ABB
Abb India Limited
Historical option data for ABB
07 Apr 2025 04:10 PM IST
| ABB 24APR2025 5500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 2.95
Theta: -4.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 4963.55 | 49.4 | 1.95 | 45.11 | 2,028 | 42 | 1,264 | |||
| 4 Apr | 5095.90 | 48.5 | -63.15 | 36.06 | 2,831 | 410 | 1,223 | |||
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| 3 Apr | 5327.30 | 111.5 | -10.8 | 33.29 | 1,778 | 183 | 812 | |||
| 2 Apr | 5313.15 | 120.15 | -37.25 | 35.62 | 2,352 | 55 | 630 | |||
| 1 Apr | 5399.15 | 151.35 | -93.55 | 34.46 | 1,275 | 12 | 575 | |||
| 28 Mar | 5546.25 | 238.2 | -25.85 | 33.72 | 1,101 | 98 | 563 | |||
| 27 Mar | 5540.35 | 268 | 7.55 | 34.89 | 747 | 37 | 466 | |||
| 26 Mar | 5523.70 | 256 | 52.75 | 36.21 | 3,501 | 129 | 428 | |||
| 25 Mar | 5414.15 | 200 | -68.35 | 35.71 | 476 | -7 | 297 | |||
| 24 Mar | 5532.20 | 275.05 | 45.9 | 35.70 | 550 | 4 | 305 | |||
| 21 Mar | 5457.50 | 231.4 | -7.8 | 34.13 | 560 | 66 | 302 | |||
| 20 Mar | 5460.70 | 237.05 | -24.2 | 33.87 | 360 | 83 | 237 | |||
| 19 Mar | 5475.60 | 262.55 | 56.15 | 36.34 | 294 | 115 | 153 | |||
| 18 Mar | 5410.90 | 202 | 81 | 32.76 | 81 | 28 | 38 | |||
| 17 Mar | 5187.65 | 121.95 | 22.9 | 33.14 | 13 | 4 | 9 | |||
| 12 Mar | 5139.70 | 99.05 | -46.9 | 29.56 | 1 | 0 | 4 | |||
| 10 Mar | 5160.30 | 145.95 | -116.55 | 35.58 | 4 | 3 | 3 | |||
| 6 Mar | 5370.00 | 262.5 | 18.4 | 37.63 | 1 | 0 | 0 | |||
| 5 Mar | 5312.30 | 244.1 | 0 | 1.42 | 0 | 0 | 0 | |||
For Abb India Limited - strike price 5500 expiring on 24APR2025
Delta for 5500 CE is 0.19
Historical price for 5500 CE is as follows
On 7 Apr ABB was trading at 4963.55. The strike last trading price was 49.4, which was 1.95 higher than the previous day. The implied volatity was 45.11, the open interest changed by 42 which increased total open position to 1264
On 4 Apr ABB was trading at 5095.90. The strike last trading price was 48.5, which was -63.15 lower than the previous day. The implied volatity was 36.06, the open interest changed by 410 which increased total open position to 1223
On 3 Apr ABB was trading at 5327.30. The strike last trading price was 111.5, which was -10.8 lower than the previous day. The implied volatity was 33.29, the open interest changed by 183 which increased total open position to 812
On 2 Apr ABB was trading at 5313.15. The strike last trading price was 120.15, which was -37.25 lower than the previous day. The implied volatity was 35.62, the open interest changed by 55 which increased total open position to 630
On 1 Apr ABB was trading at 5399.15. The strike last trading price was 151.35, which was -93.55 lower than the previous day. The implied volatity was 34.46, the open interest changed by 12 which increased total open position to 575
On 28 Mar ABB was trading at 5546.25. The strike last trading price was 238.2, which was -25.85 lower than the previous day. The implied volatity was 33.72, the open interest changed by 98 which increased total open position to 563
On 27 Mar ABB was trading at 5540.35. The strike last trading price was 268, which was 7.55 higher than the previous day. The implied volatity was 34.89, the open interest changed by 37 which increased total open position to 466
On 26 Mar ABB was trading at 5523.70. The strike last trading price was 256, which was 52.75 higher than the previous day. The implied volatity was 36.21, the open interest changed by 129 which increased total open position to 428
On 25 Mar ABB was trading at 5414.15. The strike last trading price was 200, which was -68.35 lower than the previous day. The implied volatity was 35.71, the open interest changed by -7 which decreased total open position to 297
On 24 Mar ABB was trading at 5532.20. The strike last trading price was 275.05, which was 45.9 higher than the previous day. The implied volatity was 35.70, the open interest changed by 4 which increased total open position to 305
On 21 Mar ABB was trading at 5457.50. The strike last trading price was 231.4, which was -7.8 lower than the previous day. The implied volatity was 34.13, the open interest changed by 66 which increased total open position to 302
On 20 Mar ABB was trading at 5460.70. The strike last trading price was 237.05, which was -24.2 lower than the previous day. The implied volatity was 33.87, the open interest changed by 83 which increased total open position to 237
On 19 Mar ABB was trading at 5475.60. The strike last trading price was 262.55, which was 56.15 higher than the previous day. The implied volatity was 36.34, the open interest changed by 115 which increased total open position to 153
On 18 Mar ABB was trading at 5410.90. The strike last trading price was 202, which was 81 higher than the previous day. The implied volatity was 32.76, the open interest changed by 28 which increased total open position to 38
On 17 Mar ABB was trading at 5187.65. The strike last trading price was 121.95, which was 22.9 higher than the previous day. The implied volatity was 33.14, the open interest changed by 4 which increased total open position to 9
On 12 Mar ABB was trading at 5139.70. The strike last trading price was 99.05, which was -46.9 lower than the previous day. The implied volatity was 29.56, the open interest changed by 0 which decreased total open position to 4
On 10 Mar ABB was trading at 5160.30. The strike last trading price was 145.95, which was -116.55 lower than the previous day. The implied volatity was 35.58, the open interest changed by 3 which increased total open position to 3
On 6 Mar ABB was trading at 5370.00. The strike last trading price was 262.5, which was 18.4 higher than the previous day. The implied volatity was 37.63, the open interest changed by 0 which decreased total open position to 0
On 5 Mar ABB was trading at 5312.30. The strike last trading price was 244.1, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
| ABB 24APR2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 3.45
Theta: -4.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 4963.55 | 556.1 | 125.1 | 56.97 | 63 | -8 | 291 |
| 4 Apr | 5095.90 | 431 | 168.1 | 36.52 | 61 | -17 | 299 |
| 3 Apr | 5327.30 | 264 | -12.95 | 36.14 | 176 | 1 | 316 |
| 2 Apr | 5313.15 | 277 | 37.7 | 35.80 | 335 | -40 | 316 |
| 1 Apr | 5399.15 | 248 | 64.8 | 38.18 | 626 | -85 | 358 |
| 28 Mar | 5546.25 | 183.45 | 2.95 | 36.40 | 1,262 | 142 | 443 |
| 27 Mar | 5540.35 | 178.75 | -23.15 | 37.26 | 596 | -38 | 304 |
| 26 Mar | 5523.70 | 201.1 | -47.8 | 37.45 | 1,482 | 148 | 340 |
| 25 Mar | 5414.15 | 252.35 | 58.95 | 36.90 | 362 | 7 | 193 |
| 24 Mar | 5532.20 | 191 | -27.15 | 36.41 | 175 | 13 | 187 |
| 21 Mar | 5457.50 | 218 | -13 | 33.57 | 139 | 48 | 174 |
| 20 Mar | 5460.70 | 231 | 1.95 | 35.57 | 102 | 69 | 125 |
| 19 Mar | 5475.60 | 236.5 | -53.45 | 36.33 | 69 | 52 | 56 |
| 18 Mar | 5410.90 | 289.95 | -110.05 | 38.81 | 2 | 1 | 3 |
| 17 Mar | 5187.65 | 400 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 5139.70 | 400 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 5160.30 | 400 | -139.2 | 32.59 | 2 | 1 | 1 |
| 6 Mar | 5370.00 | 539.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 5312.30 | 539.2 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 5500 expiring on 24APR2025
Delta for 5500 PE is -0.75
Historical price for 5500 PE is as follows
On 7 Apr ABB was trading at 4963.55. The strike last trading price was 556.1, which was 125.1 higher than the previous day. The implied volatity was 56.97, the open interest changed by -8 which decreased total open position to 291
On 4 Apr ABB was trading at 5095.90. The strike last trading price was 431, which was 168.1 higher than the previous day. The implied volatity was 36.52, the open interest changed by -17 which decreased total open position to 299
On 3 Apr ABB was trading at 5327.30. The strike last trading price was 264, which was -12.95 lower than the previous day. The implied volatity was 36.14, the open interest changed by 1 which increased total open position to 316
On 2 Apr ABB was trading at 5313.15. The strike last trading price was 277, which was 37.7 higher than the previous day. The implied volatity was 35.80, the open interest changed by -40 which decreased total open position to 316
On 1 Apr ABB was trading at 5399.15. The strike last trading price was 248, which was 64.8 higher than the previous day. The implied volatity was 38.18, the open interest changed by -85 which decreased total open position to 358
On 28 Mar ABB was trading at 5546.25. The strike last trading price was 183.45, which was 2.95 higher than the previous day. The implied volatity was 36.40, the open interest changed by 142 which increased total open position to 443
On 27 Mar ABB was trading at 5540.35. The strike last trading price was 178.75, which was -23.15 lower than the previous day. The implied volatity was 37.26, the open interest changed by -38 which decreased total open position to 304
On 26 Mar ABB was trading at 5523.70. The strike last trading price was 201.1, which was -47.8 lower than the previous day. The implied volatity was 37.45, the open interest changed by 148 which increased total open position to 340
On 25 Mar ABB was trading at 5414.15. The strike last trading price was 252.35, which was 58.95 higher than the previous day. The implied volatity was 36.90, the open interest changed by 7 which increased total open position to 193
On 24 Mar ABB was trading at 5532.20. The strike last trading price was 191, which was -27.15 lower than the previous day. The implied volatity was 36.41, the open interest changed by 13 which increased total open position to 187
On 21 Mar ABB was trading at 5457.50. The strike last trading price was 218, which was -13 lower than the previous day. The implied volatity was 33.57, the open interest changed by 48 which increased total open position to 174
On 20 Mar ABB was trading at 5460.70. The strike last trading price was 231, which was 1.95 higher than the previous day. The implied volatity was 35.57, the open interest changed by 69 which increased total open position to 125
On 19 Mar ABB was trading at 5475.60. The strike last trading price was 236.5, which was -53.45 lower than the previous day. The implied volatity was 36.33, the open interest changed by 52 which increased total open position to 56
On 18 Mar ABB was trading at 5410.90. The strike last trading price was 289.95, which was -110.05 lower than the previous day. The implied volatity was 38.81, the open interest changed by 1 which increased total open position to 3
On 17 Mar ABB was trading at 5187.65. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ABB was trading at 5139.70. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ABB was trading at 5160.30. The strike last trading price was 400, which was -139.2 lower than the previous day. The implied volatity was 32.59, the open interest changed by 1 which increased total open position to 1
On 6 Mar ABB was trading at 5370.00. The strike last trading price was 539.2, 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 5 Mar ABB was trading at 5312.30. The strike last trading price was 539.2, 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
