ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
21 Sep 2025 04:13 PM IST
| ABCAPITAL 30SEP2025 295 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.19
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 289.15 | 3.8 | -1.1 | 28.69 | 1,248 | -66 | 890 | |||||||||
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| 14 Sept | 291.50 | 6.25 | -0.05 | 28.80 | 1,762 | 115 | 869 | |||||||||
| 17 Aug | 273.00 | 5.6 | 0 | 5.51 | 0 | 0 | 0 | |||||||||
For Aditya Birla Capital Ltd. - strike price 295 expiring on 30SEP2025
Delta for 295 CE is 0.39
Historical price for 295 CE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 3.8, which was -1.1 lower than the previous day. The implied volatity was 28.69, the open interest changed by -66 which decreased total open position to 890
On 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 6.25, which was -0.05 lower than the previous day. The implied volatity was 28.80, the open interest changed by 115 which increased total open position to 869
On 17 Aug ABCAPITAL was trading at 273.00. The strike last trading price was 5.6, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
| ABCAPITAL 30SEP2025 295 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.19
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 289.15 | 8.15 | 0.6 | 27.58 | 194 | -11 | 170 |
| 14 Sept | 291.50 | 8.75 | -1.05 | 28.61 | 502 | 104 | 231 |
| 17 Aug | 273.00 | 40.95 | 0 | - | 0 | 0 | 0 |
For Aditya Birla Capital Ltd. - strike price 295 expiring on 30SEP2025
Delta for 295 PE is -0.62
Historical price for 295 PE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 8.15, which was 0.6 higher than the previous day. The implied volatity was 27.58, the open interest changed by -11 which decreased total open position to 170
On 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 8.75, which was -1.05 lower than the previous day. The implied volatity was 28.61, the open interest changed by 104 which increased total open position to 231
On 17 Aug ABCAPITAL was trading at 273.00. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
