ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
21 Nov 2024 04:13 PM IST
| ABCAPITAL 28NOV2024 175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.08
Theta: -0.34
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 183.01 | 10.2 | 0.10 | 53.09 | 4 | 2 | 4 | |||
| 20 Nov | 184.76 | 10.1 | 0.00 | 31.61 | 2.5 | 2 | 1 | |||
| 19 Nov | 184.76 | 10.1 | -6.30 | 31.61 | 2.5 | 1 | 1 | |||
| 18 Nov | 185.03 | 16.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 188.92 | 16.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 187.61 | 16.4 | -35.25 | 46.49 | 1 | 0.5 | 0.5 | |||
| 12 Nov | 194.77 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 199.30 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 201.11 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 203.27 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 206.14 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 201.99 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 199.10 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 206.13 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 203.23 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 215.37 | 51.65 | - | 0 | 0 | 0 | ||||
For Aditya Birla Capital Ltd. - strike price 175 expiring on 28NOV2024
Delta for 175 CE is 0.74
Historical price for 175 CE is as follows
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 10.2, which was 0.10 higher than the previous day. The implied volatity was 53.09, the open interest changed by 4 which increased total open position to 8
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 31.61, the open interest changed by 4 which increased total open position to 2
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 10.1, which was -6.30 lower than the previous day. The implied volatity was 31.61, the open interest changed by 2 which increased total open position to 2
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 16.4, which was 0.00 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 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 16.4, which was 0.00 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 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 16.4, which was -35.25 lower than the previous day. The implied volatity was 46.49, 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 51.65, 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 51.65, 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 51.65, 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 51.65, 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 51.65, 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 51.65, 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 51.65, 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 51.65, 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 51.65, 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 51.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABCAPITAL 28NOV2024 175 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.07
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 183.01 | 1 | -0.30 | 37.56 | 229.5 | -3 | 66 |
| 20 Nov | 184.76 | 1.3 | 0.00 | 40.46 | 115 | 9 | 67 |
| 19 Nov | 184.76 | 1.3 | 0.45 | 40.46 | 115 | 7 | 67 |
| 18 Nov | 185.03 | 0.85 | 0.00 | 36.66 | 130 | -4 | 59.5 |
| 14 Nov | 188.92 | 0.85 | 0.05 | 36.99 | 149.5 | 5.5 | 62.5 |
| 13 Nov | 187.61 | 0.8 | 0.30 | 34.54 | 89.5 | 17.5 | 54.5 |
| 12 Nov | 194.77 | 0.5 | 0.20 | 36.76 | 14 | -5 | 40.5 |
| 11 Nov | 199.30 | 0.3 | -0.20 | 37.38 | 13 | -1 | 44.5 |
| 8 Nov | 201.11 | 0.5 | 0.10 | 40.10 | 16.5 | 1.5 | 45.5 |
| 7 Nov | 203.27 | 0.4 | 0.05 | 39.91 | 10.5 | -3 | 44 |
| 6 Nov | 206.14 | 0.35 | -0.30 | 40.81 | 13.5 | -3 | 47.5 |
| 5 Nov | 201.99 | 0.65 | -0.45 | 41.13 | 35 | 3 | 51 |
| 4 Nov | 199.10 | 1.1 | 0.25 | 43.11 | 66.5 | -2 | 48 |
| 1 Nov | 206.13 | 0.85 | -0.15 | 45.39 | 2 | 1 | 51 |
| 31 Oct | 203.23 | 1 | 0.60 | - | 75 | 35 | 49 |
| 30 Oct | 215.37 | 0.4 | - | 31 | 15 | 15 | |
For Aditya Birla Capital Ltd. - strike price 175 expiring on 28NOV2024
Delta for 175 PE is -0.19
Historical price for 175 PE is as follows
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 37.56, the open interest changed by -6 which decreased total open position to 132
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 40.46, the open interest changed by 18 which increased total open position to 134
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 1.3, which was 0.45 higher than the previous day. The implied volatity was 40.46, the open interest changed by 14 which increased total open position to 134
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 36.66, the open interest changed by -8 which decreased total open position to 119
On 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 36.99, the open interest changed by 11 which increased total open position to 125
On 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 0.8, which was 0.30 higher than the previous day. The implied volatity was 34.54, the open interest changed by 35 which increased total open position to 109
On 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was 36.76, the open interest changed by -10 which decreased total open position to 81
On 11 Nov ABCAPITAL was trading at 199.30. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 37.38, the open interest changed by -2 which decreased total open position to 89
On 8 Nov ABCAPITAL was trading at 201.11. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 40.10, the open interest changed by 3 which increased total open position to 91
On 7 Nov ABCAPITAL was trading at 203.27. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 39.91, the open interest changed by -6 which decreased total open position to 88
On 6 Nov ABCAPITAL was trading at 206.14. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 40.81, the open interest changed by -6 which decreased total open position to 95
On 5 Nov ABCAPITAL was trading at 201.99. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 41.13, the open interest changed by 6 which increased total open position to 102
On 4 Nov ABCAPITAL was trading at 199.10. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 43.11, the open interest changed by -4 which decreased total open position to 96
On 1 Nov ABCAPITAL was trading at 206.13. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 45.39, the open interest changed by 2 which increased total open position to 102
On 31 Oct ABCAPITAL was trading at 203.23. The strike last trading price was 1, which was 0.60 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 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
