ABB
Abb India Limited
Historical option data for ABB
21 Nov 2024 04:11 PM IST
| ABB 28NOV2024 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6760.80 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6701.60 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6625.90 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 6802.00 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 2044.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 2044.4 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6000 expiring on 28NOV2024
Delta for 6000 CE is -
Historical price for 6000 CE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 2044.4, which was 0.00 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 6701.60. The strike last trading price was 2044.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 2044.4, which was 0.00 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 6625.90. The strike last trading price was 2044.4, which was 0.00 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 6680.15. The strike last trading price was 2044.4, which was 0.00 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 6802.00. The strike last trading price was 2044.4, which was 0.00 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 6964.25. The strike last trading price was 2044.4, which was 0.00 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 7237.80. The strike last trading price was 2044.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 2044.4, which was 0.00 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 6999.75. The strike last trading price was 2044.4, which was 0.00 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 7164.05. The strike last trading price was 2044.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 2044.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ABB 28NOV2024 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.77
Theta: -2.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6760.80 | 7.25 | -3.70 | 49.75 | 338 | 38 | 379 |
| 20 Nov | 6701.60 | 10.95 | 0.00 | 45.51 | 522 | 72 | 341 |
| 19 Nov | 6701.60 | 10.95 | -1.25 | 45.51 | 522 | 72 | 341 |
| 18 Nov | 6625.90 | 12.2 | -0.40 | 40.77 | 436 | 41 | 268 |
| 14 Nov | 6680.15 | 12.6 | 1.50 | 37.43 | 911 | 22 | 224 |
| 13 Nov | 6802.00 | 11.1 | 3.35 | 39.94 | 466 | 38 | 201 |
| 12 Nov | 6964.25 | 7.75 | -0.20 | 39.94 | 129 | 32 | 164 |
| 11 Nov | 7237.80 | 7.95 | -1.65 | 47.16 | 125 | 23 | 132 |
| 8 Nov | 7045.45 | 9.6 | 1.05 | 39.58 | 39 | 1 | 108 |
| 7 Nov | 6999.75 | 8.55 | 1.05 | 37.17 | 47 | 11 | 107 |
| 6 Nov | 7164.05 | 7.5 | -5.50 | 40.12 | 19 | 5 | 97 |
| 5 Nov | 7132.85 | 13 | 42.29 | 190 | 91 | 91 | |
For Abb India Limited - strike price 6000 expiring on 28NOV2024
Delta for 6000 PE is -0.04
Historical price for 6000 PE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 7.25, which was -3.70 lower than the previous day. The implied volatity was 49.75, the open interest changed by 38 which increased total open position to 379
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 10.95, which was 0.00 lower than the previous day. The implied volatity was 45.51, the open interest changed by 72 which increased total open position to 341
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 10.95, which was -1.25 lower than the previous day. The implied volatity was 45.51, the open interest changed by 72 which increased total open position to 341
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 12.2, which was -0.40 lower than the previous day. The implied volatity was 40.77, the open interest changed by 41 which increased total open position to 268
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 12.6, which was 1.50 higher than the previous day. The implied volatity was 37.43, the open interest changed by 22 which increased total open position to 224
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 11.1, which was 3.35 higher than the previous day. The implied volatity was 39.94, the open interest changed by 38 which increased total open position to 201
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 7.75, which was -0.20 lower than the previous day. The implied volatity was 39.94, the open interest changed by 32 which increased total open position to 164
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 7.95, which was -1.65 lower than the previous day. The implied volatity was 47.16, the open interest changed by 23 which increased total open position to 132
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 9.6, which was 1.05 higher than the previous day. The implied volatity was 39.58, the open interest changed by 1 which increased total open position to 108
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 8.55, which was 1.05 higher than the previous day. The implied volatity was 37.17, the open interest changed by 11 which increased total open position to 107
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 7.5, which was -5.50 lower than the previous day. The implied volatity was 40.12, the open interest changed by 5 which increased total open position to 97
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 13, which was lower than the previous day. The implied volatity was 42.29, the open interest changed by 91 which increased total open position to 91
