ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.45
Theta: -1.06
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1444.20 | 4.85 | -0.2 | 35.90 | 5,801 | 63 | 1,060 | |||||||||
| 21 Sept | 1427.80 | 4.85 | 3.7 | 34.22 | 7,515 | 901 | 1,002 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 1412.80 | 1.2 | -0.25 | 26.77 | 66 | -14 | 97 | |||||||||
| 14 Sept | 1393.10 | 42.25 | 0 | 11.44 | 0 | 0 | 0 | |||||||||
For Adani Port & Sez Ltd - strike price 1540 expiring on 30SEP2025
Delta for 1540 CE is 0.13
Historical price for 1540 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 4.85, which was -0.2 lower than the previous day. The implied volatity was 35.90, the open interest changed by 63 which increased total open position to 1060
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 4.85, which was 3.7 higher than the previous day. The implied volatity was 34.22, the open interest changed by 901 which increased total open position to 1002
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 26.77, the open interest changed by -14 which decreased total open position to 97
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 42.25, which was 0 lower than the previous day. The implied volatity was 11.44, the open interest changed by 0 which decreased total open position to 0
| ADANIPORTS 30SEP2025 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 193.55 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1427.80 | 193.55 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1412.80 | 193.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1393.10 | 193.55 | 0 | - | 0 | 0 | 0 |
For Adani Port & Sez Ltd - strike price 1540 expiring on 30SEP2025
Delta for 1540 PE is -
Historical price for 1540 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 193.55, 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
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 193.55, 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
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 193.55, 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
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 193.55, 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
