ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
21 Sep 2025 04:13 PM IST
| ABCAPITAL 30SEP2025 305 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.13
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 289.15 | 1.45 | -0.65 | 30.07 | 409 | -28 | 489 | |||||||||
| 14 Sept | 291.50 | 2.9 | -0.25 | 28.73 | 685 | 82 | 445 | |||||||||
| 17 Aug | 273.00 | 3.95 | 0 | 7.97 | 0 | 0 | 0 | |||||||||
For Aditya Birla Capital Ltd. - strike price 305 expiring on 30SEP2025
Delta for 305 CE is 0.18
Historical price for 305 CE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 30.07, the open interest changed by -28 which decreased total open position to 489
On 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 28.73, the open interest changed by 82 which increased total open position to 445
On 17 Aug ABCAPITAL was trading at 273.00. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 7.97, the open interest changed by 0 which decreased total open position to 0
| ABCAPITAL 30SEP2025 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.08
Theta: -0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 289.15 | 15 | 0.25 | 21.23 | 14 | 0 | 11 |
| 14 Sept | 291.50 | 15.1 | -0.6 | 27.30 | 20 | 0 | 14 |
| 17 Aug | 273.00 | 49.2 | 0 | - | 0 | 0 | 0 |
For Aditya Birla Capital Ltd. - strike price 305 expiring on 30SEP2025
Delta for 305 PE is -0.91
Historical price for 305 PE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 15, which was 0.25 higher than the previous day. The implied volatity was 21.23, the open interest changed by 0 which decreased total open position to 11
On 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 15.1, which was -0.6 lower than the previous day. The implied volatity was 27.30, the open interest changed by 0 which decreased total open position to 14
On 17 Aug ABCAPITAL was trading at 273.00. The strike last trading price was 49.2, 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
