ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
03 Dec 2024 04:11 PM IST
| ABFRL 26DEC2024 320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.32
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 316.30 | 8.6 | -3.40 | 29.36 | 1,588 | 41 | 536 | |||
| 2 Dec | 322.20 | 12 | 4.55 | 30.36 | 2,691 | 192 | 515 | |||
| 29 Nov | 313.75 | 7.45 | -2.30 | 27.52 | 380 | -4 | 316 | |||
| 28 Nov | 315.70 | 9.75 | 3.60 | 30.03 | 1,870 | 117 | 320 | |||
| 27 Nov | 308.90 | 6.15 | 0.25 | 27.39 | 379 | 9 | 204 | |||
| 26 Nov | 307.45 | 5.9 | 2.30 | 28.11 | 640 | 110 | 195 | |||
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| 25 Nov | 298.65 | 3.6 | -41.45 | 26.40 | 180 | 82 | 82 | |||
| 11 Nov | 298.20 | 45.05 | 0.00 | 5.17 | 0 | 0 | 0 | |||
| 6 Nov | 300.20 | 45.05 | 0.00 | 4.18 | 0 | 0 | 0 | |||
| 5 Nov | 302.30 | 45.05 | 0.00 | 3.52 | 0 | 0 | 0 | |||
| 4 Nov | 300.15 | 45.05 | 0.00 | 4.15 | 0 | 0 | 0 | |||
| 1 Nov | 314.05 | 45.05 | 0.00 | 0.39 | 0 | 0 | 0 | |||
| 31 Oct | 308.15 | 45.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 306.65 | 45.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 305.40 | 45.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 300.30 | 45.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 308.00 | 45.05 | 45.05 | - | 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 | |||
| 1 Oct | 352.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 349.20 | 0 | - | 0 | 0 | 0 | ||||
For Aditya Birla Fashion & Rt - strike price 320 expiring on 26DEC2024
Delta for 320 CE is 0.49
Historical price for 320 CE is as follows
On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 8.6, which was -3.40 lower than the previous day. The implied volatity was 29.36, the open interest changed by 41 which increased total open position to 536
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 12, which was 4.55 higher than the previous day. The implied volatity was 30.36, the open interest changed by 192 which increased total open position to 515
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 7.45, which was -2.30 lower than the previous day. The implied volatity was 27.52, the open interest changed by -4 which decreased total open position to 316
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 9.75, which was 3.60 higher than the previous day. The implied volatity was 30.03, the open interest changed by 117 which increased total open position to 320
On 27 Nov ABFRL was trading at 308.90. The strike last trading price was 6.15, which was 0.25 higher than the previous day. The implied volatity was 27.39, the open interest changed by 9 which increased total open position to 204
On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 5.9, which was 2.30 higher than the previous day. The implied volatity was 28.11, the open interest changed by 110 which increased total open position to 195
On 25 Nov ABFRL was trading at 298.65. The strike last trading price was 3.6, which was -41.45 lower than the previous day. The implied volatity was 26.40, the open interest changed by 82 which increased total open position to 82
On 11 Nov ABFRL was trading at 298.20. The strike last trading price was 45.05, which was 0.00 lower than the previous day. The implied volatity was 5.17, 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 45.05, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 45.05, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 45.05, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 45.05, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 45.05, 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 45.05, 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 45.05, 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 45.05, 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 45.05, which was 45.05 higher 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 1 Oct ABFRL was trading at 352.35. 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 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.32
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 316.30 | 10.25 | 1.85 | 29.87 | 762 | 16 | 402 |
| 2 Dec | 322.20 | 8.4 | -4.30 | 31.28 | 817 | 59 | 384 |
| 29 Nov | 313.75 | 12.7 | 1.65 | 30.51 | 172 | 24 | 324 |
| 28 Nov | 315.70 | 11.05 | -3.45 | 29.30 | 318 | 43 | 296 |
| 27 Nov | 308.90 | 14.5 | -1.60 | 28.24 | 33 | 2 | 253 |
| 26 Nov | 307.45 | 16.1 | -4.70 | 29.27 | 104 | 28 | 248 |
| 25 Nov | 298.65 | 20.8 | 3.60 | 30.96 | 247 | 220 | 220 |
| 11 Nov | 298.20 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 300.20 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 302.30 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 300.15 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 314.05 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 308.15 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 306.65 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 305.40 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 300.30 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 308.00 | 17.2 | 17.20 | - | 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 |
| 1 Oct | 352.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 349.20 | 0 | - | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 320 expiring on 26DEC2024
Delta for 320 PE is -0.51
Historical price for 320 PE is as follows
On 3 Dec ABFRL was trading at 316.30. The strike last trading price was 10.25, which was 1.85 higher than the previous day. The implied volatity was 29.87, the open interest changed by 16 which increased total open position to 402
On 2 Dec ABFRL was trading at 322.20. The strike last trading price was 8.4, which was -4.30 lower than the previous day. The implied volatity was 31.28, the open interest changed by 59 which increased total open position to 384
On 29 Nov ABFRL was trading at 313.75. The strike last trading price was 12.7, which was 1.65 higher than the previous day. The implied volatity was 30.51, the open interest changed by 24 which increased total open position to 324
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 11.05, which was -3.45 lower than the previous day. The implied volatity was 29.30, the open interest changed by 43 which increased total open position to 296
On 27 Nov ABFRL was trading at 308.90. The strike last trading price was 14.5, which was -1.60 lower than the previous day. The implied volatity was 28.24, the open interest changed by 2 which increased total open position to 253
On 26 Nov ABFRL was trading at 307.45. The strike last trading price was 16.1, which was -4.70 lower than the previous day. The implied volatity was 29.27, the open interest changed by 28 which increased total open position to 248
On 25 Nov ABFRL was trading at 298.65. The strike last trading price was 20.8, which was 3.60 higher than the previous day. The implied volatity was 30.96, the open interest changed by 220 which increased total open position to 220
On 11 Nov ABFRL was trading at 298.20. The strike last trading price was 17.2, 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 17.2, 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 17.2, 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 17.2, 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 1 Nov ABFRL was trading at 314.05. The strike last trading price was 17.2, 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 31 Oct ABFRL was trading at 308.15. The strike last trading price was 17.2, 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 17.2, 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 17.2, 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 17.2, 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 17.2, which was 17.20 higher 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 1 Oct ABFRL was trading at 352.35. 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
