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[--[65.84.65.76]--]
ABB
Abb India Limited

6680.15 -121.85 (-1.79%)

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Historical option data for ABB

14 Nov 2024 04:11 PM IST
ABB 28NOV2024 6400 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6680.15 489.45 0.00 0.00 0 0 0
13 Nov 6802.00 489.45 -173.40 35.20 2 -1 1
12 Nov 6964.25 662.85 0.00 0.00 0 0 0
11 Nov 7237.80 662.85 0.00 0.00 0 0 0
8 Nov 7045.45 662.85 0.00 0.00 0 0 0
7 Nov 6999.75 662.85 0.00 0.00 0 0 0
6 Nov 7164.05 662.85 0.00 0.00 0 1 0
5 Nov 7132.85 662.85 -259.00 - 5 2 3
4 Nov 7360.85 921.85 -784.25 - 1 0 0
1 Nov 7430.40 1706.1 0.00 - 0 0 0
31 Oct 7429.45 1706.1 - 0 0 0


For Abb India Limited - strike price 6400 expiring on 28NOV2024

Delta for 6400 CE is 0.00

Historical price for 6400 CE is as follows

On 14 Nov ABB was trading at 6680.15. The strike last trading price was 489.45, which was 0.00 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 13 Nov ABB was trading at 6802.00. The strike last trading price was 489.45, which was -173.40 lower than the previous day. The implied volatity was 35.20, the open interest changed by -1 which decreased total open position to 1


On 12 Nov ABB was trading at 6964.25. The strike last trading price was 662.85, which was 0.00 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 11 Nov ABB was trading at 7237.80. The strike last trading price was 662.85, which was 0.00 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 8 Nov ABB was trading at 7045.45. The strike last trading price was 662.85, which was 0.00 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 7 Nov ABB was trading at 6999.75. The strike last trading price was 662.85, which was 0.00 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 6 Nov ABB was trading at 7164.05. The strike last trading price was 662.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Nov ABB was trading at 7132.85. The strike last trading price was 662.85, which was -259.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 4 Nov ABB was trading at 7360.85. The strike last trading price was 921.85, which was -784.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov ABB was trading at 7430.40. The strike last trading price was 1706.1, 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 31 Oct ABB was trading at 7429.45. The strike last trading price was 1706.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ABB 28NOV2024 6400 PE
Delta: -0.20
Vega: 3.67
Theta: -3.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6680.15 45.55 11.55 30.14 1,128 4 435
13 Nov 6802.00 34 6.70 32.39 822 100 430
12 Nov 6964.25 27.3 13.00 34.35 712 30 340
11 Nov 7237.80 14.3 -9.70 37.59 406 29 306
8 Nov 7045.45 24 -6.00 32.27 157 -18 278
7 Nov 6999.75 30 10.00 33.01 221 76 295
6 Nov 7164.05 20 -7.00 34.55 210 4 228
5 Nov 7132.85 27 -32.00 35.14 2,296 223 226
4 Nov 7360.85 59 -55.50 50.04 29 3 3
1 Nov 7430.40 114.5 0.00 13.49 0 0 0
31 Oct 7429.45 114.5 - 0 0 0


For Abb India Limited - strike price 6400 expiring on 28NOV2024

Delta for 6400 PE is -0.20

Historical price for 6400 PE is as follows

On 14 Nov ABB was trading at 6680.15. The strike last trading price was 45.55, which was 11.55 higher than the previous day. The implied volatity was 30.14, the open interest changed by 4 which increased total open position to 435


On 13 Nov ABB was trading at 6802.00. The strike last trading price was 34, which was 6.70 higher than the previous day. The implied volatity was 32.39, the open interest changed by 100 which increased total open position to 430


On 12 Nov ABB was trading at 6964.25. The strike last trading price was 27.3, which was 13.00 higher than the previous day. The implied volatity was 34.35, the open interest changed by 30 which increased total open position to 340


On 11 Nov ABB was trading at 7237.80. The strike last trading price was 14.3, which was -9.70 lower than the previous day. The implied volatity was 37.59, the open interest changed by 29 which increased total open position to 306


On 8 Nov ABB was trading at 7045.45. The strike last trading price was 24, which was -6.00 lower than the previous day. The implied volatity was 32.27, the open interest changed by -18 which decreased total open position to 278


On 7 Nov ABB was trading at 6999.75. The strike last trading price was 30, which was 10.00 higher than the previous day. The implied volatity was 33.01, the open interest changed by 76 which increased total open position to 295


On 6 Nov ABB was trading at 7164.05. The strike last trading price was 20, which was -7.00 lower than the previous day. The implied volatity was 34.55, the open interest changed by 4 which increased total open position to 228


On 5 Nov ABB was trading at 7132.85. The strike last trading price was 27, which was -32.00 lower than the previous day. The implied volatity was 35.14, the open interest changed by 223 which increased total open position to 226


On 4 Nov ABB was trading at 7360.85. The strike last trading price was 59, which was -55.50 lower than the previous day. The implied volatity was 50.04, the open interest changed by 3 which increased total open position to 3


On 1 Nov ABB was trading at 7430.40. The strike last trading price was 114.5, which was 0.00 lower than the previous day. The implied volatity was 13.49, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ABB was trading at 7429.45. The strike last trading price was 114.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to