ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
02 Jan 2025 04:11 PM IST
| ABFRL 30JAN2025 275 CE | ||||||||||
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Delta: 0.68
Vega: 0.28
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 282.60 | 14.65 | 0.80 | 29.27 | 60 | 5 | 25 | |||
| 1 Jan | 281.85 | 13.85 | 1.20 | 26.60 | 2 | 1 | 0 | |||
| 31 Dec | 279.95 | 12.65 | 0.45 | 26.80 | 47 | 11 | 19 | |||
| 30 Dec | 277.90 | 12.2 | -2.20 | 29.05 | 12 | -4 | 8 | |||
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| 27 Dec | 282.00 | 14.4 | -1.10 | 27.21 | 26 | 10 | 11 | |||
| 26 Dec | 282.30 | 15.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 24 Dec | 282.85 | 15.5 | -34.70 | 27.59 | 2 | 1 | 1 | |||
| 23 Dec | 282.20 | 50.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 282.20 | 50.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 290.30 | 50.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 292.70 | 50.2 | - | 0 | 0 | 0 | ||||
For Aditya Birla Fashion & Rt - strike price 275 expiring on 30JAN2025
Delta for 275 CE is 0.68
Historical price for 275 CE is as follows
On 2 Jan ABFRL was trading at 282.60. The strike last trading price was 14.65, which was 0.80 higher than the previous day. The implied volatity was 29.27, the open interest changed by 5 which increased total open position to 25
On 1 Jan ABFRL was trading at 281.85. The strike last trading price was 13.85, which was 1.20 higher than the previous day. The implied volatity was 26.60, the open interest changed by 1 which increased total open position to 0
On 31 Dec ABFRL was trading at 279.95. The strike last trading price was 12.65, which was 0.45 higher than the previous day. The implied volatity was 26.80, the open interest changed by 11 which increased total open position to 19
On 30 Dec ABFRL was trading at 277.90. The strike last trading price was 12.2, which was -2.20 lower than the previous day. The implied volatity was 29.05, the open interest changed by -4 which decreased total open position to 8
On 27 Dec ABFRL was trading at 282.00. The strike last trading price was 14.4, which was -1.10 lower than the previous day. The implied volatity was 27.21, the open interest changed by 10 which increased total open position to 11
On 26 Dec ABFRL was trading at 282.30. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 24 Dec ABFRL was trading at 282.85. The strike last trading price was 15.5, which was -34.70 lower than the previous day. The implied volatity was 27.59, the open interest changed by 1 which increased total open position to 1
On 23 Dec ABFRL was trading at 282.20. The strike last trading price was 50.2, 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 50.2, 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 Dec ABFRL was trading at 290.30. The strike last trading price was 50.2, 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 50.2, 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 275 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.28
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 282.60 | 5.25 | -0.10 | 30.34 | 144 | 25 | 120 |
| 1 Jan | 281.85 | 5.35 | -0.85 | 29.86 | 49 | -7 | 95 |
| 31 Dec | 279.95 | 6.2 | -0.05 | 29.82 | 212 | -16 | 106 |
| 30 Dec | 277.90 | 6.25 | 1.10 | 27.04 | 415 | 38 | 121 |
| 27 Dec | 282.00 | 5.15 | -0.15 | 26.57 | 118 | 58 | 83 |
| 26 Dec | 282.30 | 5.3 | 0.35 | 26.59 | 18 | 9 | 25 |
| 24 Dec | 282.85 | 4.95 | -0.30 | 25.79 | 26 | 5 | 17 |
| 23 Dec | 282.20 | 5.25 | -0.75 | 26.65 | 8 | 2 | 13 |
| 20 Dec | 282.20 | 6 | 0.00 | 0.00 | 0 | 11 | 0 |
| 19 Dec | 290.30 | 6 | -0.05 | 35.05 | 11 | 6 | 6 |
| 18 Dec | 292.70 | 6.05 | 6.20 | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 275 expiring on 30JAN2025
Delta for 275 PE is -0.32
Historical price for 275 PE is as follows
On 2 Jan ABFRL was trading at 282.60. The strike last trading price was 5.25, which was -0.10 lower than the previous day. The implied volatity was 30.34, the open interest changed by 25 which increased total open position to 120
On 1 Jan ABFRL was trading at 281.85. The strike last trading price was 5.35, which was -0.85 lower than the previous day. The implied volatity was 29.86, the open interest changed by -7 which decreased total open position to 95
On 31 Dec ABFRL was trading at 279.95. The strike last trading price was 6.2, which was -0.05 lower than the previous day. The implied volatity was 29.82, the open interest changed by -16 which decreased total open position to 106
On 30 Dec ABFRL was trading at 277.90. The strike last trading price was 6.25, which was 1.10 higher than the previous day. The implied volatity was 27.04, the open interest changed by 38 which increased total open position to 121
On 27 Dec ABFRL was trading at 282.00. The strike last trading price was 5.15, which was -0.15 lower than the previous day. The implied volatity was 26.57, the open interest changed by 58 which increased total open position to 83
On 26 Dec ABFRL was trading at 282.30. The strike last trading price was 5.3, which was 0.35 higher than the previous day. The implied volatity was 26.59, the open interest changed by 9 which increased total open position to 25
On 24 Dec ABFRL was trading at 282.85. The strike last trading price was 4.95, which was -0.30 lower than the previous day. The implied volatity was 25.79, the open interest changed by 5 which increased total open position to 17
On 23 Dec ABFRL was trading at 282.20. The strike last trading price was 5.25, which was -0.75 lower than the previous day. The implied volatity was 26.65, the open interest changed by 2 which increased total open position to 13
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 6, which was -0.05 lower than the previous day. The implied volatity was 35.05, the open interest changed by 6 which increased total open position to 6
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0
