ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 6400 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 | 1327.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 6945.30 | 1327.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Dec | 6878.20 | 1327.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 6959.20 | 1327.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 6921.25 | 1327.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 1327.5 | 1327.50 | - | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 0 | 0.00 | - | 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 | |||
| 11 Nov | 7237.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6400 expiring on 30JAN2025
Delta for 6400 CE is -
Historical price for 6400 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 1327.5, 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 1327.5, 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 1327.5, 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 23 Dec ABB was trading at 6959.20. The strike last trading price was 1327.5, 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 Dec ABB was trading at 6921.25. The strike last trading price was 1327.5, 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 16 Dec ABB was trading at 7890.35. The strike last trading price was 1327.5, which was 1327.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ABB was trading at 7394.85. 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 26 Nov ABB was trading at 7329.70. 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 25 Nov ABB was trading at 7259.85. 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 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 11 Nov ABB was trading at 7237.80. 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 8 Nov ABB was trading at 7045.45. 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 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 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 5 Nov ABB was trading at 7132.85. 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 4 Nov ABB was trading at 7360.85. 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 6400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 5.39
Theta: -1.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 58.5 | 11.45 | 28.48 | 309 | 59 | 179 |
| 26 Dec | 6945.30 | 47.05 | -14.65 | 28.35 | 161 | 53 | 121 |
| 24 Dec | 6878.20 | 61.7 | -5.30 | 29.26 | 72 | 34 | 68 |
| 23 Dec | 6959.20 | 67 | -33.00 | 31.38 | 61 | 9 | 30 |
| 20 Dec | 6921.25 | 100 | 76.00 | 35.67 | 27 | 19 | 21 |
| 16 Dec | 7890.35 | 24 | -158.90 | 39.68 | 1 | 0 | 1 |
| 28 Nov | 7394.85 | 182.9 | 0.00 | 8.90 | 0 | 0 | 0 |
| 26 Nov | 7329.70 | 182.9 | 0.00 | 8.41 | 0 | 0 | 0 |
| 25 Nov | 7259.85 | 182.9 | 0.00 | 7.74 | 0 | 0 | 0 |
| 22 Nov | 6904.65 | 182.9 | 0.00 | 5.41 | 0 | 0 | 0 |
| 21 Nov | 6760.80 | 182.9 | 0.00 | 4.24 | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 182.9 | 0.00 | 3.84 | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 182.9 | 0.00 | 3.84 | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 182.9 | 0.00 | 3.03 | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 182.9 | 182.90 | 4.26 | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 0 | 0.00 | 4.27 | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 0 | 0.00 | 5.73 | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 0 | 0.00 | 7.30 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 0 | 0.00 | 6.08 | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 0 | 0.00 | 5.67 | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 0 | 0.00 | 6.64 | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 0 | 0.00 | 6.64 | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 0 | 7.92 | 0 | 0 | 0 | |
For Abb India Limited - strike price 6400 expiring on 30JAN2025
Delta for 6400 PE is -0.18
Historical price for 6400 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 58.5, which was 11.45 higher than the previous day. The implied volatity was 28.48, the open interest changed by 59 which increased total open position to 179
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 47.05, which was -14.65 lower than the previous day. The implied volatity was 28.35, the open interest changed by 53 which increased total open position to 121
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 61.7, which was -5.30 lower than the previous day. The implied volatity was 29.26, the open interest changed by 34 which increased total open position to 68
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 67, which was -33.00 lower than the previous day. The implied volatity was 31.38, the open interest changed by 9 which increased total open position to 30
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 100, which was 76.00 higher than the previous day. The implied volatity was 35.67, the open interest changed by 19 which increased total open position to 21
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 24, which was -158.90 lower than the previous day. The implied volatity was 39.68, the open interest changed by 0 which decreased total open position to 1
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 182.9, which was 0.00 lower than the previous day. The implied volatity was 8.90, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 182.9, which was 0.00 lower than the previous day. The implied volatity was 8.41, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 182.9, which was 0.00 lower than the previous day. The implied volatity was 7.74, 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 182.9, which was 0.00 lower than the previous day. The implied volatity was 5.41, 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 182.9, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 182.9, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 182.9, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 182.9, which was 0.00 lower than the previous day. The implied volatity was 3.03, 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 182.9, which was 182.90 higher than the previous day. The implied volatity was 4.26, 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 4.27, 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 5.73, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.30, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 0.00 lower than the previous day. The implied volatity was 5.67, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.64, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 7.92, the open interest changed by 0 which decreased total open position to 0
