ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
28 Sep 2025 10:06 PM IST
| ADANIPORTS 28-OCT-2025 1600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.59
Theta: -0.30
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1392.00 | 4.05 | -1.8 | 29.92 | 451 | 44 | 838 | |||||||||
| 22 Sept | 1444.20 | 13.65 | 2.55 | 31.05 | 1,749 | 233 | 710 | |||||||||
| 21 Sept | 1427.80 | 11.45 | 7.25 | 30.14 | 1,614 | 393 | 477 | |||||||||
| 18 Sept | 1412.80 | 4.2 | -0.05 | 24.36 | 31 | 18 | 83 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1393.10 | 6.75 | 1.25 | 27.43 | 29 | 19 | 32 | |||||||||
For Adani Port & Sez Ltd - strike price 1600 expiring on 28OCT2025
Delta for 1600 CE is 0.08
Historical price for 1600 CE is as follows
On 28 Sept ADANIPORTS was trading at 1392.00. The strike last trading price was 4.05, which was -1.8 lower than the previous day. The implied volatity was 29.92, the open interest changed by 44 which increased total open position to 838
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 13.65, which was 2.55 higher than the previous day. The implied volatity was 31.05, the open interest changed by 233 which increased total open position to 710
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 11.45, which was 7.25 higher than the previous day. The implied volatity was 30.14, the open interest changed by 393 which increased total open position to 477
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 4.2, which was -0.05 lower than the previous day. The implied volatity was 24.36, the open interest changed by 18 which increased total open position to 83
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 6.75, which was 1.25 higher than the previous day. The implied volatity was 27.43, the open interest changed by 19 which increased total open position to 32
| ADANIPORTS 28OCT2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.78
Theta: -0.03
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1392.00 | 202 | 20 | 34.75 | 1 | 1 | 16 |
| 22 Sept | 1444.20 | 148 | -102.55 | 26.66 | 3 | 0 | 0 |
| 21 Sept | 1427.80 | 250.55 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1412.80 | 250.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1393.10 | 250.55 | 0 | - | 0 | 0 | 0 |
For Adani Port & Sez Ltd - strike price 1600 expiring on 28OCT2025
Delta for 1600 PE is -0.89
Historical price for 1600 PE is as follows
On 28 Sept ADANIPORTS was trading at 1392.00. The strike last trading price was 202, which was 20 higher than the previous day. The implied volatity was 34.75, the open interest changed by 1 which increased total open position to 16
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 148, which was -102.55 lower than the previous day. The implied volatity was 26.66, 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 250.55, 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 250.55, 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 250.55, 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
