ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.84
Theta: -1.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1444.20 | 20.1 | 2.85 | 29.84 | 37,901 | 300 | 3,988 | |||||||||
| 21 Sept | 1427.80 | 17 | 10.75 | 27.98 | 45,470 | 2,488 | 3,773 | |||||||||
| 18 Sept | 1412.80 | 6.2 | -0.95 | 20.68 | 2,001 | 261 | 1,197 | |||||||||
| 14 Sept | 1393.10 | 7.4 | -2.4 | 21.68 | 1,508 | -25 | 877 | |||||||||
| 17 Aug | 1300.30 | 9.1 | -56.6 | 26.22 | 8 | 8 | 7 | |||||||||
For Adani Port & Sez Ltd - strike price 1460 expiring on 30SEP2025
Delta for 1460 CE is 0.44
Historical price for 1460 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 20.1, which was 2.85 higher than the previous day. The implied volatity was 29.84, the open interest changed by 300 which increased total open position to 3988
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 17, which was 10.75 higher than the previous day. The implied volatity was 27.98, the open interest changed by 2488 which increased total open position to 3773
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 6.2, which was -0.95 lower than the previous day. The implied volatity was 20.68, the open interest changed by 261 which increased total open position to 1197
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 7.4, which was -2.4 lower than the previous day. The implied volatity was 21.68, the open interest changed by -25 which decreased total open position to 877
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 9.1, which was -56.6 lower than the previous day. The implied volatity was 26.22, the open interest changed by 8 which increased total open position to 7
| ADANIPORTS 30SEP2025 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.84
Theta: -1.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 30.4 | -14.05 | 28.05 | 4,692 | 111 | 639 |
| 21 Sept | 1427.80 | 41.8 | -7.95 | 26.42 | 4,188 | 426 | 536 |
| 18 Sept | 1412.80 | 49.3 | -9.05 | 19.13 | 68 | -10 | 102 |
| 14 Sept | 1393.10 | 66.75 | -2.45 | 22.17 | 47 | 6 | 112 |
| 17 Aug | 1300.30 | 137.8 | 0 | - | 0 | 0 | 0 |
For Adani Port & Sez Ltd - strike price 1460 expiring on 30SEP2025
Delta for 1460 PE is -0.57
Historical price for 1460 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 30.4, which was -14.05 lower than the previous day. The implied volatity was 28.05, the open interest changed by 111 which increased total open position to 639
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 41.8, which was -7.95 lower than the previous day. The implied volatity was 26.42, the open interest changed by 426 which increased total open position to 536
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 49.3, which was -9.05 lower than the previous day. The implied volatity was 19.13, the open interest changed by -10 which decreased total open position to 102
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 66.75, which was -2.45 lower than the previous day. The implied volatity was 22.17, the open interest changed by 6 which increased total open position to 112
On 17 Aug ADANIPORTS was trading at 1300.30. The strike last trading price was 137.8, 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
