ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
27 Dec 2024 04:11 PM IST
| ABFRL 30JAN2025 290 CE | ||||||||||
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Delta: 0.41
Vega: 0.33
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 282.00 | 6.25 | -0.85 | 25.57 | 367 | 150 | 275 | |||
| 26 Dec | 282.30 | 7.1 | -0.10 | 27.80 | 193 | 75 | 125 | |||
| 24 Dec | 282.85 | 7.2 | 0.65 | 26.11 | 49 | 13 | 50 | |||
| 23 Dec | 282.20 | 6.55 | -2.65 | 23.50 | 42 | 23 | 36 | |||
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| 20 Dec | 282.20 | 9.2 | -5.25 | 30.05 | 18 | 7 | 13 | |||
| 19 Dec | 290.30 | 14.45 | -0.55 | 31.67 | 3 | 2 | 5 | |||
| 18 Dec | 292.70 | 15 | -24.50 | 30.21 | 4 | 3 | 3 | |||
| 17 Dec | 295.15 | 39.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 300.20 | 39.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 301.35 | 39.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 309.55 | 39.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 310.10 | 39.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 308.30 | 39.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 313.75 | 39.5 | 39.50 | - | 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 | 0.19 | 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 290 expiring on 30JAN2025
Delta for 290 CE is 0.41
Historical price for 290 CE is as follows
On 27 Dec ABFRL was trading at 282.00. The strike last trading price was 6.25, which was -0.85 lower than the previous day. The implied volatity was 25.57, the open interest changed by 150 which increased total open position to 275
On 26 Dec ABFRL was trading at 282.30. The strike last trading price was 7.1, which was -0.10 lower than the previous day. The implied volatity was 27.80, the open interest changed by 75 which increased total open position to 125
On 24 Dec ABFRL was trading at 282.85. The strike last trading price was 7.2, which was 0.65 higher than the previous day. The implied volatity was 26.11, the open interest changed by 13 which increased total open position to 50
On 23 Dec ABFRL was trading at 282.20. The strike last trading price was 6.55, which was -2.65 lower than the previous day. The implied volatity was 23.50, the open interest changed by 23 which increased total open position to 36
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 9.2, which was -5.25 lower than the previous day. The implied volatity was 30.05, the open interest changed by 7 which increased total open position to 13
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 14.45, which was -0.55 lower than the previous day. The implied volatity was 31.67, the open interest changed by 2 which increased total open position to 5
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 15, which was -24.50 lower than the previous day. The implied volatity was 30.21, the open interest changed by 3 which increased total open position to 3
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 39.5, 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 16 Dec ABFRL was trading at 300.20. The strike last trading price was 39.5, 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 Dec ABFRL was trading at 301.35. The strike last trading price was 39.5, 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 Dec ABFRL was trading at 309.55. The strike last trading price was 39.5, 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 10 Dec ABFRL was trading at 310.10. The strike last trading price was 39.5, 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 9 Dec ABFRL was trading at 308.30. The strike last trading price was 39.5, 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 39.5, which was 39.50 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 0.19, 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 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.33
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 282.00 | 11.85 | 0.10 | 24.94 | 112 | 24 | 124 |
| 26 Dec | 282.30 | 11.75 | 0.25 | 24.17 | 57 | 34 | 98 |
| 24 Dec | 282.85 | 11.5 | -0.45 | 24.48 | 21 | 16 | 63 |
| 23 Dec | 282.20 | 11.95 | -1.90 | 25.86 | 32 | 10 | 43 |
| 20 Dec | 282.20 | 13.85 | 3.00 | 29.76 | 25 | 6 | 34 |
| 19 Dec | 290.30 | 10.85 | 1.85 | 32.56 | 11 | 4 | 26 |
| 18 Dec | 292.70 | 9 | 1.30 | 29.30 | 11 | 7 | 22 |
| 17 Dec | 295.15 | 7.7 | 1.30 | 28.18 | 8 | 5 | 14 |
| 16 Dec | 300.20 | 6.4 | 0.45 | 29.18 | 2 | 1 | 9 |
| 13 Dec | 301.35 | 5.95 | 1.20 | 28.64 | 25 | 0 | 8 |
| 11 Dec | 309.55 | 4.75 | -1.60 | 30.55 | 1 | 0 | 9 |
| 10 Dec | 310.10 | 6.35 | 1.40 | 36.43 | 4 | 2 | 8 |
| 9 Dec | 308.30 | 4.95 | -11.20 | 29.74 | 20 | 4 | 6 |
| 29 Nov | 313.75 | 16.15 | 0.00 | 6.68 | 0 | 0 | 0 |
| 28 Nov | 315.70 | 16.15 | 0.00 | 7.17 | 0 | 0 | 0 |
| 27 Nov | 308.90 | 16.15 | 0.00 | 5.73 | 0 | 0 | 0 |
| 26 Nov | 307.45 | 16.15 | 0.00 | 5.37 | 0 | 0 | 0 |
| 25 Nov | 298.65 | 16.15 | 16.15 | 3.94 | 0 | 0 | 0 |
| 22 Nov | 288.55 | 0 | 0.00 | 1.21 | 0 | 0 | 0 |
| 21 Nov | 284.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 289.20 | 0 | 0.00 | 1.55 | 0 | 0 | 0 |
| 19 Nov | 289.20 | 0 | 0.00 | 1.55 | 0 | 0 | 0 |
| 18 Nov | 291.55 | 0 | 0.00 | 1.76 | 0 | 0 | 0 |
| 14 Nov | 288.70 | 0 | 0.00 | 1.44 | 0 | 0 | 0 |
| 13 Nov | 290.10 | 0 | 0.00 | 1.57 | 0 | 0 | 0 |
| 12 Nov | 293.85 | 0 | 0.00 | 2.40 | 0 | 0 | 0 |
| 11 Nov | 298.20 | 0 | 0.00 | 3.08 | 0 | 0 | 0 |
| 8 Nov | 297.15 | 0 | 0.00 | 4.06 | 0 | 0 | 0 |
| 7 Nov | 296.75 | 0 | 0.00 | 2.96 | 0 | 0 | 0 |
| 6 Nov | 300.20 | 0 | 0.00 | 3.71 | 0 | 0 | 0 |
| 5 Nov | 302.30 | 0 | 0.00 | 4.10 | 0 | 0 | 0 |
| 4 Nov | 300.15 | 0 | 3.79 | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 290 expiring on 30JAN2025
Delta for 290 PE is -0.59
Historical price for 290 PE is as follows
On 27 Dec ABFRL was trading at 282.00. The strike last trading price was 11.85, which was 0.10 higher than the previous day. The implied volatity was 24.94, the open interest changed by 24 which increased total open position to 124
On 26 Dec ABFRL was trading at 282.30. The strike last trading price was 11.75, which was 0.25 higher than the previous day. The implied volatity was 24.17, the open interest changed by 34 which increased total open position to 98
On 24 Dec ABFRL was trading at 282.85. The strike last trading price was 11.5, which was -0.45 lower than the previous day. The implied volatity was 24.48, the open interest changed by 16 which increased total open position to 63
On 23 Dec ABFRL was trading at 282.20. The strike last trading price was 11.95, which was -1.90 lower than the previous day. The implied volatity was 25.86, the open interest changed by 10 which increased total open position to 43
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 13.85, which was 3.00 higher than the previous day. The implied volatity was 29.76, the open interest changed by 6 which increased total open position to 34
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 10.85, which was 1.85 higher than the previous day. The implied volatity was 32.56, the open interest changed by 4 which increased total open position to 26
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 9, which was 1.30 higher than the previous day. The implied volatity was 29.30, the open interest changed by 7 which increased total open position to 22
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 7.7, which was 1.30 higher than the previous day. The implied volatity was 28.18, the open interest changed by 5 which increased total open position to 14
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 6.4, which was 0.45 higher than the previous day. The implied volatity was 29.18, the open interest changed by 1 which increased total open position to 9
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 5.95, which was 1.20 higher than the previous day. The implied volatity was 28.64, the open interest changed by 0 which decreased total open position to 8
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 4.75, which was -1.60 lower than the previous day. The implied volatity was 30.55, the open interest changed by 0 which decreased total open position to 9
On 10 Dec ABFRL was trading at 310.10. The strike last trading price was 6.35, which was 1.40 higher than the previous day. The implied volatity was 36.43, the open interest changed by 2 which increased total open position to 8
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 4.95, which was -11.20 lower than the previous day. The implied volatity was 29.74, the open interest changed by 4 which increased total open position to 6
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 16.15, which was 0.00 lower than the previous day. The implied volatity was 6.68, 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 16.15, which was 0.00 lower than the previous day. The implied volatity was 7.17, 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 16.15, which was 0.00 lower than the previous day. The implied volatity was 5.73, 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 16.15, which was 0.00 lower than the previous day. The implied volatity was 5.37, 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 16.15, which was 16.15 higher than the previous day. The implied volatity was 3.94, 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 1.21, 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 1.55, 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 1.55, 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 1.76, 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 1.44, 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 1.57, 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 2.40, 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 3.08, 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 4.06, 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 2.96, 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 3.71, 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 4.10, 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 3.79, the open interest changed by 0 which decreased total open position to 0
