ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
02 Jan 2025 04:11 PM IST
| ABFRL 30JAN2025 315 CE | ||||||||||
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Delta: 0.11
Vega: 0.15
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 282.60 | 1.2 | 0.10 | 29.05 | 93 | 3 | 71 | |||
| 1 Jan | 281.85 | 1.1 | 0.15 | 28.08 | 9 | 0 | 68 | |||
| 31 Dec | 279.95 | 0.95 | 0.10 | 28.01 | 81 | 37 | 68 | |||
| 30 Dec | 277.90 | 0.85 | -0.20 | 28.16 | 15 | 9 | 31 | |||
| 27 Dec | 282.00 | 1.05 | -0.10 | 25.87 | 30 | 15 | 21 | |||
| 26 Dec | 282.30 | 1.15 | -0.30 | 26.17 | 7 | 4 | 6 | |||
| 24 Dec | 282.85 | 1.45 | -0.80 | 26.49 | 10 | -1 | 2 | |||
| 23 Dec | 282.20 | 2.25 | -0.85 | 29.69 | 1 | 0 | 3 | |||
| 20 Dec | 282.20 | 3.1 | -21.95 | 32.26 | 3 | 0 | 0 | |||
| 19 Dec | 290.30 | 25.05 | 0.00 | 5.99 | 0 | 0 | 0 | |||
| 18 Dec | 292.70 | 25.05 | 0.00 | 5.45 | 0 | 0 | 0 | |||
| 17 Dec | 295.15 | 25.05 | 0.00 | 4.67 | 0 | 0 | 0 | |||
| 16 Dec | 300.20 | 25.05 | 0.00 | 3.11 | 0 | 0 | 0 | |||
| 13 Dec | 301.35 | 25.05 | 0.00 | 2.58 | 0 | 0 | 0 | |||
| 12 Dec | 304.30 | 25.05 | 0.00 | 1.88 | 0 | 0 | 0 | |||
| 11 Dec | 309.55 | 25.05 | 0.00 | 0.58 | 0 | 0 | 0 | |||
| 10 Dec | 310.10 | 25.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 308.30 | 25.05 | 0.00 | 0.60 | 0 | 0 | 0 | |||
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| 6 Dec | 307.20 | 25.05 | 0.00 | 1.13 | 0 | 0 | 0 | |||
| 5 Dec | 307.45 | 25.05 | 0.00 | 0.67 | 0 | 0 | 0 | |||
| 2 Dec | 322.20 | 25.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 313.75 | 25.05 | - | 0 | 0 | 0 | ||||
For Aditya Birla Fashion & Rt - strike price 315 expiring on 30JAN2025
Delta for 315 CE is 0.11
Historical price for 315 CE is as follows
On 2 Jan ABFRL was trading at 282.60. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 29.05, the open interest changed by 3 which increased total open position to 71
On 1 Jan ABFRL was trading at 281.85. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 28.08, the open interest changed by 0 which decreased total open position to 68
On 31 Dec ABFRL was trading at 279.95. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 28.01, the open interest changed by 37 which increased total open position to 68
On 30 Dec ABFRL was trading at 277.90. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 28.16, the open interest changed by 9 which increased total open position to 31
On 27 Dec ABFRL was trading at 282.00. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 25.87, the open interest changed by 15 which increased total open position to 21
On 26 Dec ABFRL was trading at 282.30. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 26.17, the open interest changed by 4 which increased total open position to 6
On 24 Dec ABFRL was trading at 282.85. The strike last trading price was 1.45, which was -0.80 lower than the previous day. The implied volatity was 26.49, the open interest changed by -1 which decreased total open position to 2
On 23 Dec ABFRL was trading at 282.20. The strike last trading price was 2.25, which was -0.85 lower than the previous day. The implied volatity was 29.69, the open interest changed by 0 which decreased total open position to 3
On 20 Dec ABFRL was trading at 282.20. The strike last trading price was 3.1, which was -21.95 lower than the previous day. The implied volatity was 32.26, the open interest changed by 0 which decreased total open position to 0
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ABFRL was trading at 301.35. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ABFRL was trading at 304.30. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ABFRL was trading at 309.55. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ABFRL was trading at 310.10. The strike last trading price was 25.05, 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 9 Dec ABFRL was trading at 308.30. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ABFRL was trading at 307.20. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ABFRL was trading at 307.45. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 25.05, 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 29 Nov ABFRL was trading at 313.75. The strike last trading price was 25.05, 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 30JAN2025 315 PE | |||||||
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Delta: -0.83
Vega: 0.20
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 282.60 | 32.5 | 0.60 | 36.48 | 3 | 0 | 10 |
| 1 Jan | 281.85 | 31.9 | -2.70 | 31.48 | 21 | 10 | 10 |
| 31 Dec | 279.95 | 34.6 | 3.80 | 36.03 | 1 | 0 | 1 |
| 30 Dec | 277.90 | 30.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 27 Dec | 282.00 | 30.8 | 10.40 | 18.46 | 1 | 0 | 0 |
| 26 Dec | 282.30 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 282.85 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 282.20 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 282.20 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 290.30 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 292.70 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 295.15 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 300.20 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 301.35 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 304.30 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 309.55 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 310.10 | 20.4 | 0.00 | 0.55 | 0 | 0 | 0 |
| 9 Dec | 308.30 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 307.20 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 307.45 | 20.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 322.20 | 20.4 | 0.00 | 2.85 | 0 | 0 | 0 |
| 29 Nov | 313.75 | 20.4 | 0.99 | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 315 expiring on 30JAN2025
Delta for 315 PE is -0.83
Historical price for 315 PE is as follows
On 2 Jan ABFRL was trading at 282.60. The strike last trading price was 32.5, which was 0.60 higher than the previous day. The implied volatity was 36.48, the open interest changed by 0 which decreased total open position to 10
On 1 Jan ABFRL was trading at 281.85. The strike last trading price was 31.9, which was -2.70 lower than the previous day. The implied volatity was 31.48, the open interest changed by 10 which increased total open position to 10
On 31 Dec ABFRL was trading at 279.95. The strike last trading price was 34.6, which was 3.80 higher than the previous day. The implied volatity was 36.03, the open interest changed by 0 which decreased total open position to 1
On 30 Dec ABFRL was trading at 277.90. The strike last trading price was 30.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 27 Dec ABFRL was trading at 282.00. The strike last trading price was 30.8, which was 10.40 higher than the previous day. The implied volatity was 18.46, the open interest changed by 0 which decreased total open position to 0
On 26 Dec ABFRL was trading at 282.30. The strike last trading price was 20.4, 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 24 Dec ABFRL was trading at 282.85. The strike last trading price was 20.4, 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 23 Dec ABFRL was trading at 282.20. The strike last trading price was 20.4, 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 Dec ABFRL was trading at 282.20. The strike last trading price was 20.4, 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 Dec ABFRL was trading at 290.30. The strike last trading price was 20.4, 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 18 Dec ABFRL was trading at 292.70. The strike last trading price was 20.4, 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 17 Dec ABFRL was trading at 295.15. The strike last trading price was 20.4, 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 16 Dec ABFRL was trading at 300.20. The strike last trading price was 20.4, 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 Dec ABFRL was trading at 301.35. The strike last trading price was 20.4, 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 12 Dec ABFRL was trading at 304.30. The strike last trading price was 20.4, 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 Dec ABFRL was trading at 309.55. The strike last trading price was 20.4, 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 10 Dec ABFRL was trading at 310.10. The strike last trading price was 20.4, which was 0.00 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ABFRL was trading at 308.30. The strike last trading price was 20.4, 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 Dec ABFRL was trading at 307.20. The strike last trading price was 20.4, 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 Dec ABFRL was trading at 307.45. The strike last trading price was 20.4, 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 2 Dec ABFRL was trading at 322.20. The strike last trading price was 20.4, which was 0.00 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 20.4, which was lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
