ABB
Abb India Limited
Historical option data for ABB
08 Dec 2025 04:10 PM IST
| ABB 30-DEC-2025 6100 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.19
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Dec | 5057.50 | 0.6 | -2.3 | 28.79 | 41 | 0 | 103 | |||||||||
| 2 Dec | 5183.00 | 2.9 | 0.9 | 26.98 | 2 | 0 | 103 | |||||||||
| 27 Nov | 5240.50 | 2 | -0.65 | 21.44 | 4 | 1 | 102 | |||||||||
| 26 Nov | 5197.50 | 2.85 | 1.15 | 23.98 | 132 | 13 | 101 | |||||||||
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| 25 Nov | 5070.50 | 1.7 | 0.2 | 25.06 | 14 | 9 | 88 | |||||||||
| 24 Nov | 5057.00 | 1.5 | -2.65 | 24.80 | 80 | 76 | 78 | |||||||||
For Abb India Limited - strike price 6100 expiring on 30DEC2025
Delta for 6100 CE is 0.01
Historical price for 6100 CE is as follows
On 8 Dec ABB was trading at 5057.50. The strike last trading price was 0.6, which was -2.3 lower than the previous day. The implied volatity was 28.79, the open interest changed by 0 which decreased total open position to 103
On 2 Dec ABB was trading at 5183.00. The strike last trading price was 2.9, which was 0.9 higher than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 103
On 27 Nov ABB was trading at 5240.50. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 21.44, the open interest changed by 1 which increased total open position to 102
On 26 Nov ABB was trading at 5197.50. The strike last trading price was 2.85, which was 1.15 higher than the previous day. The implied volatity was 23.98, the open interest changed by 13 which increased total open position to 101
On 25 Nov ABB was trading at 5070.50. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 25.06, the open interest changed by 9 which increased total open position to 88
On 24 Nov ABB was trading at 5057.00. The strike last trading price was 1.5, which was -2.65 lower than the previous day. The implied volatity was 24.80, the open interest changed by 76 which increased total open position to 78
| ABB 30DEC2025 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Dec | 5057.50 | 885 | 27 | - | 0 | 0 | 247 |
| 2 Dec | 5183.00 | 885 | 27 | - | 2 | 0 | 249 |
| 27 Nov | 5240.50 | 858 | -8.05 | 48.10 | 4 | 0 | 249 |
| 26 Nov | 5197.50 | 866.05 | -169.95 | 31.30 | 10 | 1 | 249 |
| 25 Nov | 5070.50 | 1036 | -7.9 | 51.36 | 21 | 18 | 246 |
| 24 Nov | 5057.00 | 1037 | 85.1 | 47.59 | 279 | 228 | 228 |
For Abb India Limited - strike price 6100 expiring on 30DEC2025
Delta for 6100 PE is -
Historical price for 6100 PE is as follows
On 8 Dec ABB was trading at 5057.50. The strike last trading price was 885, which was 27 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 247
On 2 Dec ABB was trading at 5183.00. The strike last trading price was 885, which was 27 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 249
On 27 Nov ABB was trading at 5240.50. The strike last trading price was 858, which was -8.05 lower than the previous day. The implied volatity was 48.10, the open interest changed by 0 which decreased total open position to 249
On 26 Nov ABB was trading at 5197.50. The strike last trading price was 866.05, which was -169.95 lower than the previous day. The implied volatity was 31.30, the open interest changed by 1 which increased total open position to 249
On 25 Nov ABB was trading at 5070.50. The strike last trading price was 1036, which was -7.9 lower than the previous day. The implied volatity was 51.36, the open interest changed by 18 which increased total open position to 246
On 24 Nov ABB was trading at 5057.00. The strike last trading price was 1037, which was 85.1 higher than the previous day. The implied volatity was 47.59, the open interest changed by 228 which increased total open position to 228































































































































































































































