ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
25 Apr 2025 04:13 PM IST
ABCAPITAL 29MAY2025 220 CE | ||||||||||
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Delta: 0.17
Vega: 0.15
Theta: -0.08
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.83
Vega: 0.15
Theta: -0.03
Gamma: 0.01
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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