Historical option data for ADANIENSOL
23 Jun 2026 12:14 PM IST
| ADANIENSOL 28-Jul-2026 (35d) 1540 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.02
Theta: -1.35
Gamma: 0.00177
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1485.20 | 75 | -19 (-20.21%) | 48.06 | 27 | 21 | 87 | |||||||||
| 22 Jun | 1539.40 | 94 | 12 (14.63%) | 47.86 | 12 | 9 | 65 | |||||||||
| 19 Jun | 1507.40 | 82.5 | -15.5 (-15.82%) | 47.58 | 56 | 37 | 41 | |||||||||
| 18 Jun | 1523.30 | 96.7 | -11.3 (-10.46%) | 46.33 | 4 | 2 | 2 | |||||||||
For Adani Energy Solution Ltd - strike price 1540 expiring on 28JUL2026
Delta for 1540 CE is 0.47
Historical price for 1540 CE is as follows
On 23 Jun ADANIENSOL was trading at 1485.20. The strike last trading price was 75, which was -19 lower than the previous day. The implied volatity was 48.06, the open interest changed by 21 which increased total open position to 87
On 22 Jun ADANIENSOL was trading at 1539.40. The strike last trading price was 94, which was 12 higher than the previous day. The implied volatity was 47.86, the open interest changed by 9 which increased total open position to 65
On 19 Jun ADANIENSOL was trading at 1507.40. The strike last trading price was 82.5, which was -15.5 lower than the previous day. The implied volatity was 47.58, the open interest changed by 37 which increased total open position to 41
On 18 Jun ADANIENSOL was trading at 1523.30. The strike last trading price was 96.7, which was -11.3 lower than the previous day. The implied volatity was 46.33, the open interest changed by 2 which increased total open position to 2
| ADANIENSOL 28-Jul-2026 (35d) 1540 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1485.20 | 97.05 | 97.05 | - | 7 | 0 | 7 |
| 22 Jun | 1539.40 | 97.05 | 97.05 (-42.01%) | 43.78 | 7 | 0 | 7 |
| 19 Jun | 1507.40 | 97.65 | -70.75 (-42.01%) | 43.78 | 7 | 6 | 6 |
| 18 Jun | 1523.30 | 0 | 0 | - | 0 | 0 | 0 |
For Adani Energy Solution Ltd - strike price 1540 expiring on 28JUL2026
Delta for 1540 PE is -
Historical price for 1540 PE is as follows
On 23 Jun ADANIENSOL was trading at 1485.20. The strike last trading price was 97.05, which was 97.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 22 Jun ADANIENSOL was trading at 1539.40. The strike last trading price was 97.05, which was 97.05 higher than the previous day. The implied volatity was 43.78, the open interest changed by 0 which decreased total open position to 7
On 19 Jun ADANIENSOL was trading at 1507.40. The strike last trading price was 97.65, which was -70.75 lower than the previous day. The implied volatity was 43.78, the open interest changed by 6 which increased total open position to 6
On 18 Jun ADANIENSOL was trading at 1523.30. The strike last trading price was 0, 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
