ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
16 Jan 2026 04:12 PM IST
| ABCAPITAL 27-JAN-2026 345 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.13
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 362.00 | 18.35 | 1.4 | 25.88 | 17 | 0 | 70 | |||||||||
| 14 Jan | 358.60 | 17 | 5.25 | 26.17 | 209 | 27 | 72 | |||||||||
| 13 Jan | 350.85 | 11.85 | -2.9 | 28.15 | 151 | -2 | 46 | |||||||||
| 12 Jan | 355.25 | 14.9 | -2.25 | - | 0 | 0 | 48 | |||||||||
| 9 Jan | 353.85 | 14.9 | -2.25 | 28.3 | 24 | -16 | 49 | |||||||||
| 8 Jan | 358.55 | 17.15 | -4 | 26.22 | 16 | 4 | 66 | |||||||||
| 7 Jan | 361.10 | 21.15 | 0.6 | 27.89 | 27 | -2 | 63 | |||||||||
| 6 Jan | 360.65 | 20 | -2.25 | 24.97 | 21 | 0 | 65 | |||||||||
| 5 Jan | 363.30 | 22.25 | 0.55 | 19.49 | 38 | -6 | 65 | |||||||||
| 2 Jan | 361.25 | 21.85 | -1.1 | 26.48 | 31 | 7 | 70 | |||||||||
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| 1 Jan | 361.95 | 22.85 | 3.55 | 27.59 | 33 | -1 | 62 | |||||||||
| 31 Dec | 357.70 | 18.4 | 5.05 | 27.87 | 184 | -74 | 63 | |||||||||
| 30 Dec | 349.30 | 13.5 | 0.8 | 27.3 | 200 | 22 | 137 | |||||||||
| 29 Dec | 346.75 | 12.45 | -0.7 | 26.86 | 138 | 27 | 115 | |||||||||
| 26 Dec | 348.15 | 13.2 | -0.35 | 24.85 | 204 | 13 | 90 | |||||||||
| 24 Dec | 347.40 | 13.25 | -0.05 | 24.92 | 111 | 16 | 72 | |||||||||
| 23 Dec | 346.80 | 13.35 | -0.05 | 24.95 | 53 | 33 | 55 | |||||||||
| 22 Dec | 346.10 | 13.65 | 1.8 | 25.88 | 30 | 11 | 22 | |||||||||
| 19 Dec | 348.70 | 11.85 | -1.45 | - | 0 | 0 | 11 | |||||||||
| 18 Dec | 344.25 | 11.85 | -1.45 | 22.39 | 11 | 2 | 8 | |||||||||
| 17 Dec | 346.80 | 13.3 | -7.8 | 22.64 | 4 | 1 | 5 | |||||||||
| 16 Dec | 348.05 | 21.1 | -0.9 | - | 0 | 0 | 4 | |||||||||
| 15 Dec | 351.80 | 21.1 | -0.9 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 362.95 | 21.1 | -0.9 | - | 0 | 0 | 4 | |||||||||
| 11 Dec | 354.45 | 21.1 | -0.9 | 26.98 | 1 | 0 | 3 | |||||||||
| 10 Dec | 358.95 | 22 | -1.85 | - | 0 | 0 | 3 | |||||||||
| 9 Dec | 364.05 | 22 | -1.85 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 357.10 | 22 | -1.85 | 22.98 | 1 | 0 | 3 | |||||||||
| 5 Dec | 358.75 | 23.85 | 3.85 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 349.40 | 23.85 | 3.85 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 350.00 | 23.85 | 3.85 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 355.75 | 23.85 | 3.85 | - | 0 | 2 | 0 | |||||||||
| 1 Dec | 356.10 | 23.85 | 3.85 | 25.92 | 2 | 1 | 2 | |||||||||
| 28 Nov | 358.05 | 20 | -4.5 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 351.75 | 20 | -4.5 | - | 0 | 1 | 0 | |||||||||
| 26 Nov | 349.80 | 20 | -4.5 | 25.13 | 1 | 0 | 0 | |||||||||
For Aditya Birla Capital Ltd. - strike price 345 expiring on 27JAN2026
Delta for 345 CE is 0.87
Historical price for 345 CE is as follows
On 16 Jan ABCAPITAL was trading at 362.00. The strike last trading price was 18.35, which was 1.4 higher than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 70
On 14 Jan ABCAPITAL was trading at 358.60. The strike last trading price was 17, which was 5.25 higher than the previous day. The implied volatity was 26.17, the open interest changed by 27 which increased total open position to 72
On 13 Jan ABCAPITAL was trading at 350.85. The strike last trading price was 11.85, which was -2.9 lower than the previous day. The implied volatity was 28.15, the open interest changed by -2 which decreased total open position to 46
On 12 Jan ABCAPITAL was trading at 355.25. The strike last trading price was 14.9, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 9 Jan ABCAPITAL was trading at 353.85. The strike last trading price was 14.9, which was -2.25 lower than the previous day. The implied volatity was 28.3, the open interest changed by -16 which decreased total open position to 49
On 8 Jan ABCAPITAL was trading at 358.55. The strike last trading price was 17.15, which was -4 lower than the previous day. The implied volatity was 26.22, the open interest changed by 4 which increased total open position to 66
On 7 Jan ABCAPITAL was trading at 361.10. The strike last trading price was 21.15, which was 0.6 higher than the previous day. The implied volatity was 27.89, the open interest changed by -2 which decreased total open position to 63
On 6 Jan ABCAPITAL was trading at 360.65. The strike last trading price was 20, which was -2.25 lower than the previous day. The implied volatity was 24.97, the open interest changed by 0 which decreased total open position to 65
On 5 Jan ABCAPITAL was trading at 363.30. The strike last trading price was 22.25, which was 0.55 higher than the previous day. The implied volatity was 19.49, the open interest changed by -6 which decreased total open position to 65
On 2 Jan ABCAPITAL was trading at 361.25. The strike last trading price was 21.85, which was -1.1 lower than the previous day. The implied volatity was 26.48, the open interest changed by 7 which increased total open position to 70
On 1 Jan ABCAPITAL was trading at 361.95. The strike last trading price was 22.85, which was 3.55 higher than the previous day. The implied volatity was 27.59, the open interest changed by -1 which decreased total open position to 62
On 31 Dec ABCAPITAL was trading at 357.70. The strike last trading price was 18.4, which was 5.05 higher than the previous day. The implied volatity was 27.87, the open interest changed by -74 which decreased total open position to 63
On 30 Dec ABCAPITAL was trading at 349.30. The strike last trading price was 13.5, which was 0.8 higher than the previous day. The implied volatity was 27.3, the open interest changed by 22 which increased total open position to 137
On 29 Dec ABCAPITAL was trading at 346.75. The strike last trading price was 12.45, which was -0.7 lower than the previous day. The implied volatity was 26.86, the open interest changed by 27 which increased total open position to 115
On 26 Dec ABCAPITAL was trading at 348.15. The strike last trading price was 13.2, which was -0.35 lower than the previous day. The implied volatity was 24.85, the open interest changed by 13 which increased total open position to 90
On 24 Dec ABCAPITAL was trading at 347.40. The strike last trading price was 13.25, which was -0.05 lower than the previous day. The implied volatity was 24.92, the open interest changed by 16 which increased total open position to 72
On 23 Dec ABCAPITAL was trading at 346.80. The strike last trading price was 13.35, which was -0.05 lower than the previous day. The implied volatity was 24.95, the open interest changed by 33 which increased total open position to 55
On 22 Dec ABCAPITAL was trading at 346.10. The strike last trading price was 13.65, which was 1.8 higher than the previous day. The implied volatity was 25.88, the open interest changed by 11 which increased total open position to 22
On 19 Dec ABCAPITAL was trading at 348.70. The strike last trading price was 11.85, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 Dec ABCAPITAL was trading at 344.25. The strike last trading price was 11.85, which was -1.45 lower than the previous day. The implied volatity was 22.39, the open interest changed by 2 which increased total open position to 8
On 17 Dec ABCAPITAL was trading at 346.80. The strike last trading price was 13.3, which was -7.8 lower than the previous day. The implied volatity was 22.64, the open interest changed by 1 which increased total open position to 5
On 16 Dec ABCAPITAL was trading at 348.05. The strike last trading price was 21.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Dec ABCAPITAL was trading at 351.80. The strike last trading price was 21.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ABCAPITAL was trading at 362.95. The strike last trading price was 21.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec ABCAPITAL was trading at 354.45. The strike last trading price was 21.1, which was -0.9 lower than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 3
On 10 Dec ABCAPITAL was trading at 358.95. The strike last trading price was 22, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec ABCAPITAL was trading at 364.05. The strike last trading price was 22, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec ABCAPITAL was trading at 357.10. The strike last trading price was 22, which was -1.85 lower than the previous day. The implied volatity was 22.98, the open interest changed by 0 which decreased total open position to 3
On 5 Dec ABCAPITAL was trading at 358.75. The strike last trading price was 23.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ABCAPITAL was trading at 349.40. The strike last trading price was 23.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ABCAPITAL was trading at 350.00. The strike last trading price was 23.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ABCAPITAL was trading at 355.75. The strike last trading price was 23.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 1 Dec ABCAPITAL was trading at 356.10. The strike last trading price was 23.85, which was 3.85 higher than the previous day. The implied volatity was 25.92, the open interest changed by 1 which increased total open position to 2
On 28 Nov ABCAPITAL was trading at 358.05. The strike last trading price was 20, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ABCAPITAL was trading at 351.75. The strike last trading price was 20, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov ABCAPITAL was trading at 349.80. The strike last trading price was 20, which was -4.5 lower than the previous day. The implied volatity was 25.13, the open interest changed by 0 which decreased total open position to 0
| ABCAPITAL 27JAN2026 345 PE | |||||||
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Delta: -0.16
Vega: 0.15
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 362.00 | 1.55 | -0.95 | 28.93 | 582 | 62 | 305 |
| 14 Jan | 358.60 | 2.45 | -2.3 | 29.49 | 863 | -9 | 244 |
| 13 Jan | 350.85 | 4.65 | 0.8 | 28.63 | 1,165 | -103 | 255 |
| 12 Jan | 355.25 | 3.5 | -1.75 | 29.12 | 847 | 27 | 366 |
| 9 Jan | 353.85 | 5.3 | 1.6 | 31.16 | 552 | 13 | 340 |
| 8 Jan | 358.55 | 3.95 | 0.85 | 29.26 | 327 | -14 | 329 |
| 7 Jan | 361.10 | 3.05 | -0.7 | 29.07 | 446 | 4 | 344 |
| 6 Jan | 360.65 | 3.85 | 0.85 | 30.8 | 203 | -5 | 339 |
| 5 Jan | 363.30 | 2.95 | -0.3 | 29.78 | 519 | 60 | 345 |
| 2 Jan | 361.25 | 3.25 | 0.05 | 27.05 | 251 | -61 | 287 |
| 1 Jan | 361.95 | 3.15 | -1.05 | 26.7 | 282 | 41 | 349 |
| 31 Dec | 357.70 | 4.4 | -3 | 25.28 | 682 | 111 | 305 |
| 30 Dec | 349.30 | 7.4 | -0.75 | 26.19 | 414 | 4 | 194 |
| 29 Dec | 346.75 | 8.25 | 0.45 | 26.03 | 217 | -8 | 190 |
| 26 Dec | 348.15 | 8.05 | -0.2 | 26.13 | 131 | 5 | 198 |
| 24 Dec | 347.40 | 8.25 | -0.3 | 25.4 | 255 | 32 | 77 |
| 23 Dec | 346.80 | 8.6 | -0.6 | 25.77 | 32 | 18 | 42 |
| 22 Dec | 346.10 | 9.2 | 1.1 | 26.44 | 7 | 4 | 24 |
| 19 Dec | 348.70 | 8.1 | 0.2 | 25.45 | 26 | 9 | 18 |
| 18 Dec | 344.25 | 7.9 | 1.8 | - | 0 | 0 | 9 |
| 17 Dec | 346.80 | 7.9 | 1.8 | 22.54 | 1 | 0 | 8 |
| 16 Dec | 348.05 | 6.1 | -0.15 | - | 0 | 0 | 8 |
| 15 Dec | 351.80 | 6.1 | -0.15 | - | 0 | 0 | 0 |
| 12 Dec | 362.95 | 6.1 | -0.15 | 29.01 | 3 | 2 | 9 |
| 11 Dec | 354.45 | 6.25 | -0.25 | 23.56 | 1 | 0 | 6 |
| 10 Dec | 358.95 | 6.5 | -4.05 | 26.7 | 2 | 0 | 4 |
| 9 Dec | 364.05 | 10.55 | 2.45 | - | 0 | 0 | 0 |
| 8 Dec | 357.10 | 10.55 | 2.45 | - | 0 | 0 | 4 |
| 5 Dec | 358.75 | 10.55 | 2.45 | - | 0 | 0 | 0 |
| 4 Dec | 349.40 | 10.55 | 2.45 | 27.75 | 1 | 0 | 4 |
| 3 Dec | 350.00 | 8.1 | 0.05 | - | 0 | 1 | 0 |
| 2 Dec | 355.75 | 8.1 | 0.05 | 27.55 | 1 | 0 | 3 |
| 1 Dec | 356.10 | 8.05 | -12.4 | 26.93 | 3 | 1 | 1 |
| 28 Nov | 358.05 | 20.45 | 0 | 3.8 | 0 | 0 | 0 |
| 27 Nov | 351.75 | 20.45 | 0 | 2.92 | 0 | 0 | 0 |
| 26 Nov | 349.80 | 20.45 | 0 | 2.25 | 0 | 0 | 0 |
For Aditya Birla Capital Ltd. - strike price 345 expiring on 27JAN2026
Delta for 345 PE is -0.16
Historical price for 345 PE is as follows
On 16 Jan ABCAPITAL was trading at 362.00. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 28.93, the open interest changed by 62 which increased total open position to 305
On 14 Jan ABCAPITAL was trading at 358.60. The strike last trading price was 2.45, which was -2.3 lower than the previous day. The implied volatity was 29.49, the open interest changed by -9 which decreased total open position to 244
On 13 Jan ABCAPITAL was trading at 350.85. The strike last trading price was 4.65, which was 0.8 higher than the previous day. The implied volatity was 28.63, the open interest changed by -103 which decreased total open position to 255
On 12 Jan ABCAPITAL was trading at 355.25. The strike last trading price was 3.5, which was -1.75 lower than the previous day. The implied volatity was 29.12, the open interest changed by 27 which increased total open position to 366
On 9 Jan ABCAPITAL was trading at 353.85. The strike last trading price was 5.3, which was 1.6 higher than the previous day. The implied volatity was 31.16, the open interest changed by 13 which increased total open position to 340
On 8 Jan ABCAPITAL was trading at 358.55. The strike last trading price was 3.95, which was 0.85 higher than the previous day. The implied volatity was 29.26, the open interest changed by -14 which decreased total open position to 329
On 7 Jan ABCAPITAL was trading at 361.10. The strike last trading price was 3.05, which was -0.7 lower than the previous day. The implied volatity was 29.07, the open interest changed by 4 which increased total open position to 344
On 6 Jan ABCAPITAL was trading at 360.65. The strike last trading price was 3.85, which was 0.85 higher than the previous day. The implied volatity was 30.8, the open interest changed by -5 which decreased total open position to 339
On 5 Jan ABCAPITAL was trading at 363.30. The strike last trading price was 2.95, which was -0.3 lower than the previous day. The implied volatity was 29.78, the open interest changed by 60 which increased total open position to 345
On 2 Jan ABCAPITAL was trading at 361.25. The strike last trading price was 3.25, which was 0.05 higher than the previous day. The implied volatity was 27.05, the open interest changed by -61 which decreased total open position to 287
On 1 Jan ABCAPITAL was trading at 361.95. The strike last trading price was 3.15, which was -1.05 lower than the previous day. The implied volatity was 26.7, the open interest changed by 41 which increased total open position to 349
On 31 Dec ABCAPITAL was trading at 357.70. The strike last trading price was 4.4, which was -3 lower than the previous day. The implied volatity was 25.28, the open interest changed by 111 which increased total open position to 305
On 30 Dec ABCAPITAL was trading at 349.30. The strike last trading price was 7.4, which was -0.75 lower than the previous day. The implied volatity was 26.19, the open interest changed by 4 which increased total open position to 194
On 29 Dec ABCAPITAL was trading at 346.75. The strike last trading price was 8.25, which was 0.45 higher than the previous day. The implied volatity was 26.03, the open interest changed by -8 which decreased total open position to 190
On 26 Dec ABCAPITAL was trading at 348.15. The strike last trading price was 8.05, which was -0.2 lower than the previous day. The implied volatity was 26.13, the open interest changed by 5 which increased total open position to 198
On 24 Dec ABCAPITAL was trading at 347.40. The strike last trading price was 8.25, which was -0.3 lower than the previous day. The implied volatity was 25.4, the open interest changed by 32 which increased total open position to 77
On 23 Dec ABCAPITAL was trading at 346.80. The strike last trading price was 8.6, which was -0.6 lower than the previous day. The implied volatity was 25.77, the open interest changed by 18 which increased total open position to 42
On 22 Dec ABCAPITAL was trading at 346.10. The strike last trading price was 9.2, which was 1.1 higher than the previous day. The implied volatity was 26.44, the open interest changed by 4 which increased total open position to 24
On 19 Dec ABCAPITAL was trading at 348.70. The strike last trading price was 8.1, which was 0.2 higher than the previous day. The implied volatity was 25.45, the open interest changed by 9 which increased total open position to 18
On 18 Dec ABCAPITAL was trading at 344.25. The strike last trading price was 7.9, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Dec ABCAPITAL was trading at 346.80. The strike last trading price was 7.9, which was 1.8 higher than the previous day. The implied volatity was 22.54, the open interest changed by 0 which decreased total open position to 8
On 16 Dec ABCAPITAL was trading at 348.05. The strike last trading price was 6.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 15 Dec ABCAPITAL was trading at 351.80. The strike last trading price was 6.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ABCAPITAL was trading at 362.95. The strike last trading price was 6.1, which was -0.15 lower than the previous day. The implied volatity was 29.01, the open interest changed by 2 which increased total open position to 9
On 11 Dec ABCAPITAL was trading at 354.45. The strike last trading price was 6.25, which was -0.25 lower than the previous day. The implied volatity was 23.56, the open interest changed by 0 which decreased total open position to 6
On 10 Dec ABCAPITAL was trading at 358.95. The strike last trading price was 6.5, which was -4.05 lower than the previous day. The implied volatity was 26.7, the open interest changed by 0 which decreased total open position to 4
On 9 Dec ABCAPITAL was trading at 364.05. The strike last trading price was 10.55, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec ABCAPITAL was trading at 357.10. The strike last trading price was 10.55, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec ABCAPITAL was trading at 358.75. The strike last trading price was 10.55, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ABCAPITAL was trading at 349.40. The strike last trading price was 10.55, which was 2.45 higher than the previous day. The implied volatity was 27.75, the open interest changed by 0 which decreased total open position to 4
On 3 Dec ABCAPITAL was trading at 350.00. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 2 Dec ABCAPITAL was trading at 355.75. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was 27.55, the open interest changed by 0 which decreased total open position to 3
On 1 Dec ABCAPITAL was trading at 356.10. The strike last trading price was 8.05, which was -12.4 lower than the previous day. The implied volatity was 26.93, the open interest changed by 1 which increased total open position to 1
On 28 Nov ABCAPITAL was trading at 358.05. The strike last trading price was 20.45, which was 0 lower than the previous day. The implied volatity was 3.8, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ABCAPITAL was trading at 351.75. The strike last trading price was 20.45, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ABCAPITAL was trading at 349.80. The strike last trading price was 20.45, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0































































































































































































































