ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
21 Sep 2025 04:13 PM IST
| ABCAPITAL 30SEP2025 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.17
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 289.15 | 2.4 | -0.8 | 29.47 | 1,201 | 5 | 1,825 | |||||||||
| 14 Sept | 291.50 | 4.4 | -0.15 | 29.02 | 3,034 | 65 | 1,295 | |||||||||
| 17 Aug | 273.00 | 3.25 | 0.25 | 28.05 | 45 | 10 | 66 | |||||||||
For Aditya Birla Capital Ltd. - strike price 300 expiring on 30SEP2025
Delta for 300 CE is 0.27
Historical price for 300 CE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 2.4, which was -0.8 lower than the previous day. The implied volatity was 29.47, the open interest changed by 5 which increased total open position to 1825
On 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 4.4, which was -0.15 lower than the previous day. The implied volatity was 29.02, the open interest changed by 65 which increased total open position to 1295
On 17 Aug ABCAPITAL was trading at 273.00. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 28.05, the open interest changed by 10 which increased total open position to 66
| ABCAPITAL 30SEP2025 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.16
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 289.15 | 11.7 | 0.9 | 27.96 | 39 | -1 | 267 |
| 14 Sept | 291.50 | 11.85 | -1.15 | 28.71 | 113 | 10 | 288 |
| 17 Aug | 273.00 | 34.35 | 0 | - | 0 | 0 | 0 |
For Aditya Birla Capital Ltd. - strike price 300 expiring on 30SEP2025
Delta for 300 PE is -0.74
Historical price for 300 PE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 11.7, which was 0.9 higher than the previous day. The implied volatity was 27.96, the open interest changed by -1 which decreased total open position to 267
On 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 11.85, which was -1.15 lower than the previous day. The implied volatity was 28.71, the open interest changed by 10 which increased total open position to 288
On 17 Aug ABCAPITAL was trading at 273.00. The strike last trading price was 34.35, 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
