ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 1638.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Dec | 6945.30 | 1638.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 6878.20 | 1638.95 | 1638.95 | - | 0 | 0 | 0 | |||
| 22 Nov | 6904.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6760.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6701.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6625.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6000 expiring on 30JAN2025
Delta for 6000 CE is -
Historical price for 6000 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 1638.95, 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 26 Dec ABB was trading at 6945.30. The strike last trading price was 1638.95, 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 24 Dec ABB was trading at 6878.20. The strike last trading price was 1638.95, which was 1638.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 0, 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 21 Nov ABB was trading at 6760.80. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 30JAN2025 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 2.68
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 19.95 | 5.05 | 31.88 | 121 | 23 | 98 |
| 26 Dec | 6945.30 | 14.9 | -3.95 | 31.28 | 65 | 28 | 75 |
| 24 Dec | 6878.20 | 18.85 | -82.75 | 31.20 | 62 | 47 | 47 |
| 22 Nov | 6904.65 | 101.6 | 0.00 | 8.47 | 0 | 0 | 0 |
| 21 Nov | 6760.80 | 101.6 | 0.00 | 7.36 | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 101.6 | 0.00 | 7.02 | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 101.6 | 0.00 | 7.02 | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 101.6 | 0.00 | 6.35 | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 101.6 | 0.00 | 6.63 | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 101.6 | 0.00 | 7.38 | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 101.6 | 0.00 | 8.68 | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 101.6 | 8.56 | 0 | 0 | 0 | |
For Abb India Limited - strike price 6000 expiring on 30JAN2025
Delta for 6000 PE is -0.07
Historical price for 6000 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 19.95, which was 5.05 higher than the previous day. The implied volatity was 31.88, the open interest changed by 23 which increased total open position to 98
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 14.9, which was -3.95 lower than the previous day. The implied volatity was 31.28, the open interest changed by 28 which increased total open position to 75
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 18.85, which was -82.75 lower than the previous day. The implied volatity was 31.20, the open interest changed by 47 which increased total open position to 47
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 101.6, which was 0.00 lower than the previous day. The implied volatity was 8.47, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 101.6, which was 0.00 lower than the previous day. The implied volatity was 7.36, 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 101.6, which was 0.00 lower than the previous day. The implied volatity was 7.02, 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 101.6, which was 0.00 lower than the previous day. The implied volatity was 7.02, 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 101.6, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 101.6, which was 0.00 lower than the previous day. The implied volatity was 6.63, 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 101.6, which was 0.00 lower than the previous day. The implied volatity was 7.38, 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 101.6, which was 0.00 lower than the previous day. The implied volatity was 8.68, 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 101.6, which was lower than the previous day. The implied volatity was 8.56, the open interest changed by 0 which decreased total open position to 0
