ABCAPITAL
Aditya Birla Capital Ltd.
Historical option data for ABCAPITAL
21 Sep 2025 04:13 PM IST
| ABCAPITAL 30SEP2025 330 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.04
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 289.15 | 0.25 | -0.1 | 39.31 | 91 | 11 | 262 | |||||||||
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| 14 Sept | 291.50 | 0.5 | -0.1 | 33.44 | 143 | 15 | 250 | |||||||||
For Aditya Birla Capital Ltd. - strike price 330 expiring on 30SEP2025
Delta for 330 CE is 0.03
Historical price for 330 CE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 39.31, the open interest changed by 11 which increased total open position to 262
On 14 Sept ABCAPITAL was trading at 291.50. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 33.44, the open interest changed by 15 which increased total open position to 250
| ABCAPITAL 30SEP2025 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.03
Theta: 0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 289.15 | 39.6 | 2.05 | 35.94 | 1 | 0 | 11 |
| 14 Sept | 291.50 | 37.35 | -0.65 | - | 14 | 1 | 10 |
For Aditya Birla Capital Ltd. - strike price 330 expiring on 30SEP2025
Delta for 330 PE is -0.98
Historical price for 330 PE is as follows
On 21 Sept ABCAPITAL was trading at 289.15. The strike last trading price was 39.6, which was 2.05 higher than the previous day. The implied volatity was 35.94, 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 37.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
