ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
21 Nov 2024 04:13 PM IST
| ABCAPITAL 28NOV2024 180 CE | ||||||||||
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Delta: 0.64
Vega: 0.09
Theta: -0.27
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 183.01 | 5.3 | -0.45 | 35.90 | 843.5 | 82 | 131.5 | |||
| 20 Nov | 184.76 | 5.75 | 0.00 | 26.85 | 57.5 | 7.5 | 50 | |||
| 19 Nov | 184.76 | 5.75 | -2.05 | 26.85 | 57.5 | 8 | 50 | |||
| 18 Nov | 185.03 | 7.8 | -3.45 | 31.75 | 44 | 22.5 | 42 | |||
| 14 Nov | 188.92 | 11.25 | 0.45 | 33.06 | 25 | 5 | 20 | |||
| 13 Nov | 187.61 | 10.8 | -13.50 | 30.36 | 46 | 10.5 | 15.5 | |||
| 12 Nov | 194.77 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 199.30 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 201.11 | 24.3 | -0.70 | 53.70 | 0.5 | 0 | 5 | |||
| 7 Nov | 203.27 | 25 | -2.00 | 40.17 | 1.5 | 0 | 5 | |||
| 6 Nov | 206.14 | 27 | 6.15 | - | 5 | 0 | 5 | |||
| 5 Nov | 201.99 | 20.85 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 4 Nov | 199.10 | 20.85 | -26.65 | 31.64 | 5.5 | 5 | 5 | |||
| 1 Nov | 206.13 | 47.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 203.23 | 47.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 215.37 | 47.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 204.51 | 47.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 202.86 | 47.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 202.91 | 47.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 207.57 | 47.5 | - | 0 | 0 | 0 | ||||
For Aditya Birla Capital Ltd. - strike price 180 expiring on 28NOV2024
Delta for 180 CE is 0.64
Historical price for 180 CE is as follows
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 5.3, which was -0.45 lower than the previous day. The implied volatity was 35.90, the open interest changed by 164 which increased total open position to 263
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 26.85, the open interest changed by 15 which increased total open position to 100
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 5.75, which was -2.05 lower than the previous day. The implied volatity was 26.85, the open interest changed by 16 which increased total open position to 100
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 7.8, which was -3.45 lower than the previous day. The implied volatity was 31.75, the open interest changed by 45 which increased total open position to 84
On 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 11.25, which was 0.45 higher than the previous day. The implied volatity was 33.06, the open interest changed by 10 which increased total open position to 40
On 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 10.8, which was -13.50 lower than the previous day. The implied volatity was 30.36, the open interest changed by 21 which increased total open position to 31
On 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 24.3, 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 11 Nov ABCAPITAL was trading at 199.30. The strike last trading price was 24.3, 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 8 Nov ABCAPITAL was trading at 201.11. The strike last trading price was 24.3, which was -0.70 lower than the previous day. The implied volatity was 53.70, the open interest changed by 0 which decreased total open position to 10
On 7 Nov ABCAPITAL was trading at 203.27. The strike last trading price was 25, which was -2.00 lower than the previous day. The implied volatity was 40.17, the open interest changed by 0 which decreased total open position to 10
On 6 Nov ABCAPITAL was trading at 206.14. The strike last trading price was 27, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Nov ABCAPITAL was trading at 201.99. The strike last trading price was 20.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 4 Nov ABCAPITAL was trading at 199.10. The strike last trading price was 20.85, which was -26.65 lower than the previous day. The implied volatity was 31.64, the open interest changed by 10 which increased total open position to 10
On 1 Nov ABCAPITAL was trading at 206.13. The strike last trading price was 47.5, 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 47.5, 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 47.5, 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 29 Oct ABCAPITAL was trading at 204.51. The strike last trading price was 47.5, 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 28 Oct ABCAPITAL was trading at 202.86. The strike last trading price was 47.5, 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 25 Oct ABCAPITAL was trading at 202.91. The strike last trading price was 47.5, 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 22 Oct ABCAPITAL was trading at 207.57. The strike last trading price was 47.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABCAPITAL 28NOV2024 180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.09
Theta: -0.20
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 183.01 | 2 | -0.30 | 32.88 | 1,001 | 23 | 400.5 |
| 20 Nov | 184.76 | 2.3 | 0.00 | 36.31 | 334 | -17.5 | 375.5 |
| 19 Nov | 184.76 | 2.3 | 0.55 | 36.31 | 334 | -19.5 | 375.5 |
| 18 Nov | 185.03 | 1.75 | 0.40 | 34.61 | 372.5 | 4.5 | 391 |
| 14 Nov | 188.92 | 1.35 | -0.20 | 32.95 | 410 | 54.5 | 386.5 |
| 13 Nov | 187.61 | 1.55 | 0.55 | 33.04 | 955 | -61.5 | 337 |
| 12 Nov | 194.77 | 1 | 0.55 | 35.81 | 318 | 94 | 424 |
| 11 Nov | 199.30 | 0.45 | -0.35 | 33.84 | 98 | 6 | 330.5 |
| 8 Nov | 201.11 | 0.8 | 0.20 | 38.49 | 134.5 | 31.5 | 325 |
| 7 Nov | 203.27 | 0.6 | 0.05 | 37.27 | 89.5 | 1.5 | 293 |
| 6 Nov | 206.14 | 0.55 | -0.40 | 38.80 | 212.5 | -35 | 289.5 |
| 5 Nov | 201.99 | 0.95 | -0.85 | 38.65 | 188.5 | 12.5 | 326 |
| 4 Nov | 199.10 | 1.8 | 0.55 | 42.72 | 251.5 | 28 | 313.5 |
| 1 Nov | 206.13 | 1.25 | -0.35 | 43.93 | 40 | -17 | 285 |
| 31 Oct | 203.23 | 1.6 | 0.95 | - | 837 | 151 | 302 |
| 30 Oct | 215.37 | 0.65 | -0.75 | - | 355 | 57 | 147 |
| 29 Oct | 204.51 | 1.4 | -0.35 | - | 119 | 48 | 89 |
| 28 Oct | 202.86 | 1.75 | -0.15 | - | 68 | 29 | 41 |
| 25 Oct | 202.91 | 1.9 | 0.70 | - | 10 | 6 | 12 |
| 22 Oct | 207.57 | 1.2 | - | 6 | 5 | 5 | |
For Aditya Birla Capital Ltd. - strike price 180 expiring on 28NOV2024
Delta for 180 PE is -0.35
Historical price for 180 PE is as follows
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 32.88, the open interest changed by 46 which increased total open position to 801
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 36.31, the open interest changed by -35 which decreased total open position to 751
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 36.31, the open interest changed by -39 which decreased total open position to 751
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 1.75, which was 0.40 higher than the previous day. The implied volatity was 34.61, the open interest changed by 9 which increased total open position to 782
On 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 32.95, the open interest changed by 109 which increased total open position to 773
On 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was 33.04, the open interest changed by -123 which decreased total open position to 674
On 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 1, which was 0.55 higher than the previous day. The implied volatity was 35.81, the open interest changed by 188 which increased total open position to 848
On 11 Nov ABCAPITAL was trading at 199.30. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 33.84, the open interest changed by 12 which increased total open position to 661
On 8 Nov ABCAPITAL was trading at 201.11. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 38.49, the open interest changed by 63 which increased total open position to 650
On 7 Nov ABCAPITAL was trading at 203.27. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 37.27, the open interest changed by 3 which increased total open position to 586
On 6 Nov ABCAPITAL was trading at 206.14. The strike last trading price was 0.55, which was -0.40 lower than the previous day. The implied volatity was 38.80, the open interest changed by -70 which decreased total open position to 579
On 5 Nov ABCAPITAL was trading at 201.99. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 38.65, the open interest changed by 25 which increased total open position to 652
On 4 Nov ABCAPITAL was trading at 199.10. The strike last trading price was 1.8, which was 0.55 higher than the previous day. The implied volatity was 42.72, the open interest changed by 56 which increased total open position to 627
On 1 Nov ABCAPITAL was trading at 206.13. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 43.93, the open interest changed by -34 which decreased total open position to 570
On 31 Oct ABCAPITAL was trading at 203.23. The strike last trading price was 1.6, which was 0.95 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 0.65, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ABCAPITAL was trading at 204.51. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ABCAPITAL was trading at 202.86. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ABCAPITAL was trading at 202.91. The strike last trading price was 1.9, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ABCAPITAL was trading at 207.57. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
