ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
20 Dec 2024 04:11 PM IST
| ABFRL 26DEC2024 270 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.11
Theta: -0.48
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 282.20 | 14.65 | -6.40 | 47.22 | 10 | 9 | 18 | |||
| 19 Dec | 290.30 | 21.05 | -2.75 | - | 10 | -1 | 2 | |||
| 18 Dec | 292.70 | 23.8 | -57.30 | 44.43 | 4 | 2 | 2 | |||
| 17 Dec | 295.15 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 301.35 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 304.30 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 309.55 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 308.30 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 307.20 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 307.45 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 312.25 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 316.30 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 322.20 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 313.75 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 315.70 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 307.45 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 298.65 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 289.20 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 289.20 | 81.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 290.10 | 81.1 | 81.10 | - | 0 | 0 | 0 | |||
| 31 Oct | 308.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 306.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 305.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 300.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 308.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 307.65 | 0 | - | 0 | 0 | 0 | ||||
For Aditya Birla Fashion & Rt - strike price 270 expiring on 26DEC2024
Delta for 270 CE is 0.78
Historical price for 270 CE is as follows
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 14.65, which was -6.40 lower than the previous day. The implied volatity was 47.22, the open interest changed by 9 which increased total open position to 18
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 21.05, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 23.8, which was -57.30 lower than the previous day. The implied volatity was 44.43, the open interest changed by 2 which increased total open position to 2
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 81.1, which was 0.00 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 ABFRL was trading at 304.30. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ABFRL was trading at 307.45. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ABFRL was trading at 312.25. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ABFRL was trading at 298.65. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ABFRL was trading at 289.20. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ABFRL was trading at 289.20. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ABFRL was trading at 290.10. The strike last trading price was 81.1, which was 81.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ABFRL was trading at 308.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ABFRL was trading at 306.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ABFRL was trading at 305.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ABFRL was trading at 300.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ABFRL was trading at 308.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ABFRL was trading at 307.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABFRL 26DEC2024 270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.08
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 282.20 | 0.9 | 0.45 | 33.57 | 89 | 2 | 128 |
| 19 Dec | 290.30 | 0.45 | 0.00 | 37.05 | 121 | 10 | 126 |
| 18 Dec | 292.70 | 0.45 | 0.05 | 36.72 | 80 | 6 | 116 |
| 17 Dec | 295.15 | 0.4 | 0.15 | 36.51 | 52 | 12 | 111 |
| 13 Dec | 301.35 | 0.25 | -0.05 | 33.56 | 65 | 29 | 99 |
| 12 Dec | 304.30 | 0.3 | 0.05 | 35.23 | 9 | 2 | 71 |
| 11 Dec | 309.55 | 0.25 | -0.05 | 36.51 | 1 | 0 | 70 |
| 9 Dec | 308.30 | 0.3 | -0.20 | 35.14 | 44 | -26 | 70 |
| 6 Dec | 307.20 | 0.5 | -0.05 | 34.78 | 122 | 18 | 109 |
| 5 Dec | 307.45 | 0.55 | 0.15 | 35.43 | 53 | 26 | 92 |
| 4 Dec | 312.25 | 0.4 | -0.05 | 35.01 | 5 | 0 | 61 |
| 3 Dec | 316.30 | 0.45 | 0.15 | 37.69 | 152 | -102 | 57 |
| 2 Dec | 322.20 | 0.3 | -0.30 | 37.15 | 24 | 2 | 159 |
| 29 Nov | 313.75 | 0.6 | 0.30 | 35.27 | 54 | 9 | 157 |
| 28 Nov | 315.70 | 0.3 | -0.90 | 31.72 | 2 | 0 | 150 |
| 26 Nov | 307.45 | 1.2 | -0.85 | 35.75 | 22 | 2 | 149 |
| 25 Nov | 298.65 | 2.05 | -2.15 | 36.63 | 925 | 147 | 147 |
| 20 Nov | 289.20 | 4.2 | 0.00 | 7.30 | 0 | 0 | 0 |
| 19 Nov | 289.20 | 4.2 | 0.00 | 7.30 | 0 | 0 | 0 |
| 13 Nov | 290.10 | 4.2 | 0.00 | 7.08 | 0 | 0 | 0 |
| 31 Oct | 308.15 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 306.65 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 305.40 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 300.30 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 308.00 | 4.2 | 4.20 | - | 0 | 0 | 0 |
| 22 Oct | 307.65 | 0 | - | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 270 expiring on 26DEC2024
Delta for 270 PE is -0.14
Historical price for 270 PE is as follows
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 33.57, the open interest changed by 2 which increased total open position to 128
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 37.05, the open interest changed by 10 which increased total open position to 126
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 36.72, the open interest changed by 6 which increased total open position to 116
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 36.51, the open interest changed by 12 which increased total open position to 111
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 33.56, the open interest changed by 29 which increased total open position to 99
On 12 Dec ABFRL was trading at 304.30. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 35.23, the open interest changed by 2 which increased total open position to 71
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.51, the open interest changed by 0 which decreased total open position to 70
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 35.14, the open interest changed by -26 which decreased total open position to 70
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 34.78, the open interest changed by 18 which increased total open position to 109
On 5 Dec ABFRL was trading at 307.45. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 35.43, the open interest changed by 26 which increased total open position to 92
On 4 Dec ABFRL was trading at 312.25. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 35.01, the open interest changed by 0 which decreased total open position to 61
On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 37.69, the open interest changed by -102 which decreased total open position to 57
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 37.15, the open interest changed by 2 which increased total open position to 159
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 0.6, which was 0.30 higher than the previous day. The implied volatity was 35.27, the open interest changed by 9 which increased total open position to 157
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 0.3, which was -0.90 lower than the previous day. The implied volatity was 31.72, the open interest changed by 0 which decreased total open position to 150
On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 1.2, which was -0.85 lower than the previous day. The implied volatity was 35.75, the open interest changed by 2 which increased total open position to 149
On 25 Nov ABFRL was trading at 298.65. The strike last trading price was 2.05, which was -2.15 lower than the previous day. The implied volatity was 36.63, the open interest changed by 147 which increased total open position to 147
On 20 Nov ABFRL was trading at 289.20. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 7.30, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ABFRL was trading at 289.20. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 7.30, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ABFRL was trading at 290.10. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 7.08, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ABFRL was trading at 308.15. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ABFRL was trading at 306.65. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ABFRL was trading at 305.40. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ABFRL was trading at 300.30. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ABFRL was trading at 308.00. The strike last trading price was 4.2, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ABFRL was trading at 307.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
