ADANIPORTS
Adani Port & Sez Ltd
Historical option data for ADANIPORTS
22 Sep 2025 08:00 PM IST
| ADANIPORTS 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.25
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1444.20 | 2.25 | -0.4 | 42.30 | 9,009 | -333 | 1,733 | |||||||||
| 21 Sept | 1427.80 | 2.75 | 2.15 | 40.73 | 14,140 | 1,713 | 2,040 | |||||||||
| 18 Sept | 1412.80 | 0.6 | -0.1 | 32.43 | 42 | -3 | 353 | |||||||||
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| 14 Sept | 1393.10 | 1 | -0.35 | 30.78 | 217 | -53 | 451 | |||||||||
For Adani Port & Sez Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.06
Historical price for 1600 CE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 2.25, which was -0.4 lower than the previous day. The implied volatity was 42.30, the open interest changed by -333 which decreased total open position to 1733
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 2.75, which was 2.15 higher than the previous day. The implied volatity was 40.73, the open interest changed by 1713 which increased total open position to 2040
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 32.43, the open interest changed by -3 which decreased total open position to 353
On 14 Sept ADANIPORTS was trading at 1393.10. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 30.78, the open interest changed by -53 which decreased total open position to 451
| ADANIPORTS 30SEP2025 1600 PE | |||||||
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Delta: -0.95
Vega: 0.23
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1444.20 | 153.45 | -12.55 | 41.07 | 51 | 34 | 63 |
| 21 Sept | 1427.80 | 166 | -104 | - | 3 | 1 | 30 |
| 18 Sept | 1412.80 | 270 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1393.10 | 270 | 0 | 0.00 | 0 | 0 | 0 |
For Adani Port & Sez Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.95
Historical price for 1600 PE is as follows
On 22 Sept ADANIPORTS was trading at 1444.20. The strike last trading price was 153.45, which was -12.55 lower than the previous day. The implied volatity was 41.07, the open interest changed by 34 which increased total open position to 63
On 21 Sept ADANIPORTS was trading at 1427.80. The strike last trading price was 166, which was -104 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 30
On 18 Sept ADANIPORTS was trading at 1412.80. The strike last trading price was 270, 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 270, 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
