ABFRL
Aditya Birla Fashion & Rt
Historical option data for ABFRL
02 Jan 2025 04:11 PM IST
| ABFRL 30JAN2025 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.03
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 282.60 | 0.15 | 0.05 | 34.18 | 4 | 1 | 25 | |||
| 1 Jan | 281.85 | 0.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Dec | 277.90 | 0.1 | -0.05 | 32.87 | 1 | 0 | 24 | |||
| 26 Dec | 282.30 | 0.15 | 0.00 | 30.79 | 3 | 1 | 23 | |||
| 24 Dec | 282.85 | 0.15 | -0.10 | 29.26 | 5 | 4 | 21 | |||
| 23 Dec | 282.20 | 0.25 | -0.80 | 31.34 | 14 | 8 | 16 | |||
| 19 Dec | 290.30 | 1.05 | 0.00 | 34.26 | 1 | 0 | 9 | |||
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| 18 Dec | 292.70 | 1.05 | -0.10 | 32.56 | 3 | -1 | 9 | |||
| 17 Dec | 295.15 | 1.15 | -1.20 | 31.71 | 10 | 6 | 10 | |||
| 16 Dec | 300.20 | 2.35 | 2.35 | 34.63 | 7 | 3 | 4 | |||
| 28 Nov | 315.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 308.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 307.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 300.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 302.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 300.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Aditya Birla Fashion & Rt - strike price 350 expiring on 30JAN2025
Delta for 350 CE is 0.02
Historical price for 350 CE is as follows
On 2 Jan ABFRL was trading at 282.60. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 34.18, the open interest changed by 1 which increased total open position to 25
On 1 Jan ABFRL was trading at 281.85. The strike last trading price was 0.1, 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 30 Dec ABFRL was trading at 277.90. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 24
On 26 Dec ABFRL was trading at 282.30. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 30.79, the open interest changed by 1 which increased total open position to 23
On 24 Dec ABFRL was trading at 282.85. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 29.26, the open interest changed by 4 which increased total open position to 21
On 23 Dec ABFRL was trading at 282.20. The strike last trading price was 0.25, which was -0.80 lower than the previous day. The implied volatity was 31.34, the open interest changed by 8 which increased total open position to 16
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 34.26, the open interest changed by 0 which decreased total open position to 9
On 18 Dec ABFRL was trading at 292.70. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 32.56, the open interest changed by -1 which decreased total open position to 9
On 17 Dec ABFRL was trading at 295.15. The strike last trading price was 1.15, which was -1.20 lower than the previous day. The implied volatity was 31.71, the open interest changed by 6 which increased total open position to 10
On 16 Dec ABFRL was trading at 300.20. The strike last trading price was 2.35, which was 2.35 higher than the previous day. The implied volatity was 34.63, the open interest changed by 3 which increased total open position to 4
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 0, 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 27 Nov ABFRL was trading at 308.90. The strike last trading price was 0, 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 26 Nov ABFRL was trading at 307.45. The strike last trading price was 0, 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 6 Nov ABFRL was trading at 300.20. The strike last trading price was 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ABFRL 30JAN2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.11
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 282.60 | 66 | -0.10 | 49.77 | 1 | 0 | 18 |
| 1 Jan | 281.85 | 66.1 | 0.10 | 47.69 | 1 | 0 | 19 |
| 30 Dec | 277.90 | 66 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 282.30 | 66 | 2.50 | 39.54 | 3 | 2 | 18 |
| 24 Dec | 282.85 | 63.5 | -0.50 | - | 5 | 4 | 15 |
| 23 Dec | 282.20 | 64 | 14.05 | 28.24 | 11 | 10 | 10 |
| 19 Dec | 290.30 | 49.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 292.70 | 49.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 295.15 | 49.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 300.20 | 49.95 | 49.95 | - | 0 | 0 | 0 |
| 28 Nov | 315.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 308.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 307.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 300.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 302.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 300.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Aditya Birla Fashion & Rt - strike price 350 expiring on 30JAN2025
Delta for 350 PE is -0.92
Historical price for 350 PE is as follows
On 2 Jan ABFRL was trading at 282.60. The strike last trading price was 66, which was -0.10 lower than the previous day. The implied volatity was 49.77, the open interest changed by 0 which decreased total open position to 18
On 1 Jan ABFRL was trading at 281.85. The strike last trading price was 66.1, which was 0.10 higher than the previous day. The implied volatity was 47.69, the open interest changed by 0 which decreased total open position to 19
On 30 Dec ABFRL was trading at 277.90. The strike last trading price was 66, 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 26 Dec ABFRL was trading at 282.30. The strike last trading price was 66, which was 2.50 higher than the previous day. The implied volatity was 39.54, the open interest changed by 2 which increased total open position to 18
On 24 Dec ABFRL was trading at 282.85. The strike last trading price was 63.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 15
On 23 Dec ABFRL was trading at 282.20. The strike last trading price was 64, which was 14.05 higher than the previous day. The implied volatity was 28.24, the open interest changed by 10 which increased total open position to 10
On 19 Dec ABFRL was trading at 290.30. The strike last trading price was 49.95, 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 49.95, 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 49.95, 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 49.95, which was 49.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ABFRL was trading at 315.70. The strike last trading price was 0, 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 27 Nov ABFRL was trading at 308.90. The strike last trading price was 0, 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 26 Nov ABFRL was trading at 307.45. The strike last trading price was 0, 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 6 Nov ABFRL was trading at 300.20. The strike last trading price was 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
