ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
21 Nov 2024 04:11 PM IST
| ABFRL 28NOV2024 280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.15
Theta: -0.40
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 284.40 | 8 | -6.60 | 34.03 | 7 | -2 | 23 | |||
| 20 Nov | 289.20 | 14.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 289.20 | 14.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 291.55 | 14.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 288.70 | 14.6 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 13 Nov | 290.10 | 14.6 | -8.00 | 30.95 | 2 | -1 | 26 | |||
| 12 Nov | 293.85 | 22.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 298.20 | 22.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 297.15 | 22.6 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 7 Nov | 296.75 | 22.6 | -3.20 | 40.83 | 81 | 11 | 26 | |||
| 6 Nov | 300.20 | 25.8 | -1.60 | 43.16 | 22 | 8 | 15 | |||
| 5 Nov | 302.30 | 27.4 | 1.70 | 40.00 | 6 | 1 | 8 | |||
| 4 Nov | 300.15 | 25.7 | -24.50 | 41.23 | 11 | 4 | 4 | |||
| 1 Nov | 314.05 | 50.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 308.15 | 50.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 306.65 | 50.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 306.05 | 50.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 305.40 | 50.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 300.30 | 50.2 | 50.20 | - | 0 | 0 | 0 | |||
| 20 Sept | 327.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 328.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 328.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 326.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 317.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 317.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 313.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Sept | 309.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 315.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 310.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 315.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 319.80 | 0 | - | 0 | 0 | 0 | ||||
For Aditya Birla Fashion & Rt - strike price 280 expiring on 28NOV2024
Delta for 280 CE is 0.65
Historical price for 280 CE is as follows
On 21 Nov ABFRL was trading at 284.40. The strike last trading price was 8, which was -6.60 lower than the previous day. The implied volatity was 34.03, the open interest changed by -2 which decreased total open position to 23
On 20 Nov ABFRL was trading at 289.20. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 14.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 14.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 14.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Nov ABFRL was trading at 290.10. The strike last trading price was 14.6, which was -8.00 lower than the previous day. The implied volatity was 30.95, the open interest changed by -1 which decreased total open position to 26
On 12 Nov ABFRL was trading at 293.85. The strike last trading price was 22.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 22.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 22.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 7 Nov ABFRL was trading at 296.75. The strike last trading price was 22.6, which was -3.20 lower than the previous day. The implied volatity was 40.83, the open interest changed by 11 which increased total open position to 26
On 6 Nov ABFRL was trading at 300.20. The strike last trading price was 25.8, which was -1.60 lower than the previous day. The implied volatity was 43.16, the open interest changed by 8 which increased total open position to 15
On 5 Nov ABFRL was trading at 302.30. The strike last trading price was 27.4, which was 1.70 higher than the previous day. The implied volatity was 40.00, the open interest changed by 1 which increased total open position to 8
On 4 Nov ABFRL was trading at 300.15. The strike last trading price was 25.7, which was -24.50 lower than the previous day. The implied volatity was 41.23, the open interest changed by 4 which increased total open position to 4
On 1 Nov ABFRL was trading at 314.05. 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 31 Oct ABFRL was trading at 308.15. 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 which decreased total open position to
On 30 Oct ABFRL was trading at 306.65. 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 which decreased total open position to
On 29 Oct ABFRL was trading at 306.05. 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 which decreased total open position to
On 28 Oct ABFRL was trading at 305.40. 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 which decreased total open position to
On 25 Oct ABFRL was trading at 300.30. The strike last trading price was 50.2, which was 50.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept ABFRL was trading at 327.75. 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 which decreased total open position to
On 17 Sept ABFRL was trading at 328.10. 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 which decreased total open position to
On 13 Sept ABFRL was trading at 328.55. 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 which decreased total open position to
On 12 Sept ABFRL was trading at 326.40. 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 11 Sept ABFRL was trading at 317.35. 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 10 Sept ABFRL was trading at 317.05. 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 9 Sept ABFRL was trading at 313.30. 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 6 Sept ABFRL was trading at 309.15. 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 5 Sept ABFRL was trading at 315.30. 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 4 Sept ABFRL was trading at 310.45. 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 which decreased total open position to
On 3 Sept ABFRL was trading at 315.80. 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 2 Sept ABFRL was trading at 319.80. 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 28NOV2024 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.15
Theta: -0.31
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 284.40 | 3 | 0.75 | 32.22 | 7 | -5 | 358 |
| 20 Nov | 289.20 | 2.25 | 0.00 | 31.83 | 4 | -5 | 364 |
| 19 Nov | 289.20 | 2.25 | 0.00 | 31.83 | 4 | -4 | 364 |
| 18 Nov | 291.55 | 2.25 | -0.55 | 35.13 | 7 | -6 | 369 |
| 14 Nov | 288.70 | 2.8 | 0.00 | 29.31 | 8 | -6 | 377 |
| 13 Nov | 290.10 | 2.8 | 0.50 | 31.21 | 23 | -19 | 387 |
| 12 Nov | 293.85 | 2.3 | 0.90 | 31.30 | 20 | -18 | 408 |
| 11 Nov | 298.20 | 1.4 | -1.10 | 29.52 | 11 | -9 | 428 |
| 8 Nov | 297.15 | 2.5 | -2.45 | 29.73 | 292 | -278 | 438 |
| 7 Nov | 296.75 | 4.95 | 0.30 | 43.30 | 2,218 | 365 | 715 |
| 6 Nov | 300.20 | 4.65 | 1.55 | 44.42 | 968 | 192 | 350 |
| 5 Nov | 302.30 | 3.1 | -1.10 | 38.82 | 156 | 13 | 159 |
| 4 Nov | 300.15 | 4.2 | 1.75 | 40.52 | 296 | 89 | 149 |
| 1 Nov | 314.05 | 2.45 | -0.30 | 42.03 | 28 | 13 | 59 |
| 31 Oct | 308.15 | 2.75 | 0.20 | - | 57 | 31 | 47 |
| 30 Oct | 306.65 | 2.55 | 0.15 | - | 40 | -12 | 15 |
| 29 Oct | 306.05 | 2.4 | -0.60 | - | 27 | 19 | 27 |
| 28 Oct | 305.40 | 3 | -8.55 | - | 18 | 7 | 7 |
| 25 Oct | 300.30 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 327.75 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 328.10 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 328.55 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 326.40 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 317.35 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 317.05 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 313.30 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 309.15 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 315.30 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 310.45 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 315.80 | 11.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 319.80 | 11.55 | - | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 280 expiring on 28NOV2024
Delta for 280 PE is -0.34
Historical price for 280 PE is as follows
On 21 Nov ABFRL was trading at 284.40. The strike last trading price was 3, which was 0.75 higher than the previous day. The implied volatity was 32.22, the open interest changed by -5 which decreased total open position to 358
On 20 Nov ABFRL was trading at 289.20. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 31.83, the open interest changed by -5 which decreased total open position to 364
On 19 Nov ABFRL was trading at 289.20. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 31.83, the open interest changed by -4 which decreased total open position to 364
On 18 Nov ABFRL was trading at 291.55. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was 35.13, the open interest changed by -6 which decreased total open position to 369
On 14 Nov ABFRL was trading at 288.70. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 29.31, the open interest changed by -6 which decreased total open position to 377
On 13 Nov ABFRL was trading at 290.10. The strike last trading price was 2.8, which was 0.50 higher than the previous day. The implied volatity was 31.21, the open interest changed by -19 which decreased total open position to 387
On 12 Nov ABFRL was trading at 293.85. The strike last trading price was 2.3, which was 0.90 higher than the previous day. The implied volatity was 31.30, the open interest changed by -18 which decreased total open position to 408
On 11 Nov ABFRL was trading at 298.20. The strike last trading price was 1.4, which was -1.10 lower than the previous day. The implied volatity was 29.52, the open interest changed by -9 which decreased total open position to 428
On 8 Nov ABFRL was trading at 297.15. The strike last trading price was 2.5, which was -2.45 lower than the previous day. The implied volatity was 29.73, the open interest changed by -278 which decreased total open position to 438
On 7 Nov ABFRL was trading at 296.75. The strike last trading price was 4.95, which was 0.30 higher than the previous day. The implied volatity was 43.30, the open interest changed by 365 which increased total open position to 715
On 6 Nov ABFRL was trading at 300.20. The strike last trading price was 4.65, which was 1.55 higher than the previous day. The implied volatity was 44.42, the open interest changed by 192 which increased total open position to 350
On 5 Nov ABFRL was trading at 302.30. The strike last trading price was 3.1, which was -1.10 lower than the previous day. The implied volatity was 38.82, the open interest changed by 13 which increased total open position to 159
On 4 Nov ABFRL was trading at 300.15. The strike last trading price was 4.2, which was 1.75 higher than the previous day. The implied volatity was 40.52, the open interest changed by 89 which increased total open position to 149
On 1 Nov ABFRL was trading at 314.05. The strike last trading price was 2.45, which was -0.30 lower than the previous day. The implied volatity was 42.03, the open interest changed by 13 which increased total open position to 59
On 31 Oct ABFRL was trading at 308.15. The strike last trading price was 2.75, which was 0.20 higher 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 2.55, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ABFRL was trading at 306.05. The strike last trading price was 2.4, which was -0.60 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 3, which was -8.55 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 11.55, 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 20 Sept ABFRL was trading at 327.75. The strike last trading price was 11.55, 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 17 Sept ABFRL was trading at 328.10. The strike last trading price was 11.55, 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 13 Sept ABFRL was trading at 328.55. The strike last trading price was 11.55, 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 12 Sept ABFRL was trading at 326.40. The strike last trading price was 11.55, 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 11 Sept ABFRL was trading at 317.35. The strike last trading price was 11.55, 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 10 Sept ABFRL was trading at 317.05. The strike last trading price was 11.55, 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 9 Sept ABFRL was trading at 313.30. The strike last trading price was 11.55, 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 6 Sept ABFRL was trading at 309.15. The strike last trading price was 11.55, 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 5 Sept ABFRL was trading at 315.30. The strike last trading price was 11.55, 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 4 Sept ABFRL was trading at 310.45. The strike last trading price was 11.55, 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 3 Sept ABFRL was trading at 315.80. The strike last trading price was 11.55, 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 2 Sept ABFRL was trading at 319.80. The strike last trading price was 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
