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ABFRL
Aditya Birla Fashion & Rt

270.55 5.00 (1.88%)

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Historical option data for ABFRL

07 Jan 2025 04:11 PM IST
ABFRL 30JAN2025 270 CE
Delta: 0.54
Vega: 0.27
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
7 Jan 270.55 9 1.60 30.55 352 -2 191
6 Jan 265.55 7.4 -7.55 31.87 409 120 193
3 Jan 280.75 14.95 -3.15 25.61 81 28 74
2 Jan 282.60 18.1 0.50 29.33 39 16 46
1 Jan 281.85 17.6 1.35 27.65 39 13 30
31 Dec 279.95 16.25 0.70 27.95 24 7 16
30 Dec 277.90 15.55 -2.50 30.08 11 2 9
27 Dec 282.00 18.05 2.55 28.27 24 7 8
26 Dec 282.30 15.5 -36.90 18.30 1 0 0
24 Dec 282.85 52.4 0.00 - 0 0 0
23 Dec 282.20 52.4 0.00 - 0 0 0
20 Dec 282.20 52.4 0.00 - 0 0 0
18 Dec 292.70 52.4 52.40 - 0 0 0
28 Nov 315.70 0 0.00 - 0 0 0
27 Nov 308.90 0 0.00 - 0 0 0
26 Nov 307.45 0 0.00 - 0 0 0
25 Nov 298.65 0 0.00 - 0 0 0
22 Nov 288.55 0 0.00 - 0 0 0
21 Nov 284.40 0 0.00 - 0 0 0
20 Nov 289.20 0 0.00 - 0 0 0
19 Nov 289.20 0 0.00 - 0 0 0
18 Nov 291.55 0 0.00 - 0 0 0
14 Nov 288.70 0 0.00 - 0 0 0
13 Nov 290.10 0 0.00 - 0 0 0
12 Nov 293.85 0 0.00 - 0 0 0
11 Nov 298.20 0 0.00 - 0 0 0
8 Nov 297.15 0 0.00 - 0 0 0
7 Nov 296.75 0 0.00 - 0 0 0
6 Nov 300.20 0 0.00 - 0 0 0
5 Nov 302.30 0 0.00 - 0 0 0
4 Nov 300.15 0 - 0 0 0


For Aditya Birla Fashion & Rt - strike price 270 expiring on 30JAN2025

Delta for 270 CE is 0.54

Historical price for 270 CE is as follows

On 7 Jan ABFRL was trading at 270.55. The strike last trading price was 9, which was 1.60 higher than the previous day. The implied volatity was 30.55, the open interest changed by -2 which decreased total open position to 191


On 6 Jan ABFRL was trading at 265.55. The strike last trading price was 7.4, which was -7.55 lower than the previous day. The implied volatity was 31.87, the open interest changed by 120 which increased total open position to 193


On 3 Jan ABFRL was trading at 280.75. The strike last trading price was 14.95, which was -3.15 lower than the previous day. The implied volatity was 25.61, the open interest changed by 28 which increased total open position to 74


On 2 Jan ABFRL was trading at 282.60. The strike last trading price was 18.1, which was 0.50 higher than the previous day. The implied volatity was 29.33, the open interest changed by 16 which increased total open position to 46


On 1 Jan ABFRL was trading at 281.85. The strike last trading price was 17.6, which was 1.35 higher than the previous day. The implied volatity was 27.65, the open interest changed by 13 which increased total open position to 30


On 31 Dec ABFRL was trading at 279.95. The strike last trading price was 16.25, which was 0.70 higher than the previous day. The implied volatity was 27.95, the open interest changed by 7 which increased total open position to 16


On 30 Dec ABFRL was trading at 277.90. The strike last trading price was 15.55, which was -2.50 lower than the previous day. The implied volatity was 30.08, the open interest changed by 2 which increased total open position to 9


On 27 Dec ABFRL was trading at 282.00. The strike last trading price was 18.05, which was 2.55 higher than the previous day. The implied volatity was 28.27, the open interest changed by 7 which increased total open position to 8


On 26 Dec ABFRL was trading at 282.30. The strike last trading price was 15.5, which was -36.90 lower than the previous day. The implied volatity was 18.30, the open interest changed by 0 which decreased total open position to 0


On 24 Dec ABFRL was trading at 282.85. The strike last trading price was 52.4, 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 23 Dec ABFRL was trading at 282.20. The strike last trading price was 52.4, 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 Dec ABFRL was trading at 282.20. The strike last trading price was 52.4, 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 18 Dec ABFRL was trading at 292.70. The strike last trading price was 52.4, which was 52.40 higher 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 0, 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 27 Nov ABFRL was trading at 308.90. 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 0 which decreased total open position to 0


On 26 Nov ABFRL was trading at 307.45. 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 0 which decreased total open position to 0


On 25 Nov ABFRL was trading at 298.65. 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 0 which decreased total open position to 0


On 22 Nov ABFRL was trading at 288.55. 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 0 which decreased total open position to 0


On 21 Nov ABFRL was trading at 284.40. 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 0 which decreased total open position to 0


On 20 Nov ABFRL was trading at 289.20. 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 0 which decreased total open position to 0


On 19 Nov ABFRL was trading at 289.20. 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 0 which decreased total open position to 0


On 18 Nov ABFRL was trading at 291.55. 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 0 which decreased total open position to 0


On 14 Nov ABFRL was trading at 288.70. 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 0 which decreased total open position to 0


On 13 Nov ABFRL was trading at 290.10. 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 0 which decreased total open position to 0


On 12 Nov ABFRL was trading at 293.85. 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 0 which decreased total open position to 0


On 11 Nov ABFRL was trading at 298.20. 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 0 which decreased total open position to 0


On 8 Nov ABFRL was trading at 297.15. 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 0 which decreased total open position to 0


On 7 Nov ABFRL was trading at 296.75. 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 0 which decreased total open position to 0


On 6 Nov ABFRL was trading at 300.20. 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 0 which decreased total open position to 0


On 5 Nov ABFRL was trading at 302.30. 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 0 which decreased total open position to 0


On 4 Nov ABFRL was trading at 300.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ABFRL 30JAN2025 270 PE
Delta: -0.46
Vega: 0.27
Theta: -0.15
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
7 Jan 270.55 8 -3.10 32.40 272 -3 387
6 Jan 265.55 11.1 6.75 35.45 606 -7 392
3 Jan 280.75 4.35 0.70 30.52 449 81 399
2 Jan 282.60 3.65 -0.10 30.19 168 17 317
1 Jan 281.85 3.75 -0.75 29.80 126 0 299
31 Dec 279.95 4.5 -0.30 30.02 179 4 299
30 Dec 277.90 4.8 0.90 28.46 399 25 293
27 Dec 282.00 3.9 0.50 27.74 287 116 261
26 Dec 282.30 3.4 -0.50 25.49 96 47 147
24 Dec 282.85 3.9 -0.10 27.43 77 48 99
23 Dec 282.20 4 -0.40 27.65 76 11 51
20 Dec 282.20 4.4 1.10 27.80 61 34 41
18 Dec 292.70 3.3 -6.10 31.65 8 5 5
28 Nov 315.70 9.4 0.00 12.11 0 0 0
27 Nov 308.90 9.4 0.00 10.05 0 0 0
26 Nov 307.45 9.4 0.00 9.71 0 0 0
25 Nov 298.65 9.4 9.40 8.53 0 0 0
22 Nov 288.55 0 0.00 5.88 0 0 0
21 Nov 284.40 0 0.00 4.75 0 0 0
20 Nov 289.20 0 0.00 6.06 0 0 0
19 Nov 289.20 0 0.00 6.06 0 0 0
18 Nov 291.55 0 0.00 6.34 0 0 0
14 Nov 288.70 0 0.00 5.83 0 0 0
13 Nov 290.10 0 0.00 5.91 0 0 0
12 Nov 293.85 0 0.00 6.74 0 0 0
11 Nov 298.20 0 0.00 7.31 0 0 0
8 Nov 297.15 0 0.00 8.11 0 0 0
7 Nov 296.75 0 0.00 7.11 0 0 0
6 Nov 300.20 0 0.00 7.75 0 0 0
5 Nov 302.30 0 0.00 8.07 0 0 0
4 Nov 300.15 0 7.76 0 0 0


For Aditya Birla Fashion & Rt - strike price 270 expiring on 30JAN2025

Delta for 270 PE is -0.46

Historical price for 270 PE is as follows

On 7 Jan ABFRL was trading at 270.55. The strike last trading price was 8, which was -3.10 lower than the previous day. The implied volatity was 32.40, the open interest changed by -3 which decreased total open position to 387


On 6 Jan ABFRL was trading at 265.55. The strike last trading price was 11.1, which was 6.75 higher than the previous day. The implied volatity was 35.45, the open interest changed by -7 which decreased total open position to 392


On 3 Jan ABFRL was trading at 280.75. The strike last trading price was 4.35, which was 0.70 higher than the previous day. The implied volatity was 30.52, the open interest changed by 81 which increased total open position to 399


On 2 Jan ABFRL was trading at 282.60. The strike last trading price was 3.65, which was -0.10 lower than the previous day. The implied volatity was 30.19, the open interest changed by 17 which increased total open position to 317


On 1 Jan ABFRL was trading at 281.85. The strike last trading price was 3.75, which was -0.75 lower than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 299


On 31 Dec ABFRL was trading at 279.95. The strike last trading price was 4.5, which was -0.30 lower than the previous day. The implied volatity was 30.02, the open interest changed by 4 which increased total open position to 299


On 30 Dec ABFRL was trading at 277.90. The strike last trading price was 4.8, which was 0.90 higher than the previous day. The implied volatity was 28.46, the open interest changed by 25 which increased total open position to 293


On 27 Dec ABFRL was trading at 282.00. The strike last trading price was 3.9, which was 0.50 higher than the previous day. The implied volatity was 27.74, the open interest changed by 116 which increased total open position to 261


On 26 Dec ABFRL was trading at 282.30. The strike last trading price was 3.4, which was -0.50 lower than the previous day. The implied volatity was 25.49, the open interest changed by 47 which increased total open position to 147


On 24 Dec ABFRL was trading at 282.85. The strike last trading price was 3.9, which was -0.10 lower than the previous day. The implied volatity was 27.43, the open interest changed by 48 which increased total open position to 99


On 23 Dec ABFRL was trading at 282.20. The strike last trading price was 4, which was -0.40 lower than the previous day. The implied volatity was 27.65, the open interest changed by 11 which increased total open position to 51


On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 4.4, which was 1.10 higher than the previous day. The implied volatity was 27.80, the open interest changed by 34 which increased total open position to 41


On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 3.3, which was -6.10 lower than the previous day. The implied volatity was 31.65, the open interest changed by 5 which increased total open position to 5


On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 12.11, the open interest changed by 0 which decreased total open position to 0


On 27 Nov ABFRL was trading at 308.90. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 10.05, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 9.71, 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 9.4, which was 9.40 higher than the previous day. The implied volatity was 8.53, the open interest changed by 0 which decreased total open position to 0


On 22 Nov ABFRL was trading at 288.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ABFRL was trading at 284.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ABFRL was trading at 291.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ABFRL was trading at 288.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.83, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ABFRL was trading at 293.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.74, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ABFRL was trading at 298.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.31, the open interest changed by 0 which decreased total open position to 0


On 8 Nov ABFRL was trading at 297.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ABFRL was trading at 296.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ABFRL was trading at 300.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.75, the open interest changed by 0 which decreased total open position to 0


On 5 Nov ABFRL was trading at 302.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.07, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ABFRL was trading at 300.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 7.76, the open interest changed by 0 which decreased total open position to 0