ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
20 Dec 2024 04:11 PM IST
| ABFRL 26DEC2024 315 CE | ||||||||||
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Delta: 0.03
Vega: 0.03
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 282.20 | 0.2 | -0.25 | 45.21 | 331 | -130 | 387 | |||
| 19 Dec | 290.30 | 0.45 | -0.20 | 37.62 | 189 | -63 | 521 | |||
| 18 Dec | 292.70 | 0.65 | -0.15 | 36.16 | 306 | -92 | 589 | |||
| 17 Dec | 295.15 | 0.8 | -0.80 | 32.74 | 325 | 10 | 686 | |||
| 16 Dec | 300.20 | 1.6 | -0.90 | 31.08 | 425 | 134 | 678 | |||
| 13 Dec | 301.35 | 2.5 | -1.15 | 29.97 | 577 | 131 | 543 | |||
| 12 Dec | 304.30 | 3.65 | -2.30 | 31.33 | 740 | 117 | 410 | |||
| 11 Dec | 309.55 | 5.95 | -1.90 | 31.78 | 269 | 28 | 291 | |||
| 10 Dec | 310.10 | 7.85 | 1.50 | 32.50 | 635 | -25 | 271 | |||
| 9 Dec | 308.30 | 6.35 | 0.50 | 32.34 | 529 | 12 | 296 | |||
| 6 Dec | 307.20 | 5.85 | -1.00 | 30.16 | 445 | 33 | 282 | |||
| 5 Dec | 307.45 | 6.85 | -2.25 | 31.16 | 346 | 71 | 247 | |||
| 4 Dec | 312.25 | 9.1 | -2.00 | 31.51 | 475 | 33 | 177 | |||
| 3 Dec | 316.30 | 11.1 | -3.75 | 29.37 | 456 | 48 | 145 | |||
| 2 Dec | 322.20 | 14.85 | 5.35 | 30.15 | 745 | -14 | 98 | |||
| 29 Nov | 313.75 | 9.5 | -2.35 | 26.90 | 245 | 22 | 112 | |||
| 28 Nov | 315.70 | 11.85 | 3.85 | 28.96 | 756 | 70 | 90 | |||
| 27 Nov | 308.90 | 8 | 0.50 | 27.10 | 33 | 8 | 19 | |||
| 26 Nov | 307.45 | 7.5 | 3.25 | 27.42 | 17 | 6 | 12 | |||
| 25 Nov | 298.65 | 4.25 | -15.60 | 24.32 | 9 | 5 | 5 | |||
| 13 Nov | 290.10 | 19.85 | 0.00 | 6.11 | 0 | 0 | 0 | |||
| 11 Nov | 298.20 | 19.85 | 0.00 | 3.88 | 0 | 0 | 0 | |||
| 6 Nov | 300.20 | 19.85 | 0.00 | 2.94 | 0 | 0 | 0 | |||
| 5 Nov | 302.30 | 19.85 | 0.00 | 2.25 | 0 | 0 | 0 | |||
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| 4 Nov | 300.15 | 19.85 | 0.00 | 2.93 | 0 | 0 | 0 | |||
| 1 Nov | 314.05 | 19.85 | - | 0 | 0 | 0 | ||||
For Aditya Birla Fashion & Rt - strike price 315 expiring on 26DEC2024
Delta for 315 CE is 0.03
Historical price for 315 CE is as follows
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 45.21, the open interest changed by -130 which decreased total open position to 387
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 37.62, the open interest changed by -63 which decreased total open position to 521
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 36.16, the open interest changed by -92 which decreased total open position to 589
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 0.8, which was -0.80 lower than the previous day. The implied volatity was 32.74, the open interest changed by 10 which increased total open position to 686
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 1.6, which was -0.90 lower than the previous day. The implied volatity was 31.08, the open interest changed by 134 which increased total open position to 678
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 29.97, the open interest changed by 131 which increased total open position to 543
On 12 Dec ABFRL was trading at 304.30. The strike last trading price was 3.65, which was -2.30 lower than the previous day. The implied volatity was 31.33, the open interest changed by 117 which increased total open position to 410
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 5.95, which was -1.90 lower than the previous day. The implied volatity was 31.78, the open interest changed by 28 which increased total open position to 291
On 10 Dec ABFRL was trading at 310.10. The strike last trading price was 7.85, which was 1.50 higher than the previous day. The implied volatity was 32.50, the open interest changed by -25 which decreased total open position to 271
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 6.35, which was 0.50 higher than the previous day. The implied volatity was 32.34, the open interest changed by 12 which increased total open position to 296
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 5.85, which was -1.00 lower than the previous day. The implied volatity was 30.16, the open interest changed by 33 which increased total open position to 282
On 5 Dec ABFRL was trading at 307.45. The strike last trading price was 6.85, which was -2.25 lower than the previous day. The implied volatity was 31.16, the open interest changed by 71 which increased total open position to 247
On 4 Dec ABFRL was trading at 312.25. The strike last trading price was 9.1, which was -2.00 lower than the previous day. The implied volatity was 31.51, the open interest changed by 33 which increased total open position to 177
On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 11.1, which was -3.75 lower than the previous day. The implied volatity was 29.37, the open interest changed by 48 which increased total open position to 145
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 14.85, which was 5.35 higher than the previous day. The implied volatity was 30.15, the open interest changed by -14 which decreased total open position to 98
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 9.5, which was -2.35 lower than the previous day. The implied volatity was 26.90, the open interest changed by 22 which increased total open position to 112
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 11.85, which was 3.85 higher than the previous day. The implied volatity was 28.96, the open interest changed by 70 which increased total open position to 90
On 27 Nov ABFRL was trading at 308.90. The strike last trading price was 8, which was 0.50 higher than the previous day. The implied volatity was 27.10, the open interest changed by 8 which increased total open position to 19
On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 7.5, which was 3.25 higher than the previous day. The implied volatity was 27.42, the open interest changed by 6 which increased total open position to 12
On 25 Nov ABFRL was trading at 298.65. The strike last trading price was 4.25, which was -15.60 lower than the previous day. The implied volatity was 24.32, the open interest changed by 5 which increased total open position to 5
On 13 Nov ABFRL was trading at 290.10. The strike last trading price was 19.85, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 19.85, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 19.85, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 19.85, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 19.85, which was 0.00 lower than the previous day. The implied volatity was 2.93, 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 19.85, 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 315 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 282.20 | 24.05 | 0.00 | 0.00 | 0 | -2 | 0 |
| 19 Dec | 290.30 | 24.05 | 2.10 | 33.39 | 4 | -2 | 116 |
| 18 Dec | 292.70 | 21.95 | 2.20 | - | 12 | -4 | 121 |
| 17 Dec | 295.15 | 19.75 | 4.30 | 25.33 | 12 | 0 | 123 |
| 16 Dec | 300.20 | 15.45 | 1.25 | 28.89 | 4 | 0 | 123 |
| 13 Dec | 301.35 | 14.2 | 1.05 | 27.55 | 57 | -5 | 123 |
| 12 Dec | 304.30 | 13.15 | 3.00 | 29.93 | 34 | 5 | 127 |
| 11 Dec | 309.55 | 10.15 | 1.45 | 30.52 | 62 | 10 | 122 |
| 10 Dec | 310.10 | 8.7 | -2.40 | 30.69 | 175 | -7 | 111 |
| 9 Dec | 308.30 | 11.1 | -1.30 | 31.04 | 135 | 13 | 112 |
| 6 Dec | 307.20 | 12.4 | 0.45 | 30.23 | 78 | 9 | 99 |
| 5 Dec | 307.45 | 11.95 | 1.85 | 30.49 | 83 | -3 | 89 |
| 4 Dec | 312.25 | 10.1 | 2.35 | 31.16 | 267 | 3 | 92 |
| 3 Dec | 316.30 | 7.75 | 1.55 | 29.79 | 379 | 8 | 92 |
| 2 Dec | 322.20 | 6.2 | -3.70 | 30.86 | 392 | 36 | 84 |
| 29 Nov | 313.75 | 9.9 | 1.20 | 30.21 | 161 | 14 | 49 |
| 28 Nov | 315.70 | 8.7 | -3.30 | 29.71 | 155 | 28 | 36 |
| 27 Nov | 308.90 | 12 | -2.00 | 29.67 | 2 | 0 | 7 |
| 26 Nov | 307.45 | 14 | -5.00 | 32.24 | 4 | 0 | 3 |
| 25 Nov | 298.65 | 19 | -4.20 | 35.70 | 3 | 2 | 2 |
| 13 Nov | 290.10 | 23.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 298.20 | 23.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 300.20 | 23.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 302.30 | 23.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 300.15 | 23.2 | 23.20 | - | 0 | 0 | 0 |
| 1 Nov | 314.05 | 0 | 0.38 | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 315 expiring on 26DEC2024
Delta for 315 PE is 0.00
Historical price for 315 PE is as follows
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 24.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 24.05, which was 2.10 higher than the previous day. The implied volatity was 33.39, the open interest changed by -2 which decreased total open position to 116
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 21.95, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 121
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 19.75, which was 4.30 higher than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 123
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 15.45, which was 1.25 higher than the previous day. The implied volatity was 28.89, the open interest changed by 0 which decreased total open position to 123
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 14.2, which was 1.05 higher than the previous day. The implied volatity was 27.55, the open interest changed by -5 which decreased total open position to 123
On 12 Dec ABFRL was trading at 304.30. The strike last trading price was 13.15, which was 3.00 higher than the previous day. The implied volatity was 29.93, the open interest changed by 5 which increased total open position to 127
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 10.15, which was 1.45 higher than the previous day. The implied volatity was 30.52, the open interest changed by 10 which increased total open position to 122
On 10 Dec ABFRL was trading at 310.10. The strike last trading price was 8.7, which was -2.40 lower than the previous day. The implied volatity was 30.69, the open interest changed by -7 which decreased total open position to 111
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 11.1, which was -1.30 lower than the previous day. The implied volatity was 31.04, the open interest changed by 13 which increased total open position to 112
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 12.4, which was 0.45 higher than the previous day. The implied volatity was 30.23, the open interest changed by 9 which increased total open position to 99
On 5 Dec ABFRL was trading at 307.45. The strike last trading price was 11.95, which was 1.85 higher than the previous day. The implied volatity was 30.49, the open interest changed by -3 which decreased total open position to 89
On 4 Dec ABFRL was trading at 312.25. The strike last trading price was 10.1, which was 2.35 higher than the previous day. The implied volatity was 31.16, the open interest changed by 3 which increased total open position to 92
On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 7.75, which was 1.55 higher than the previous day. The implied volatity was 29.79, the open interest changed by 8 which increased total open position to 92
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 6.2, which was -3.70 lower than the previous day. The implied volatity was 30.86, the open interest changed by 36 which increased total open position to 84
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 9.9, which was 1.20 higher than the previous day. The implied volatity was 30.21, the open interest changed by 14 which increased total open position to 49
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 8.7, which was -3.30 lower than the previous day. The implied volatity was 29.71, the open interest changed by 28 which increased total open position to 36
On 27 Nov ABFRL was trading at 308.90. The strike last trading price was 12, which was -2.00 lower than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 7
On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 14, which was -5.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 3
On 25 Nov ABFRL was trading at 298.65. The strike last trading price was 19, which was -4.20 lower than the previous day. The implied volatity was 35.70, the open interest changed by 2 which increased total open position to 2
On 13 Nov ABFRL was trading at 290.10. The strike last trading price was 23.2, 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 23.2, 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 23.2, 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 23.2, 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 23.2, which was 23.20 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 0.38, the open interest changed by 0 which decreased total open position to 0
