ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
25 Apr 2025 04:13 PM IST
| ABCAPITAL 29MAY2025 215 CE | ||||||||||
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Delta: 0.22
Vega: 0.18
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 195.94 | 2.55 | -1.65 | 34.68 | 350 | 66 | 175 | |||
| 24 Apr | 203.10 | 4.1 | -2.05 | 33.05 | 154 | 38 | 117 | |||
| 23 Apr | 207.98 | 6.05 | 1.5 | 32.19 | 106 | 17 | 79 | |||
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| 22 Apr | 203.82 | 4.6 | 0.25 | 31.31 | 76 | 20 | 61 | |||
| 21 Apr | 202.49 | 4.35 | 1.25 | 31.78 | 52 | 25 | 41 | |||
| 17 Apr | 198.18 | 3.1 | 1.85 | 30.31 | 23 | 16 | 16 | |||
| 16 Apr | 195.82 | 1.25 | 0 | 6.95 | 0 | 0 | 0 | |||
For Aditya Birla Capital Ltd. - strike price 215 expiring on 29MAY2025
Delta for 215 CE is 0.22
Historical price for 215 CE is as follows
On 25 Apr ABCAPITAL was trading at 195.94. The strike last trading price was 2.55, which was -1.65 lower than the previous day. The implied volatity was 34.68, the open interest changed by 66 which increased total open position to 175
On 24 Apr ABCAPITAL was trading at 203.10. The strike last trading price was 4.1, which was -2.05 lower than the previous day. The implied volatity was 33.05, the open interest changed by 38 which increased total open position to 117
On 23 Apr ABCAPITAL was trading at 207.98. The strike last trading price was 6.05, which was 1.5 higher than the previous day. The implied volatity was 32.19, the open interest changed by 17 which increased total open position to 79
On 22 Apr ABCAPITAL was trading at 203.82. The strike last trading price was 4.6, which was 0.25 higher than the previous day. The implied volatity was 31.31, the open interest changed by 20 which increased total open position to 61
On 21 Apr ABCAPITAL was trading at 202.49. The strike last trading price was 4.35, which was 1.25 higher than the previous day. The implied volatity was 31.78, the open interest changed by 25 which increased total open position to 41
On 17 Apr ABCAPITAL was trading at 198.18. The strike last trading price was 3.1, which was 1.85 higher than the previous day. The implied volatity was 30.31, the open interest changed by 16 which increased total open position to 16
On 16 Apr ABCAPITAL was trading at 195.82. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
| ABCAPITAL 29MAY2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.19
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 195.94 | 21.05 | 6.55 | 40.05 | 33 | 14 | 24 |
| 24 Apr | 203.10 | 14.5 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Apr | 207.98 | 14.5 | 0 | 0.00 | 0 | 1 | 0 |
| 22 Apr | 203.82 | 14.5 | -0.1 | 35.58 | 2 | 0 | 9 |
| 21 Apr | 202.49 | 14.6 | -3.65 | 31.94 | 5 | 2 | 10 |
| 17 Apr | 198.18 | 18.25 | -3.35 | 33.60 | 7 | 6 | 7 |
| 16 Apr | 195.82 | 21.6 | -33.15 | 40.08 | 1 | 0 | 0 |
For Aditya Birla Capital Ltd. - strike price 215 expiring on 29MAY2025
Delta for 215 PE is -0.74
Historical price for 215 PE is as follows
On 25 Apr ABCAPITAL was trading at 195.94. The strike last trading price was 21.05, which was 6.55 higher than the previous day. The implied volatity was 40.05, the open interest changed by 14 which increased total open position to 24
On 24 Apr ABCAPITAL was trading at 203.10. The strike last trading price was 14.5, which was 0 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 23 Apr ABCAPITAL was trading at 207.98. The strike last trading price was 14.5, which was 0 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 Apr ABCAPITAL was trading at 203.82. The strike last trading price was 14.5, which was -0.1 lower than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 9
On 21 Apr ABCAPITAL was trading at 202.49. The strike last trading price was 14.6, which was -3.65 lower than the previous day. The implied volatity was 31.94, the open interest changed by 2 which increased total open position to 10
On 17 Apr ABCAPITAL was trading at 198.18. The strike last trading price was 18.25, which was -3.35 lower than the previous day. The implied volatity was 33.60, the open interest changed by 6 which increased total open position to 7
On 16 Apr ABCAPITAL was trading at 195.82. The strike last trading price was 21.6, which was -33.15 lower than the previous day. The implied volatity was 40.08, the open interest changed by 0 which decreased total open position to 0
