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Related Pages for ABB
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ABB
Abb India Limited
7537.55 46.80 (0.62%)

Option Chain for ABB

03 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
0.00 0 0 0 0.00 2222.25 0.00 6000 -1.50 5.75 45.67 67 12 108 -0.02
0.00 0 0 0 0.00 1456.05 0.00 6100 0.00 58.85 0.00 0 0 0 0.00
- 0 0 0 - 2044.75 0.00 6200 -2.25 6.80 41.20 22 4 228 -0.02
0.00 0 0 0 0.00 1287.20 0.00 6300 0.00 87.75 0.00 0 0 0 0.00
- 1 0 1 - 1135.90 101.00 6400 0.00 87.00 16.30 0 0 0 -0.00
0.00 0 0 0 0.00 1127.65 0.00 6500 -4.00 12.00 36.25 139 -5 225 -0.04
0.00 0 0 0 0.00 455.00 0.00 6600 -4.00 14.75 34.73 29 -9 140 -0.05
0.00 0 0 0 0.00 768.95 0.00 6700 -7.15 18.30 33.53 63 3 152 -0.06
0.00 0 0 0 0.00 782.00 0.00 6800 -9.25 23.60 32.28 167 -5 224 -0.08
0.00 0 0 0 0.00 561.00 0.00 6900 -10.30 31.80 31.20 108 21 117 -0.11
0.86 113 -18 61 30.98 619.30 83.50 7000 -15.30 42.50 30.36 761 48 539 -0.14
0.81 37 0 2 30.68 537.00 97.00 7100 -20.85 55.60 29.37 121 -37 112 -0.18
0.76 106 -3 15 30.45 459.85 44.80 7200 -21.95 74.35 28.71 355 -3 324 -0.23
0.71 100 -4 66 29.15 381.25 62.10 7300 -30.95 98.00 28.51 649 -26 296 -0.28
0.65 197 -107 538 28.01 308.85 34.20 7400 -35.95 127.90 27.41 841 53 503 -0.35
0.57 783 1 2,147 27.47 247.00 26.70 7500 -40.30 168.20 27.27 799 94 377 -0.43
0.50 540 252 2,427 27.40 196.05 23.25 7600 -42.70 215.55 27.06 314 52 120 -0.50
0.42 201 45 870 27.49 153.80 19.80 7700 -47.80 277.00 27.73 56 31 48 -0.58
0.35 235 -42 986 27.35 117.10 16.00 7800 0.00 457.95 0.00 0 0 0 0.00
0.28 397 18 538 26.99 85.75 9.50 7900 -143.00 400.00 26.05 16 0 14 -0.73
0.22 716 61 1,600 27.00 63.00 6.00 8000 -96.15 464.00 23.54 13 0 35 -0.81
0.17 111 67 299 27.13 46.00 3.00 8100 -336.50 522.95 19.06 1 0 0 -0.91
0.13 326 70 630 27.22 32.90 2.20 8200 -73.85 665.00 30.42 1 0 21 -0.84
0.00 0 0 0 8.84 225.15 0.00 8300 0.00 1003.50 - 0 0 0 -
0.08 252 48 196 28.06 17.80 2.25 8400 0.00 950.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 8500 0.00 0.00 0.00 0 0 0 0.00
0.04 232 63 273 28.47 8.80 0.25 8600 0.00 1148.00 0.00 0 0 0 0.00
4,347 3,583
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.