 2,856 | -250 | 1,315 | |||||||||
| 17 Aug | 1300.30 | 10.3 | -3.75 | 24.86 | 62 | 6 | 84 | |||||||||
For Adani Port & Sez Ltd - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.56
Historical price for 1440 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 28.4, which was 4.55 higher than the previous day. The implied volatity was 28.33, the open interest changed by -1067 which decreased total open position to 2095
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 23.65, which was 12.7 higher than the previous day. The implied volatity was 27.07, the open interest changed by 1793 which increased total open position to 3213
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 10.8, which was -0.8 lower than the previous day. The implied volatity was 20.12, the open interest changed by 141 which increased total open position to 1367
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 11.35, which was -2.55 lower than the previous day. The implied volatity was 21.09, the open interest changed by -250 which decreased total open position to 1315
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 10.3, which was -3.75 lower than the previous day. The implied volatity was 24.86, the open interest changed by 6 which increased total open position to 84
| ADANIPORTS 30SEP2025 1440 PE | |||||||
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Delta: -0.43
Vega: 0.84
Theta: -1.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 18.65 | -12.3 | 26.43 | 8,866 | 255 | 1,637 |
| 21 Sept | 1427.80 | 28.7 | -5.6 | 25.97 | 10,449 | 1,233 | 1,378 |
| 18 Sept | 1412.80 | 34.65 | -4.85 | 19.66 | 118 | -11 | 149 |
| 14 Sept | 1393.10 | 50.9 | -3.25 | 21.59 | 122 | 7 | 156 |
| 17 Aug | 1300.30 | 124.15 | 0 | - | 0 | 0 | 0 |
For Adani Port & Sez Ltd - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -0.43
Historical price for 1440 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 18.65, which was -12.3 lower than the previous day. The implied volatity was 26.43, the open interest changed by 255 which increased total open position to 1637
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 28.7, which was -5.6 lower than the previous day. The implied volatity was 25.97, the open interest changed by 1233 which increased total open position to 1378
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 34.65, which was -4.85 lower than the previous day. The implied volatity was 19.66, the open interest changed by -11 which decreased total open position to 149
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 50.9, which was -3.25 lower than the previous day. The implied volatity was 21.59, the open interest changed by 7 which increased total open position to 156
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 124.15, 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
