ABB
Abb India Limited
Historical option data for ABB
21 Nov 2024 04:11 PM IST
| ABB 28NOV2024 6400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 2.77
Theta: -12.16
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 6760.80 | 431 | 41.00 | 54.66 | 5 | 2 | 6 | |||
| 20 Nov | 6701.60 | 390 | 0.00 | 46.93 | 10 | -4 | 3 | |||
| 19 Nov | 6701.60 | 390 | 95.00 | 46.93 | 10 | -5 | 3 | |||
| 18 Nov | 6625.90 | 295 | -194.45 | 33.07 | 10 | 4 | 6 | |||
| 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 0.78
Historical price for 6400 CE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 431, which was 41.00 higher than the previous day. The implied volatity was 54.66, the open interest changed by 2 which increased total open position to 6
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 390, which was 0.00 lower than the previous day. The implied volatity was 46.93, the open interest changed by -4 which decreased total open position to 3
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 390, which was 95.00 higher than the previous day. The implied volatity was 46.93, the open interest changed by -5 which decreased total open position to 3
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 295, which was -194.45 lower than the previous day. The implied volatity was 33.07, the open interest changed by 4 which increased total open position to 6
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: -0.12
Vega: 1.92
Theta: -4.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6760.80 | 21.05 | -17.55 | 35.52 | 497 | 84 | 590 |
| 20 Nov | 6701.60 | 38.6 | 0.00 | 35.38 | 838 | -4 | 508 |
| 19 Nov | 6701.60 | 38.6 | -8.60 | 35.38 | 838 | -2 | 508 |
| 18 Nov | 6625.90 | 47.2 | 1.65 | 31.50 | 710 | 76 | 511 |
| 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 -0.12
Historical price for 6400 PE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 21.05, which was -17.55 lower than the previous day. The implied volatity was 35.52, the open interest changed by 84 which increased total open position to 590
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 38.6, which was 0.00 lower than the previous day. The implied volatity was 35.38, the open interest changed by -4 which decreased total open position to 508
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 38.6, which was -8.60 lower than the previous day. The implied volatity was 35.38, the open interest changed by -2 which decreased total open position to 508
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 47.2, which was 1.65 higher than the previous day. The implied volatity was 31.50, the open interest changed by 76 which increased total open position to 511
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
