ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
20 Dec 2024 04:13 PM IST
| ABCAPITAL 26DEC2024 185 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 0.09
Theta: -0.18
Gamma: 0.08
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 186.21 | 2.55 | -4.40 | 19.98 | 478 | 37 | 129 | |||
| 19 Dec | 190.65 | 6.95 | 0.20 | 28.72 | 179 | 35 | 90 | |||
| 18 Dec | 190.89 | 6.75 | -1.80 | 20.02 | 10 | -7 | 56 | |||
| 17 Dec | 192.25 | 8.55 | -3.45 | 33.03 | 3 | -1 | 63 | |||
| 16 Dec | 196.62 | 12 | -0.50 | 29.58 | 3 | -1 | 64 | |||
| 13 Dec | 196.71 | 12.5 | -1.05 | 16.12 | 4 | 0 | 64 | |||
| 12 Dec | 197.50 | 13.55 | -4.85 | 30.49 | 7 | 1 | 63 | |||
| 11 Dec | 201.58 | 18.4 | 2.15 | 38.94 | 2 | 0 | 64 | |||
| 10 Dec | 200.13 | 16.25 | 2.40 | 17.95 | 3 | 0 | 62 | |||
| 9 Dec | 196.83 | 13.85 | -1.90 | 30.90 | 6 | 1 | 63 | |||
| 6 Dec | 198.68 | 15.75 | 0.05 | 31.51 | 10 | -1 | 62 | |||
| 5 Dec | 199.20 | 15.7 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 4 Dec | 198.92 | 15.7 | -0.30 | 24.58 | 16 | 7 | 63 | |||
| 3 Dec | 199.47 | 16 | 3.25 | 29.00 | 20 | -3 | 57 | |||
| 2 Dec | 194.18 | 12.75 | 0.00 | 31.85 | 11 | 0 | 61 | |||
| 29 Nov | 194.33 | 12.75 | -0.50 | 28.65 | 5 | 0 | 62 | |||
| 28 Nov | 193.81 | 13.25 | 0.30 | 30.03 | 14 | -1 | 62 | |||
| 27 Nov | 193.31 | 12.95 | 1.65 | 32.55 | 32 | 10 | 63 | |||
| 26 Nov | 191.24 | 11.3 | -0.25 | 30.14 | 16 | 7 | 52 | |||
| 25 Nov | 190.50 | 11.55 | 2.85 | 32.88 | 18 | 4 | 45 | |||
| 22 Nov | 186.48 | 8.7 | 1.55 | 30.18 | 49 | 3 | 44 | |||
| 21 Nov | 183.01 | 7.15 | -1.45 | 32.88 | 58 | 37 | 41 | |||
| 20 Nov | 184.76 | 8.6 | 0.00 | 35.45 | 4 | 4 | 3 | |||
|
|
||||||||||
| 19 Nov | 184.76 | 8.6 | -48.05 | 35.45 | 4 | 3 | 3 | |||
| 18 Nov | 185.03 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 188.92 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 187.61 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 194.77 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 203.27 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 206.14 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 201.99 | 56.65 | 56.65 | - | 0 | 0 | 0 | |||
| 31 Oct | 203.23 | 0 | - | 0 | 0 | 0 | ||||
For Aditya Birla Capital Ltd. - strike price 185 expiring on 26DEC2024
Delta for 185 CE is 0.60
Historical price for 185 CE is as follows
On 20 Dec ABCAPITAL was trading at 186.21. The strike last trading price was 2.55, which was -4.40 lower than the previous day. The implied volatity was 19.98, the open interest changed by 37 which increased total open position to 129
On 19 Dec ABCAPITAL was trading at 190.65. The strike last trading price was 6.95, which was 0.20 higher than the previous day. The implied volatity was 28.72, the open interest changed by 35 which increased total open position to 90
On 18 Dec ABCAPITAL was trading at 190.89. The strike last trading price was 6.75, which was -1.80 lower than the previous day. The implied volatity was 20.02, the open interest changed by -7 which decreased total open position to 56
On 17 Dec ABCAPITAL was trading at 192.25. The strike last trading price was 8.55, which was -3.45 lower than the previous day. The implied volatity was 33.03, the open interest changed by -1 which decreased total open position to 63
On 16 Dec ABCAPITAL was trading at 196.62. The strike last trading price was 12, which was -0.50 lower than the previous day. The implied volatity was 29.58, the open interest changed by -1 which decreased total open position to 64
On 13 Dec ABCAPITAL was trading at 196.71. The strike last trading price was 12.5, which was -1.05 lower than the previous day. The implied volatity was 16.12, the open interest changed by 0 which decreased total open position to 64
On 12 Dec ABCAPITAL was trading at 197.50. The strike last trading price was 13.55, which was -4.85 lower than the previous day. The implied volatity was 30.49, the open interest changed by 1 which increased total open position to 63
On 11 Dec ABCAPITAL was trading at 201.58. The strike last trading price was 18.4, which was 2.15 higher than the previous day. The implied volatity was 38.94, the open interest changed by 0 which decreased total open position to 64
On 10 Dec ABCAPITAL was trading at 200.13. The strike last trading price was 16.25, which was 2.40 higher than the previous day. The implied volatity was 17.95, the open interest changed by 0 which decreased total open position to 62
On 9 Dec ABCAPITAL was trading at 196.83. The strike last trading price was 13.85, which was -1.90 lower than the previous day. The implied volatity was 30.90, the open interest changed by 1 which increased total open position to 63
On 6 Dec ABCAPITAL was trading at 198.68. The strike last trading price was 15.75, which was 0.05 higher than the previous day. The implied volatity was 31.51, the open interest changed by -1 which decreased total open position to 62
On 5 Dec ABCAPITAL was trading at 199.20. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 4 Dec ABCAPITAL was trading at 198.92. The strike last trading price was 15.7, which was -0.30 lower than the previous day. The implied volatity was 24.58, the open interest changed by 7 which increased total open position to 63
On 3 Dec ABCAPITAL was trading at 199.47. The strike last trading price was 16, which was 3.25 higher than the previous day. The implied volatity was 29.00, the open interest changed by -3 which decreased total open position to 57
On 2 Dec ABCAPITAL was trading at 194.18. The strike last trading price was 12.75, which was 0.00 lower than the previous day. The implied volatity was 31.85, the open interest changed by 0 which decreased total open position to 61
On 29 Nov ABCAPITAL was trading at 194.33. The strike last trading price was 12.75, which was -0.50 lower than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 62
On 28 Nov ABCAPITAL was trading at 193.81. The strike last trading price was 13.25, which was 0.30 higher than the previous day. The implied volatity was 30.03, the open interest changed by -1 which decreased total open position to 62
On 27 Nov ABCAPITAL was trading at 193.31. The strike last trading price was 12.95, which was 1.65 higher than the previous day. The implied volatity was 32.55, the open interest changed by 10 which increased total open position to 63
On 26 Nov ABCAPITAL was trading at 191.24. The strike last trading price was 11.3, which was -0.25 lower than the previous day. The implied volatity was 30.14, the open interest changed by 7 which increased total open position to 52
On 25 Nov ABCAPITAL was trading at 190.50. The strike last trading price was 11.55, which was 2.85 higher than the previous day. The implied volatity was 32.88, the open interest changed by 4 which increased total open position to 45
On 22 Nov ABCAPITAL was trading at 186.48. The strike last trading price was 8.7, which was 1.55 higher than the previous day. The implied volatity was 30.18, the open interest changed by 3 which increased total open position to 44
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 7.15, which was -1.45 lower than the previous day. The implied volatity was 32.88, the open interest changed by 37 which increased total open position to 41
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was 35.45, the open interest changed by 4 which increased total open position to 3
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 8.6, which was -48.05 lower than the previous day. The implied volatity was 35.45, the open interest changed by 3 which increased total open position to 3
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 56.65, 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 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 56.65, 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 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 56.65, 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 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 56.65, 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 56.65, 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 56.65, 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 56.65, which was 56.65 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 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.09
Theta: -0.20
Gamma: 0.06
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 186.21 | 2.15 | 1.20 | 28.55 | 1,658 | 0 | 447 |
| 19 Dec | 190.65 | 0.95 | -0.15 | 29.71 | 810 | 61 | 447 |
| 18 Dec | 190.89 | 1.1 | -0.25 | 30.48 | 762 | 65 | 388 |
| 17 Dec | 192.25 | 1.35 | 0.85 | 33.65 | 359 | 90 | 335 |
| 16 Dec | 196.62 | 0.5 | 0.00 | 29.85 | 242 | -60 | 239 |
| 13 Dec | 196.71 | 0.5 | -0.05 | 27.68 | 672 | 97 | 300 |
| 12 Dec | 197.50 | 0.55 | 0.05 | 27.91 | 211 | 3 | 200 |
| 11 Dec | 201.58 | 0.5 | -0.15 | 32.61 | 156 | 0 | 197 |
| 10 Dec | 200.13 | 0.65 | -0.40 | 32.17 | 264 | -17 | 198 |
| 9 Dec | 196.83 | 1.05 | 0.10 | 30.99 | 298 | 26 | 213 |
| 6 Dec | 198.68 | 0.95 | -0.15 | 30.14 | 426 | -76 | 188 |
| 5 Dec | 199.20 | 1.1 | -0.05 | 31.72 | 166 | 2 | 264 |
| 4 Dec | 198.92 | 1.15 | -0.10 | 31.45 | 216 | -11 | 263 |
| 3 Dec | 199.47 | 1.25 | -0.70 | 31.26 | 305 | 21 | 277 |
| 2 Dec | 194.18 | 1.95 | -0.55 | 29.61 | 189 | 30 | 258 |
| 29 Nov | 194.33 | 2.5 | -0.30 | 31.79 | 190 | 70 | 229 |
| 28 Nov | 193.81 | 2.8 | -0.10 | 33.34 | 109 | 37 | 159 |
| 27 Nov | 193.31 | 2.9 | -0.85 | 31.74 | 117 | -7 | 122 |
| 26 Nov | 191.24 | 3.75 | -0.50 | 32.99 | 45 | 13 | 128 |
| 25 Nov | 190.50 | 4.25 | -1.40 | 34.11 | 143 | 94 | 115 |
| 22 Nov | 186.48 | 5.65 | -3.40 | 32.30 | 46 | 32 | 53 |
| 21 Nov | 183.01 | 9.05 | 1.65 | 38.80 | 8 | 6 | 20 |
| 20 Nov | 184.76 | 7.4 | 0.00 | 33.56 | 20 | 2 | 14 |
| 19 Nov | 184.76 | 7.4 | 0.10 | 33.56 | 20 | 2 | 14 |
| 18 Nov | 185.03 | 7.3 | 1.55 | 36.27 | 12 | 11 | 12 |
| 14 Nov | 188.92 | 5.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 187.61 | 5.75 | 3.65 | 33.03 | 1 | 0 | 0 |
| 12 Nov | 194.77 | 2.1 | 0.00 | 5.27 | 0 | 0 | 0 |
| 7 Nov | 203.27 | 2.1 | 0.00 | 9.00 | 0 | 0 | 0 |
| 6 Nov | 206.14 | 2.1 | 0.00 | 9.94 | 0 | 0 | 0 |
| 5 Nov | 201.99 | 2.1 | 0.00 | 7.77 | 0 | 0 | 0 |
| 31 Oct | 203.23 | 2.1 | - | 0 | 0 | 0 | |
For Aditya Birla Capital Ltd. - strike price 185 expiring on 26DEC2024
Delta for 185 PE is -0.42
Historical price for 185 PE is as follows
On 20 Dec ABCAPITAL was trading at 186.21. The strike last trading price was 2.15, which was 1.20 higher than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 447
On 19 Dec ABCAPITAL was trading at 190.65. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 29.71, the open interest changed by 61 which increased total open position to 447
On 18 Dec ABCAPITAL was trading at 190.89. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 30.48, the open interest changed by 65 which increased total open position to 388
On 17 Dec ABCAPITAL was trading at 192.25. The strike last trading price was 1.35, which was 0.85 higher than the previous day. The implied volatity was 33.65, the open interest changed by 90 which increased total open position to 335
On 16 Dec ABCAPITAL was trading at 196.62. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 29.85, the open interest changed by -60 which decreased total open position to 239
On 13 Dec ABCAPITAL was trading at 196.71. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 27.68, the open interest changed by 97 which increased total open position to 300
On 12 Dec ABCAPITAL was trading at 197.50. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 27.91, the open interest changed by 3 which increased total open position to 200
On 11 Dec ABCAPITAL was trading at 201.58. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 32.61, the open interest changed by 0 which decreased total open position to 197
On 10 Dec ABCAPITAL was trading at 200.13. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 32.17, the open interest changed by -17 which decreased total open position to 198
On 9 Dec ABCAPITAL was trading at 196.83. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 30.99, the open interest changed by 26 which increased total open position to 213
On 6 Dec ABCAPITAL was trading at 198.68. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 30.14, the open interest changed by -76 which decreased total open position to 188
On 5 Dec ABCAPITAL was trading at 199.20. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 31.72, the open interest changed by 2 which increased total open position to 264
On 4 Dec ABCAPITAL was trading at 198.92. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 31.45, the open interest changed by -11 which decreased total open position to 263
On 3 Dec ABCAPITAL was trading at 199.47. The strike last trading price was 1.25, which was -0.70 lower than the previous day. The implied volatity was 31.26, the open interest changed by 21 which increased total open position to 277
On 2 Dec ABCAPITAL was trading at 194.18. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 29.61, the open interest changed by 30 which increased total open position to 258
On 29 Nov ABCAPITAL was trading at 194.33. The strike last trading price was 2.5, which was -0.30 lower than the previous day. The implied volatity was 31.79, the open interest changed by 70 which increased total open position to 229
On 28 Nov ABCAPITAL was trading at 193.81. The strike last trading price was 2.8, which was -0.10 lower than the previous day. The implied volatity was 33.34, the open interest changed by 37 which increased total open position to 159
On 27 Nov ABCAPITAL was trading at 193.31. The strike last trading price was 2.9, which was -0.85 lower than the previous day. The implied volatity was 31.74, the open interest changed by -7 which decreased total open position to 122
On 26 Nov ABCAPITAL was trading at 191.24. The strike last trading price was 3.75, which was -0.50 lower than the previous day. The implied volatity was 32.99, the open interest changed by 13 which increased total open position to 128
On 25 Nov ABCAPITAL was trading at 190.50. The strike last trading price was 4.25, which was -1.40 lower than the previous day. The implied volatity was 34.11, the open interest changed by 94 which increased total open position to 115
On 22 Nov ABCAPITAL was trading at 186.48. The strike last trading price was 5.65, which was -3.40 lower than the previous day. The implied volatity was 32.30, the open interest changed by 32 which increased total open position to 53
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 9.05, which was 1.65 higher than the previous day. The implied volatity was 38.80, the open interest changed by 6 which increased total open position to 20
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 33.56, the open interest changed by 2 which increased total open position to 14
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 7.4, which was 0.10 higher than the previous day. The implied volatity was 33.56, the open interest changed by 2 which increased total open position to 14
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 7.3, which was 1.55 higher than the previous day. The implied volatity was 36.27, the open interest changed by 11 which increased total open position to 12
On 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 5.75, 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 5.75, which was 3.65 higher than the previous day. The implied volatity was 33.03, 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 2.1, which was 0.00 lower than the previous day. The implied volatity was 5.27, 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 2.1, which was 0.00 lower than the previous day. The implied volatity was 9.00, 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 2.1, which was 0.00 lower than the previous day. The implied volatity was 9.94, 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 2.1, which was 0.00 lower than the previous day. The implied volatity was 7.77, 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 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
