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[--[65.84.65.76]--]
ABFRL
Aditya Birla Fashion & Rt

316.3 -5.90 (-1.83%)

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Historical option data for ABFRL

03 Dec 2024 04:11 PM IST
ABFRL 26DEC2024 300 CE
Delta: 0.80
Vega: 0.22
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 316.30 21 -4.75 29.14 73 -1 300
2 Dec 322.20 25.75 7.25 29.95 154 -12 303
29 Nov 313.75 18.5 -3.20 25.68 85 2 316
28 Nov 315.70 21.7 5.10 29.52 444 -51 318
27 Nov 308.90 16.6 1.10 28.09 238 -45 376
26 Nov 307.45 15.5 3.75 27.90 727 73 420
25 Nov 298.65 11.75 -5.25 27.66 978 339 343
22 Nov 288.55 17 0.00 0.00 0 0 4
21 Nov 284.40 17 0.00 0.00 0 0 4
20 Nov 289.20 17 0.00 0.00 0 0 0
19 Nov 289.20 17 0.00 0.00 0 0 0
14 Nov 288.70 17 0.00 0.00 0 0 4
13 Nov 290.10 17 0.00 0.00 0 0 0
12 Nov 293.85 17 0.00 0.00 0 0 4
11 Nov 298.20 17 0.00 0.00 0 -1 0
8 Nov 297.15 17 2.10 41.23 1 0 5
7 Nov 296.75 14.9 -4.60 33.85 10 5 6
6 Nov 300.20 19.5 -38.50 39.74 1 0 0
5 Nov 302.30 58 0.00 - 0 0 0
4 Nov 300.15 58 0.00 - 0 0 0
1 Nov 314.05 58 0.00 - 0 0 0
31 Oct 308.15 58 0.00 - 0 0 0
30 Oct 306.65 58 0.00 - 0 0 0
29 Oct 306.05 58 0.00 - 0 0 0
28 Oct 305.40 58 0.00 - 0 0 0
25 Oct 300.30 58 58.00 - 0 0 0
24 Oct 308.00 0 0.00 - 0 0 0
23 Oct 312.60 0 0.00 - 0 0 0
22 Oct 307.65 0 0.00 - 0 0 0
21 Oct 324.20 0 0.00 - 0 0 0
18 Oct 334.05 0 0.00 - 0 0 0
17 Oct 330.70 0 0.00 - 0 0 0
16 Oct 343.45 0 0.00 - 0 0 0
15 Oct 348.70 0 0.00 - 0 0 0
14 Oct 346.45 0 0.00 - 0 0 0
11 Oct 340.25 0 0.00 - 0 0 0
10 Oct 337.40 0 0.00 - 0 0 0
9 Oct 341.20 0 0.00 - 0 0 0
8 Oct 333.65 0 0.00 - 0 0 0
7 Oct 322.90 0 0.00 - 0 0 0
4 Oct 333.00 0 0.00 - 0 0 0
3 Oct 344.35 0 0.00 - 0 0 0
30 Sept 349.20 0 - 0 0 0


For Aditya Birla Fashion & Rt - strike price 300 expiring on 26DEC2024

Delta for 300 CE is 0.80

Historical price for 300 CE is as follows

On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 21, which was -4.75 lower than the previous day. The implied volatity was 29.14, the open interest changed by -1 which decreased total open position to 300


On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 25.75, which was 7.25 higher than the previous day. The implied volatity was 29.95, the open interest changed by -12 which decreased total open position to 303


On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 18.5, which was -3.20 lower than the previous day. The implied volatity was 25.68, the open interest changed by 2 which increased total open position to 316


On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 21.7, which was 5.10 higher than the previous day. The implied volatity was 29.52, the open interest changed by -51 which decreased total open position to 318


On 27 Nov ABFRL was trading at 308.90. The strike last trading price was 16.6, which was 1.10 higher than the previous day. The implied volatity was 28.09, the open interest changed by -45 which decreased total open position to 376


On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 15.5, which was 3.75 higher than the previous day. The implied volatity was 27.90, the open interest changed by 73 which increased total open position to 420


On 25 Nov ABFRL was trading at 298.65. The strike last trading price was 11.75, which was -5.25 lower than the previous day. The implied volatity was 27.66, the open interest changed by 339 which increased total open position to 343


On 22 Nov ABFRL was trading at 288.55. The strike last trading price was 17, 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 4


On 21 Nov ABFRL was trading at 284.40. The strike last trading price was 17, 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 4


On 20 Nov ABFRL was trading at 289.20. The strike last trading price was 17, 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 19 Nov ABFRL was trading at 289.20. The strike last trading price was 17, 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 14 Nov ABFRL was trading at 288.70. The strike last trading price was 17, 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 4


On 13 Nov ABFRL was trading at 290.10. The strike last trading price was 17, 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 12 Nov ABFRL was trading at 293.85. The strike last trading price was 17, 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 4


On 11 Nov ABFRL was trading at 298.20. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 8 Nov ABFRL was trading at 297.15. The strike last trading price was 17, which was 2.10 higher than the previous day. The implied volatity was 41.23, the open interest changed by 0 which decreased total open position to 5


On 7 Nov ABFRL was trading at 296.75. The strike last trading price was 14.9, which was -4.60 lower than the previous day. The implied volatity was 33.85, the open interest changed by 5 which increased total open position to 6


On 6 Nov ABFRL was trading at 300.20. The strike last trading price was 19.5, which was -38.50 lower than the previous day. The implied volatity was 39.74, 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 58, 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 58, 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 1 Nov ABFRL was trading at 314.05. The strike last trading price was 58, 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 31 Oct ABFRL was trading at 308.15. The strike last trading price was 58, 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 58, 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 58, 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 28 Oct ABFRL was trading at 305.40. The strike last trading price was 58, 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 58, which was 58.00 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 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 23 Oct ABFRL was trading at 312.60. 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 22 Oct ABFRL was trading at 307.65. 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 21 Oct ABFRL was trading at 324.20. 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 which decreased total open position to


On 18 Oct ABFRL was trading at 334.05. 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 17 Oct ABFRL was trading at 330.70. 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 which decreased total open position to


On 16 Oct ABFRL was trading at 343.45. 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 15 Oct ABFRL was trading at 348.70. 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 which decreased total open position to


On 14 Oct ABFRL was trading at 346.45. 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 11 Oct ABFRL was trading at 340.25. 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 Oct ABFRL was trading at 337.40. 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 9 Oct ABFRL was trading at 341.20. 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 which decreased total open position to


On 8 Oct ABFRL was trading at 333.65. 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 7 Oct ABFRL was trading at 322.90. 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 which decreased total open position to


On 4 Oct ABFRL was trading at 333.00. 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 Oct ABFRL was trading at 344.35. 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 30 Sept ABFRL was trading at 349.20. 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 26DEC2024 300 PE
Delta: -0.21
Vega: 0.23
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 316.30 2.95 0.75 30.64 613 -110 488
2 Dec 322.20 2.2 -1.80 31.05 639 23 598
29 Nov 313.75 4 0.70 29.90 396 121 565
28 Nov 315.70 3.3 -1.70 29.11 557 51 445
27 Nov 308.90 5 -1.35 28.67 200 22 393
26 Nov 307.45 6.35 -1.65 30.73 292 105 373
25 Nov 298.65 8 -19.90 28.35 437 257 263
22 Nov 288.55 27.9 0.00 0.00 0 0 0
21 Nov 284.40 27.9 0.00 0.00 0 0 0
20 Nov 289.20 27.9 0.00 0.00 0 0 0
19 Nov 289.20 27.9 0.00 0.00 0 0 0
14 Nov 288.70 27.9 0.00 0.00 0 0 0
13 Nov 290.10 27.9 0.00 0.00 0 0 0
12 Nov 293.85 27.9 0.00 0.00 0 0 0
11 Nov 298.20 27.9 0.00 0.00 0 -20 0
8 Nov 297.15 27.9 12.40 69.93 20 0 26
7 Nov 296.75 15.5 3.50 36.50 58 23 25
6 Nov 300.20 12 0.00 0.00 0 0 0
5 Nov 302.30 12 0.00 0.00 0 0 0
4 Nov 300.15 12 0.00 0.00 0 0 0
1 Nov 314.05 12 0.00 0.00 0 0 0
31 Oct 308.15 12 0.00 - 0 0 0
30 Oct 306.65 12 0.00 - 0 1 0
29 Oct 306.05 12 1.45 - 1 0 1
28 Oct 305.40 10.55 0.00 - 0 0 0
25 Oct 300.30 10.55 0.00 - 0 0 0
24 Oct 308.00 10.55 0.00 - 0 0 0
23 Oct 312.60 10.55 0.00 - 0 0 1
22 Oct 307.65 10.55 10.55 - 1 0 0
21 Oct 324.20 0 0.00 - 0 0 0
18 Oct 334.05 0 0.00 - 0 0 0
17 Oct 330.70 0 0.00 - 0 0 0
16 Oct 343.45 0 0.00 - 0 0 0
15 Oct 348.70 0 0.00 - 0 0 0
14 Oct 346.45 0 0.00 - 0 0 0
11 Oct 340.25 0 0.00 - 0 0 0
10 Oct 337.40 0 0.00 - 0 0 0
9 Oct 341.20 0 0.00 - 0 0 0
8 Oct 333.65 0 0.00 - 0 0 0
7 Oct 322.90 0 0.00 - 0 0 0
4 Oct 333.00 0 0.00 - 0 0 0
3 Oct 344.35 0 0.00 - 0 0 0
30 Sept 349.20 0 - 0 0 0


For Aditya Birla Fashion & Rt - strike price 300 expiring on 26DEC2024

Delta for 300 PE is -0.21

Historical price for 300 PE is as follows

On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 2.95, which was 0.75 higher than the previous day. The implied volatity was 30.64, the open interest changed by -110 which decreased total open position to 488


On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 2.2, which was -1.80 lower than the previous day. The implied volatity was 31.05, the open interest changed by 23 which increased total open position to 598


On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 4, which was 0.70 higher than the previous day. The implied volatity was 29.90, the open interest changed by 121 which increased total open position to 565


On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 3.3, which was -1.70 lower than the previous day. The implied volatity was 29.11, the open interest changed by 51 which increased total open position to 445


On 27 Nov ABFRL was trading at 308.90. The strike last trading price was 5, which was -1.35 lower than the previous day. The implied volatity was 28.67, the open interest changed by 22 which increased total open position to 393


On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 6.35, which was -1.65 lower than the previous day. The implied volatity was 30.73, the open interest changed by 105 which increased total open position to 373


On 25 Nov ABFRL was trading at 298.65. The strike last trading price was 8, which was -19.90 lower than the previous day. The implied volatity was 28.35, the open interest changed by 257 which increased total open position to 263


On 22 Nov ABFRL was trading at 288.55. The strike last trading price was 27.9, 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 21 Nov ABFRL was trading at 284.40. The strike last trading price was 27.9, 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 20 Nov ABFRL was trading at 289.20. The strike last trading price was 27.9, 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 19 Nov ABFRL was trading at 289.20. The strike last trading price was 27.9, 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 14 Nov ABFRL was trading at 288.70. The strike last trading price was 27.9, 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 13 Nov ABFRL was trading at 290.10. The strike last trading price was 27.9, 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 12 Nov ABFRL was trading at 293.85. The strike last trading price was 27.9, 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 Nov ABFRL was trading at 298.20. The strike last trading price was 27.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -20 which decreased total open position to 0


On 8 Nov ABFRL was trading at 297.15. The strike last trading price was 27.9, which was 12.40 higher than the previous day. The implied volatity was 69.93, the open interest changed by 0 which decreased total open position to 26


On 7 Nov ABFRL was trading at 296.75. The strike last trading price was 15.5, which was 3.50 higher than the previous day. The implied volatity was 36.50, the open interest changed by 23 which increased total open position to 25


On 6 Nov ABFRL was trading at 300.20. The strike last trading price was 12, 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 Nov ABFRL was trading at 302.30. The strike last trading price was 12, 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 Nov ABFRL was trading at 300.15. The strike last trading price was 12, 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 1 Nov ABFRL was trading at 314.05. The strike last trading price was 12, 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 12, 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 12, 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 12, which was 1.45 higher 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 10.55, 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 10.55, 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 10.55, 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 23 Oct ABFRL was trading at 312.60. The strike last trading price was 10.55, 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 22 Oct ABFRL was trading at 307.65. The strike last trading price was 10.55, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ABFRL was trading at 324.20. 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 which decreased total open position to


On 18 Oct ABFRL was trading at 334.05. 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 17 Oct ABFRL was trading at 330.70. 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 which decreased total open position to


On 16 Oct ABFRL was trading at 343.45. 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 15 Oct ABFRL was trading at 348.70. 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 which decreased total open position to


On 14 Oct ABFRL was trading at 346.45. 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 11 Oct ABFRL was trading at 340.25. 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 Oct ABFRL was trading at 337.40. 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 9 Oct ABFRL was trading at 341.20. 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 which decreased total open position to


On 8 Oct ABFRL was trading at 333.65. 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 7 Oct ABFRL was trading at 322.90. 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 which decreased total open position to


On 4 Oct ABFRL was trading at 333.00. 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 Oct ABFRL was trading at 344.35. 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 30 Sept ABFRL was trading at 349.20. 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