ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
20 Dec 2024 04:13 PM IST
| ABCAPITAL 26DEC2024 180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.03
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 186.21 | 6.3 | -3.55 | 17.39 | 85 | 0 | 82 | |||
| 19 Dec | 190.65 | 9.85 | -1.35 | - | 12 | -1 | 82 | |||
| 18 Dec | 190.89 | 11.2 | -2.00 | - | 3 | -2 | 83 | |||
| 17 Dec | 192.25 | 13.2 | -4.20 | 41.11 | 15 | -1 | 86 | |||
| 16 Dec | 196.62 | 17.4 | 1.45 | 46.31 | 1 | 0 | 87 | |||
| 13 Dec | 196.71 | 15.95 | -2.45 | - | 7 | -1 | 86 | |||
| 12 Dec | 197.50 | 18.4 | -3.60 | 36.97 | 7 | 0 | 86 | |||
| 11 Dec | 201.58 | 22 | 0.40 | - | 6 | 0 | 86 | |||
| 10 Dec | 200.13 | 21.6 | 3.40 | 35.38 | 8 | 1 | 86 | |||
| 9 Dec | 196.83 | 18.2 | -2.30 | 32.40 | 8 | 0 | 86 | |||
| 6 Dec | 198.68 | 20.5 | 0.40 | 36.45 | 2 | 0 | 87 | |||
| 5 Dec | 199.20 | 20.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 198.92 | 20.1 | 0.20 | - | 6 | 0 | 87 | |||
| 3 Dec | 199.47 | 19.9 | 3.00 | 25.64 | 41 | -9 | 87 | |||
| 2 Dec | 194.18 | 16.9 | 0.20 | 33.85 | 1 | 0 | 96 | |||
| 29 Nov | 194.33 | 16.7 | -0.35 | 28.13 | 29 | 6 | 95 | |||
| 28 Nov | 193.81 | 17.05 | -0.35 | 28.88 | 16 | 0 | 85 | |||
| 27 Nov | 193.31 | 17.4 | 2.05 | 37.43 | 5 | 1 | 85 | |||
| 26 Nov | 191.24 | 15.35 | 0.35 | 32.92 | 10 | 1 | 84 | |||
| 25 Nov | 190.50 | 15 | 3.30 | 32.88 | 36 | 31 | 79 | |||
| 22 Nov | 186.48 | 11.7 | 1.40 | 29.80 | 31 | 18 | 66 | |||
| 21 Nov | 183.01 | 10.3 | -3.70 | 35.51 | 45 | 25 | 47 | |||
| 20 Nov | 184.76 | 14 | 0.00 | 47.72 | 22 | 22 | 21 | |||
| 19 Nov | 184.76 | 14 | -47.05 | 47.72 | 22 | 21 | 21 | |||
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| 18 Nov | 185.03 | 61.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 188.92 | 61.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 187.61 | 61.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 194.77 | 61.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 203.27 | 61.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 206.14 | 61.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 201.99 | 61.05 | 61.05 | - | 0 | 0 | 0 | |||
| 31 Oct | 203.23 | 0 | - | 0 | 0 | 0 | ||||
For Aditya Birla Capital Ltd. - strike price 180 expiring on 26DEC2024
Delta for 180 CE is 0.94
Historical price for 180 CE is as follows
On 20 Dec ABCAPITAL was trading at 186.21. The strike last trading price was 6.3, which was -3.55 lower than the previous day. The implied volatity was 17.39, the open interest changed by 0 which decreased total open position to 82
On 19 Dec ABCAPITAL was trading at 190.65. The strike last trading price was 9.85, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 82
On 18 Dec ABCAPITAL was trading at 190.89. The strike last trading price was 11.2, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 83
On 17 Dec ABCAPITAL was trading at 192.25. The strike last trading price was 13.2, which was -4.20 lower than the previous day. The implied volatity was 41.11, the open interest changed by -1 which decreased total open position to 86
On 16 Dec ABCAPITAL was trading at 196.62. The strike last trading price was 17.4, which was 1.45 higher than the previous day. The implied volatity was 46.31, the open interest changed by 0 which decreased total open position to 87
On 13 Dec ABCAPITAL was trading at 196.71. The strike last trading price was 15.95, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 86
On 12 Dec ABCAPITAL was trading at 197.50. The strike last trading price was 18.4, which was -3.60 lower than the previous day. The implied volatity was 36.97, the open interest changed by 0 which decreased total open position to 86
On 11 Dec ABCAPITAL was trading at 201.58. The strike last trading price was 22, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 86
On 10 Dec ABCAPITAL was trading at 200.13. The strike last trading price was 21.6, which was 3.40 higher than the previous day. The implied volatity was 35.38, the open interest changed by 1 which increased total open position to 86
On 9 Dec ABCAPITAL was trading at 196.83. The strike last trading price was 18.2, which was -2.30 lower than the previous day. The implied volatity was 32.40, the open interest changed by 0 which decreased total open position to 86
On 6 Dec ABCAPITAL was trading at 198.68. The strike last trading price was 20.5, which was 0.40 higher than the previous day. The implied volatity was 36.45, the open interest changed by 0 which decreased total open position to 87
On 5 Dec ABCAPITAL was trading at 199.20. The strike last trading price was 20.1, 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 4 Dec ABCAPITAL was trading at 198.92. The strike last trading price was 20.1, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 3 Dec ABCAPITAL was trading at 199.47. The strike last trading price was 19.9, which was 3.00 higher than the previous day. The implied volatity was 25.64, the open interest changed by -9 which decreased total open position to 87
On 2 Dec ABCAPITAL was trading at 194.18. The strike last trading price was 16.9, which was 0.20 higher than the previous day. The implied volatity was 33.85, the open interest changed by 0 which decreased total open position to 96
On 29 Nov ABCAPITAL was trading at 194.33. The strike last trading price was 16.7, which was -0.35 lower than the previous day. The implied volatity was 28.13, the open interest changed by 6 which increased total open position to 95
On 28 Nov ABCAPITAL was trading at 193.81. The strike last trading price was 17.05, which was -0.35 lower than the previous day. The implied volatity was 28.88, the open interest changed by 0 which decreased total open position to 85
On 27 Nov ABCAPITAL was trading at 193.31. The strike last trading price was 17.4, which was 2.05 higher than the previous day. The implied volatity was 37.43, the open interest changed by 1 which increased total open position to 85
On 26 Nov ABCAPITAL was trading at 191.24. The strike last trading price was 15.35, which was 0.35 higher than the previous day. The implied volatity was 32.92, the open interest changed by 1 which increased total open position to 84
On 25 Nov ABCAPITAL was trading at 190.50. The strike last trading price was 15, which was 3.30 higher than the previous day. The implied volatity was 32.88, the open interest changed by 31 which increased total open position to 79
On 22 Nov ABCAPITAL was trading at 186.48. The strike last trading price was 11.7, which was 1.40 higher than the previous day. The implied volatity was 29.80, the open interest changed by 18 which increased total open position to 66
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 10.3, which was -3.70 lower than the previous day. The implied volatity was 35.51, the open interest changed by 25 which increased total open position to 47
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 47.72, the open interest changed by 22 which increased total open position to 21
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 14, which was -47.05 lower than the previous day. The implied volatity was 47.72, the open interest changed by 21 which increased total open position to 21
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 61.05, 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 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 61.05, 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 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 61.05, 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 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 61.05, 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 61.05, 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 61.05, 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 61.05, which was 61.05 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABCAPITAL 26DEC2024 180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.07
Theta: -0.19
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 186.21 | 1 | 0.50 | 34.03 | 798 | 97 | 1,046 |
| 19 Dec | 190.65 | 0.5 | -0.15 | 35.64 | 486 | -28 | 949 |
| 18 Dec | 190.89 | 0.65 | -0.05 | 36.74 | 466 | -90 | 979 |
| 17 Dec | 192.25 | 0.7 | 0.40 | 37.17 | 589 | 15 | 1,069 |
| 16 Dec | 196.62 | 0.3 | -0.05 | 34.86 | 87 | -26 | 1,060 |
| 13 Dec | 196.71 | 0.35 | 0.00 | 33.00 | 491 | 60 | 1,087 |
| 12 Dec | 197.50 | 0.35 | 0.00 | 32.26 | 269 | -57 | 1,036 |
| 11 Dec | 201.58 | 0.35 | -0.15 | 36.91 | 80 | 5 | 1,093 |
| 10 Dec | 200.13 | 0.5 | -0.10 | 37.20 | 378 | 84 | 1,081 |
| 9 Dec | 196.83 | 0.6 | -0.05 | 33.42 | 262 | 52 | 1,032 |
| 6 Dec | 198.68 | 0.65 | -0.05 | 33.71 | 366 | -33 | 980 |
| 5 Dec | 199.20 | 0.7 | -0.10 | 34.02 | 304 | -22 | 1,012 |
| 4 Dec | 198.92 | 0.8 | 0.00 | 34.74 | 109 | 16 | 1,032 |
| 3 Dec | 199.47 | 0.8 | -0.45 | 33.65 | 303 | -16 | 1,016 |
| 2 Dec | 194.18 | 1.25 | -0.35 | 31.98 | 287 | 15 | 1,030 |
| 29 Nov | 194.33 | 1.6 | -0.30 | 33.31 | 557 | -26 | 1,013 |
| 28 Nov | 193.81 | 1.9 | -0.05 | 35.21 | 883 | 161 | 1,039 |
| 27 Nov | 193.31 | 1.95 | -0.50 | 33.57 | 271 | 45 | 879 |
| 26 Nov | 191.24 | 2.45 | -0.60 | 33.87 | 317 | 88 | 835 |
| 25 Nov | 190.50 | 3.05 | -0.70 | 36.11 | 950 | 583 | 738 |
| 22 Nov | 186.48 | 3.75 | -1.85 | 32.44 | 147 | 74 | 229 |
| 21 Nov | 183.01 | 5.6 | 0.30 | 34.07 | 104 | 43 | 154 |
| 20 Nov | 184.76 | 5.3 | 0.00 | 34.21 | 98 | 61 | 110 |
| 19 Nov | 184.76 | 5.3 | 0.50 | 34.21 | 98 | 60 | 110 |
| 18 Nov | 185.03 | 4.8 | 0.70 | 34.49 | 36 | 26 | 49 |
| 14 Nov | 188.92 | 4.1 | -0.40 | 34.57 | 9 | -4 | 23 |
| 13 Nov | 187.61 | 4.5 | 2.05 | 35.53 | 21 | 7 | 26 |
| 12 Nov | 194.77 | 2.45 | 0.85 | 31.77 | 22 | 14 | 18 |
| 7 Nov | 203.27 | 1.6 | 0.00 | 33.42 | 1 | 0 | 3 |
| 6 Nov | 206.14 | 1.6 | -1.20 | 35.67 | 2 | -1 | 3 |
| 5 Nov | 201.99 | 2.8 | 0.05 | 38.68 | 3 | 0 | 4 |
| 31 Oct | 203.23 | 2.75 | - | 4 | 2 | 4 | |
For Aditya Birla Capital Ltd. - strike price 180 expiring on 26DEC2024
Delta for 180 PE is -0.21
Historical price for 180 PE is as follows
On 20 Dec ABCAPITAL was trading at 186.21. The strike last trading price was 1, which was 0.50 higher than the previous day. The implied volatity was 34.03, the open interest changed by 97 which increased total open position to 1046
On 19 Dec ABCAPITAL was trading at 190.65. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 35.64, the open interest changed by -28 which decreased total open position to 949
On 18 Dec ABCAPITAL was trading at 190.89. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 36.74, the open interest changed by -90 which decreased total open position to 979
On 17 Dec ABCAPITAL was trading at 192.25. The strike last trading price was 0.7, which was 0.40 higher than the previous day. The implied volatity was 37.17, the open interest changed by 15 which increased total open position to 1069
On 16 Dec ABCAPITAL was trading at 196.62. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 34.86, the open interest changed by -26 which decreased total open position to 1060
On 13 Dec ABCAPITAL was trading at 196.71. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 33.00, the open interest changed by 60 which increased total open position to 1087
On 12 Dec ABCAPITAL was trading at 197.50. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 32.26, the open interest changed by -57 which decreased total open position to 1036
On 11 Dec ABCAPITAL was trading at 201.58. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 36.91, the open interest changed by 5 which increased total open position to 1093
On 10 Dec ABCAPITAL was trading at 200.13. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 37.20, the open interest changed by 84 which increased total open position to 1081
On 9 Dec ABCAPITAL was trading at 196.83. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 33.42, the open interest changed by 52 which increased total open position to 1032
On 6 Dec ABCAPITAL was trading at 198.68. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 33.71, the open interest changed by -33 which decreased total open position to 980
On 5 Dec ABCAPITAL was trading at 199.20. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 34.02, the open interest changed by -22 which decreased total open position to 1012
On 4 Dec ABCAPITAL was trading at 198.92. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 34.74, the open interest changed by 16 which increased total open position to 1032
On 3 Dec ABCAPITAL was trading at 199.47. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 33.65, the open interest changed by -16 which decreased total open position to 1016
On 2 Dec ABCAPITAL was trading at 194.18. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 31.98, the open interest changed by 15 which increased total open position to 1030
On 29 Nov ABCAPITAL was trading at 194.33. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was 33.31, the open interest changed by -26 which decreased total open position to 1013
On 28 Nov ABCAPITAL was trading at 193.81. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 35.21, the open interest changed by 161 which increased total open position to 1039
On 27 Nov ABCAPITAL was trading at 193.31. The strike last trading price was 1.95, which was -0.50 lower than the previous day. The implied volatity was 33.57, the open interest changed by 45 which increased total open position to 879
On 26 Nov ABCAPITAL was trading at 191.24. The strike last trading price was 2.45, which was -0.60 lower than the previous day. The implied volatity was 33.87, the open interest changed by 88 which increased total open position to 835
On 25 Nov ABCAPITAL was trading at 190.50. The strike last trading price was 3.05, which was -0.70 lower than the previous day. The implied volatity was 36.11, the open interest changed by 583 which increased total open position to 738
On 22 Nov ABCAPITAL was trading at 186.48. The strike last trading price was 3.75, which was -1.85 lower than the previous day. The implied volatity was 32.44, the open interest changed by 74 which increased total open position to 229
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 5.6, which was 0.30 higher than the previous day. The implied volatity was 34.07, the open interest changed by 43 which increased total open position to 154
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 34.21, the open interest changed by 61 which increased total open position to 110
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 5.3, which was 0.50 higher than the previous day. The implied volatity was 34.21, the open interest changed by 60 which increased total open position to 110
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 4.8, which was 0.70 higher than the previous day. The implied volatity was 34.49, the open interest changed by 26 which increased total open position to 49
On 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 4.1, which was -0.40 lower than the previous day. The implied volatity was 34.57, the open interest changed by -4 which decreased total open position to 23
On 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 4.5, which was 2.05 higher than the previous day. The implied volatity was 35.53, the open interest changed by 7 which increased total open position to 26
On 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 2.45, which was 0.85 higher than the previous day. The implied volatity was 31.77, the open interest changed by 14 which increased total open position to 18
On 7 Nov ABCAPITAL was trading at 203.27. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 33.42, the open interest changed by 0 which decreased total open position to 3
On 6 Nov ABCAPITAL was trading at 206.14. The strike last trading price was 1.6, which was -1.20 lower than the previous day. The implied volatity was 35.67, the open interest changed by -1 which decreased total open position to 3
On 5 Nov ABCAPITAL was trading at 201.99. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 38.68, the open interest changed by 0 which decreased total open position to 4
On 31 Oct ABCAPITAL was trading at 203.23. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
