ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
21 Sep 2025 04:13 PM IST
| ABCAPITAL 30SEP2025 270 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.08
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 289.15 | 21.1 | -1.7 | 32.61 | 28 | -2 | 212 | |||||||||
| 14 Sept | 291.50 | 24.8 | 1.55 | 39.84 | 27 | -14 | 245 | |||||||||
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| 17 Aug | 273.00 | 13.1 | 0.35 | 25.67 | 120 | 94 | 111 | |||||||||
For Aditya Birla Capital Ltd. - strike price 270 expiring on 30SEP2025
Delta for 270 CE is 0.91
Historical price for 270 CE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 21.1, which was -1.7 lower than the previous day. The implied volatity was 32.61, the open interest changed by -2 which decreased total open position to 212
On 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 24.8, which was 1.55 higher than the previous day. The implied volatity was 39.84, the open interest changed by -14 which decreased total open position to 245
On 17 Aug ABCAPITAL was trading at 273.00. The strike last trading price was 13.1, which was 0.35 higher than the previous day. The implied volatity was 25.67, the open interest changed by 94 which increased total open position to 111
| ABCAPITAL 30SEP2025 270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.08
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 289.15 | 0.6 | 0 | 30.90 | 111 | 20 | 386 |
| 14 Sept | 291.50 | 1.2 | -0.3 | 31.22 | 255 | -10 | 461 |
| 17 Aug | 273.00 | 8.25 | -2 | 28.34 | 128 | 101 | 135 |
For Aditya Birla Capital Ltd. - strike price 270 expiring on 30SEP2025
Delta for 270 PE is -0.08
Historical price for 270 PE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 30.90, the open interest changed by 20 which increased total open position to 386
On 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 31.22, the open interest changed by -10 which decreased total open position to 461
On 17 Aug ABCAPITAL was trading at 273.00. The strike last trading price was 8.25, which was -2 lower than the previous day. The implied volatity was 28.34, the open interest changed by 101 which increased total open position to 135
