ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
20 Dec 2024 04:11 PM IST
| ABFRL 26DEC2024 285 CE | ||||||||||
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Delta: 0.42
Vega: 0.14
Theta: -0.39
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 282.20 | 3.3 | -5.40 | 30.73 | 321 | 75 | 89 | |||
| 19 Dec | 290.30 | 8.7 | -2.15 | 31.75 | 31 | -3 | 14 | |||
| 18 Dec | 292.70 | 10.85 | -1.85 | 35.97 | 32 | 7 | 16 | |||
| 17 Dec | 295.15 | 12.7 | -4.65 | 33.65 | 3 | 1 | 8 | |||
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| 16 Dec | 300.20 | 17.35 | -2.25 | 34.77 | 2 | 0 | 7 | |||
| 13 Dec | 301.35 | 19.6 | -6.45 | 34.73 | 21 | 5 | 8 | |||
| 12 Dec | 304.30 | 26.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 309.55 | 26.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 310.10 | 26.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 308.30 | 26.05 | -3.25 | 33.27 | 2 | 0 | 2 | |||
| 6 Dec | 307.20 | 29.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 307.45 | 29.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Dec | 312.25 | 29.3 | -6.95 | 26.50 | 2 | 0 | 0 | |||
| 3 Dec | 316.30 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 322.20 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 313.75 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 315.70 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 308.90 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 307.45 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 298.65 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 288.55 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 289.20 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 289.20 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 290.10 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 298.20 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 296.75 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 300.20 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 302.30 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 300.15 | 36.25 | - | 0 | 0 | 0 | ||||
For Aditya Birla Fashion & Rt - strike price 285 expiring on 26DEC2024
Delta for 285 CE is 0.42
Historical price for 285 CE is as follows
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 3.3, which was -5.40 lower than the previous day. The implied volatity was 30.73, the open interest changed by 75 which increased total open position to 89
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 8.7, which was -2.15 lower than the previous day. The implied volatity was 31.75, the open interest changed by -3 which decreased total open position to 14
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 10.85, which was -1.85 lower than the previous day. The implied volatity was 35.97, the open interest changed by 7 which increased total open position to 16
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 12.7, which was -4.65 lower than the previous day. The implied volatity was 33.65, the open interest changed by 1 which increased total open position to 8
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 17.35, which was -2.25 lower than the previous day. The implied volatity was 34.77, the open interest changed by 0 which decreased total open position to 7
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 19.6, which was -6.45 lower than the previous day. The implied volatity was 34.73, the open interest changed by 5 which increased total open position to 8
On 12 Dec ABFRL was trading at 304.30. The strike last trading price was 26.05, 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 Dec ABFRL was trading at 309.55. The strike last trading price was 26.05, 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 10 Dec ABFRL was trading at 310.10. The strike last trading price was 26.05, 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 9 Dec ABFRL was trading at 308.30. The strike last trading price was 26.05, which was -3.25 lower than the previous day. The implied volatity was 33.27, the open interest changed by 0 which decreased total open position to 2
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 29.3, 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 5 Dec ABFRL was trading at 307.45. The strike last trading price was 29.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Dec ABFRL was trading at 312.25. The strike last trading price was 29.3, which was -6.95 lower than the previous day. The implied volatity was 26.50, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 26DEC2024 285 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.14
Theta: -0.22
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 282.20 | 4.75 | 2.60 | 23.00 | 483 | 22 | 101 |
| 19 Dec | 290.30 | 2.15 | 0.00 | 28.86 | 171 | -6 | 79 |
| 18 Dec | 292.70 | 2.15 | 0.50 | 30.30 | 174 | 2 | 84 |
| 17 Dec | 295.15 | 1.65 | 0.55 | 29.35 | 91 | 29 | 81 |
| 16 Dec | 300.20 | 1.1 | 0.00 | 30.75 | 77 | -5 | 53 |
| 13 Dec | 301.35 | 1.1 | 0.15 | 29.16 | 164 | -7 | 66 |
| 12 Dec | 304.30 | 0.95 | 0.00 | 29.19 | 98 | 57 | 74 |
| 11 Dec | 309.55 | 0.95 | -0.25 | 33.08 | 18 | -3 | 16 |
| 10 Dec | 310.10 | 1.2 | 0.00 | 37.03 | 72 | -3 | 23 |
| 9 Dec | 308.30 | 1.2 | 0.40 | 32.67 | 71 | 22 | 26 |
| 6 Dec | 307.20 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 307.45 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 312.25 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 316.30 | 0.8 | 0.00 | 0.00 | 0 | 4 | 0 |
| 2 Dec | 322.20 | 0.8 | -9.15 | 33.73 | 6 | 1 | 1 |
| 29 Nov | 313.75 | 9.95 | 0.00 | 11.50 | 0 | 0 | 0 |
| 28 Nov | 315.70 | 9.95 | 0.00 | 11.51 | 0 | 0 | 0 |
| 27 Nov | 308.90 | 9.95 | 0.00 | 8.97 | 0 | 0 | 0 |
| 26 Nov | 307.45 | 9.95 | 0.00 | 8.36 | 0 | 0 | 0 |
| 25 Nov | 298.65 | 9.95 | 0.00 | 6.47 | 0 | 0 | 0 |
| 22 Nov | 288.55 | 9.95 | 0.00 | 1.97 | 0 | 0 | 0 |
| 20 Nov | 289.20 | 9.95 | 0.00 | 2.70 | 0 | 0 | 0 |
| 19 Nov | 289.20 | 9.95 | 0.00 | 2.70 | 0 | 0 | 0 |
| 13 Nov | 290.10 | 9.95 | 0.00 | 2.56 | 0 | 0 | 0 |
| 11 Nov | 298.20 | 9.95 | 0.00 | 4.68 | 0 | 0 | 0 |
| 7 Nov | 296.75 | 9.95 | 0.00 | 4.37 | 0 | 0 | 0 |
| 6 Nov | 300.20 | 9.95 | 0.00 | 5.18 | 0 | 0 | 0 |
| 5 Nov | 302.30 | 9.95 | 0.00 | 5.75 | 0 | 0 | 0 |
| 4 Nov | 300.15 | 9.95 | 5.04 | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 285 expiring on 26DEC2024
Delta for 285 PE is -0.61
Historical price for 285 PE is as follows
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 4.75, which was 2.60 higher than the previous day. The implied volatity was 23.00, the open interest changed by 22 which increased total open position to 101
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 28.86, the open interest changed by -6 which decreased total open position to 79
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 2.15, which was 0.50 higher than the previous day. The implied volatity was 30.30, the open interest changed by 2 which increased total open position to 84
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 29.35, the open interest changed by 29 which increased total open position to 81
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 30.75, the open interest changed by -5 which decreased total open position to 53
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 29.16, the open interest changed by -7 which decreased total open position to 66
On 12 Dec ABFRL was trading at 304.30. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 29.19, the open interest changed by 57 which increased total open position to 74
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 33.08, the open interest changed by -3 which decreased total open position to 16
On 10 Dec ABFRL was trading at 310.10. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 37.03, the open interest changed by -3 which decreased total open position to 23
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 1.2, which was 0.40 higher than the previous day. The implied volatity was 32.67, the open interest changed by 22 which increased total open position to 26
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 0.8, 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 5 Dec ABFRL was trading at 307.45. The strike last trading price was 0.8, 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 4 Dec ABFRL was trading at 312.25. The strike last trading price was 0.8, 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 3 Dec ABFRL was trading at 316.30. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 0.8, which was -9.15 lower than the previous day. The implied volatity was 33.73, the open interest changed by 1 which increased total open position to 1
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was 11.50, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 11.51, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 8.97, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 8.36, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 6.47, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 1.97, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 4.68, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 5.18, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 5.75, 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 9.95, which was lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
