ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
20 Dec 2024 04:13 PM IST
| ABCAPITAL 26DEC2024 197.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.03
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 186.21 | 0.15 | -0.60 | 28.21 | 655 | -28 | 225 | |||
| 19 Dec | 190.65 | 0.75 | -0.30 | 26.99 | 281 | -66 | 258 | |||
| 18 Dec | 190.89 | 1.05 | -0.40 | 28.04 | 587 | 48 | 325 | |||
| 17 Dec | 192.25 | 1.45 | -1.70 | 28.31 | 1,045 | 84 | 278 | |||
| 16 Dec | 196.62 | 3.15 | -0.60 | 27.79 | 962 | 14 | 195 | |||
| 13 Dec | 196.71 | 3.75 | -0.50 | 25.27 | 903 | 8 | 181 | |||
| 12 Dec | 197.50 | 4.25 | -2.95 | 26.45 | 266 | 25 | 171 | |||
| 11 Dec | 201.58 | 7.2 | 0.05 | 26.32 | 31 | 2 | 146 | |||
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| 10 Dec | 200.13 | 7.15 | 2.20 | 30.40 | 295 | -12 | 145 | |||
| 9 Dec | 196.83 | 4.95 | -1.20 | 28.53 | 295 | 30 | 158 | |||
| 6 Dec | 198.68 | 6.15 | -0.05 | 26.87 | 107 | -9 | 127 | |||
| 5 Dec | 199.20 | 6.2 | -0.25 | 24.39 | 191 | -14 | 135 | |||
| 4 Dec | 198.92 | 6.45 | 0.00 | 25.19 | 237 | 7 | 151 | |||
| 3 Dec | 199.47 | 6.45 | 1.80 | 25.56 | 449 | 10 | 140 | |||
| 2 Dec | 194.18 | 4.65 | -0.30 | 27.91 | 113 | 25 | 130 | |||
| 29 Nov | 194.33 | 4.95 | -0.55 | 27.08 | 223 | 76 | 103 | |||
| 28 Nov | 193.81 | 5.5 | 0.35 | 28.62 | 44 | 13 | 26 | |||
| 27 Nov | 193.31 | 5.15 | 0.05 | 28.88 | 9 | 3 | 15 | |||
| 26 Nov | 191.24 | 5.1 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 25 Nov | 190.50 | 5.1 | -12.20 | 33.12 | 13 | 12 | 12 | |||
| 22 Nov | 186.48 | 17.3 | 0.00 | 4.97 | 0 | 0 | 0 | |||
| 21 Nov | 183.01 | 17.3 | 0.00 | 7.02 | 0 | 0 | 0 | |||
| 20 Nov | 184.76 | 17.3 | 0.00 | 6.13 | 0 | 0 | 0 | |||
| 19 Nov | 184.76 | 17.3 | 0.00 | 6.13 | 0 | 0 | 0 | |||
| 18 Nov | 185.03 | 17.3 | 0.00 | 5.15 | 0 | 0 | 0 | |||
| 14 Nov | 188.92 | 17.3 | 0.00 | 3.10 | 0 | 0 | 0 | |||
| 13 Nov | 187.61 | 17.3 | 0.00 | 3.14 | 0 | 0 | 0 | |||
| 12 Nov | 194.77 | 17.3 | 0.00 | 0.58 | 0 | 0 | 0 | |||
| 11 Nov | 199.30 | 17.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 201.11 | 17.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 203.27 | 17.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 206.14 | 17.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 201.99 | 17.3 | - | 0 | 0 | 0 | ||||
For Aditya Birla Capital Ltd. - strike price 197.5 expiring on 26DEC2024
Delta for 197.5 CE is 0.05
Historical price for 197.5 CE is as follows
On 20 Dec ABCAPITAL was trading at 186.21. The strike last trading price was 0.15, which was -0.60 lower than the previous day. The implied volatity was 28.21, the open interest changed by -28 which decreased total open position to 225
On 19 Dec ABCAPITAL was trading at 190.65. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 26.99, the open interest changed by -66 which decreased total open position to 258
On 18 Dec ABCAPITAL was trading at 190.89. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 28.04, the open interest changed by 48 which increased total open position to 325
On 17 Dec ABCAPITAL was trading at 192.25. The strike last trading price was 1.45, which was -1.70 lower than the previous day. The implied volatity was 28.31, the open interest changed by 84 which increased total open position to 278
On 16 Dec ABCAPITAL was trading at 196.62. The strike last trading price was 3.15, which was -0.60 lower than the previous day. The implied volatity was 27.79, the open interest changed by 14 which increased total open position to 195
On 13 Dec ABCAPITAL was trading at 196.71. The strike last trading price was 3.75, which was -0.50 lower than the previous day. The implied volatity was 25.27, the open interest changed by 8 which increased total open position to 181
On 12 Dec ABCAPITAL was trading at 197.50. The strike last trading price was 4.25, which was -2.95 lower than the previous day. The implied volatity was 26.45, the open interest changed by 25 which increased total open position to 171
On 11 Dec ABCAPITAL was trading at 201.58. The strike last trading price was 7.2, which was 0.05 higher than the previous day. The implied volatity was 26.32, the open interest changed by 2 which increased total open position to 146
On 10 Dec ABCAPITAL was trading at 200.13. The strike last trading price was 7.15, which was 2.20 higher than the previous day. The implied volatity was 30.40, the open interest changed by -12 which decreased total open position to 145
On 9 Dec ABCAPITAL was trading at 196.83. The strike last trading price was 4.95, which was -1.20 lower than the previous day. The implied volatity was 28.53, the open interest changed by 30 which increased total open position to 158
On 6 Dec ABCAPITAL was trading at 198.68. The strike last trading price was 6.15, which was -0.05 lower than the previous day. The implied volatity was 26.87, the open interest changed by -9 which decreased total open position to 127
On 5 Dec ABCAPITAL was trading at 199.20. The strike last trading price was 6.2, which was -0.25 lower than the previous day. The implied volatity was 24.39, the open interest changed by -14 which decreased total open position to 135
On 4 Dec ABCAPITAL was trading at 198.92. The strike last trading price was 6.45, which was 0.00 lower than the previous day. The implied volatity was 25.19, the open interest changed by 7 which increased total open position to 151
On 3 Dec ABCAPITAL was trading at 199.47. The strike last trading price was 6.45, which was 1.80 higher than the previous day. The implied volatity was 25.56, the open interest changed by 10 which increased total open position to 140
On 2 Dec ABCAPITAL was trading at 194.18. The strike last trading price was 4.65, which was -0.30 lower than the previous day. The implied volatity was 27.91, the open interest changed by 25 which increased total open position to 130
On 29 Nov ABCAPITAL was trading at 194.33. The strike last trading price was 4.95, which was -0.55 lower than the previous day. The implied volatity was 27.08, the open interest changed by 76 which increased total open position to 103
On 28 Nov ABCAPITAL was trading at 193.81. The strike last trading price was 5.5, which was 0.35 higher than the previous day. The implied volatity was 28.62, the open interest changed by 13 which increased total open position to 26
On 27 Nov ABCAPITAL was trading at 193.31. The strike last trading price was 5.15, which was 0.05 higher than the previous day. The implied volatity was 28.88, the open interest changed by 3 which increased total open position to 15
On 26 Nov ABCAPITAL was trading at 191.24. The strike last trading price was 5.1, 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 5.1, which was -12.20 lower than the previous day. The implied volatity was 33.12, the open interest changed by 12 which increased total open position to 12
On 22 Nov ABCAPITAL was trading at 186.48. The strike last trading price was 17.3, which was 0.00 lower than the previous day. The implied volatity was 4.97, 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 17.3, which was 0.00 lower than the previous day. The implied volatity was 7.02, 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 17.3, which was 0.00 lower than the previous day. The implied volatity was 6.13, 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 17.3, which was 0.00 lower than the previous day. The implied volatity was 6.13, 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 17.3, which was 0.00 lower than the previous day. The implied volatity was 5.15, 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 17.3, which was 0.00 lower than the previous day. The implied volatity was 3.10, 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 17.3, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 17.3, which was 0.00 lower than the previous day. The implied volatity was 0.58, 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 17.3, 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 17.3, 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 17.3, 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 17.3, 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 17.3, 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 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.03
Theta: -0.03
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 186.21 | 11.5 | 4.10 | 30.46 | 2 | 0 | 183 |
| 19 Dec | 190.65 | 7.4 | -0.05 | 30.27 | 23 | -1 | 183 |
| 18 Dec | 190.89 | 7.45 | 0.00 | 31.77 | 150 | -10 | 186 |
| 17 Dec | 192.25 | 7.45 | 3.80 | 35.77 | 573 | -8 | 200 |
| 16 Dec | 196.62 | 3.65 | 0.35 | 24.30 | 674 | 21 | 208 |
| 13 Dec | 196.71 | 3.3 | -0.35 | 22.31 | 640 | -17 | 187 |
| 12 Dec | 197.50 | 3.65 | 0.95 | 24.87 | 407 | -14 | 204 |
| 11 Dec | 201.58 | 2.7 | -0.35 | 29.74 | 253 | -19 | 221 |
| 10 Dec | 200.13 | 3.05 | -1.50 | 28.34 | 438 | 48 | 235 |
| 9 Dec | 196.83 | 4.55 | 0.75 | 27.57 | 437 | -2 | 187 |
| 6 Dec | 198.68 | 3.8 | -0.10 | 26.20 | 248 | -18 | 190 |
| 5 Dec | 199.20 | 3.9 | -0.25 | 27.56 | 273 | -1 | 210 |
| 4 Dec | 198.92 | 4.15 | -0.25 | 28.24 | 246 | 12 | 212 |
| 3 Dec | 199.47 | 4.4 | -2.00 | 28.29 | 197 | 81 | 202 |
| 2 Dec | 194.18 | 6.4 | -0.65 | 26.87 | 75 | 33 | 120 |
| 29 Nov | 194.33 | 7.05 | 0.15 | 29.24 | 101 | 57 | 80 |
| 28 Nov | 193.81 | 6.9 | -2.20 | 28.62 | 30 | 22 | 23 |
| 27 Nov | 193.31 | 9.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 191.24 | 9.1 | -0.30 | 30.39 | 1 | 0 | 0 |
| 25 Nov | 190.50 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 186.48 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 183.01 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 184.76 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 184.76 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 185.03 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 188.92 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 187.61 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 194.77 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 199.30 | 9.4 | 0.00 | 2.02 | 0 | 0 | 0 |
| 8 Nov | 201.11 | 9.4 | 0.00 | 2.85 | 0 | 0 | 0 |
| 7 Nov | 203.27 | 9.4 | 0.00 | 3.45 | 0 | 0 | 0 |
| 6 Nov | 206.14 | 9.4 | 0.00 | 4.61 | 0 | 0 | 0 |
| 5 Nov | 201.99 | 9.4 | 3.26 | 0 | 0 | 0 | |
For Aditya Birla Capital Ltd. - strike price 197.5 expiring on 26DEC2024
Delta for 197.5 PE is -0.93
Historical price for 197.5 PE is as follows
On 20 Dec ABCAPITAL was trading at 186.21. The strike last trading price was 11.5, which was 4.10 higher than the previous day. The implied volatity was 30.46, the open interest changed by 0 which decreased total open position to 183
On 19 Dec ABCAPITAL was trading at 190.65. The strike last trading price was 7.4, which was -0.05 lower than the previous day. The implied volatity was 30.27, the open interest changed by -1 which decreased total open position to 183
On 18 Dec ABCAPITAL was trading at 190.89. The strike last trading price was 7.45, which was 0.00 lower than the previous day. The implied volatity was 31.77, the open interest changed by -10 which decreased total open position to 186
On 17 Dec ABCAPITAL was trading at 192.25. The strike last trading price was 7.45, which was 3.80 higher than the previous day. The implied volatity was 35.77, the open interest changed by -8 which decreased total open position to 200
On 16 Dec ABCAPITAL was trading at 196.62. The strike last trading price was 3.65, which was 0.35 higher than the previous day. The implied volatity was 24.30, the open interest changed by 21 which increased total open position to 208
On 13 Dec ABCAPITAL was trading at 196.71. The strike last trading price was 3.3, which was -0.35 lower than the previous day. The implied volatity was 22.31, the open interest changed by -17 which decreased total open position to 187
On 12 Dec ABCAPITAL was trading at 197.50. The strike last trading price was 3.65, which was 0.95 higher than the previous day. The implied volatity was 24.87, the open interest changed by -14 which decreased total open position to 204
On 11 Dec ABCAPITAL was trading at 201.58. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 29.74, the open interest changed by -19 which decreased total open position to 221
On 10 Dec ABCAPITAL was trading at 200.13. The strike last trading price was 3.05, which was -1.50 lower than the previous day. The implied volatity was 28.34, the open interest changed by 48 which increased total open position to 235
On 9 Dec ABCAPITAL was trading at 196.83. The strike last trading price was 4.55, which was 0.75 higher than the previous day. The implied volatity was 27.57, the open interest changed by -2 which decreased total open position to 187
On 6 Dec ABCAPITAL was trading at 198.68. The strike last trading price was 3.8, which was -0.10 lower than the previous day. The implied volatity was 26.20, the open interest changed by -18 which decreased total open position to 190
On 5 Dec ABCAPITAL was trading at 199.20. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 27.56, the open interest changed by -1 which decreased total open position to 210
On 4 Dec ABCAPITAL was trading at 198.92. The strike last trading price was 4.15, which was -0.25 lower than the previous day. The implied volatity was 28.24, the open interest changed by 12 which increased total open position to 212
On 3 Dec ABCAPITAL was trading at 199.47. The strike last trading price was 4.4, which was -2.00 lower than the previous day. The implied volatity was 28.29, the open interest changed by 81 which increased total open position to 202
On 2 Dec ABCAPITAL was trading at 194.18. The strike last trading price was 6.4, which was -0.65 lower than the previous day. The implied volatity was 26.87, the open interest changed by 33 which increased total open position to 120
On 29 Nov ABCAPITAL was trading at 194.33. The strike last trading price was 7.05, which was 0.15 higher than the previous day. The implied volatity was 29.24, the open interest changed by 57 which increased total open position to 80
On 28 Nov ABCAPITAL was trading at 193.81. The strike last trading price was 6.9, which was -2.20 lower than the previous day. The implied volatity was 28.62, the open interest changed by 22 which increased total open position to 23
On 27 Nov ABCAPITAL was trading at 193.31. The strike last trading price was 9.1, 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 26 Nov ABCAPITAL was trading at 191.24. The strike last trading price was 9.1, which was -0.30 lower than the previous day. The implied volatity was 30.39, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ABCAPITAL was trading at 190.50. The strike last trading price was 9.4, 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 22 Nov ABCAPITAL was trading at 186.48. The strike last trading price was 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 2.02, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 2.85, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 3.45, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 4.61, 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 9.4, which was lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
