ABB
Abb India Limited
Historical option data for ABB
02 Jan 2026 04:10 PM IST
| ABB 27-JAN-2026 5200 CE | ||||||||||||||||
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Delta: 0.59
Vega: 5.30
Theta: -2.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jan | 5205.50 | 132.25 | 20.55 | 18.95 | 1,530 | 146 | 1,004 | |||||||||
| 1 Jan | 5176.50 | 108.6 | -3.85 | 19.30 | 826 | 53 | 858 | |||||||||
| 31 Dec | 5170.00 | 112.1 | 1.2 | 19.48 | 903 | 45 | 804 | |||||||||
| 30 Dec | 5138.50 | 116 | 5.4 | 20.90 | 400 | 127 | 758 | |||||||||
| 29 Dec | 5165.00 | 108 | -22.45 | 18.16 | 412 | 213 | 628 | |||||||||
| 26 Dec | 5183.00 | 131 | -14.8 | 18.17 | 463 | 145 | 419 | |||||||||
| 24 Dec | 5215.00 | 146.65 | 0.85 | 18.97 | 329 | 38 | 271 | |||||||||
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| 23 Dec | 5204.00 | 145 | 3.1 | 17.23 | 206 | 75 | 233 | |||||||||
| 22 Dec | 5181.00 | 146.5 | 1.65 | 19.73 | 119 | 55 | 151 | |||||||||
| 19 Dec | 5177.00 | 140.6 | 26.6 | 19.05 | 38 | -10 | 97 | |||||||||
| 18 Dec | 5097.50 | 114 | -35.95 | 20.00 | 75 | 62 | 106 | |||||||||
| 17 Dec | 5171.00 | 149.85 | -44.4 | 20.19 | 25 | 8 | 46 | |||||||||
| 16 Dec | 5242.00 | 196.2 | -21.05 | 20.20 | 4 | 0 | 35 | |||||||||
| 15 Dec | 5285.00 | 215 | -6.65 | 18.42 | 17 | -8 | 36 | |||||||||
| 12 Dec | 5278.00 | 221.6 | 31.6 | 18.43 | 36 | 8 | 45 | |||||||||
| 11 Dec | 5242.50 | 190 | 25.8 | 17.03 | 12 | 10 | 36 | |||||||||
| 10 Dec | 5152.00 | 164.2 | 25.45 | 20.05 | 1 | 0 | 27 | |||||||||
| 9 Dec | 5117.00 | 138.75 | 13.75 | 20.02 | 20 | 17 | 27 | |||||||||
| 8 Dec | 5057.50 | 125 | -53.25 | 21.44 | 5 | 2 | 9 | |||||||||
| 5 Dec | 5173.50 | 178.25 | -8.75 | 19.05 | 2 | 1 | 6 | |||||||||
| 4 Dec | 5172.50 | 185 | -212.1 | 20.72 | 5 | 3 | 3 | |||||||||
| 24 Nov | 5057.00 | 397.1 | 0 | 0.72 | 0 | 0 | 0 | |||||||||
| 21 Nov | 5092.00 | 397.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 5147.00 | 397.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 5080.50 | 397.1 | 0 | 0.35 | 0 | 0 | 0 | |||||||||
| 17 Nov | 5041.50 | 397.1 | 0 | 0.65 | 0 | 0 | 0 | |||||||||
| 14 Nov | 4952.50 | 397.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4913.00 | 397.1 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
| 12 Nov | 4924.00 | 397.1 | 0 | 2.05 | 0 | 0 | 0 | |||||||||
| 11 Nov | 4978.50 | 397.1 | 0 | 1.33 | 0 | 0 | 0 | |||||||||
| 10 Nov | 4992.00 | 397.1 | 0 | 1.14 | 0 | 0 | 0 | |||||||||
| 7 Nov | 5016.50 | 397.1 | 0 | 0.84 | 0 | 0 | 0 | |||||||||
| 6 Nov | 5228.00 | 397.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 5244.00 | 397.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 5256.00 | 397.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 5220.00 | 397.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 5200 expiring on 27JAN2026
Delta for 5200 CE is 0.59
Historical price for 5200 CE is as follows
On 2 Jan ABB was trading at 5205.50. The strike last trading price was 132.25, which was 20.55 higher than the previous day. The implied volatity was 18.95, the open interest changed by 146 which increased total open position to 1004
On 1 Jan ABB was trading at 5176.50. The strike last trading price was 108.6, which was -3.85 lower than the previous day. The implied volatity was 19.30, the open interest changed by 53 which increased total open position to 858
On 31 Dec ABB was trading at 5170.00. The strike last trading price was 112.1, which was 1.2 higher than the previous day. The implied volatity was 19.48, the open interest changed by 45 which increased total open position to 804
On 30 Dec ABB was trading at 5138.50. The strike last trading price was 116, which was 5.4 higher than the previous day. The implied volatity was 20.90, the open interest changed by 127 which increased total open position to 758
On 29 Dec ABB was trading at 5165.00. The strike last trading price was 108, which was -22.45 lower than the previous day. The implied volatity was 18.16, the open interest changed by 213 which increased total open position to 628
On 26 Dec ABB was trading at 5183.00. The strike last trading price was 131, which was -14.8 lower than the previous day. The implied volatity was 18.17, the open interest changed by 145 which increased total open position to 419
On 24 Dec ABB was trading at 5215.00. The strike last trading price was 146.65, which was 0.85 higher than the previous day. The implied volatity was 18.97, the open interest changed by 38 which increased total open position to 271
On 23 Dec ABB was trading at 5204.00. The strike last trading price was 145, which was 3.1 higher than the previous day. The implied volatity was 17.23, the open interest changed by 75 which increased total open position to 233
On 22 Dec ABB was trading at 5181.00. The strike last trading price was 146.5, which was 1.65 higher than the previous day. The implied volatity was 19.73, the open interest changed by 55 which increased total open position to 151
On 19 Dec ABB was trading at 5177.00. The strike last trading price was 140.6, which was 26.6 higher than the previous day. The implied volatity was 19.05, the open interest changed by -10 which decreased total open position to 97
On 18 Dec ABB was trading at 5097.50. The strike last trading price was 114, which was -35.95 lower than the previous day. The implied volatity was 20.00, the open interest changed by 62 which increased total open position to 106
On 17 Dec ABB was trading at 5171.00. The strike last trading price was 149.85, which was -44.4 lower than the previous day. The implied volatity was 20.19, the open interest changed by 8 which increased total open position to 46
On 16 Dec ABB was trading at 5242.00. The strike last trading price was 196.2, which was -21.05 lower than the previous day. The implied volatity was 20.20, the open interest changed by 0 which decreased total open position to 35
On 15 Dec ABB was trading at 5285.00. The strike last trading price was 215, which was -6.65 lower than the previous day. The implied volatity was 18.42, the open interest changed by -8 which decreased total open position to 36
On 12 Dec ABB was trading at 5278.00. The strike last trading price was 221.6, which was 31.6 higher than the previous day. The implied volatity was 18.43, the open interest changed by 8 which increased total open position to 45
On 11 Dec ABB was trading at 5242.50. The strike last trading price was 190, which was 25.8 higher than the previous day. The implied volatity was 17.03, the open interest changed by 10 which increased total open position to 36
On 10 Dec ABB was trading at 5152.00. The strike last trading price was 164.2, which was 25.45 higher than the previous day. The implied volatity was 20.05, the open interest changed by 0 which decreased total open position to 27
On 9 Dec ABB was trading at 5117.00. The strike last trading price was 138.75, which was 13.75 higher than the previous day. The implied volatity was 20.02, the open interest changed by 17 which increased total open position to 27
On 8 Dec ABB was trading at 5057.50. The strike last trading price was 125, which was -53.25 lower than the previous day. The implied volatity was 21.44, the open interest changed by 2 which increased total open position to 9
On 5 Dec ABB was trading at 5173.50. The strike last trading price was 178.25, which was -8.75 lower than the previous day. The implied volatity was 19.05, the open interest changed by 1 which increased total open position to 6
On 4 Dec ABB was trading at 5172.50. The strike last trading price was 185, which was -212.1 lower than the previous day. The implied volatity was 20.72, the open interest changed by 3 which increased total open position to 3
On 24 Nov ABB was trading at 5057.00. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ABB was trading at 5092.00. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ABB was trading at 5147.00. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ABB was trading at 5080.50. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 17 Nov ABB was trading at 5041.50. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ABB was trading at 4952.50. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ABB was trading at 4913.00. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ABB was trading at 4924.00. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ABB was trading at 4978.50. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ABB was trading at 4992.00. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ABB was trading at 5016.50. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ABB was trading at 5228.00. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ABB was trading at 5244.00. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ABB was trading at 5256.00. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ABB was trading at 5220.00. The strike last trading price was 397.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ABB 27JAN2026 5200 PE | |||||||
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Delta: -0.41
Vega: 5.31
Theta: -1.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jan | 5205.50 | 83 | -18.2 | 19.94 | 259 | 31 | 820 |
| 1 Jan | 5176.50 | 101.4 | -3.85 | 18.88 | 110 | 10 | 789 |
| 31 Dec | 5170.00 | 104.9 | -20.75 | 19.24 | 258 | 106 | 776 |
| 30 Dec | 5138.50 | 118.75 | -24.25 | 20.29 | 200 | 70 | 670 |
| 29 Dec | 5165.00 | 145 | 12.15 | 25.43 | 298 | 209 | 599 |
| 26 Dec | 5183.00 | 131.2 | 15.85 | 24.45 | 202 | 110 | 390 |
| 24 Dec | 5215.00 | 116.5 | -3.75 | 22.28 | 238 | 103 | 279 |
| 23 Dec | 5204.00 | 117.15 | -14.3 | 22.93 | 110 | 57 | 173 |
| 22 Dec | 5181.00 | 132 | 2 | 23.07 | 51 | 38 | 115 |
| 19 Dec | 5177.00 | 130 | -41.4 | 21.09 | 15 | 6 | 79 |
| 18 Dec | 5097.50 | 171.4 | 31.4 | 21.88 | 13 | 3 | 72 |
| 17 Dec | 5171.00 | 140 | 29 | 21.82 | 16 | 8 | 68 |
| 16 Dec | 5242.00 | 111 | 12.8 | 22.09 | 31 | 10 | 59 |
| 15 Dec | 5285.00 | 98.2 | -11.7 | 22.37 | 56 | 43 | 49 |
| 12 Dec | 5278.00 | 109.85 | -30.15 | 23.51 | 13 | 4 | 5 |
| 11 Dec | 5242.50 | 140 | -31 | 25.77 | 2 | 1 | 2 |
| 10 Dec | 5152.00 | 171 | -172 | - | 0 | 0 | 1 |
| 9 Dec | 5117.00 | 171 | -172 | - | 0 | 0 | 0 |
| 8 Dec | 5057.50 | 171 | -172 | - | 0 | 0 | 1 |
| 5 Dec | 5173.50 | 171 | -172 | - | 0 | 1 | 0 |
| 4 Dec | 5172.50 | 171 | -172 | 24.51 | 1 | 0 | 0 |
| 24 Nov | 5057.00 | 343 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 5092.00 | 343 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 5147.00 | 343 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 5080.50 | 343 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 5041.50 | 343 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 4952.50 | 343 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 4913.00 | 343 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 4924.00 | 343 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 4978.50 | 343 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 4992.00 | 343 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 5016.50 | 343 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 5228.00 | 343 | 0 | 1.24 | 0 | 0 | 0 |
| 4 Nov | 5244.00 | 343 | 0 | 1.70 | 0 | 0 | 0 |
| 3 Nov | 5256.00 | 343 | 0 | 1.88 | 0 | 0 | 0 |
| 31 Oct | 5220.00 | 343 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 5200 expiring on 27JAN2026
Delta for 5200 PE is -0.41
Historical price for 5200 PE is as follows
On 2 Jan ABB was trading at 5205.50. The strike last trading price was 83, which was -18.2 lower than the previous day. The implied volatity was 19.94, the open interest changed by 31 which increased total open position to 820
On 1 Jan ABB was trading at 5176.50. The strike last trading price was 101.4, which was -3.85 lower than the previous day. The implied volatity was 18.88, the open interest changed by 10 which increased total open position to 789
On 31 Dec ABB was trading at 5170.00. The strike last trading price was 104.9, which was -20.75 lower than the previous day. The implied volatity was 19.24, the open interest changed by 106 which increased total open position to 776
On 30 Dec ABB was trading at 5138.50. The strike last trading price was 118.75, which was -24.25 lower than the previous day. The implied volatity was 20.29, the open interest changed by 70 which increased total open position to 670
On 29 Dec ABB was trading at 5165.00. The strike last trading price was 145, which was 12.15 higher than the previous day. The implied volatity was 25.43, the open interest changed by 209 which increased total open position to 599
On 26 Dec ABB was trading at 5183.00. The strike last trading price was 131.2, which was 15.85 higher than the previous day. The implied volatity was 24.45, the open interest changed by 110 which increased total open position to 390
On 24 Dec ABB was trading at 5215.00. The strike last trading price was 116.5, which was -3.75 lower than the previous day. The implied volatity was 22.28, the open interest changed by 103 which increased total open position to 279
On 23 Dec ABB was trading at 5204.00. The strike last trading price was 117.15, which was -14.3 lower than the previous day. The implied volatity was 22.93, the open interest changed by 57 which increased total open position to 173
On 22 Dec ABB was trading at 5181.00. The strike last trading price was 132, which was 2 higher than the previous day. The implied volatity was 23.07, the open interest changed by 38 which increased total open position to 115
On 19 Dec ABB was trading at 5177.00. The strike last trading price was 130, which was -41.4 lower than the previous day. The implied volatity was 21.09, the open interest changed by 6 which increased total open position to 79
On 18 Dec ABB was trading at 5097.50. The strike last trading price was 171.4, which was 31.4 higher than the previous day. The implied volatity was 21.88, the open interest changed by 3 which increased total open position to 72
On 17 Dec ABB was trading at 5171.00. The strike last trading price was 140, which was 29 higher than the previous day. The implied volatity was 21.82, the open interest changed by 8 which increased total open position to 68
On 16 Dec ABB was trading at 5242.00. The strike last trading price was 111, which was 12.8 higher than the previous day. The implied volatity was 22.09, the open interest changed by 10 which increased total open position to 59
On 15 Dec ABB was trading at 5285.00. The strike last trading price was 98.2, which was -11.7 lower than the previous day. The implied volatity was 22.37, the open interest changed by 43 which increased total open position to 49
On 12 Dec ABB was trading at 5278.00. The strike last trading price was 109.85, which was -30.15 lower than the previous day. The implied volatity was 23.51, the open interest changed by 4 which increased total open position to 5
On 11 Dec ABB was trading at 5242.50. The strike last trading price was 140, which was -31 lower than the previous day. The implied volatity was 25.77, the open interest changed by 1 which increased total open position to 2
On 10 Dec ABB was trading at 5152.00. The strike last trading price was 171, which was -172 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec ABB was trading at 5117.00. The strike last trading price was 171, which was -172 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec ABB was trading at 5057.50. The strike last trading price was 171, which was -172 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec ABB was trading at 5173.50. The strike last trading price was 171, which was -172 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec ABB was trading at 5172.50. The strike last trading price was 171, which was -172 lower than the previous day. The implied volatity was 24.51, the open interest changed by 0 which decreased total open position to 0
On 24 Nov ABB was trading at 5057.00. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ABB was trading at 5092.00. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ABB was trading at 5147.00. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ABB was trading at 5080.50. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov ABB was trading at 5041.50. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ABB was trading at 4952.50. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ABB was trading at 4913.00. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ABB was trading at 4924.00. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ABB was trading at 4978.50. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ABB was trading at 4992.00. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ABB was trading at 5016.50. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ABB was trading at 5228.00. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ABB was trading at 5244.00. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ABB was trading at 5256.00. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ABB was trading at 5220.00. The strike last trading price was 343, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































