ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1520 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.56
Theta: -1.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1444.20 | 6.95 | 0.25 | 34.50 | 11,170 | 140 | 1,095 | |||||||||
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| 21 Sept | 1427.80 | 6.5 | 4.95 | 32.41 | 11,203 | 545 | 946 | |||||||||
| 18 Sept | 1412.80 | 1.6 | -0.45 | 24.82 | 301 | 34 | 412 | |||||||||
| 14 Sept | 1393.10 | 2.6 | -1 | 25.18 | 273 | 5 | 320 | |||||||||
For Adani Port & Sez Ltd - strike price 1520 expiring on 30SEP2025
Delta for 1520 CE is 0.18
Historical price for 1520 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 6.95, which was 0.25 higher than the previous day. The implied volatity was 34.50, the open interest changed by 140 which increased total open position to 1095
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 6.5, which was 4.95 higher than the previous day. The implied volatity was 32.41, the open interest changed by 545 which increased total open position to 946
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 24.82, the open interest changed by 34 which increased total open position to 412
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 2.6, which was -1 lower than the previous day. The implied volatity was 25.18, the open interest changed by 5 which increased total open position to 320
| ADANIPORTS 30SEP2025 1520 PE | |||||||
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Delta: -0.85
Vega: 0.50
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 76.85 | -64.4 | 31.17 | 8 | 2 | 34 |
| 21 Sept | 1427.80 | 141.25 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1412.80 | 141.25 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1393.10 | 141.25 | 0 | 0.00 | 0 | 0 | 0 |
For Adani Port & Sez Ltd - strike price 1520 expiring on 30SEP2025
Delta for 1520 PE is -0.85
Historical price for 1520 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 76.85, which was -64.4 lower than the previous day. The implied volatity was 31.17, the open interest changed by 2 which increased total open position to 34
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 141.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 141.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 141.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
