ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
20 Dec 2024 04:13 PM IST
| ABCAPITAL 26DEC2024 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.05
Theta: -0.10
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 186.21 | 0.35 | -1.75 | 22.80 | 1,315 | 20 | 325 | |||
| 19 Dec | 190.65 | 2.1 | -0.35 | 26.00 | 590 | 9 | 303 | |||
| 18 Dec | 190.89 | 2.45 | -0.85 | 26.15 | 1,105 | 127 | 299 | |||
| 17 Dec | 192.25 | 3.3 | -2.95 | 28.38 | 427 | 54 | 171 | |||
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| 16 Dec | 196.62 | 6.25 | -0.45 | 30.48 | 247 | -46 | 120 | |||
| 13 Dec | 196.71 | 6.7 | -0.65 | 25.13 | 892 | 106 | 171 | |||
| 12 Dec | 197.50 | 7.35 | -3.25 | 27.30 | 4 | -1 | 66 | |||
| 11 Dec | 201.58 | 10.6 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 200.13 | 10.6 | 2.50 | 30.96 | 10 | 1 | 69 | |||
| 9 Dec | 196.83 | 8.1 | -2.00 | 30.34 | 2 | 1 | 69 | |||
| 6 Dec | 198.68 | 10.1 | 0.40 | 31.86 | 11 | -1 | 69 | |||
| 5 Dec | 199.20 | 9.7 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 4 Dec | 198.92 | 9.7 | 0.10 | 25.04 | 14 | -4 | 70 | |||
| 3 Dec | 199.47 | 9.6 | 2.25 | 25.26 | 140 | 2 | 75 | |||
| 2 Dec | 194.18 | 7.35 | 0.00 | 29.01 | 51 | 4 | 73 | |||
| 29 Nov | 194.33 | 7.35 | -1.25 | 26.46 | 65 | 34 | 70 | |||
| 28 Nov | 193.81 | 8.6 | 0.80 | 31.31 | 39 | 12 | 37 | |||
| 27 Nov | 193.31 | 7.8 | 0.35 | 30.06 | 37 | 15 | 24 | |||
| 26 Nov | 191.24 | 7.45 | 2.80 | 32.55 | 11 | 6 | 7 | |||
| 25 Nov | 190.50 | 4.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 186.48 | 4.65 | -5.35 | 27.96 | 1 | 0 | 1 | |||
| 21 Nov | 183.01 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 184.76 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 184.76 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 185.03 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 188.92 | 10 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 187.61 | 10 | -10.25 | 41.18 | 1 | 0 | 0 | |||
| 12 Nov | 194.77 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 199.30 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 201.11 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 203.27 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 206.14 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 201.99 | 20.25 | - | 0 | 0 | 0 | ||||
For Aditya Birla Capital Ltd. - strike price 192.5 expiring on 26DEC2024
Delta for 192.5 CE is 0.13
Historical price for 192.5 CE is as follows
On 20 Dec ABCAPITAL was trading at 186.21. The strike last trading price was 0.35, which was -1.75 lower than the previous day. The implied volatity was 22.80, the open interest changed by 20 which increased total open position to 325
On 19 Dec ABCAPITAL was trading at 190.65. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 26.00, the open interest changed by 9 which increased total open position to 303
On 18 Dec ABCAPITAL was trading at 190.89. The strike last trading price was 2.45, which was -0.85 lower than the previous day. The implied volatity was 26.15, the open interest changed by 127 which increased total open position to 299
On 17 Dec ABCAPITAL was trading at 192.25. The strike last trading price was 3.3, which was -2.95 lower than the previous day. The implied volatity was 28.38, the open interest changed by 54 which increased total open position to 171
On 16 Dec ABCAPITAL was trading at 196.62. The strike last trading price was 6.25, which was -0.45 lower than the previous day. The implied volatity was 30.48, the open interest changed by -46 which decreased total open position to 120
On 13 Dec ABCAPITAL was trading at 196.71. The strike last trading price was 6.7, which was -0.65 lower than the previous day. The implied volatity was 25.13, the open interest changed by 106 which increased total open position to 171
On 12 Dec ABCAPITAL was trading at 197.50. The strike last trading price was 7.35, which was -3.25 lower than the previous day. The implied volatity was 27.30, the open interest changed by -1 which decreased total open position to 66
On 11 Dec ABCAPITAL was trading at 201.58. The strike last trading price was 10.6, 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 10 Dec ABCAPITAL was trading at 200.13. The strike last trading price was 10.6, which was 2.50 higher than the previous day. The implied volatity was 30.96, the open interest changed by 1 which increased total open position to 69
On 9 Dec ABCAPITAL was trading at 196.83. The strike last trading price was 8.1, which was -2.00 lower than the previous day. The implied volatity was 30.34, the open interest changed by 1 which increased total open position to 69
On 6 Dec ABCAPITAL was trading at 198.68. The strike last trading price was 10.1, which was 0.40 higher than the previous day. The implied volatity was 31.86, the open interest changed by -1 which decreased total open position to 69
On 5 Dec ABCAPITAL was trading at 199.20. The strike last trading price was 9.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 4 Dec ABCAPITAL was trading at 198.92. The strike last trading price was 9.7, which was 0.10 higher than the previous day. The implied volatity was 25.04, the open interest changed by -4 which decreased total open position to 70
On 3 Dec ABCAPITAL was trading at 199.47. The strike last trading price was 9.6, which was 2.25 higher than the previous day. The implied volatity was 25.26, the open interest changed by 2 which increased total open position to 75
On 2 Dec ABCAPITAL was trading at 194.18. The strike last trading price was 7.35, which was 0.00 lower than the previous day. The implied volatity was 29.01, the open interest changed by 4 which increased total open position to 73
On 29 Nov ABCAPITAL was trading at 194.33. The strike last trading price was 7.35, which was -1.25 lower than the previous day. The implied volatity was 26.46, the open interest changed by 34 which increased total open position to 70
On 28 Nov ABCAPITAL was trading at 193.81. The strike last trading price was 8.6, which was 0.80 higher than the previous day. The implied volatity was 31.31, the open interest changed by 12 which increased total open position to 37
On 27 Nov ABCAPITAL was trading at 193.31. The strike last trading price was 7.8, which was 0.35 higher than the previous day. The implied volatity was 30.06, the open interest changed by 15 which increased total open position to 24
On 26 Nov ABCAPITAL was trading at 191.24. The strike last trading price was 7.45, which was 2.80 higher than the previous day. The implied volatity was 32.55, the open interest changed by 6 which increased total open position to 7
On 25 Nov ABCAPITAL was trading at 190.50. The strike last trading price was 4.65, 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 22 Nov ABCAPITAL was trading at 186.48. The strike last trading price was 4.65, which was -5.35 lower than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 1
On 21 Nov ABCAPITAL was trading at 183.01. 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 0 which decreased total open position to 0
On 20 Nov ABCAPITAL was trading at 184.76. 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 0 which decreased total open position to 0
On 19 Nov ABCAPITAL was trading at 184.76. 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 0 which decreased total open position to 0
On 18 Nov ABCAPITAL was trading at 185.03. 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 0 which decreased total open position to 0
On 14 Nov ABCAPITAL was trading at 188.92. 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 1 which increased total open position to 0
On 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 10, which was -10.25 lower than the previous day. The implied volatity was 41.18, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.07
Theta: -0.18
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 186.21 | 7.5 | 4.00 | 36.06 | 1,527 | 12 | 161 |
| 19 Dec | 190.65 | 3.5 | -0.40 | 25.88 | 655 | -7 | 147 |
| 18 Dec | 190.89 | 3.9 | 0.05 | 29.47 | 971 | -40 | 152 |
| 17 Dec | 192.25 | 3.85 | 2.30 | 31.08 | 418 | 65 | 192 |
| 16 Dec | 196.62 | 1.55 | -0.05 | 24.73 | 265 | 21 | 128 |
| 13 Dec | 196.71 | 1.6 | -0.15 | 24.29 | 703 | -21 | 108 |
| 12 Dec | 197.50 | 1.75 | 0.35 | 25.30 | 80 | 17 | 129 |
| 11 Dec | 201.58 | 1.4 | -0.50 | 30.43 | 114 | 27 | 121 |
| 10 Dec | 200.13 | 1.9 | -0.65 | 31.35 | 81 | 0 | 94 |
| 9 Dec | 196.83 | 2.55 | 0.30 | 28.14 | 104 | 22 | 95 |
| 6 Dec | 198.68 | 2.25 | -0.10 | 27.77 | 49 | 2 | 72 |
| 5 Dec | 199.20 | 2.35 | -0.05 | 28.86 | 53 | 0 | 71 |
| 4 Dec | 198.92 | 2.4 | -0.30 | 28.50 | 70 | -9 | 71 |
| 3 Dec | 199.47 | 2.7 | -1.35 | 29.17 | 106 | -20 | 79 |
| 2 Dec | 194.18 | 4.05 | -0.60 | 27.52 | 93 | 30 | 100 |
| 29 Nov | 194.33 | 4.65 | -0.40 | 29.50 | 101 | 32 | 69 |
| 28 Nov | 193.81 | 5.05 | -0.20 | 31.37 | 34 | 12 | 37 |
| 27 Nov | 193.31 | 5.25 | -2.50 | 29.65 | 33 | 24 | 25 |
| 26 Nov | 191.24 | 7.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 190.50 | 7.75 | 0.35 | 34.28 | 1 | 0 | 0 |
| 22 Nov | 186.48 | 7.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 183.01 | 7.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 184.76 | 7.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 184.76 | 7.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 185.03 | 7.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 188.92 | 7.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 187.61 | 7.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 194.77 | 7.4 | 0.00 | 2.09 | 0 | 0 | 0 |
| 11 Nov | 199.30 | 7.4 | 0.00 | 4.02 | 0 | 0 | 0 |
| 8 Nov | 201.11 | 7.4 | 0.00 | 4.66 | 0 | 0 | 0 |
| 7 Nov | 203.27 | 7.4 | 0.00 | 5.44 | 0 | 0 | 0 |
| 6 Nov | 206.14 | 7.4 | 0.00 | 6.52 | 0 | 0 | 0 |
| 5 Nov | 201.99 | 7.4 | 4.86 | 0 | 0 | 0 | |
For Aditya Birla Capital Ltd. - strike price 192.5 expiring on 26DEC2024
Delta for 192.5 PE is -0.76
Historical price for 192.5 PE is as follows
On 20 Dec ABCAPITAL was trading at 186.21. The strike last trading price was 7.5, which was 4.00 higher than the previous day. The implied volatity was 36.06, the open interest changed by 12 which increased total open position to 161
On 19 Dec ABCAPITAL was trading at 190.65. The strike last trading price was 3.5, which was -0.40 lower than the previous day. The implied volatity was 25.88, the open interest changed by -7 which decreased total open position to 147
On 18 Dec ABCAPITAL was trading at 190.89. The strike last trading price was 3.9, which was 0.05 higher than the previous day. The implied volatity was 29.47, the open interest changed by -40 which decreased total open position to 152
On 17 Dec ABCAPITAL was trading at 192.25. The strike last trading price was 3.85, which was 2.30 higher than the previous day. The implied volatity was 31.08, the open interest changed by 65 which increased total open position to 192
On 16 Dec ABCAPITAL was trading at 196.62. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 24.73, the open interest changed by 21 which increased total open position to 128
On 13 Dec ABCAPITAL was trading at 196.71. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 24.29, the open interest changed by -21 which decreased total open position to 108
On 12 Dec ABCAPITAL was trading at 197.50. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 25.30, the open interest changed by 17 which increased total open position to 129
On 11 Dec ABCAPITAL was trading at 201.58. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 30.43, the open interest changed by 27 which increased total open position to 121
On 10 Dec ABCAPITAL was trading at 200.13. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 94
On 9 Dec ABCAPITAL was trading at 196.83. The strike last trading price was 2.55, which was 0.30 higher than the previous day. The implied volatity was 28.14, the open interest changed by 22 which increased total open position to 95
On 6 Dec ABCAPITAL was trading at 198.68. The strike last trading price was 2.25, which was -0.10 lower than the previous day. The implied volatity was 27.77, the open interest changed by 2 which increased total open position to 72
On 5 Dec ABCAPITAL was trading at 199.20. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 71
On 4 Dec ABCAPITAL was trading at 198.92. The strike last trading price was 2.4, which was -0.30 lower than the previous day. The implied volatity was 28.50, the open interest changed by -9 which decreased total open position to 71
On 3 Dec ABCAPITAL was trading at 199.47. The strike last trading price was 2.7, which was -1.35 lower than the previous day. The implied volatity was 29.17, the open interest changed by -20 which decreased total open position to 79
On 2 Dec ABCAPITAL was trading at 194.18. The strike last trading price was 4.05, which was -0.60 lower than the previous day. The implied volatity was 27.52, the open interest changed by 30 which increased total open position to 100
On 29 Nov ABCAPITAL was trading at 194.33. The strike last trading price was 4.65, which was -0.40 lower than the previous day. The implied volatity was 29.50, the open interest changed by 32 which increased total open position to 69
On 28 Nov ABCAPITAL was trading at 193.81. The strike last trading price was 5.05, which was -0.20 lower than the previous day. The implied volatity was 31.37, the open interest changed by 12 which increased total open position to 37
On 27 Nov ABCAPITAL was trading at 193.31. The strike last trading price was 5.25, which was -2.50 lower than the previous day. The implied volatity was 29.65, the open interest changed by 24 which increased total open position to 25
On 26 Nov ABCAPITAL was trading at 191.24. The strike last trading price was 7.75, 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 25 Nov ABCAPITAL was trading at 190.50. The strike last trading price was 7.75, which was 0.35 higher than the previous day. The implied volatity was 34.28, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ABCAPITAL was trading at 186.48. The strike last trading price was 7.4, 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 21 Nov ABCAPITAL was trading at 183.01. The strike last trading price was 7.4, 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 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 -, the open interest changed by 0 which decreased total open position to 0
On 19 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 -, 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 7.4, 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 14 Nov ABCAPITAL was trading at 188.92. The strike last trading price was 7.4, 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 13 Nov ABCAPITAL was trading at 187.61. The strike last trading price was 7.4, 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 12 Nov ABCAPITAL was trading at 194.77. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 2.09, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 4.02, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 4.66, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 5.44, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 6.52, 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 7.4, which was lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
