Historical option data for ADANIENT
26 May 2026 04:10 PM IST
| ADANIENT 30-Jun-2026 (34d) 2800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 0.03
Theta: -1.65
Gamma: 0.001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 2969.30 | 239.55 | 78.55 (48.79%) | 35.3 | 3,495 | 83 | 2,740 | |||||||||
| 25 May | 2849.70 | 162.5 | 60.5 (59.31%) | 36.41 | 6,591 | -330 | 2,658 | |||||||||
| 22 May | 2717.30 | 102.4 | -0.6 (-0.58%) | 36.68 | 1,456 | 227 | 2,995 | |||||||||
| 21 May | 2697.60 | 101.25 | -13.75 (-11.96%) | 39.19 | 1,554 | 519 | 2,768 | |||||||||
| 20 May | 2704.80 | 116.1 | -10.9 (-8.58%) | 41.17 | 443 | 134 | 2,248 | |||||||||
| 19 May | 2725.00 | 122.4 | 3.4 (2.86%) | 41.47 | 1,353 | 7 | 2,112 | |||||||||
| 18 May | 2689.80 | 115 | -15 (-11.54%) | 42.08 | 1,378 | 854 | 2,105 | |||||||||
| 15 May | 2716.00 | 128.3 | -2.7 (-2.06%) | 40.61 | 1,680 | 415 | 1,253 | |||||||||
| 14 May | 2712.90 | 135 | 87 (181.25%) | 42.23 | 2,034 | 801 | 838 | |||||||||
| 13 May | 2498.00 | 48.95 | 38.95 (389.50%) | 38.64 | 46 | 36 | 36 | |||||||||
| 12 May | 2405.20 | 0 | -10 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 2500.20 | 0 | -10 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Adani Enterprises Limited - strike price 2800 expiring on 30JUN2026
Delta for 2800 CE is 0.74
Historical price for 2800 CE is as follows
On 26 May ADANIENT was trading at 2969.30. The strike last trading price was 239.55, which was 78.55 higher than the previous day. The implied volatity was 35.3, the open interest changed by 83 which increased total open position to 2740
On 25 May ADANIENT was trading at 2849.70. The strike last trading price was 162.5, which was 60.5 higher than the previous day. The implied volatity was 36.41, the open interest changed by -330 which decreased total open position to 2658
On 22 May ADANIENT was trading at 2717.30. The strike last trading price was 102.4, which was -0.6 lower than the previous day. The implied volatity was 36.68, the open interest changed by 227 which increased total open position to 2995
On 21 May ADANIENT was trading at 2697.60. The strike last trading price was 101.25, which was -13.75 lower than the previous day. The implied volatity was 39.19, the open interest changed by 519 which increased total open position to 2768
On 20 May ADANIENT was trading at 2704.80. The strike last trading price was 116.1, which was -10.9 lower than the previous day. The implied volatity was 41.17, the open interest changed by 134 which increased total open position to 2248
On 19 May ADANIENT was trading at 2725.00. The strike last trading price was 122.4, which was 3.4 higher than the previous day. The implied volatity was 41.47, the open interest changed by 7 which increased total open position to 2112
On 18 May ADANIENT was trading at 2689.80. The strike last trading price was 115, which was -15 lower than the previous day. The implied volatity was 42.08, the open interest changed by 854 which increased total open position to 2105
On 15 May ADANIENT was trading at 2716.00. The strike last trading price was 128.3, which was -2.7 lower than the previous day. The implied volatity was 40.61, the open interest changed by 415 which increased total open position to 1253
On 14 May ADANIENT was trading at 2712.90. The strike last trading price was 135, which was 87 higher than the previous day. The implied volatity was 42.23, the open interest changed by 801 which increased total open position to 838
On 13 May ADANIENT was trading at 2498.00. The strike last trading price was 48.95, which was 38.95 higher than the previous day. The implied volatity was 38.64, the open interest changed by 36 which increased total open position to 36
On 12 May ADANIENT was trading at 2405.20. The strike last trading price was 0, which was -10 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ADANIENT was trading at 2500.20. The strike last trading price was 0, which was -10 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ADANIENT 30-Jun-2026 (34d) 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.03
Theta: -1.15
Gamma: 0.00101
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 2969.30 | 50.5 | -44.95 (-47.09%) | 34.21 | 2,838 | 735 | 1,932 |
| 25 May | 2849.70 | 93 | -65.15 (-41.20%) | 34.33 | 2,567 | 870 | 1,197 |
| 22 May | 2717.30 | 156.65 | -25.45 (-13.98%) | 33.82 | 125 | 47 | 325 |
| 21 May | 2697.60 | 183.25 | 2.45 (1.36%) | 37.54 | 120 | 59 | 277 |
| 20 May | 2704.80 | 180.8 | 2.15 (1.20%) | 38.03 | 77 | 13 | 218 |
| 19 May | 2725.00 | 179.9 | -22.95 (-11.31%) | 40.08 | 106 | 56 | 205 |
| 18 May | 2689.80 | 203.15 | 12.55 (6.58%) | 40.8 | 58 | 7 | 149 |
| 15 May | 2716.00 | 189.05 | -5.2 (-2.68%) | 39.62 | 192 | 64 | 143 |
| 14 May | 2712.90 | 193 | -120 (-38.34%) | 40.59 | 126 | 81 | 82 |
| 13 May | 2498.00 | 313 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 2405.20 | 313 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 2500.20 | 313 | -604.8 (-65.90%) | 34.24 | 1 | 1 | 1 |
For Adani Enterprises Limited - strike price 2800 expiring on 30JUN2026
Delta for 2800 PE is -0.25
Historical price for 2800 PE is as follows
On 26 May ADANIENT was trading at 2969.30. The strike last trading price was 50.5, which was -44.95 lower than the previous day. The implied volatity was 34.21, the open interest changed by 735 which increased total open position to 1932
On 25 May ADANIENT was trading at 2849.70. The strike last trading price was 93, which was -65.15 lower than the previous day. The implied volatity was 34.33, the open interest changed by 870 which increased total open position to 1197
On 22 May ADANIENT was trading at 2717.30. The strike last trading price was 156.65, which was -25.45 lower than the previous day. The implied volatity was 33.82, the open interest changed by 47 which increased total open position to 325
On 21 May ADANIENT was trading at 2697.60. The strike last trading price was 183.25, which was 2.45 higher than the previous day. The implied volatity was 37.54, the open interest changed by 59 which increased total open position to 277
On 20 May ADANIENT was trading at 2704.80. The strike last trading price was 180.8, which was 2.15 higher than the previous day. The implied volatity was 38.03, the open interest changed by 13 which increased total open position to 218
On 19 May ADANIENT was trading at 2725.00. The strike last trading price was 179.9, which was -22.95 lower than the previous day. The implied volatity was 40.08, the open interest changed by 56 which increased total open position to 205
On 18 May ADANIENT was trading at 2689.80. The strike last trading price was 203.15, which was 12.55 higher than the previous day. The implied volatity was 40.8, the open interest changed by 7 which increased total open position to 149
On 15 May ADANIENT was trading at 2716.00. The strike last trading price was 189.05, which was -5.2 lower than the previous day. The implied volatity was 39.62, the open interest changed by 64 which increased total open position to 143
On 14 May ADANIENT was trading at 2712.90. The strike last trading price was 193, which was -120 lower than the previous day. The implied volatity was 40.59, the open interest changed by 81 which increased total open position to 82
On 13 May ADANIENT was trading at 2498.00. The strike last trading price was 313, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May ADANIENT was trading at 2405.20. The strike last trading price was 313, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May ADANIENT was trading at 2500.20. The strike last trading price was 313, which was -604.8 lower than the previous day. The implied volatity was 34.24, the open interest changed by 1 which increased total open position to 1
