ABB
Abb India Limited
Historical option data for ABB
24 Feb 2026 04:10 PM IST
| ABB 30-MAR-2026 6000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 7.11
Theta: -3.81
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 6056.00 | 264.15 | 69.65 | 27.52 | 5,274 | -118 | 586 | |||||||||
| 23 Feb | 5917.50 | 194.9 | -70.7 | 29.08 | 3,800 | 182 | 696 | |||||||||
| 20 Feb | 5987.00 | 266 | 129.2 | 30.05 | 5,841 | 128 | 534 | |||||||||
| 19 Feb | 5719.50 | 135.05 | -70.95 | 30.14 | 867 | 42 | 409 | |||||||||
| 18 Feb | 5881.50 | 206 | 22.9 | 30.71 | 507 | -40 | 337 | |||||||||
| 17 Feb | 5836.00 | 178.3 | -27.05 | 28.76 | 366 | -73 | 377 | |||||||||
| 16 Feb | 5888.00 | 208 | 59.45 | 28.25 | 211 | 69 | 417 | |||||||||
| 13 Feb | 5780.50 | 148.05 | 4.05 | 26.65 | 283 | -29 | 349 | |||||||||
| 12 Feb | 5788.50 | 144 | -19.8 | 24.73 | 102 | 39 | 388 | |||||||||
| 11 Feb | 5825.50 | 158.8 | -21.8 | 24.61 | 48 | 18 | 349 | |||||||||
| 10 Feb | 5870.00 | 179.75 | 30.75 | 25.04 | 55 | -12 | 330 | |||||||||
| 9 Feb | 5815.50 | 149 | -14 | 22.96 | 41 | -6 | 343 | |||||||||
| 6 Feb | 5816.00 | 163 | -11.85 | 24.46 | 63 | 35 | 349 | |||||||||
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| 5 Feb | 5770.00 | 174.85 | 10.2 | 28.05 | 20 | -11 | 313 | |||||||||
| 4 Feb | 5755.00 | 164 | 40.9 | 26.89 | 104 | 24 | 325 | |||||||||
| 3 Feb | 5668.50 | 123.1 | 39.2 | 25.09 | 141 | 82 | 301 | |||||||||
| 2 Feb | 5468.00 | 80.8 | -22.2 | 27.44 | 127 | 79 | 220 | |||||||||
| 1 Feb | 5437.00 | 103 | -47.7 | 31.45 | 20 | 1 | 139 | |||||||||
| 30 Jan | 5578.50 | 149.1 | 34.25 | 31.84 | 148 | 26 | 137 | |||||||||
| 29 Jan | 5474.00 | 116 | 71 | 30.75 | 213 | 109 | 110 | |||||||||
| 28 Jan | 5043.50 | 45 | -60.5 | - | 0 | 0 | 1 | |||||||||
| 27 Jan | 4707.50 | 45 | -60.5 | - | 0 | 0 | 1 | |||||||||
| 23 Jan | 4694.50 | 45 | -60.5 | - | 0 | 0 | 1 | |||||||||
| 22 Jan | 4755.50 | 45 | -60.5 | - | 0 | 0 | 1 | |||||||||
| 21 Jan | 4707.50 | 45 | -60.5 | - | 0 | 0 | 1 | |||||||||
| 20 Jan | 4691.50 | 45 | -60.5 | - | 0 | 0 | 1 | |||||||||
| 19 Jan | 4865.50 | 45 | -60.5 | - | 0 | 0 | 1 | |||||||||
| 16 Jan | 4872.50 | 45 | -60.5 | - | 0 | 0 | 1 | |||||||||
| 14 Jan | 4935.00 | 45 | -60.5 | - | 0 | 0 | 1 | |||||||||
For Abb India Limited - strike price 6000 expiring on 30MAR2026
Delta for 6000 CE is 0.61
Historical price for 6000 CE is as follows
On 24 Feb ABB was trading at 6056.00. The strike last trading price was 264.15, which was 69.65 higher than the previous day. The implied volatity was 27.52, the open interest changed by -118 which decreased total open position to 586
On 23 Feb ABB was trading at 5917.50. The strike last trading price was 194.9, which was -70.7 lower than the previous day. The implied volatity was 29.08, the open interest changed by 182 which increased total open position to 696
On 20 Feb ABB was trading at 5987.00. The strike last trading price was 266, which was 129.2 higher than the previous day. The implied volatity was 30.05, the open interest changed by 128 which increased total open position to 534
On 19 Feb ABB was trading at 5719.50. The strike last trading price was 135.05, which was -70.95 lower than the previous day. The implied volatity was 30.14, the open interest changed by 42 which increased total open position to 409
On 18 Feb ABB was trading at 5881.50. The strike last trading price was 206, which was 22.9 higher than the previous day. The implied volatity was 30.71, the open interest changed by -40 which decreased total open position to 337
On 17 Feb ABB was trading at 5836.00. The strike last trading price was 178.3, which was -27.05 lower than the previous day. The implied volatity was 28.76, the open interest changed by -73 which decreased total open position to 377
On 16 Feb ABB was trading at 5888.00. The strike last trading price was 208, which was 59.45 higher than the previous day. The implied volatity was 28.25, the open interest changed by 69 which increased total open position to 417
On 13 Feb ABB was trading at 5780.50. The strike last trading price was 148.05, which was 4.05 higher than the previous day. The implied volatity was 26.65, the open interest changed by -29 which decreased total open position to 349
On 12 Feb ABB was trading at 5788.50. The strike last trading price was 144, which was -19.8 lower than the previous day. The implied volatity was 24.73, the open interest changed by 39 which increased total open position to 388
On 11 Feb ABB was trading at 5825.50. The strike last trading price was 158.8, which was -21.8 lower than the previous day. The implied volatity was 24.61, the open interest changed by 18 which increased total open position to 349
On 10 Feb ABB was trading at 5870.00. The strike last trading price was 179.75, which was 30.75 higher than the previous day. The implied volatity was 25.04, the open interest changed by -12 which decreased total open position to 330
On 9 Feb ABB was trading at 5815.50. The strike last trading price was 149, which was -14 lower than the previous day. The implied volatity was 22.96, the open interest changed by -6 which decreased total open position to 343
On 6 Feb ABB was trading at 5816.00. The strike last trading price was 163, which was -11.85 lower than the previous day. The implied volatity was 24.46, the open interest changed by 35 which increased total open position to 349
On 5 Feb ABB was trading at 5770.00. The strike last trading price was 174.85, which was 10.2 higher than the previous day. The implied volatity was 28.05, the open interest changed by -11 which decreased total open position to 313
On 4 Feb ABB was trading at 5755.00. The strike last trading price was 164, which was 40.9 higher than the previous day. The implied volatity was 26.89, the open interest changed by 24 which increased total open position to 325
On 3 Feb ABB was trading at 5668.50. The strike last trading price was 123.1, which was 39.2 higher than the previous day. The implied volatity was 25.09, the open interest changed by 82 which increased total open position to 301
On 2 Feb ABB was trading at 5468.00. The strike last trading price was 80.8, which was -22.2 lower than the previous day. The implied volatity was 27.44, the open interest changed by 79 which increased total open position to 220
On 1 Feb ABB was trading at 5437.00. The strike last trading price was 103, which was -47.7 lower than the previous day. The implied volatity was 31.45, the open interest changed by 1 which increased total open position to 139
On 30 Jan ABB was trading at 5578.50. The strike last trading price was 149.1, which was 34.25 higher than the previous day. The implied volatity was 31.84, the open interest changed by 26 which increased total open position to 137
On 29 Jan ABB was trading at 5474.00. The strike last trading price was 116, which was 71 higher than the previous day. The implied volatity was 30.75, the open interest changed by 109 which increased total open position to 110
On 28 Jan ABB was trading at 5043.50. The strike last trading price was 45, which was -60.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Jan ABB was trading at 4707.50. The strike last trading price was 45, which was -60.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Jan ABB was trading at 4694.50. The strike last trading price was 45, which was -60.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jan ABB was trading at 4755.50. The strike last trading price was 45, which was -60.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Jan ABB was trading at 4707.50. The strike last trading price was 45, which was -60.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Jan ABB was trading at 4691.50. The strike last trading price was 45, which was -60.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jan ABB was trading at 4865.50. The strike last trading price was 45, which was -60.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jan ABB was trading at 4872.50. The strike last trading price was 45, which was -60.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan ABB was trading at 4935.00. The strike last trading price was 45, which was -60.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| ABB 30MAR2026 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.4
Vega: 7.15
Theta: -2.57
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 6056.00 | 175 | -87.5 | 31.23 | 1,715 | 23 | 542 |
| 23 Feb | 5917.50 | 266.95 | 24.15 | 33.92 | 2,473 | -110 | 512 |
| 20 Feb | 5987.00 | 225 | -207.35 | 33.47 | 4,646 | 606 | 637 |
| 19 Feb | 5719.50 | 432.3 | 121.05 | 40.73 | 21 | 13 | 31 |
| 18 Feb | 5881.50 | 307.85 | -52.15 | 34.88 | 14 | 2 | 17 |
| 17 Feb | 5836.00 | 360 | 15 | 38.29 | 1 | 0 | 14 |
| 16 Feb | 5888.00 | 345 | -46.55 | - | 0 | 0 | 14 |
| 13 Feb | 5780.50 | 345 | -46.55 | 31.52 | 8 | -1 | 13 |
| 12 Feb | 5788.50 | 388.05 | -41.95 | - | 0 | 0 | 14 |
| 11 Feb | 5825.50 | 388.05 | -41.95 | - | 0 | 0 | 14 |
| 10 Feb | 5870.00 | 388.05 | -41.95 | - | 0 | 0 | 14 |
| 9 Feb | 5815.50 | 388.05 | -41.95 | - | 0 | 0 | 14 |
| 6 Feb | 5816.00 | 388.05 | -41.95 | - | 0 | 0 | 14 |
| 5 Feb | 5770.00 | 388.05 | -41.95 | - | 0 | 0 | 14 |
| 4 Feb | 5755.00 | 388.05 | -41.95 | 32.93 | 27 | -13 | 14 |
| 3 Feb | 5668.50 | 430 | -448.15 | 32.36 | 33 | 27 | 27 |
| 2 Feb | 5468.00 | 878.15 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 5437.00 | 878.15 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 5578.50 | 878.15 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 5474.00 | 878.15 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 5043.50 | 878.15 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 4707.50 | 878.15 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 4694.50 | 878.15 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 4755.50 | 878.15 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 4707.50 | 878.15 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 4691.50 | 878.15 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 4865.50 | 878.15 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 4872.50 | 878.15 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 4935.00 | 878.15 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 6000 expiring on 30MAR2026
Delta for 6000 PE is -0.4
Historical price for 6000 PE is as follows
On 24 Feb ABB was trading at 6056.00. The strike last trading price was 175, which was -87.5 lower than the previous day. The implied volatity was 31.23, the open interest changed by 23 which increased total open position to 542
On 23 Feb ABB was trading at 5917.50. The strike last trading price was 266.95, which was 24.15 higher than the previous day. The implied volatity was 33.92, the open interest changed by -110 which decreased total open position to 512
On 20 Feb ABB was trading at 5987.00. The strike last trading price was 225, which was -207.35 lower than the previous day. The implied volatity was 33.47, the open interest changed by 606 which increased total open position to 637
On 19 Feb ABB was trading at 5719.50. The strike last trading price was 432.3, which was 121.05 higher than the previous day. The implied volatity was 40.73, the open interest changed by 13 which increased total open position to 31
On 18 Feb ABB was trading at 5881.50. The strike last trading price was 307.85, which was -52.15 lower than the previous day. The implied volatity was 34.88, the open interest changed by 2 which increased total open position to 17
On 17 Feb ABB was trading at 5836.00. The strike last trading price was 360, which was 15 higher than the previous day. The implied volatity was 38.29, the open interest changed by 0 which decreased total open position to 14
On 16 Feb ABB was trading at 5888.00. The strike last trading price was 345, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 13 Feb ABB was trading at 5780.50. The strike last trading price was 345, which was -46.55 lower than the previous day. The implied volatity was 31.52, the open interest changed by -1 which decreased total open position to 13
On 12 Feb ABB was trading at 5788.50. The strike last trading price was 388.05, which was -41.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Feb ABB was trading at 5825.50. The strike last trading price was 388.05, which was -41.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 10 Feb ABB was trading at 5870.00. The strike last trading price was 388.05, which was -41.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 9 Feb ABB was trading at 5815.50. The strike last trading price was 388.05, which was -41.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 Feb ABB was trading at 5816.00. The strike last trading price was 388.05, which was -41.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 5 Feb ABB was trading at 5770.00. The strike last trading price was 388.05, which was -41.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 Feb ABB was trading at 5755.00. The strike last trading price was 388.05, which was -41.95 lower than the previous day. The implied volatity was 32.93, the open interest changed by -13 which decreased total open position to 14
On 3 Feb ABB was trading at 5668.50. The strike last trading price was 430, which was -448.15 lower than the previous day. The implied volatity was 32.36, the open interest changed by 27 which increased total open position to 27
On 2 Feb ABB was trading at 5468.00. The strike last trading price was 878.15, 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 1 Feb ABB was trading at 5437.00. The strike last trading price was 878.15, 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 30 Jan ABB was trading at 5578.50. The strike last trading price was 878.15, 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 29 Jan ABB was trading at 5474.00. The strike last trading price was 878.15, 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 28 Jan ABB was trading at 5043.50. The strike last trading price was 878.15, 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 27 Jan ABB was trading at 4707.50. The strike last trading price was 878.15, 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 23 Jan ABB was trading at 4694.50. The strike last trading price was 878.15, 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 22 Jan ABB was trading at 4755.50. The strike last trading price was 878.15, 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 Jan ABB was trading at 4707.50. The strike last trading price was 878.15, 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 Jan ABB was trading at 4691.50. The strike last trading price was 878.15, 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 19 Jan ABB was trading at 4865.50. The strike last trading price was 878.15, 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 16 Jan ABB was trading at 4872.50. The strike last trading price was 878.15, 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 Jan ABB was trading at 4935.00. The strike last trading price was 878.15, 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
