`
[--[65.84.65.76]--]
ABCAPITAL
Aditya Birla Capital Ltd.

195.94 -7.16 (-3.53%)

Back to Option Chain


Historical option data for ABCAPITAL

25 Apr 2025 04:13 PM IST
ABCAPITAL 29MAY2025 220 CE
Delta: 0.17
Vega: 0.15
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
25 Apr 195.94 1.75 -1.25 34.84 909 -89 556
24 Apr 203.10 2.95 -1.55 33.47 591 114 646
23 Apr 207.98 4.4 1.05 32.29 465 87 532
22 Apr 203.82 3.4 0.25 32.11 632 118 438
21 Apr 202.49 3.15 1 32.21 491 102 317
17 Apr 198.18 2.15 0.25 30.49 222 80 215
16 Apr 195.82 1.85 0.6 30.61 167 131 135


For Aditya Birla Capital Ltd. - strike price 220 expiring on 29MAY2025

Delta for 220 CE is 0.17

Historical price for 220 CE is as follows

On 25 Apr ABCAPITAL was trading at 195.94. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was 34.84, the open interest changed by -89 which decreased total open position to 556


On 24 Apr ABCAPITAL was trading at 203.10. The strike last trading price was 2.95, which was -1.55 lower than the previous day. The implied volatity was 33.47, the open interest changed by 114 which increased total open position to 646


On 23 Apr ABCAPITAL was trading at 207.98. The strike last trading price was 4.4, which was 1.05 higher than the previous day. The implied volatity was 32.29, the open interest changed by 87 which increased total open position to 532


On 22 Apr ABCAPITAL was trading at 203.82. The strike last trading price was 3.4, which was 0.25 higher than the previous day. The implied volatity was 32.11, the open interest changed by 118 which increased total open position to 438


On 21 Apr ABCAPITAL was trading at 202.49. The strike last trading price was 3.15, which was 1 higher than the previous day. The implied volatity was 32.21, the open interest changed by 102 which increased total open position to 317


On 17 Apr ABCAPITAL was trading at 198.18. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 30.49, the open interest changed by 80 which increased total open position to 215


On 16 Apr ABCAPITAL was trading at 195.82. The strike last trading price was 1.85, which was 0.6 higher than the previous day. The implied volatity was 30.61, the open interest changed by 131 which increased total open position to 135


ABCAPITAL 29MAY2025 220 PE
Delta: -0.83
Vega: 0.15
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
25 Apr 195.94 24.25 5.75 35.17 10 0 226
24 Apr 203.10 18.6 3.25 32.30 21 11 222
23 Apr 207.98 15.35 -2.7 34.84 198 195 212
22 Apr 203.82 18.05 -1.15 35.93 4 2 15
21 Apr 202.49 19.2 -2.8 36.28 19 13 14
17 Apr 198.18 22 -37.4 33.07 1 0 0
16 Apr 195.82 59.4 0 - 0 0 0


For Aditya Birla Capital Ltd. - strike price 220 expiring on 29MAY2025

Delta for 220 PE is -0.83

Historical price for 220 PE is as follows

On 25 Apr ABCAPITAL was trading at 195.94. The strike last trading price was 24.25, which was 5.75 higher than the previous day. The implied volatity was 35.17, the open interest changed by 0 which decreased total open position to 226


On 24 Apr ABCAPITAL was trading at 203.10. The strike last trading price was 18.6, which was 3.25 higher than the previous day. The implied volatity was 32.30, the open interest changed by 11 which increased total open position to 222


On 23 Apr ABCAPITAL was trading at 207.98. The strike last trading price was 15.35, which was -2.7 lower than the previous day. The implied volatity was 34.84, the open interest changed by 195 which increased total open position to 212


On 22 Apr ABCAPITAL was trading at 203.82. The strike last trading price was 18.05, which was -1.15 lower than the previous day. The implied volatity was 35.93, the open interest changed by 2 which increased total open position to 15


On 21 Apr ABCAPITAL was trading at 202.49. The strike last trading price was 19.2, which was -2.8 lower than the previous day. The implied volatity was 36.28, the open interest changed by 13 which increased total open position to 14


On 17 Apr ABCAPITAL was trading at 198.18. The strike last trading price was 22, which was -37.4 lower than the previous day. The implied volatity was 33.07, the open interest changed by 0 which decreased total open position to 0


On 16 Apr ABCAPITAL was trading at 195.82. The strike last trading price was 59.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0