ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
29 Apr 2026 10:03 AM IST
| ABCAPITAL 26-May-2026 (27d) 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0
Theta: -0.3
Gamma: 0.0099
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 347.90 | 18.05 | 4.5 | 41.54 | 202 | 28 | 107 | |||||||||
| 28 Apr | 338.30 | 13.25 | -2.5 | 41.46 | 202 | 42 | 79 | |||||||||
| 27 Apr | 342.55 | 15.55 | 0.6500000000000004 | 40.16 | 109 | 18 | 37 | |||||||||
| 24 Apr | 340.60 | 15 | -3.5500000000000007 | 39.68 | 37 | 16 | 17 | |||||||||
| 23 Apr | 349.75 | 18.55 | 0.1999999999999993 | 36.77 | 1 | 0 | 1 | |||||||||
| 22 Apr | 350.70 | 18.35 | 14.350000000000001 | 34.57 | 1 | 0 | 0 | |||||||||
| 21 Apr | 344.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 341.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 340.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 16 Apr | 337.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 343.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 337.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 341.90 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 9 Apr | 334.55 | 4 | 0 | 1.76 | 0 | 0 | 0 | |||||||||
| 8 Apr | 338.40 | 4 | 0 | 0.58 | 0 | 0 | 0 | |||||||||
| 7 Apr | 308.55 | 4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 311.30 | 4 | 0 | - | 0 | 0 | 0 | |||||||||
For Aditya Birla Capital Ltd. - strike price 345 expiring on 26MAY2026
Delta for 345 CE is 0.57
Historical price for 345 CE is as follows
On 29 Apr ABCAPITAL was trading at 347.90. The strike last trading price was 18.05, which was 4.5 higher than the previous day. The implied volatity was 41.54, the open interest changed by 28 which increased total open position to 107
On 28 Apr ABCAPITAL was trading at 338.30. The strike last trading price was 13.25, which was -2.5 lower than the previous day. The implied volatity was 41.46, the open interest changed by 42 which increased total open position to 79
On 27 Apr ABCAPITAL was trading at 342.55. The strike last trading price was 15.55, which was 0.6500000000000004 higher than the previous day. The implied volatity was 40.16, the open interest changed by 18 which increased total open position to 37
On 24 Apr ABCAPITAL was trading at 340.60. The strike last trading price was 15, which was -3.5500000000000007 lower than the previous day. The implied volatity was 39.68, the open interest changed by 16 which increased total open position to 17
On 23 Apr ABCAPITAL was trading at 349.75. The strike last trading price was 18.55, which was 0.1999999999999993 higher than the previous day. The implied volatity was 36.77, the open interest changed by 0 which decreased total open position to 1
On 22 Apr ABCAPITAL was trading at 350.70. The strike last trading price was 18.35, which was 14.350000000000001 higher than the previous day. The implied volatity was 34.57, the open interest changed by 0 which decreased total open position to 0
On 21 Apr ABCAPITAL was trading at 344.60. The strike last trading price was 0, 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
On 20 Apr ABCAPITAL was trading at 341.60. The strike last trading price was 0, 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
On 17 Apr ABCAPITAL was trading at 340.40. The strike last trading price was 0, 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
On 16 Apr ABCAPITAL was trading at 337.95. The strike last trading price was 0, 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
On 15 Apr ABCAPITAL was trading at 343.70. The strike last trading price was 0, 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
On 13 Apr ABCAPITAL was trading at 337.45. The strike last trading price was 0, 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
On 10 Apr ABCAPITAL was trading at 341.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ABCAPITAL was trading at 334.55. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 8 Apr ABCAPITAL was trading at 338.40. The strike last trading price was 4, which was 0 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 7 Apr ABCAPITAL was trading at 308.55. The strike last trading price was 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
On 6 Apr ABCAPITAL was trading at 311.30. The strike last trading price was 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
| ABCAPITAL 26-May-2026 (27d) 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0
Theta: -0.24
Gamma: 0.01044
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 347.90 | 12.8 | -4.649999999999999 | 39.36 | 94 | -7 | 102 |
| 28 Apr | 338.30 | 17.7 | 2.25 | 39.52 | 91 | 41 | 109 |
| 27 Apr | 342.55 | 15.45 | -1.25 | 39.36 | 77 | 21 | 68 |
| 24 Apr | 340.60 | 16.7 | 6.649999999999999 | 37.44 | 75 | 44 | 47 |
| 23 Apr | 349.75 | 10.05 | -4.199999999999999 | 35.12 | 3 | 1 | 2 |
| 22 Apr | 350.70 | 14.25 | -2.3500000000000014 | 36.13 | 0 | 0 | 1 |
| 21 Apr | 344.60 | 14.25 | -38.7 | 36.13 | 1 | 0 | 0 |
| 20 Apr | 341.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 340.40 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 337.95 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 343.70 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 337.45 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 341.90 | 0 | 0 | 0.51 | 0 | 0 | 0 |
| 9 Apr | 334.55 | 52.95 | 0 | 0.2 | 0 | 0 | 0 |
| 8 Apr | 338.40 | 52.95 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 308.55 | 52.95 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 311.30 | 52.95 | 0 | - | 0 | 0 | 0 |
For Aditya Birla Capital Ltd. - strike price 345 expiring on 26MAY2026
Delta for 345 PE is -0.43
Historical price for 345 PE is as follows
On 29 Apr ABCAPITAL was trading at 347.90. The strike last trading price was 12.8, which was -4.649999999999999 lower than the previous day. The implied volatity was 39.36, the open interest changed by -7 which decreased total open position to 102
On 28 Apr ABCAPITAL was trading at 338.30. The strike last trading price was 17.7, which was 2.25 higher than the previous day. The implied volatity was 39.52, the open interest changed by 41 which increased total open position to 109
On 27 Apr ABCAPITAL was trading at 342.55. The strike last trading price was 15.45, which was -1.25 lower than the previous day. The implied volatity was 39.36, the open interest changed by 21 which increased total open position to 68
On 24 Apr ABCAPITAL was trading at 340.60. The strike last trading price was 16.7, which was 6.649999999999999 higher than the previous day. The implied volatity was 37.44, the open interest changed by 44 which increased total open position to 47
On 23 Apr ABCAPITAL was trading at 349.75. The strike last trading price was 10.05, which was -4.199999999999999 lower than the previous day. The implied volatity was 35.12, the open interest changed by 1 which increased total open position to 2
On 22 Apr ABCAPITAL was trading at 350.70. The strike last trading price was 14.25, which was -2.3500000000000014 lower than the previous day. The implied volatity was 36.13, the open interest changed by 0 which decreased total open position to 1
On 21 Apr ABCAPITAL was trading at 344.60. The strike last trading price was 14.25, which was -38.7 lower than the previous day. The implied volatity was 36.13, the open interest changed by 0 which decreased total open position to 0
On 20 Apr ABCAPITAL was trading at 341.60. The strike last trading price was 0, 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
On 17 Apr ABCAPITAL was trading at 340.40. The strike last trading price was 0, 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
On 16 Apr ABCAPITAL was trading at 337.95. The strike last trading price was 0, 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
On 15 Apr ABCAPITAL was trading at 343.70. The strike last trading price was 0, 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
On 13 Apr ABCAPITAL was trading at 337.45. The strike last trading price was 0, 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
On 10 Apr ABCAPITAL was trading at 341.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ABCAPITAL was trading at 334.55. The strike last trading price was 52.95, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 8 Apr ABCAPITAL was trading at 338.40. The strike last trading price was 52.95, 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
On 7 Apr ABCAPITAL was trading at 308.55. The strike last trading price was 52.95, 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
On 6 Apr ABCAPITAL was trading at 311.30. The strike last trading price was 52.95, 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
