ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
20 Dec 2024 04:11 PM IST
| ABFRL 26DEC2024 295 CE | ||||||||||
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Delta: 0.13
Vega: 0.07
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 282.20 | 0.65 | -2.30 | 29.11 | 734 | 73 | 330 | |||
| 19 Dec | 290.30 | 2.95 | -1.60 | 28.57 | 578 | 124 | 257 | |||
| 18 Dec | 292.70 | 4.55 | -1.65 | 31.98 | 663 | 88 | 136 | |||
| 17 Dec | 295.15 | 6.2 | -3.30 | 32.30 | 131 | -2 | 48 | |||
| 16 Dec | 300.20 | 9.5 | -1.95 | 31.44 | 18 | 7 | 49 | |||
| 13 Dec | 301.35 | 11.45 | -1.70 | 30.58 | 65 | 4 | 41 | |||
| 12 Dec | 304.30 | 13.15 | -5.10 | 29.73 | 17 | 4 | 36 | |||
| 11 Dec | 309.55 | 18.25 | -3.30 | 34.42 | 4 | 1 | 32 | |||
| 10 Dec | 310.10 | 21.55 | 4.20 | 37.55 | 24 | -1 | 32 | |||
| 9 Dec | 308.30 | 17.35 | 0.40 | 30.11 | 49 | 13 | 32 | |||
| 6 Dec | 307.20 | 16.95 | -2.65 | 30.99 | 36 | 8 | 20 | |||
| 5 Dec | 307.45 | 19.6 | -2.75 | 37.45 | 1 | 0 | 11 | |||
| 4 Dec | 312.25 | 22.35 | -3.35 | 35.01 | 7 | 0 | 8 | |||
| 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 | |||
| 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 0.13
Historical price for 295 CE is as follows
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 0.65, which was -2.30 lower than the previous day. The implied volatity was 29.11, the open interest changed by 73 which increased total open position to 330
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 2.95, which was -1.60 lower than the previous day. The implied volatity was 28.57, the open interest changed by 124 which increased total open position to 257
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 4.55, which was -1.65 lower than the previous day. The implied volatity was 31.98, the open interest changed by 88 which increased total open position to 136
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 6.2, which was -3.30 lower than the previous day. The implied volatity was 32.30, the open interest changed by -2 which decreased total open position to 48
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 9.5, which was -1.95 lower than the previous day. The implied volatity was 31.44, the open interest changed by 7 which increased total open position to 49
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 11.45, which was -1.70 lower than the previous day. The implied volatity was 30.58, the open interest changed by 4 which increased total open position to 41
On 12 Dec ABFRL was trading at 304.30. The strike last trading price was 13.15, which was -5.10 lower than the previous day. The implied volatity was 29.73, the open interest changed by 4 which increased total open position to 36
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 18.25, which was -3.30 lower than the previous day. The implied volatity was 34.42, the open interest changed by 1 which increased total open position to 32
On 10 Dec ABFRL was trading at 310.10. The strike last trading price was 21.55, which was 4.20 higher than the previous day. The implied volatity was 37.55, the open interest changed by -1 which decreased total open position to 32
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 17.35, which was 0.40 higher than the previous day. The implied volatity was 30.11, the open interest changed by 13 which increased total open position to 32
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 16.95, which was -2.65 lower than the previous day. The implied volatity was 30.99, the open interest changed by 8 which increased total open position to 20
On 5 Dec ABFRL was trading at 307.45. The strike last trading price was 19.6, which was -2.75 lower than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 11
On 4 Dec ABFRL was trading at 312.25. The strike last trading price was 22.35, which was -3.35 lower than the previous day. The implied volatity was 35.01, the open interest changed by 0 which decreased total open position to 8
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 282.20 | 11.95 | 5.50 | - | 168 | -15 | 94 |
| 19 Dec | 290.30 | 6.45 | 0.25 | 26.37 | 152 | -41 | 111 |
| 18 Dec | 292.70 | 6.2 | 1.10 | 29.32 | 308 | -28 | 153 |
| 17 Dec | 295.15 | 5.1 | 1.95 | 28.92 | 306 | -89 | 179 |
| 16 Dec | 300.20 | 3.15 | 0.40 | 28.44 | 212 | 23 | 267 |
| 13 Dec | 301.35 | 2.75 | -0.20 | 26.04 | 378 | 71 | 244 |
| 12 Dec | 304.30 | 2.95 | 0.70 | 29.37 | 112 | 17 | 177 |
| 11 Dec | 309.55 | 2.25 | -0.10 | 31.16 | 92 | 22 | 158 |
| 10 Dec | 310.10 | 2.35 | -0.45 | 34.18 | 158 | 11 | 137 |
| 9 Dec | 308.30 | 2.8 | -0.90 | 31.48 | 180 | 9 | 122 |
| 6 Dec | 307.20 | 3.7 | 0.30 | 31.48 | 220 | -5 | 114 |
| 5 Dec | 307.45 | 3.4 | 0.70 | 30.77 | 84 | 21 | 116 |
| 4 Dec | 312.25 | 2.7 | 0.60 | 31.04 | 76 | -2 | 95 |
| 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 -
Historical price for 295 PE is as follows
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 11.95, which was 5.50 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 94
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 6.45, which was 0.25 higher than the previous day. The implied volatity was 26.37, the open interest changed by -41 which decreased total open position to 111
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 6.2, which was 1.10 higher than the previous day. The implied volatity was 29.32, the open interest changed by -28 which decreased total open position to 153
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 5.1, which was 1.95 higher than the previous day. The implied volatity was 28.92, the open interest changed by -89 which decreased total open position to 179
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 3.15, which was 0.40 higher than the previous day. The implied volatity was 28.44, the open interest changed by 23 which increased total open position to 267
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 2.75, which was -0.20 lower than the previous day. The implied volatity was 26.04, the open interest changed by 71 which increased total open position to 244
On 12 Dec ABFRL was trading at 304.30. The strike last trading price was 2.95, which was 0.70 higher than the previous day. The implied volatity was 29.37, the open interest changed by 17 which increased total open position to 177
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 2.25, which was -0.10 lower than the previous day. The implied volatity was 31.16, the open interest changed by 22 which increased total open position to 158
On 10 Dec ABFRL was trading at 310.10. The strike last trading price was 2.35, which was -0.45 lower than the previous day. The implied volatity was 34.18, the open interest changed by 11 which increased total open position to 137
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 2.8, which was -0.90 lower than the previous day. The implied volatity was 31.48, the open interest changed by 9 which increased total open position to 122
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 3.7, which was 0.30 higher than the previous day. The implied volatity was 31.48, the open interest changed by -5 which decreased total open position to 114
On 5 Dec ABFRL was trading at 307.45. The strike last trading price was 3.4, which was 0.70 higher than the previous day. The implied volatity was 30.77, the open interest changed by 21 which increased total open position to 116
On 4 Dec ABFRL was trading at 312.25. The strike last trading price was 2.7, which was 0.60 higher than the previous day. The implied volatity was 31.04, the open interest changed by -2 which decreased total open position to 95
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
