ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
21 Nov 2024 04:13 PM IST
| ABCAPITAL 28NOV2024 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.07
Theta: -0.34
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 183.01 | 14.65 | -0.45 | 62.32 | 16 | 8 | 9.5 | |||
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| 20 Nov | 184.76 | 15.1 | 0.00 | 43.29 | 1.5 | 0.5 | 1 | |||
| 19 Nov | 184.76 | 15.1 | -0.75 | 43.29 | 1.5 | 0 | 1 | |||
| 18 Nov | 185.03 | 15.85 | -4.05 | - | 0.5 | 0 | 0.5 | |||
| 14 Nov | 188.92 | 19.9 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 13 Nov | 187.61 | 19.9 | -36.05 | 36.31 | 1 | 0.5 | 0.5 | |||
| 12 Nov | 194.77 | 55.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 199.30 | 55.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 201.11 | 55.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 203.27 | 55.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 206.14 | 55.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 201.99 | 55.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 199.10 | 55.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 206.13 | 55.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 203.23 | 55.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 215.37 | 55.95 | - | 0 | 0 | 0 | ||||
For Aditya Birla Capital Ltd. - strike price 170 expiring on 28NOV2024
Delta for 170 CE is 0.82
Historical price for 170 CE is as follows
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 14.65, which was -0.45 lower than the previous day. The implied volatity was 62.32, the open interest changed by 16 which increased total open position to 19
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was 43.29, the open interest changed by 1 which increased total open position to 2
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 15.1, which was -0.75 lower than the previous day. The implied volatity was 43.29, the open interest changed by 0 which decreased total open position to 2
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 15.85, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 19.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 19.9, which was -36.05 lower than the previous day. The implied volatity was 36.31, the open interest changed by 1 which increased total open position to 1
On 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ABCAPITAL was trading at 199.30. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ABCAPITAL was trading at 201.11. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ABCAPITAL was trading at 203.27. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ABCAPITAL was trading at 206.14. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ABCAPITAL was trading at 201.99. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ABCAPITAL was trading at 199.10. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov ABCAPITAL was trading at 206.13. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ABCAPITAL was trading at 203.23. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ABCAPITAL was trading at 215.37. The strike last trading price was 55.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABCAPITAL 28NOV2024 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.05
Theta: -0.13
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 183.01 | 0.55 | -0.20 | 43.19 | 329 | 2 | 141.5 |
| 20 Nov | 184.76 | 0.75 | 0.00 | 44.73 | 136 | -17 | 138.5 |
| 19 Nov | 184.76 | 0.75 | 0.30 | 44.73 | 136 | -18 | 138.5 |
| 18 Nov | 185.03 | 0.45 | 0.00 | 40.16 | 67.5 | 44 | 156.5 |
| 14 Nov | 188.92 | 0.45 | -0.05 | 39.06 | 57 | -13 | 116.5 |
| 13 Nov | 187.61 | 0.5 | 0.10 | 38.22 | 124.5 | 6 | 129.5 |
| 12 Nov | 194.77 | 0.4 | 0.15 | 42.06 | 43 | -3 | 131 |
| 11 Nov | 199.30 | 0.25 | -0.05 | 42.40 | 19 | -4 | 134 |
| 8 Nov | 201.11 | 0.3 | 0.05 | 42.41 | 39 | -22 | 138 |
| 7 Nov | 203.27 | 0.25 | 0.00 | 41.96 | 4 | -1.5 | 159.5 |
| 6 Nov | 206.14 | 0.25 | -0.20 | 43.74 | 66 | -25 | 161 |
| 5 Nov | 201.99 | 0.45 | -0.25 | 43.71 | 103.5 | 19.5 | 186.5 |
| 4 Nov | 199.10 | 0.7 | 0.15 | 44.44 | 200.5 | 85.5 | 165.5 |
| 1 Nov | 206.13 | 0.55 | -0.20 | 46.53 | 5.5 | 2.5 | 79.5 |
| 31 Oct | 203.23 | 0.75 | 0.30 | - | 159 | 63 | 76 |
| 30 Oct | 215.37 | 0.45 | - | 30 | 13 | 13 | |
For Aditya Birla Capital Ltd. - strike price 170 expiring on 28NOV2024
Delta for 170 PE is -0.10
Historical price for 170 PE is as follows
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 43.19, the open interest changed by 4 which increased total open position to 283
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 44.73, the open interest changed by -34 which decreased total open position to 277
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 44.73, the open interest changed by -36 which decreased total open position to 277
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 40.16, the open interest changed by 88 which increased total open position to 313
On 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 39.06, the open interest changed by -26 which decreased total open position to 233
On 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 38.22, the open interest changed by 12 which increased total open position to 259
On 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 42.06, the open interest changed by -6 which decreased total open position to 262
On 11 Nov ABCAPITAL was trading at 199.30. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 42.40, the open interest changed by -8 which decreased total open position to 268
On 8 Nov ABCAPITAL was trading at 201.11. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 42.41, the open interest changed by -44 which decreased total open position to 276
On 7 Nov ABCAPITAL was trading at 203.27. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 41.96, the open interest changed by -3 which decreased total open position to 319
On 6 Nov ABCAPITAL was trading at 206.14. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 43.74, the open interest changed by -50 which decreased total open position to 322
On 5 Nov ABCAPITAL was trading at 201.99. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 43.71, the open interest changed by 39 which increased total open position to 373
On 4 Nov ABCAPITAL was trading at 199.10. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 44.44, the open interest changed by 171 which increased total open position to 331
On 1 Nov ABCAPITAL was trading at 206.13. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 46.53, the open interest changed by 5 which increased total open position to 159
On 31 Oct ABCAPITAL was trading at 203.23. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ABCAPITAL was trading at 215.37. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
