ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
03 Dec 2024 04:11 PM IST
| ABFRL 26DEC2024 295 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.20
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 316.30 | 25.7 | -5.60 | 32.64 | 6 | -1 | 7 | |||
| 2 Dec | 322.20 | 31.3 | 9.15 | 37.38 | 7 | 2 | 8 | |||
| 29 Nov | 313.75 | 22.15 | -7.90 | 24.27 | 10 | 5 | 5 | |||
| 28 Nov | 315.70 | 30.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 308.90 | 30.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 307.45 | 30.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 298.65 | 30.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 288.55 | 30.05 | 0.00 | 1.87 | 0 | 0 | 0 | |||
| 20 Nov | 289.20 | 30.05 | 0.00 | 0.69 | 0 | 0 | 0 | |||
| 19 Nov | 289.20 | 30.05 | 0.00 | 0.69 | 0 | 0 | 0 | |||
| 13 Nov | 290.10 | 30.05 | 0.00 | 0.65 | 0 | 0 | 0 | |||
| 11 Nov | 298.20 | 30.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 296.75 | 30.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 300.20 | 30.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 302.30 | 30.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 300.15 | 30.05 | 30.05 | - | 0 | 0 | 0 | |||
| 1 Nov | 314.05 | 0 | - | 0 | 0 | 0 | ||||
For Aditya Birla Fashion & Rt - strike price 295 expiring on 26DEC2024
Delta for 295 CE is 0.84
Historical price for 295 CE is as follows
On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 25.7, which was -5.60 lower than the previous day. The implied volatity was 32.64, the open interest changed by -1 which decreased total open position to 7
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 31.3, which was 9.15 higher than the previous day. The implied volatity was 37.38, the open interest changed by 2 which increased total open position to 8
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 22.15, which was -7.90 lower than the previous day. The implied volatity was 24.27, the open interest changed by 5 which increased total open position to 5
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 30.05, 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 30.05, 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 30.05, 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 30.05, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 1.87, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 0.69, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 0.69, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 0.65, 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 30.05, 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 30.05, 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 30.05, 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 30.05, 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 30.05, which was 30.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov ABFRL was trading at 314.05. 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 26DEC2024 295 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.19
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 316.30 | 2.1 | 0.55 | 31.37 | 214 | -4 | 95 |
| 2 Dec | 322.20 | 1.55 | -1.20 | 31.72 | 137 | 9 | 100 |
| 29 Nov | 313.75 | 2.75 | 0.05 | 29.76 | 93 | 15 | 92 |
| 28 Nov | 315.70 | 2.7 | -0.90 | 31.14 | 135 | 16 | 77 |
| 27 Nov | 308.90 | 3.6 | -1.25 | 28.88 | 22 | 4 | 61 |
| 26 Nov | 307.45 | 4.85 | -1.60 | 31.27 | 52 | 27 | 47 |
| 25 Nov | 298.65 | 6.45 | -7.15 | 29.87 | 39 | 17 | 17 |
| 22 Nov | 288.55 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 289.20 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 289.20 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 290.10 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 298.20 | 13.6 | 0.00 | 1.97 | 0 | 0 | 0 |
| 7 Nov | 296.75 | 13.6 | 0.00 | 1.75 | 0 | 0 | 0 |
| 6 Nov | 300.20 | 13.6 | 0.00 | 2.46 | 0 | 0 | 0 |
| 5 Nov | 302.30 | 13.6 | 0.00 | 3.13 | 0 | 0 | 0 |
| 4 Nov | 300.15 | 13.6 | 13.60 | 2.39 | 0 | 0 | 0 |
| 1 Nov | 314.05 | 0 | 5.31 | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 295 expiring on 26DEC2024
Delta for 295 PE is -0.16
Historical price for 295 PE is as follows
On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 2.1, which was 0.55 higher than the previous day. The implied volatity was 31.37, the open interest changed by -4 which decreased total open position to 95
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 1.55, which was -1.20 lower than the previous day. The implied volatity was 31.72, the open interest changed by 9 which increased total open position to 100
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was 29.76, the open interest changed by 15 which increased total open position to 92
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 2.7, which was -0.90 lower than the previous day. The implied volatity was 31.14, the open interest changed by 16 which increased total open position to 77
On 27 Nov ABFRL was trading at 308.90. The strike last trading price was 3.6, which was -1.25 lower than the previous day. The implied volatity was 28.88, the open interest changed by 4 which increased total open position to 61
On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 4.85, which was -1.60 lower than the previous day. The implied volatity was 31.27, the open interest changed by 27 which increased total open position to 47
On 25 Nov ABFRL was trading at 298.65. The strike last trading price was 6.45, which was -7.15 lower than the previous day. The implied volatity was 29.87, the open interest changed by 17 which increased total open position to 17
On 22 Nov ABFRL was trading at 288.55. The strike last trading price was 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 7 Nov ABFRL was trading at 296.75. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 13.6, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 13.6, which was 0.00 lower than the previous day. The implied volatity was 3.13, 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 13.6, which was 13.60 higher than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 1 Nov ABFRL was trading at 314.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
