ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
21 Nov 2024 04:13 PM IST
| ABCAPITAL 28NOV2024 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.09
Theta: -0.21
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 183.01 | 1.4 | -0.55 | 30.77 | 321 | 26 | 115 | |||
| 20 Nov | 184.76 | 1.95 | 0.00 | 27.97 | 434 | 18.5 | 89 | |||
| 19 Nov | 184.76 | 1.95 | -1.10 | 27.97 | 434 | 18.5 | 89 | |||
| 18 Nov | 185.03 | 3.05 | -2.75 | 29.20 | 324.5 | 40 | 70 | |||
| 14 Nov | 188.92 | 5.8 | 0.15 | 30.56 | 122.5 | 9.5 | 30 | |||
| 13 Nov | 187.61 | 5.65 | -46.75 | 29.91 | 64.5 | 21.5 | 21.5 | |||
| 12 Nov | 194.77 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 199.30 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 201.11 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 203.27 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 206.14 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 201.99 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 199.10 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 206.13 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 203.23 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 215.37 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 204.51 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 202.86 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 202.91 | 52.4 | 52.40 | - | 0 | 0 | 0 | |||
| 22 Oct | 207.57 | 0 | - | 0 | 0 | 0 | ||||
For Aditya Birla Capital Ltd. - strike price 187.5 expiring on 28NOV2024
Delta for 187.5 CE is 0.29
Historical price for 187.5 CE is as follows
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 30.77, the open interest changed by 52 which increased total open position to 230
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 27.97, the open interest changed by 37 which increased total open position to 178
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 1.95, which was -1.10 lower than the previous day. The implied volatity was 27.97, the open interest changed by 37 which increased total open position to 178
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 3.05, which was -2.75 lower than the previous day. The implied volatity was 29.20, the open interest changed by 80 which increased total open position to 140
On 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 5.8, which was 0.15 higher than the previous day. The implied volatity was 30.56, the open interest changed by 19 which increased total open position to 60
On 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 5.65, which was -46.75 lower than the previous day. The implied volatity was 29.91, the open interest changed by 43 which increased total open position to 43
On 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, 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 52.4, which was 52.40 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABCAPITAL 28NOV2024 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.09
Theta: -0.14
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 183.01 | 5.75 | 0.35 | 29.37 | 232 | -9.5 | 89.5 |
| 20 Nov | 184.76 | 5.4 | 0.00 | 31.65 | 227.5 | 0.5 | 97.5 |
| 19 Nov | 184.76 | 5.4 | 0.85 | 31.65 | 227.5 | -1 | 97.5 |
| 18 Nov | 185.03 | 4.55 | 1.20 | 32.09 | 289.5 | 15 | 99 |
| 14 Nov | 188.92 | 3.35 | -0.40 | 30.34 | 263 | 48 | 84.5 |
| 13 Nov | 187.61 | 3.75 | 1.45 | 31.04 | 449 | -27 | 36 |
| 12 Nov | 194.77 | 2.3 | 0.95 | 33.05 | 129.5 | 21.5 | 61 |
| 11 Nov | 199.30 | 1.35 | -0.25 | 33.09 | 84.5 | 14.5 | 40 |
| 8 Nov | 201.11 | 1.6 | 0.55 | 35.47 | 4 | 2.5 | 26 |
| 7 Nov | 203.27 | 1.05 | 0.00 | 32.65 | 7 | 0 | 23.5 |
| 6 Nov | 206.14 | 1.05 | -0.95 | 35.57 | 18 | 6 | 24.5 |
| 5 Nov | 201.99 | 2 | -1.30 | 37.33 | 40.5 | 4.5 | 19.5 |
| 4 Nov | 199.10 | 3.3 | 0.90 | 41.28 | 17.5 | 6 | 14.5 |
| 1 Nov | 206.13 | 2.4 | -0.40 | 43.40 | 2 | 0.5 | 8.5 |
| 31 Oct | 203.23 | 2.8 | 1.85 | - | 37 | 9 | 11 |
| 30 Oct | 215.37 | 0.95 | -0.35 | - | 2 | 1 | 1 |
| 29 Oct | 204.51 | 1.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 202.86 | 1.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 202.91 | 1.3 | 1.30 | - | 0 | 0 | 0 |
| 22 Oct | 207.57 | 0 | - | 0 | 0 | 0 | |
For Aditya Birla Capital Ltd. - strike price 187.5 expiring on 28NOV2024
Delta for 187.5 PE is -0.72
Historical price for 187.5 PE is as follows
On 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 5.75, which was 0.35 higher than the previous day. The implied volatity was 29.37, the open interest changed by -19 which decreased total open position to 179
On 20 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 31.65, the open interest changed by 1 which increased total open position to 195
On 19 Nov ABCAPITAL was trading at 184.76. The strike last trading price was 5.4, which was 0.85 higher than the previous day. The implied volatity was 31.65, the open interest changed by -2 which decreased total open position to 195
On 18 Nov ABCAPITAL was trading at 185.03. The strike last trading price was 4.55, which was 1.20 higher than the previous day. The implied volatity was 32.09, the open interest changed by 30 which increased total open position to 198
On 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 3.35, which was -0.40 lower than the previous day. The implied volatity was 30.34, the open interest changed by 96 which increased total open position to 169
On 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 3.75, which was 1.45 higher than the previous day. The implied volatity was 31.04, the open interest changed by -54 which decreased total open position to 72
On 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 2.3, which was 0.95 higher than the previous day. The implied volatity was 33.05, the open interest changed by 43 which increased total open position to 122
On 11 Nov ABCAPITAL was trading at 199.30. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 33.09, the open interest changed by 29 which increased total open position to 80
On 8 Nov ABCAPITAL was trading at 201.11. The strike last trading price was 1.6, which was 0.55 higher than the previous day. The implied volatity was 35.47, the open interest changed by 5 which increased total open position to 52
On 7 Nov ABCAPITAL was trading at 203.27. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 32.65, the open interest changed by 0 which decreased total open position to 47
On 6 Nov ABCAPITAL was trading at 206.14. The strike last trading price was 1.05, which was -0.95 lower than the previous day. The implied volatity was 35.57, the open interest changed by 12 which increased total open position to 49
On 5 Nov ABCAPITAL was trading at 201.99. The strike last trading price was 2, which was -1.30 lower than the previous day. The implied volatity was 37.33, the open interest changed by 9 which increased total open position to 39
On 4 Nov ABCAPITAL was trading at 199.10. The strike last trading price was 3.3, which was 0.90 higher than the previous day. The implied volatity was 41.28, the open interest changed by 12 which increased total open position to 29
On 1 Nov ABCAPITAL was trading at 206.13. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was 43.40, the open interest changed by 1 which increased total open position to 17
On 31 Oct ABCAPITAL was trading at 203.23. The strike last trading price was 2.8, which was 1.85 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 0.95, 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 29 Oct ABCAPITAL was trading at 204.51. The strike last trading price was 1.3, 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 1.3, 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 1.3, which was 1.30 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
