ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.67
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1444.20 | 10 | 0.85 | 33.11 | 27,008 | -219 | 2,949 | |||||||||
| 21 Sept | 1427.80 | 9 | 6.65 | 31.38 | 34,877 | 1,946 | 3,146 | |||||||||
| 18 Sept | 1412.80 | 2.3 | -0.8 | 23.05 | 1,526 | -123 | 1,217 | |||||||||
| 14 Sept | 1393.10 | 3.55 | -1.4 | 23.87 | 950 | -24 | 1,243 | |||||||||
For Adani Port & Sez Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.24
Historical price for 1500 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 10, which was 0.85 higher than the previous day. The implied volatity was 33.11, the open interest changed by -219 which decreased total open position to 2949
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 9, which was 6.65 higher than the previous day. The implied volatity was 31.38, the open interest changed by 1946 which increased total open position to 3146
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 2.3, which was -0.8 lower than the previous day. The implied volatity was 23.05, the open interest changed by -123 which decreased total open position to 1217
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 3.55, which was -1.4 lower than the previous day. The implied volatity was 23.87, the open interest changed by -24 which decreased total open position to 1243
| ADANIPORTS 30SEP2025 1500 PE | |||||||
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Delta: -0.78
Vega: 0.64
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 59.75 | -15.6 | 30.11 | 378 | -59 | 186 |
| 21 Sept | 1427.80 | 74.65 | -10 | 30.20 | 494 | 56 | 245 |
| 18 Sept | 1412.80 | 85 | -6 | 18.85 | 11 | -7 | 185 |
| 14 Sept | 1393.10 | 100.65 | -1.6 | 20.55 | 21 | 17 | 203 |
For Adani Port & Sez Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.78
Historical price for 1500 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 59.75, which was -15.6 lower than the previous day. The implied volatity was 30.11, the open interest changed by -59 which decreased total open position to 186
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 74.65, which was -10 lower than the previous day. The implied volatity was 30.20, the open interest changed by 56 which increased total open position to 245
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 85, which was -6 lower than the previous day. The implied volatity was 18.85, the open interest changed by -7 which decreased total open position to 185
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 100.65, which was -1.6 lower than the previous day. The implied volatity was 20.55, the open interest changed by 17 which increased total open position to 203
