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Related Pages for ABB
[--[65.84.65.76]--]
ABB
Abb India Limited
6921.25 -430.65 (-5.86%)

Option Chain for ABB

20 Dec 2024 04:11 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 - 2222.25 0.00 6000 4.30 6.00 - 293 51 112 -
- 0 0 0 - 1456.05 0.00 6100 0.00 58.85 24.96 0 0 0 -0.00
- 0 0 1 - 855.00 -1189.75 6200 7.75 9.90 54.68 1,182 74 242 -0.05
- 0 0 0 - 1287.20 0.00 6300 0.00 87.75 18.73 0 0 0 -0.00
0.00 0 0 0 0.00 1135.90 0.00 6400 14.25 15.00 46.50 11 3 6 -0.08
- 0 0 0 - 1127.65 0.00 6500 16.10 21.50 43.90 4,676 157 347 -0.11
0.88 1 0 1 35.31 370.00 -615.00 6600 20.70 27.40 39.58 2,528 74 170 -0.15
0.00 0 -3 0 0.00 750.00 0.00 6700 33.70 41.85 37.53 3,552 44 165 -0.21
0.71 33 22 48 33.10 207.10 -652.90 6800 51.00 62.50 35.23 4,972 87 283 -0.30
0.58 104 77 286 31.99 140.65 -414.55 6900 77.20 93.00 33.05 7,263 81 359 -0.42
0.43 304 207 1,285 29.34 82.05 -306.95 7000 111.55 136.55 31.05 12,458 -196 319 -0.56
0.29 387 328 3,547 28.92 46.00 -245.55 7100 161.15 201.00 31.08 5,337 53 224 -0.70
0.19 575 383 5,312 30.91 28.80 -175.70 7200 219.70 281.35 32.66 4,856 188 473 -0.79
0.13 698 514 5,975 32.76 18.00 -119.15 7300 276.70 372.95 36.28 3,013 -117 281 -0.85
0.09 888 332 8,235 35.15 12.15 -79.85 7400 321.95 468.50 40.49 955 -244 307 -0.88
0.07 1,173 129 10,929 38.69 9.75 -50.20 7500 367.00 581.25 53.57 632 -188 537 -0.86
0.05 1,015 160 7,268 40.74 6.80 -32.95 7600 362.90 652.90 38.99 292 -116 317 -0.96
0.04 805 -126 4,423 43.66 5.45 -20.45 7700 375.80 755.80 47.39 102 -32 375 -0.95
0.03 792 42 3,907 46.05 4.20 -14.10 7800 381.00 856.00 52.51 39 -6 320 -0.95
0.03 1,311 210 3,666 50.24 4.20 -9.00 7900 401.85 968.20 68.64 45 -18 95 -0.92
0.02 2,446 141 6,026 53.38 3.75 -6.60 8000 467.00 1097.00 - 22 -9 102 -
- 617 -11 1,812 - 3.00 -4.90 8100 0.00 417.45 0.00 0 0 0 0.00
- 618 -53 1,056 - 3.05 -3.20 8200 0.00 335.00 0.00 0 0 0 0.00
- 224 -61 839 - 2.80 -2.55 8300 0.00 1003.50 - 0 0 0 -
- 241 -69 556 - 2.00 -2.10 8400 0.00 502.90 0.00 0 0 0 0.00
- 177 -52 406 - 1.20 -2.75 8500 0.00 1156.40 - 0 0 0 -
- 320 -131 497 - 1.15 -2.30 8600 0.00 700.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 4.95 0.00 8700 0.00 1316.75 - 0 0 0 -
- 164 15 85 - 1.40 -1.80 8800 0.00 910.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 8900 0.00 0.00 0.00 0 0 0 0.00
- 13 0 1 - 2.40 0.00 9000 0.00 1158.80 - 0 0 0 -
12,906 5,034
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.