ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
20 Dec 2024 04:11 PM IST
| ABFRL 26DEC2024 305 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.04
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 282.20 | 0.3 | -0.75 | 36.77 | 415 | -46 | 213 | |||
| 19 Dec | 290.30 | 1.05 | -0.75 | 32.51 | 244 | -46 | 259 | |||
| 18 Dec | 292.70 | 1.8 | -0.65 | 34.09 | 365 | 88 | 311 | |||
| 17 Dec | 295.15 | 2.45 | -1.75 | 32.25 | 503 | 8 | 221 | |||
| 16 Dec | 300.20 | 4.2 | -1.35 | 30.36 | 329 | 6 | 212 | |||
| 13 Dec | 301.35 | 5.55 | -1.80 | 28.85 | 675 | 40 | 207 | |||
| 12 Dec | 304.30 | 7.35 | -3.50 | 30.60 | 185 | 25 | 168 | |||
| 11 Dec | 309.55 | 10.85 | -2.80 | 31.58 | 28 | 5 | 142 | |||
| 10 Dec | 310.10 | 13.65 | 2.55 | 33.66 | 296 | -11 | 137 | |||
| 9 Dec | 308.30 | 11.1 | 0.65 | 32.06 | 310 | 10 | 150 | |||
| 6 Dec | 307.20 | 10.45 | -1.00 | 30.32 | 1,308 | 72 | 142 | |||
| 5 Dec | 307.45 | 11.45 | -2.90 | 30.56 | 85 | 21 | 66 | |||
| 4 Dec | 312.25 | 14.35 | -3.05 | 30.79 | 53 | 15 | 43 | |||
| 3 Dec | 316.30 | 17.4 | -5.45 | 29.58 | 15 | 2 | 28 | |||
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| 2 Dec | 322.20 | 22.85 | 7.35 | 34.40 | 53 | 8 | 26 | |||
| 29 Nov | 313.75 | 15.5 | -2.50 | 27.57 | 3 | 1 | 19 | |||
| 28 Nov | 315.70 | 18 | 4.60 | 29.11 | 7 | -4 | 18 | |||
| 27 Nov | 308.90 | 13.4 | 1.15 | 27.94 | 25 | -5 | 22 | |||
| 26 Nov | 307.45 | 12.25 | 3.65 | 27.19 | 85 | 13 | 26 | |||
| 25 Nov | 298.65 | 8.6 | -16.00 | 26.08 | 16 | 11 | 11 | |||
| 20 Nov | 289.20 | 24.6 | 0.00 | 3.78 | 0 | 0 | 0 | |||
| 19 Nov | 289.20 | 24.6 | 0.00 | 3.78 | 0 | 0 | 0 | |||
| 13 Nov | 290.10 | 24.6 | 0.00 | 3.46 | 0 | 0 | 0 | |||
| 11 Nov | 298.20 | 24.6 | 0.00 | 1.26 | 0 | 0 | 0 | |||
| 6 Nov | 300.20 | 24.6 | 0.00 | 0.42 | 0 | 0 | 0 | |||
| 5 Nov | 302.30 | 24.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 300.15 | 24.6 | 24.60 | 0.40 | 0 | 0 | 0 | |||
| 1 Nov | 314.05 | 0 | - | 0 | 0 | 0 | ||||
For Aditya Birla Fashion & Rt - strike price 305 expiring on 26DEC2024
Delta for 305 CE is 0.05
Historical price for 305 CE is as follows
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 0.3, which was -0.75 lower than the previous day. The implied volatity was 36.77, the open interest changed by -46 which decreased total open position to 213
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 32.51, the open interest changed by -46 which decreased total open position to 259
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 34.09, the open interest changed by 88 which increased total open position to 311
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 2.45, which was -1.75 lower than the previous day. The implied volatity was 32.25, the open interest changed by 8 which increased total open position to 221
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 4.2, which was -1.35 lower than the previous day. The implied volatity was 30.36, the open interest changed by 6 which increased total open position to 212
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 5.55, which was -1.80 lower than the previous day. The implied volatity was 28.85, the open interest changed by 40 which increased total open position to 207
On 12 Dec ABFRL was trading at 304.30. The strike last trading price was 7.35, which was -3.50 lower than the previous day. The implied volatity was 30.60, the open interest changed by 25 which increased total open position to 168
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 10.85, which was -2.80 lower than the previous day. The implied volatity was 31.58, the open interest changed by 5 which increased total open position to 142
On 10 Dec ABFRL was trading at 310.10. The strike last trading price was 13.65, which was 2.55 higher than the previous day. The implied volatity was 33.66, the open interest changed by -11 which decreased total open position to 137
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 11.1, which was 0.65 higher than the previous day. The implied volatity was 32.06, the open interest changed by 10 which increased total open position to 150
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 10.45, which was -1.00 lower than the previous day. The implied volatity was 30.32, the open interest changed by 72 which increased total open position to 142
On 5 Dec ABFRL was trading at 307.45. The strike last trading price was 11.45, which was -2.90 lower than the previous day. The implied volatity was 30.56, the open interest changed by 21 which increased total open position to 66
On 4 Dec ABFRL was trading at 312.25. The strike last trading price was 14.35, which was -3.05 lower than the previous day. The implied volatity was 30.79, the open interest changed by 15 which increased total open position to 43
On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 17.4, which was -5.45 lower than the previous day. The implied volatity was 29.58, the open interest changed by 2 which increased total open position to 28
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 22.85, which was 7.35 higher than the previous day. The implied volatity was 34.40, the open interest changed by 8 which increased total open position to 26
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 15.5, which was -2.50 lower than the previous day. The implied volatity was 27.57, the open interest changed by 1 which increased total open position to 19
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 18, which was 4.60 higher than the previous day. The implied volatity was 29.11, the open interest changed by -4 which decreased total open position to 18
On 27 Nov ABFRL was trading at 308.90. The strike last trading price was 13.4, which was 1.15 higher than the previous day. The implied volatity was 27.94, the open interest changed by -5 which decreased total open position to 22
On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 12.25, which was 3.65 higher than the previous day. The implied volatity was 27.19, the open interest changed by 13 which increased total open position to 26
On 25 Nov ABFRL was trading at 298.65. The strike last trading price was 8.6, which was -16.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 11 which increased total open position to 11
On 20 Nov ABFRL was trading at 289.20. The strike last trading price was 24.6, which was 0.00 lower than the previous day. The implied volatity was 3.78, 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 24.6, which was 0.00 lower than the previous day. The implied volatity was 3.78, 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 24.6, which was 0.00 lower than the previous day. The implied volatity was 3.46, 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 24.6, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 24.6, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 24.6, 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 4 Nov ABFRL was trading at 300.15. The strike last trading price was 24.6, which was 24.60 higher than the previous day. The implied volatity was 0.40, 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 305 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 | 18.4 | 2.80 | - | 40 | -1 | 132 |
| 19 Dec | 290.30 | 15.6 | 2.25 | 39.44 | 33 | -11 | 133 |
| 18 Dec | 292.70 | 13.35 | 2.50 | 29.72 | 95 | -22 | 145 |
| 17 Dec | 295.15 | 10.85 | 2.95 | 24.69 | 134 | 11 | 169 |
| 16 Dec | 300.20 | 7.9 | 0.90 | 27.93 | 44 | -4 | 160 |
| 13 Dec | 301.35 | 7 | 0.10 | 25.68 | 163 | 11 | 165 |
| 12 Dec | 304.30 | 6.9 | 1.60 | 29.41 | 123 | -10 | 154 |
| 11 Dec | 309.55 | 5.3 | 0.65 | 31.16 | 112 | -9 | 163 |
| 10 Dec | 310.10 | 4.65 | -1.15 | 32.11 | 240 | 17 | 164 |
| 9 Dec | 308.30 | 5.8 | -1.45 | 30.37 | 339 | 22 | 151 |
| 6 Dec | 307.20 | 7.25 | 0.55 | 31.09 | 1,121 | 29 | 132 |
| 5 Dec | 307.45 | 6.7 | 1.10 | 30.21 | 167 | -11 | 104 |
| 4 Dec | 312.25 | 5.6 | 1.50 | 31.09 | 189 | -2 | 115 |
| 3 Dec | 316.30 | 4.1 | 0.85 | 30.02 | 206 | 24 | 118 |
| 2 Dec | 322.20 | 3.25 | -2.35 | 31.15 | 331 | 27 | 90 |
| 29 Nov | 313.75 | 5.6 | 0.80 | 30.04 | 130 | 33 | 65 |
| 28 Nov | 315.70 | 4.8 | -2.05 | 29.55 | 45 | 28 | 31 |
| 27 Nov | 308.90 | 6.85 | -11.20 | 28.74 | 4 | 2 | 2 |
| 26 Nov | 307.45 | 18.05 | 0.00 | 1.94 | 0 | 0 | 0 |
| 25 Nov | 298.65 | 18.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 289.20 | 18.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 289.20 | 18.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 290.10 | 18.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 298.20 | 18.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 300.20 | 18.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 302.30 | 18.05 | 0.00 | 0.52 | 0 | 0 | 0 |
| 4 Nov | 300.15 | 18.05 | 18.05 | - | 0 | 0 | 0 |
| 1 Nov | 314.05 | 0 | 2.85 | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 305 expiring on 26DEC2024
Delta for 305 PE is -
Historical price for 305 PE is as follows
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 18.4, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 132
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 15.6, which was 2.25 higher than the previous day. The implied volatity was 39.44, the open interest changed by -11 which decreased total open position to 133
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 13.35, which was 2.50 higher than the previous day. The implied volatity was 29.72, the open interest changed by -22 which decreased total open position to 145
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 10.85, which was 2.95 higher than the previous day. The implied volatity was 24.69, the open interest changed by 11 which increased total open position to 169
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 7.9, which was 0.90 higher than the previous day. The implied volatity was 27.93, the open interest changed by -4 which decreased total open position to 160
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 7, which was 0.10 higher than the previous day. The implied volatity was 25.68, the open interest changed by 11 which increased total open position to 165
On 12 Dec ABFRL was trading at 304.30. The strike last trading price was 6.9, which was 1.60 higher than the previous day. The implied volatity was 29.41, the open interest changed by -10 which decreased total open position to 154
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 5.3, which was 0.65 higher than the previous day. The implied volatity was 31.16, the open interest changed by -9 which decreased total open position to 163
On 10 Dec ABFRL was trading at 310.10. The strike last trading price was 4.65, which was -1.15 lower than the previous day. The implied volatity was 32.11, the open interest changed by 17 which increased total open position to 164
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 5.8, which was -1.45 lower than the previous day. The implied volatity was 30.37, the open interest changed by 22 which increased total open position to 151
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 7.25, which was 0.55 higher than the previous day. The implied volatity was 31.09, the open interest changed by 29 which increased total open position to 132
On 5 Dec ABFRL was trading at 307.45. The strike last trading price was 6.7, which was 1.10 higher than the previous day. The implied volatity was 30.21, the open interest changed by -11 which decreased total open position to 104
On 4 Dec ABFRL was trading at 312.25. The strike last trading price was 5.6, which was 1.50 higher than the previous day. The implied volatity was 31.09, the open interest changed by -2 which decreased total open position to 115
On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 4.1, which was 0.85 higher than the previous day. The implied volatity was 30.02, the open interest changed by 24 which increased total open position to 118
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 3.25, which was -2.35 lower than the previous day. The implied volatity was 31.15, the open interest changed by 27 which increased total open position to 90
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 5.6, which was 0.80 higher than the previous day. The implied volatity was 30.04, the open interest changed by 33 which increased total open position to 65
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 4.8, which was -2.05 lower than the previous day. The implied volatity was 29.55, the open interest changed by 28 which increased total open position to 31
On 27 Nov ABFRL was trading at 308.90. The strike last trading price was 6.85, which was -11.20 lower than the previous day. The implied volatity was 28.74, the open interest changed by 2 which increased total open position to 2
On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 1.94, 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 18.05, 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 20 Nov ABFRL was trading at 289.20. The strike last trading price was 18.05, 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 19 Nov ABFRL was trading at 289.20. The strike last trading price was 18.05, 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 13 Nov ABFRL was trading at 290.10. The strike last trading price was 18.05, 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 11 Nov ABFRL was trading at 298.20. The strike last trading price was 18.05, 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 18.05, 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 18.05, which was 0.00 lower than the previous day. The implied volatity was 0.52, 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 18.05, which was 18.05 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 2.85, the open interest changed by 0 which decreased total open position to 0
