ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
21 Sep 2025 04:13 PM IST
| ABCAPITAL 30SEP2025 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.06
Theta: -0.10
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 289.15 | 0.45 | -0.2 | 35.29 | 155 | 42 | 784 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 291.50 | 1.05 | -0.15 | 31.96 | 603 | 27 | 729 | |||||||||
For Aditya Birla Capital Ltd. - strike price 320 expiring on 30SEP2025
Delta for 320 CE is 0.06
Historical price for 320 CE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 35.29, the open interest changed by 42 which increased total open position to 784
On 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 31.96, the open interest changed by 27 which increased total open position to 729
| ABCAPITAL 30SEP2025 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 289.15 | 28.2 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 291.50 | 27.2 | -1.4 | - | 10 | 3 | 21 |
For Aditya Birla Capital Ltd. - strike price 320 expiring on 30SEP2025
Delta for 320 PE is 0.00
Historical price for 320 PE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 28.2, which was 0 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 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 27.2, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 21
