ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
21 Nov 2024 04:11 PM IST
| ABFRL 28NOV2024 290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.15
Theta: -0.45
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 284.40 | 4 | -6.00 | 39.62 | 4 | -3 | 165 | |||
| 20 Nov | 289.20 | 10 | 0.00 | 57.56 | 1 | -1 | 169 | |||
| 19 Nov | 289.20 | 10 | 3.00 | 57.56 | 1 | 0 | 169 | |||
| 18 Nov | 291.55 | 7 | 0.00 | 33.09 | 4 | -2 | 169 | |||
| 14 Nov | 288.70 | 7 | 0.50 | 31.90 | 5 | -4 | 172 | |||
| 13 Nov | 290.10 | 6.5 | -4.25 | 22.88 | 20 | -15 | 179 | |||
| 12 Nov | 293.85 | 10.75 | -1.75 | 33.37 | 6 | -1 | 199 | |||
| 11 Nov | 298.20 | 12.5 | -6.50 | 27.71 | 6 | -4 | 202 | |||
| 8 Nov | 297.15 | 19 | 4.05 | 56.89 | 22 | -21 | 207 | |||
| 7 Nov | 296.75 | 14.95 | -3.45 | 36.80 | 1,302 | 195 | 227 | |||
| 6 Nov | 300.20 | 18.4 | -1.25 | 40.90 | 139 | 8 | 32 | |||
| 5 Nov | 302.30 | 19.65 | 0.85 | 37.91 | 42 | 6 | 19 | |||
| 4 Nov | 300.15 | 18.8 | -3.85 | 40.84 | 33 | 12 | 14 | |||
| 1 Nov | 314.05 | 22.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 308.15 | 22.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 306.65 | 22.65 | 0.00 | - | 0 | 2 | 0 | |||
| 29 Oct | 306.05 | 22.65 | -21.15 | - | 2 | 1 | 1 | |||
| 28 Oct | 305.40 | 43.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 300.30 | 43.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 308.00 | 43.8 | 43.80 | - | 0 | 0 | 0 | |||
| 20 Sept | 327.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 336.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 334.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 328.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 331.15 | 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 | |||
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| 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 290 expiring on 28NOV2024
Delta for 290 CE is 0.38
Historical price for 290 CE is as follows
On 21 Nov ABFRL was trading at 284.40. The strike last trading price was 4, which was -6.00 lower than the previous day. The implied volatity was 39.62, the open interest changed by -3 which decreased total open position to 165
On 20 Nov ABFRL was trading at 289.20. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 57.56, the open interest changed by -1 which decreased total open position to 169
On 19 Nov ABFRL was trading at 289.20. The strike last trading price was 10, which was 3.00 higher than the previous day. The implied volatity was 57.56, the open interest changed by 0 which decreased total open position to 169
On 18 Nov ABFRL was trading at 291.55. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 33.09, the open interest changed by -2 which decreased total open position to 169
On 14 Nov ABFRL was trading at 288.70. The strike last trading price was 7, which was 0.50 higher than the previous day. The implied volatity was 31.90, the open interest changed by -4 which decreased total open position to 172
On 13 Nov ABFRL was trading at 290.10. The strike last trading price was 6.5, which was -4.25 lower than the previous day. The implied volatity was 22.88, the open interest changed by -15 which decreased total open position to 179
On 12 Nov ABFRL was trading at 293.85. The strike last trading price was 10.75, which was -1.75 lower than the previous day. The implied volatity was 33.37, the open interest changed by -1 which decreased total open position to 199
On 11 Nov ABFRL was trading at 298.20. The strike last trading price was 12.5, which was -6.50 lower than the previous day. The implied volatity was 27.71, the open interest changed by -4 which decreased total open position to 202
On 8 Nov ABFRL was trading at 297.15. The strike last trading price was 19, which was 4.05 higher than the previous day. The implied volatity was 56.89, the open interest changed by -21 which decreased total open position to 207
On 7 Nov ABFRL was trading at 296.75. The strike last trading price was 14.95, which was -3.45 lower than the previous day. The implied volatity was 36.80, the open interest changed by 195 which increased total open position to 227
On 6 Nov ABFRL was trading at 300.20. The strike last trading price was 18.4, which was -1.25 lower than the previous day. The implied volatity was 40.90, the open interest changed by 8 which increased total open position to 32
On 5 Nov ABFRL was trading at 302.30. The strike last trading price was 19.65, which was 0.85 higher than the previous day. The implied volatity was 37.91, the open interest changed by 6 which increased total open position to 19
On 4 Nov ABFRL was trading at 300.15. The strike last trading price was 18.8, which was -3.85 lower than the previous day. The implied volatity was 40.84, the open interest changed by 12 which increased total open position to 14
On 1 Nov ABFRL was trading at 314.05. The strike last trading price was 22.65, 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 31 Oct ABFRL was trading at 308.15. The strike last trading price was 22.65, 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 22.65, 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 22.65, which was -21.15 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 43.8, 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 43.8, 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 43.8, which was 43.80 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 19 Sept ABFRL was trading at 336.55. 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 18 Sept ABFRL was trading at 334.65. 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 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 16 Sept ABFRL was trading at 331.15. 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 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 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.15
Theta: -0.29
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 284.40 | 8.2 | 1.70 | 32.56 | 37 | -19 | 240 |
| 20 Nov | 289.20 | 6.5 | 0.00 | 34.68 | 30 | -30 | 260 |
| 19 Nov | 289.20 | 6.5 | 2.50 | 34.68 | 30 | -29 | 260 |
| 18 Nov | 291.55 | 4 | -2.50 | 23.90 | 14 | -13 | 290 |
| 14 Nov | 288.70 | 6.5 | 1.00 | 27.95 | 17 | -14 | 306 |
| 13 Nov | 290.10 | 5.5 | 0.50 | 26.65 | 28 | -24 | 321 |
| 12 Nov | 293.85 | 5 | 1.55 | 29.66 | 8 | -6 | 347 |
| 11 Nov | 298.20 | 3.45 | -1.65 | 28.16 | 17 | -16 | 354 |
| 8 Nov | 297.15 | 5.1 | -3.00 | 29.45 | 231 | -226 | 375 |
| 7 Nov | 296.75 | 8.1 | 0.60 | 42.09 | 3,298 | 250 | 604 |
| 6 Nov | 300.20 | 7.5 | 1.60 | 43.12 | 1,266 | 125 | 354 |
| 5 Nov | 302.30 | 5.9 | -1.25 | 39.33 | 232 | 32 | 226 |
| 4 Nov | 300.15 | 7.15 | 3.65 | 39.94 | 550 | 101 | 194 |
| 1 Nov | 314.05 | 3.5 | -0.90 | 38.22 | 23 | 7 | 93 |
| 31 Oct | 308.15 | 4.4 | 0.25 | - | 161 | 12 | 86 |
| 30 Oct | 306.65 | 4.15 | 0.25 | - | 106 | 18 | 74 |
| 29 Oct | 306.05 | 3.9 | -1.20 | - | 57 | 12 | 55 |
| 28 Oct | 305.40 | 5.1 | -2.30 | - | 20 | 12 | 42 |
| 25 Oct | 300.30 | 7.4 | 2.70 | - | 37 | 24 | 30 |
| 24 Oct | 308.00 | 4.7 | -10.25 | - | 9 | 4 | 4 |
| 20 Sept | 327.75 | 14.95 | 14.95 | - | 0 | 0 | 0 |
| 19 Sept | 336.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 334.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 328.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 331.15 | 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 290 expiring on 28NOV2024
Delta for 290 PE is -0.65
Historical price for 290 PE is as follows
On 21 Nov ABFRL was trading at 284.40. The strike last trading price was 8.2, which was 1.70 higher than the previous day. The implied volatity was 32.56, the open interest changed by -19 which decreased total open position to 240
On 20 Nov ABFRL was trading at 289.20. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 34.68, the open interest changed by -30 which decreased total open position to 260
On 19 Nov ABFRL was trading at 289.20. The strike last trading price was 6.5, which was 2.50 higher than the previous day. The implied volatity was 34.68, the open interest changed by -29 which decreased total open position to 260
On 18 Nov ABFRL was trading at 291.55. The strike last trading price was 4, which was -2.50 lower than the previous day. The implied volatity was 23.90, the open interest changed by -13 which decreased total open position to 290
On 14 Nov ABFRL was trading at 288.70. The strike last trading price was 6.5, which was 1.00 higher than the previous day. The implied volatity was 27.95, the open interest changed by -14 which decreased total open position to 306
On 13 Nov ABFRL was trading at 290.10. The strike last trading price was 5.5, which was 0.50 higher than the previous day. The implied volatity was 26.65, the open interest changed by -24 which decreased total open position to 321
On 12 Nov ABFRL was trading at 293.85. The strike last trading price was 5, which was 1.55 higher than the previous day. The implied volatity was 29.66, the open interest changed by -6 which decreased total open position to 347
On 11 Nov ABFRL was trading at 298.20. The strike last trading price was 3.45, which was -1.65 lower than the previous day. The implied volatity was 28.16, the open interest changed by -16 which decreased total open position to 354
On 8 Nov ABFRL was trading at 297.15. The strike last trading price was 5.1, which was -3.00 lower than the previous day. The implied volatity was 29.45, the open interest changed by -226 which decreased total open position to 375
On 7 Nov ABFRL was trading at 296.75. The strike last trading price was 8.1, which was 0.60 higher than the previous day. The implied volatity was 42.09, the open interest changed by 250 which increased total open position to 604
On 6 Nov ABFRL was trading at 300.20. The strike last trading price was 7.5, which was 1.60 higher than the previous day. The implied volatity was 43.12, the open interest changed by 125 which increased total open position to 354
On 5 Nov ABFRL was trading at 302.30. The strike last trading price was 5.9, which was -1.25 lower than the previous day. The implied volatity was 39.33, the open interest changed by 32 which increased total open position to 226
On 4 Nov ABFRL was trading at 300.15. The strike last trading price was 7.15, which was 3.65 higher than the previous day. The implied volatity was 39.94, the open interest changed by 101 which increased total open position to 194
On 1 Nov ABFRL was trading at 314.05. The strike last trading price was 3.5, which was -0.90 lower than the previous day. The implied volatity was 38.22, the open interest changed by 7 which increased total open position to 93
On 31 Oct ABFRL was trading at 308.15. The strike last trading price was 4.4, which was 0.25 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 4.15, which was 0.25 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 3.9, which was -1.20 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 5.1, which was -2.30 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 7.4, which was 2.70 higher 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 4.7, which was -10.25 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 14.95, which was 14.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept ABFRL was trading at 336.55. 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 18 Sept ABFRL was trading at 334.65. 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 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 16 Sept ABFRL was trading at 331.15. 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 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
