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Related Pages for ABB
[--[65.84.65.76]--]
ABB
Abb India Limited
6760 58.40 (0.87%)

Option Chain for ABB

21 Nov 2024 02:41 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 125
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 2044.40 0.00 6000 -4.25 6.70 49.05 218 27 368 -0.04
- 0 0 0 - 2071.20 0.00 6100 -3.70 8.10 45.08 26 -2 28 -0.05
0.00 0 0 0 0.00 843.90 0.00 6200 -7.40 11.50 42.43 379 23 374 -0.06
- 0 0 0 - 1887.40 0.00 6300 -10.35 15.90 39.38 265 41 368 -0.09
0.78 6 2 5 53.70 431.00 41.00 6400 -14.90 23.70 36.97 451 77 583 -0.13
0.80 80 2 110 35.94 306.05 48.30 6500 -21.70 38.30 35.63 867 -31 707 -0.20
0.72 169 28 340 32.40 221.30 38.00 6600 -25.30 60.00 34.20 1,146 10 461 -0.29
0.60 554 40 1,972 31.84 155.05 30.70 6700 -41.10 93.00 33.25 1,368 118 634 -0.41
0.47 759 29 2,474 32.12 104.85 21.30 6800 -49.65 140.00 32.82 439 41 422 -0.53
0.34 501 58 1,291 31.40 64.00 11.00 6900 -70.30 199.65 32.37 69 -6 258 -0.66
0.23 1,361 -43 2,104 32.32 40.20 6.80 7000 -73.75 266.50 30.23 122 0 1,072 -0.78
0.15 1,032 -134 1,383 32.86 23.80 2.50 7100 -98.85 342.70 26.06 14 -5 516 -0.90
0.10 1,137 -137 1,317 34.75 15.80 0.35 7200 -100.10 399.90 - 26 -10 407 -
0.07 913 -29 811 36.94 11.10 1.20 7300 -129.75 490.25 - 7 -6 309 -
0.05 1,385 -41 819 38.62 7.50 0.05 7400 -56.05 586.85 - 22 -7 283 -
0.04 2,088 -125 904 41.52 6.10 0.75 7500 -80.00 720.00 - 5 -3 362 -
0.03 670 -76 648 43.79 4.70 0.80 7600 0.00 778.20 0.00 0 0 0 0.00
0.02 534 -56 422 46.03 3.70 0.60 7700 0.00 920.00 0.00 0 -2 0 0.00
0.02 805 -14 147 49.11 3.35 0.30 7800 0.00 847.25 0.00 0 0 0 0.00
0.01 376 -10 32 49.62 2.15 -0.60 7900 0.00 900.00 0.00 0 0 0 0.00
0.01 2,063 -256 736 54.43 2.60 0.25 8000 -18.70 1220.00 - 4 0 211 -
- 188 -11 20 - 1.80 -0.20 8100 0.00 700.00 0.00 0 0 0 0.00
- 368 -139 212 - 1.20 -0.80 8200 -76.35 1413.65 - 2 0 29 -
0.00 0 0 0 0.00 508.60 0.00 8300 0.00 1480.00 0.00 0 0 0 0.00
- 200 -9 34 - 1.65 -0.20 8400 0.00 1441.00 0.00 0 0 0 0.00
- 797 -17 30 - 1.00 -1.00 8500 -88.35 1731.65 - 2 0 42 -
- 119 -7 8 - 1.25 -0.80 8600 0.00 1180.00 0.00 0 0 0 0.00
- 11 0 1 - 1.10 -3.25 8700 0.00 879.80 0.00 0 0 0 0.00
- 175 -8 19 - 1.00 -0.90 8800 0.00 1374.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 3.00 0.00 8900 0.00 1480.00 0.00 0 0 0 0.00
- 369 -19 27 - 1.10 -0.45 9000 0.00 1850.00 0.00 0 0 0 0.00
16,660 7,434
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.