ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
20 Dec 2024 04:13 PM IST
| ABCAPITAL 26DEC2024 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.09
Theta: -0.18
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 186.21 | 1.4 | -3.55 | 20.79 | 1,361 | 61 | 168 | |||
| 19 Dec | 190.65 | 4.95 | -0.45 | 26.87 | 645 | 77 | 108 | |||
| 18 Dec | 190.89 | 5.4 | -1.15 | 30.30 | 65 | 32 | 35 | |||
| 17 Dec | 192.25 | 6.55 | -8.80 | 31.04 | 1 | 0 | 3 | |||
| 16 Dec | 196.62 | 15.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 196.71 | 15.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 197.50 | 15.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 201.58 | 15.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 200.13 | 15.35 | 2.70 | 35.46 | 2 | 0 | 2 | |||
| 9 Dec | 196.83 | 12.65 | -1.10 | 37.17 | 1 | 0 | 2 | |||
| 6 Dec | 198.68 | 13.75 | 2.95 | 29.40 | 1 | 0 | 1 | |||
| 5 Dec | 199.20 | 10.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 198.92 | 10.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 199.47 | 10.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 194.18 | 10.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 194.33 | 10.8 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 28 Nov | 193.81 | 10.8 | 0.80 | 26.23 | 3 | -1 | 1 | |||
| 27 Nov | 193.31 | 10 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 26 Nov | 191.24 | 10 | 2.85 | 31.64 | 2 | -1 | 3 | |||
| 25 Nov | 190.50 | 7.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Nov | 186.48 | 7.15 | 0.50 | 29.19 | 5 | 3 | 5 | |||
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| 21 Nov | 183.01 | 6.65 | -0.85 | 35.07 | 2 | 1 | 2 | |||
| 20 Nov | 184.76 | 7.5 | 0.00 | 35.31 | 1 | 1 | 0 | |||
| 19 Nov | 184.76 | 7.5 | -16.00 | 35.31 | 1 | 0 | 0 | |||
| 18 Nov | 185.03 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 188.92 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 187.61 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 194.77 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 203.27 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 206.14 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 201.99 | 23.5 | - | 0 | 0 | 0 | ||||
For Aditya Birla Capital Ltd. - strike price 187.5 expiring on 26DEC2024
Delta for 187.5 CE is 0.40
Historical price for 187.5 CE is as follows
On 20 Dec ABCAPITAL was trading at 186.21. The strike last trading price was 1.4, which was -3.55 lower than the previous day. The implied volatity was 20.79, the open interest changed by 61 which increased total open position to 168
On 19 Dec ABCAPITAL was trading at 190.65. The strike last trading price was 4.95, which was -0.45 lower than the previous day. The implied volatity was 26.87, the open interest changed by 77 which increased total open position to 108
On 18 Dec ABCAPITAL was trading at 190.89. The strike last trading price was 5.4, which was -1.15 lower than the previous day. The implied volatity was 30.30, the open interest changed by 32 which increased total open position to 35
On 17 Dec ABCAPITAL was trading at 192.25. The strike last trading price was 6.55, which was -8.80 lower than the previous day. The implied volatity was 31.04, the open interest changed by 0 which decreased total open position to 3
On 16 Dec ABCAPITAL was trading at 196.62. The strike last trading price was 15.35, 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 Dec ABCAPITAL was trading at 196.71. The strike last trading price was 15.35, 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 12 Dec ABCAPITAL was trading at 197.50. The strike last trading price was 15.35, 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 Dec ABCAPITAL was trading at 201.58. The strike last trading price was 15.35, 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 10 Dec ABCAPITAL was trading at 200.13. The strike last trading price was 15.35, which was 2.70 higher than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 2
On 9 Dec ABCAPITAL was trading at 196.83. The strike last trading price was 12.65, which was -1.10 lower than the previous day. The implied volatity was 37.17, the open interest changed by 0 which decreased total open position to 2
On 6 Dec ABCAPITAL was trading at 198.68. The strike last trading price was 13.75, which was 2.95 higher than the previous day. The implied volatity was 29.40, the open interest changed by 0 which decreased total open position to 1
On 5 Dec ABCAPITAL was trading at 199.20. The strike last trading price was 10.8, 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 10.8, 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 3 Dec ABCAPITAL was trading at 199.47. The strike last trading price was 10.8, 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 2 Dec ABCAPITAL was trading at 194.18. The strike last trading price was 10.8, 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 29 Nov ABCAPITAL was trading at 194.33. The strike last trading price was 10.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 28 Nov ABCAPITAL was trading at 193.81. The strike last trading price was 10.8, which was 0.80 higher than the previous day. The implied volatity was 26.23, the open interest changed by -1 which decreased total open position to 1
On 27 Nov ABCAPITAL was trading at 193.31. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 26 Nov ABCAPITAL was trading at 191.24. The strike last trading price was 10, which was 2.85 higher than the previous day. The implied volatity was 31.64, the open interest changed by -1 which decreased total open position to 3
On 25 Nov ABCAPITAL was trading at 190.50. The strike last trading price was 7.15, 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 22 Nov ABCAPITAL was trading at 186.48. The strike last trading price was 7.15, which was 0.50 higher than the previous day. The implied volatity was 29.19, the open interest changed by 3 which increased total open position to 5
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 6.65, which was -0.85 lower than the previous day. The implied volatity was 35.07, the open interest changed by 1 which increased total open position to 2
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 35.31, the open interest changed by 1 which increased total open position to 0
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 7.5, which was -16.00 lower than the previous day. The implied volatity was 35.31, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 23.5, 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 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 23.5, 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 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 23.5, 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 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 23.5, 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 7 Nov ABCAPITAL was trading at 203.27. The strike last trading price was 23.5, 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 6 Nov ABCAPITAL was trading at 206.14. The strike last trading price was 23.5, 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 5 Nov ABCAPITAL was trading at 201.99. The strike last trading price was 23.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ABCAPITAL 26DEC2024 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.09
Theta: -0.19
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 186.21 | 3.4 | 1.95 | 28.29 | 1,222 | 35 | 141 |
| 19 Dec | 190.65 | 1.45 | -0.20 | 27.73 | 512 | -12 | 115 |
| 18 Dec | 190.89 | 1.65 | -0.30 | 28.99 | 443 | 38 | 128 |
| 17 Dec | 192.25 | 1.95 | 1.30 | 32.66 | 105 | -9 | 107 |
| 16 Dec | 196.62 | 0.65 | -0.05 | 27.11 | 68 | 3 | 120 |
| 13 Dec | 196.71 | 0.7 | -0.15 | 26.03 | 331 | 51 | 116 |
| 12 Dec | 197.50 | 0.85 | 0.10 | 27.35 | 52 | 22 | 66 |
| 11 Dec | 201.58 | 0.75 | -0.20 | 32.34 | 11 | 0 | 44 |
| 10 Dec | 200.13 | 0.95 | -0.45 | 31.86 | 30 | -5 | 42 |
| 9 Dec | 196.83 | 1.4 | 0.15 | 29.69 | 50 | -6 | 41 |
| 6 Dec | 198.68 | 1.25 | -0.05 | 29.11 | 50 | 5 | 49 |
| 5 Dec | 199.20 | 1.3 | -0.25 | 29.75 | 25 | -5 | 45 |
| 4 Dec | 198.92 | 1.55 | -0.05 | 30.89 | 83 | -17 | 49 |
| 3 Dec | 199.47 | 1.6 | -0.85 | 30.34 | 107 | -7 | 65 |
| 2 Dec | 194.18 | 2.45 | -0.60 | 28.53 | 47 | 1 | 74 |
| 29 Nov | 194.33 | 3.05 | -0.40 | 30.78 | 106 | 19 | 73 |
| 28 Nov | 193.81 | 3.45 | -0.35 | 32.77 | 74 | 13 | 56 |
| 27 Nov | 193.31 | 3.8 | -0.35 | 32.28 | 31 | 18 | 42 |
| 26 Nov | 191.24 | 4.15 | 0.00 | 0.00 | 0 | 12 | 0 |
| 25 Nov | 190.50 | 4.15 | -2.95 | 28.51 | 15 | 12 | 22 |
| 22 Nov | 186.48 | 7.1 | -1.30 | 33.62 | 3 | 0 | 10 |
| 21 Nov | 183.01 | 8.4 | 0.90 | 29.77 | 1 | 0 | 10 |
| 20 Nov | 184.76 | 7.5 | 0.00 | 28.38 | 5 | 0 | 10 |
| 19 Nov | 184.76 | 7.5 | 0.40 | 28.38 | 5 | 0 | 10 |
| 18 Nov | 185.03 | 7.1 | 1.45 | 30.30 | 10 | 5 | 5 |
| 14 Nov | 188.92 | 5.65 | 0.00 | 2.05 | 0 | 0 | 0 |
| 13 Nov | 187.61 | 5.65 | 0.00 | 1.85 | 0 | 0 | 0 |
| 12 Nov | 194.77 | 5.65 | 0.00 | 4.52 | 0 | 0 | 0 |
| 7 Nov | 203.27 | 5.65 | 0.00 | 7.36 | 0 | 0 | 0 |
| 6 Nov | 206.14 | 5.65 | 0.00 | 8.84 | 0 | 0 | 0 |
| 5 Nov | 201.99 | 5.65 | 6.87 | 0 | 0 | 0 | |
For Aditya Birla Capital Ltd. - strike price 187.5 expiring on 26DEC2024
Delta for 187.5 PE is -0.57
Historical price for 187.5 PE is as follows
On 20 Dec ABCAPITAL was trading at 186.21. The strike last trading price was 3.4, which was 1.95 higher than the previous day. The implied volatity was 28.29, the open interest changed by 35 which increased total open position to 141
On 19 Dec ABCAPITAL was trading at 190.65. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 27.73, the open interest changed by -12 which decreased total open position to 115
On 18 Dec ABCAPITAL was trading at 190.89. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 28.99, the open interest changed by 38 which increased total open position to 128
On 17 Dec ABCAPITAL was trading at 192.25. The strike last trading price was 1.95, which was 1.30 higher than the previous day. The implied volatity was 32.66, the open interest changed by -9 which decreased total open position to 107
On 16 Dec ABCAPITAL was trading at 196.62. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 27.11, the open interest changed by 3 which increased total open position to 120
On 13 Dec ABCAPITAL was trading at 196.71. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 26.03, the open interest changed by 51 which increased total open position to 116
On 12 Dec ABCAPITAL was trading at 197.50. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 27.35, the open interest changed by 22 which increased total open position to 66
On 11 Dec ABCAPITAL was trading at 201.58. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 44
On 10 Dec ABCAPITAL was trading at 200.13. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 31.86, the open interest changed by -5 which decreased total open position to 42
On 9 Dec ABCAPITAL was trading at 196.83. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 29.69, the open interest changed by -6 which decreased total open position to 41
On 6 Dec ABCAPITAL was trading at 198.68. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 29.11, the open interest changed by 5 which increased total open position to 49
On 5 Dec ABCAPITAL was trading at 199.20. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 29.75, the open interest changed by -5 which decreased total open position to 45
On 4 Dec ABCAPITAL was trading at 198.92. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 30.89, the open interest changed by -17 which decreased total open position to 49
On 3 Dec ABCAPITAL was trading at 199.47. The strike last trading price was 1.6, which was -0.85 lower than the previous day. The implied volatity was 30.34, the open interest changed by -7 which decreased total open position to 65
On 2 Dec ABCAPITAL was trading at 194.18. The strike last trading price was 2.45, which was -0.60 lower than the previous day. The implied volatity was 28.53, the open interest changed by 1 which increased total open position to 74
On 29 Nov ABCAPITAL was trading at 194.33. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 30.78, the open interest changed by 19 which increased total open position to 73
On 28 Nov ABCAPITAL was trading at 193.81. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 32.77, the open interest changed by 13 which increased total open position to 56
On 27 Nov ABCAPITAL was trading at 193.31. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was 32.28, the open interest changed by 18 which increased total open position to 42
On 26 Nov ABCAPITAL was trading at 191.24. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 25 Nov ABCAPITAL was trading at 190.50. The strike last trading price was 4.15, which was -2.95 lower than the previous day. The implied volatity was 28.51, the open interest changed by 12 which increased total open position to 22
On 22 Nov ABCAPITAL was trading at 186.48. The strike last trading price was 7.1, which was -1.30 lower than the previous day. The implied volatity was 33.62, the open interest changed by 0 which decreased total open position to 10
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 8.4, which was 0.90 higher than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 10
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 10
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 7.5, which was 0.40 higher than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 10
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 7.1, which was 1.45 higher than the previous day. The implied volatity was 30.30, the open interest changed by 5 which increased total open position to 5
On 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 5.65, which was 0.00 lower than the previous day. The implied volatity was 2.05, 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 5.65, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 5.65, which was 0.00 lower than the previous day. The implied volatity was 4.52, 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 5.65, which was 0.00 lower than the previous day. The implied volatity was 7.36, 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 5.65, which was 0.00 lower than the previous day. The implied volatity was 8.84, 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 5.65, which was lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0
