ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1480 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.77
Theta: -1.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1444.20 | 14 | 1.5 | 31.25 | 17,294 | 90 | 1,843 | |||||||||
| 21 Sept | 1427.80 | 12.7 | 8.95 | 30.32 | 22,389 | 881 | 1,762 | |||||||||
| 18 Sept | 1412.80 | 3.7 | -0.85 | 21.75 | 759 | 39 | 871 | |||||||||
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| 14 Sept | 1393.10 | 5 | -1.9 | 22.64 | 806 | 0 | 734 | |||||||||
For Adani Port & Sez Ltd - strike price 1480 expiring on 30SEP2025
Delta for 1480 CE is 0.33
Historical price for 1480 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 14, which was 1.5 higher than the previous day. The implied volatity was 31.25, the open interest changed by 90 which increased total open position to 1843
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 12.7, which was 8.95 higher than the previous day. The implied volatity was 30.32, the open interest changed by 881 which increased total open position to 1762
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 3.7, which was -0.85 lower than the previous day. The implied volatity was 21.75, the open interest changed by 39 which increased total open position to 871
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 5, which was -1.9 lower than the previous day. The implied volatity was 22.64, the open interest changed by 0 which decreased total open position to 734
| ADANIPORTS 30SEP2025 1480 PE | |||||||
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Delta: -0.68
Vega: 0.76
Theta: -1.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 44.5 | -14.4 | 29.60 | 648 | 31 | 186 |
| 21 Sept | 1427.80 | 57.05 | -14.8 | 27.64 | 745 | 107 | 155 |
| 18 Sept | 1412.80 | 71.85 | 0 | 0.00 | 0 | 1 | 0 |
| 14 Sept | 1393.10 | 85.9 | -0.15 | 25.43 | 2 | 2 | 44 |
For Adani Port & Sez Ltd - strike price 1480 expiring on 30SEP2025
Delta for 1480 PE is -0.68
Historical price for 1480 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 44.5, which was -14.4 lower than the previous day. The implied volatity was 29.60, the open interest changed by 31 which increased total open position to 186
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 57.05, which was -14.8 lower than the previous day. The implied volatity was 27.64, the open interest changed by 107 which increased total open position to 155
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 71.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 85.9, which was -0.15 lower than the previous day. The implied volatity was 25.43, the open interest changed by 2 which increased total open position to 44
