ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
02 Mar 2026 04:12 PM IST
| ABCAPITAL 30-MAR-2026 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.37
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 338.10 | 10.45 | -1.85 | 32.99 | 784 | 63 | 316 | |||||||||
| 27 Feb | 344.45 | 10.5 | -8 | 28.73 | 1,262 | 142 | 254 | |||||||||
| 26 Feb | 356.15 | 17.4 | 1 | 25.06 | 147 | -8 | 112 | |||||||||
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| 25 Feb | 353.10 | 16.1 | 1.55 | 23.07 | 580 | -32 | 121 | |||||||||
| 24 Feb | 349.30 | 14.6 | 1.6 | 22.19 | 642 | -25 | 151 | |||||||||
| 23 Feb | 346.20 | 12.85 | 0.4 | 24.18 | 268 | 119 | 177 | |||||||||
| 20 Feb | 344.85 | 12 | -0.25 | 25.36 | 108 | 19 | 56 | |||||||||
| 19 Feb | 344.30 | 12 | -3.3 | 26.42 | 40 | 11 | 36 | |||||||||
| 18 Feb | 349.55 | 15.3 | -0.9 | 24.82 | 23 | -3 | 25 | |||||||||
| 17 Feb | 348.95 | 15.9 | 0.6 | 27.75 | 46 | -17 | 27 | |||||||||
| 16 Feb | 345.05 | 14.8 | 3.95 | 27 | 41 | 27 | 43 | |||||||||
| 13 Feb | 336.20 | 10.85 | -4.75 | 28.14 | 4 | 1 | 15 | |||||||||
| 12 Feb | 344.65 | 15.55 | -0.35 | 30.13 | 13 | 2 | 14 | |||||||||
| 11 Feb | 344.25 | 15.9 | -3.85 | 29.41 | 11 | 8 | 10 | |||||||||
| 10 Feb | 353.75 | 19.75 | 7.85 | 23.16 | 2 | 0 | 1 | |||||||||
| 9 Feb | 352.90 | 11.9 | -13.25 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 347.75 | 11.9 | -13.25 | 15.05 | 1 | 0 | 0 | |||||||||
| 5 Feb | 344.65 | 25.15 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 4 Feb | 346.60 | 25.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 345.45 | 25.15 | 0 | 0.73 | 0 | 0 | 0 | |||||||||
| 2 Feb | 333.05 | 25.15 | 0 | 0.71 | 0 | 0 | 0 | |||||||||
| 1 Feb | 329.20 | 25.15 | 0 | 2.71 | 0 | 0 | 0 | |||||||||
| 30 Jan | 339.80 | 25.15 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 29 Jan | 344.30 | 25.15 | 0 | 0.31 | 0 | 0 | 0 | |||||||||
| 28 Jan | 348.30 | 25.15 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Aditya Birla Capital Ltd. - strike price 345 expiring on 30MAR2026
Delta for 345 CE is 0.47
Historical price for 345 CE is as follows
On 2 Mar ABCAPITAL was trading at 338.10. The strike last trading price was 10.45, which was -1.85 lower than the previous day. The implied volatity was 32.99, the open interest changed by 63 which increased total open position to 316
On 27 Feb ABCAPITAL was trading at 344.45. The strike last trading price was 10.5, which was -8 lower than the previous day. The implied volatity was 28.73, the open interest changed by 142 which increased total open position to 254
On 26 Feb ABCAPITAL was trading at 356.15. The strike last trading price was 17.4, which was 1 higher than the previous day. The implied volatity was 25.06, the open interest changed by -8 which decreased total open position to 112
On 25 Feb ABCAPITAL was trading at 353.10. The strike last trading price was 16.1, which was 1.55 higher than the previous day. The implied volatity was 23.07, the open interest changed by -32 which decreased total open position to 121
On 24 Feb ABCAPITAL was trading at 349.30. The strike last trading price was 14.6, which was 1.6 higher than the previous day. The implied volatity was 22.19, the open interest changed by -25 which decreased total open position to 151
On 23 Feb ABCAPITAL was trading at 346.20. The strike last trading price was 12.85, which was 0.4 higher than the previous day. The implied volatity was 24.18, the open interest changed by 119 which increased total open position to 177
On 20 Feb ABCAPITAL was trading at 344.85. The strike last trading price was 12, which was -0.25 lower than the previous day. The implied volatity was 25.36, the open interest changed by 19 which increased total open position to 56
On 19 Feb ABCAPITAL was trading at 344.30. The strike last trading price was 12, which was -3.3 lower than the previous day. The implied volatity was 26.42, the open interest changed by 11 which increased total open position to 36
On 18 Feb ABCAPITAL was trading at 349.55. The strike last trading price was 15.3, which was -0.9 lower than the previous day. The implied volatity was 24.82, the open interest changed by -3 which decreased total open position to 25
On 17 Feb ABCAPITAL was trading at 348.95. The strike last trading price was 15.9, which was 0.6 higher than the previous day. The implied volatity was 27.75, the open interest changed by -17 which decreased total open position to 27
On 16 Feb ABCAPITAL was trading at 345.05. The strike last trading price was 14.8, which was 3.95 higher than the previous day. The implied volatity was 27, the open interest changed by 27 which increased total open position to 43
On 13 Feb ABCAPITAL was trading at 336.20. The strike last trading price was 10.85, which was -4.75 lower than the previous day. The implied volatity was 28.14, the open interest changed by 1 which increased total open position to 15
On 12 Feb ABCAPITAL was trading at 344.65. The strike last trading price was 15.55, which was -0.35 lower than the previous day. The implied volatity was 30.13, the open interest changed by 2 which increased total open position to 14
On 11 Feb ABCAPITAL was trading at 344.25. The strike last trading price was 15.9, which was -3.85 lower than the previous day. The implied volatity was 29.41, the open interest changed by 8 which increased total open position to 10
On 10 Feb ABCAPITAL was trading at 353.75. The strike last trading price was 19.75, which was 7.85 higher than the previous day. The implied volatity was 23.16, the open interest changed by 0 which decreased total open position to 1
On 9 Feb ABCAPITAL was trading at 352.90. The strike last trading price was 11.9, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb ABCAPITAL was trading at 347.75. The strike last trading price was 11.9, which was -13.25 lower than the previous day. The implied volatity was 15.05, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ABCAPITAL was trading at 344.65. The strike last trading price was 25.15, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ABCAPITAL was trading at 346.60. The strike last trading price was 25.15, 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 3 Feb ABCAPITAL was trading at 345.45. The strike last trading price was 25.15, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ABCAPITAL was trading at 333.05. The strike last trading price was 25.15, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ABCAPITAL was trading at 329.20. The strike last trading price was 25.15, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ABCAPITAL was trading at 339.80. The strike last trading price was 25.15, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ABCAPITAL was trading at 344.30. The strike last trading price was 25.15, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ABCAPITAL was trading at 348.30. The strike last trading price was 25.15, 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
| ABCAPITAL 30MAR2026 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.37
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 338.10 | 14.5 | 2.05 | 32.82 | 533 | 9 | 239 |
| 27 Feb | 344.45 | 14.95 | 8.2 | 35.54 | 929 | 25 | 236 |
| 26 Feb | 356.15 | 7.2 | -0.75 | 29.89 | 227 | 1 | 214 |
| 25 Feb | 353.10 | 7.9 | -1.1 | 30.36 | 734 | 43 | 216 |
| 24 Feb | 349.30 | 8.8 | -1.75 | 30.46 | 426 | -37 | 173 |
| 23 Feb | 346.20 | 10.4 | -0.3 | 29.77 | 330 | 174 | 210 |
| 20 Feb | 344.85 | 11.05 | -0.9 | 26.89 | 41 | 13 | 35 |
| 19 Feb | 344.30 | 11.85 | 2.2 | 27.13 | 8 | 2 | 22 |
| 18 Feb | 349.55 | 9.65 | -1.05 | 28.46 | 62 | -4 | 21 |
| 17 Feb | 348.95 | 11.15 | -5.65 | 30.19 | 37 | 17 | 25 |
| 16 Feb | 345.05 | 16.8 | 6.75 | - | 0 | 0 | 8 |
| 13 Feb | 336.20 | 16.8 | 6.75 | 29.58 | 6 | 4 | 7 |
| 12 Feb | 344.65 | 10.05 | -1.45 | - | 0 | 0 | 3 |
| 11 Feb | 344.25 | 10.05 | -1.45 | 23.16 | 2 | 0 | 4 |
| 10 Feb | 353.75 | 11.5 | 1.25 | 34.87 | 3 | 1 | 3 |
| 9 Feb | 352.90 | 10.25 | -2.75 | 31.48 | 2 | 0 | 2 |
| 6 Feb | 347.75 | 13 | -4.65 | 31.59 | 2 | 1 | 1 |
| 5 Feb | 344.65 | 17.65 | 0 | 1.39 | 0 | 0 | 0 |
| 4 Feb | 346.60 | 17.65 | 0 | 1.61 | 0 | 0 | 0 |
| 3 Feb | 345.45 | 17.65 | 0 | 1.44 | 0 | 0 | 0 |
| 2 Feb | 333.05 | 17.65 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 329.20 | 17.65 | 0 | 0.07 | 0 | 0 | 0 |
| 30 Jan | 339.80 | 17.65 | 0 | 0.35 | 0 | 0 | 0 |
| 29 Jan | 344.30 | 17.65 | 0 | 1.2 | 0 | 0 | 0 |
| 28 Jan | 348.30 | 17.65 | 0 | 2.23 | 0 | 0 | 0 |
For Aditya Birla Capital Ltd. - strike price 345 expiring on 30MAR2026
Delta for 345 PE is -0.53
Historical price for 345 PE is as follows
On 2 Mar ABCAPITAL was trading at 338.10. The strike last trading price was 14.5, which was 2.05 higher than the previous day. The implied volatity was 32.82, the open interest changed by 9 which increased total open position to 239
On 27 Feb ABCAPITAL was trading at 344.45. The strike last trading price was 14.95, which was 8.2 higher than the previous day. The implied volatity was 35.54, the open interest changed by 25 which increased total open position to 236
On 26 Feb ABCAPITAL was trading at 356.15. The strike last trading price was 7.2, which was -0.75 lower than the previous day. The implied volatity was 29.89, the open interest changed by 1 which increased total open position to 214
On 25 Feb ABCAPITAL was trading at 353.10. The strike last trading price was 7.9, which was -1.1 lower than the previous day. The implied volatity was 30.36, the open interest changed by 43 which increased total open position to 216
On 24 Feb ABCAPITAL was trading at 349.30. The strike last trading price was 8.8, which was -1.75 lower than the previous day. The implied volatity was 30.46, the open interest changed by -37 which decreased total open position to 173
On 23 Feb ABCAPITAL was trading at 346.20. The strike last trading price was 10.4, which was -0.3 lower than the previous day. The implied volatity was 29.77, the open interest changed by 174 which increased total open position to 210
On 20 Feb ABCAPITAL was trading at 344.85. The strike last trading price was 11.05, which was -0.9 lower than the previous day. The implied volatity was 26.89, the open interest changed by 13 which increased total open position to 35
On 19 Feb ABCAPITAL was trading at 344.30. The strike last trading price was 11.85, which was 2.2 higher than the previous day. The implied volatity was 27.13, the open interest changed by 2 which increased total open position to 22
On 18 Feb ABCAPITAL was trading at 349.55. The strike last trading price was 9.65, which was -1.05 lower than the previous day. The implied volatity was 28.46, the open interest changed by -4 which decreased total open position to 21
On 17 Feb ABCAPITAL was trading at 348.95. The strike last trading price was 11.15, which was -5.65 lower than the previous day. The implied volatity was 30.19, the open interest changed by 17 which increased total open position to 25
On 16 Feb ABCAPITAL was trading at 345.05. The strike last trading price was 16.8, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 13 Feb ABCAPITAL was trading at 336.20. The strike last trading price was 16.8, which was 6.75 higher than the previous day. The implied volatity was 29.58, the open interest changed by 4 which increased total open position to 7
On 12 Feb ABCAPITAL was trading at 344.65. The strike last trading price was 10.05, 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 3
On 11 Feb ABCAPITAL was trading at 344.25. The strike last trading price was 10.05, which was -1.45 lower than the previous day. The implied volatity was 23.16, the open interest changed by 0 which decreased total open position to 4
On 10 Feb ABCAPITAL was trading at 353.75. The strike last trading price was 11.5, which was 1.25 higher than the previous day. The implied volatity was 34.87, the open interest changed by 1 which increased total open position to 3
On 9 Feb ABCAPITAL was trading at 352.90. The strike last trading price was 10.25, which was -2.75 lower than the previous day. The implied volatity was 31.48, the open interest changed by 0 which decreased total open position to 2
On 6 Feb ABCAPITAL was trading at 347.75. The strike last trading price was 13, which was -4.65 lower than the previous day. The implied volatity was 31.59, the open interest changed by 1 which increased total open position to 1
On 5 Feb ABCAPITAL was trading at 344.65. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ABCAPITAL was trading at 346.60. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ABCAPITAL was trading at 345.45. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ABCAPITAL was trading at 333.05. The strike last trading price was 17.65, 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 1 Feb ABCAPITAL was trading at 329.20. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ABCAPITAL was trading at 339.80. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ABCAPITAL was trading at 344.30. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ABCAPITAL was trading at 348.30. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
