ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 7351.90 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 7657.15 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7817.45 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7703.25 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7657.05 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7728.75 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 7693.25 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 7569.75 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 7552.40 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 7488.40 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 7664.20 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 7537.55 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 1127.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6904.65 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6760.80 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6701.60 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6625.90 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 7237.80 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 1127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 1127.65 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6500 expiring on 26DEC2024
Delta for 6500 CE is -
Historical price for 6500 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 1127.65, 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 Dec ABB was trading at 7351.90. The strike last trading price was 1127.65, 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 18 Dec ABB was trading at 7657.15. The strike last trading price was 1127.65, 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 17 Dec ABB was trading at 7817.45. The strike last trading price was 1127.65, 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 16 Dec ABB was trading at 7890.35. The strike last trading price was 1127.65, 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 Dec ABB was trading at 7703.25. The strike last trading price was 1127.65, 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 12 Dec ABB was trading at 7657.05. The strike last trading price was 1127.65, 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 Dec ABB was trading at 7728.75. The strike last trading price was 1127.65, 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 10 Dec ABB was trading at 7693.25. The strike last trading price was 1127.65, 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 9 Dec ABB was trading at 7569.75. The strike last trading price was 1127.65, 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 Dec ABB was trading at 7552.40. The strike last trading price was 1127.65, 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 5 Dec ABB was trading at 7488.40. The strike last trading price was 1127.65, 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 4 Dec ABB was trading at 7664.20. The strike last trading price was 1127.65, 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 3 Dec ABB was trading at 7537.55. The strike last trading price was 1127.65, 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 2 Dec ABB was trading at 7490.75. The strike last trading price was 1127.65, 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 29 Nov ABB was trading at 7421.25. The strike last trading price was 1127.65, 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 28 Nov ABB was trading at 7394.85. The strike last trading price was 1127.65, 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 27 Nov ABB was trading at 7496.20. The strike last trading price was 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 1127.65, 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 26DEC2024 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 1.68
Theta: -5.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 21.5 | 16.10 | 43.90 | 4,676 | 157 | 347 |
| 19 Dec | 7351.90 | 5.4 | 3.90 | 47.74 | 151 | 17 | 186 |
| 18 Dec | 7657.15 | 1.5 | -0.50 | 47.73 | 24 | -1 | 169 |
| 17 Dec | 7817.45 | 2 | 0.30 | - | 52 | -7 | 170 |
| 16 Dec | 7890.35 | 1.7 | -0.80 | - | 34 | 0 | 187 |
| 13 Dec | 7703.25 | 2.5 | -0.90 | 41.49 | 15 | -3 | 187 |
| 12 Dec | 7657.05 | 3.4 | -1.65 | 40.40 | 14 | -2 | 194 |
| 11 Dec | 7728.75 | 5.05 | 1.65 | 42.87 | 19 | -12 | 198 |
| 10 Dec | 7693.25 | 3.4 | -2.75 | 38.73 | 20 | 3 | 211 |
| 9 Dec | 7569.75 | 6.15 | -1.60 | 38.52 | 72 | -41 | 208 |
| 6 Dec | 7552.40 | 7.75 | -0.25 | 36.04 | 23 | 4 | 250 |
| 5 Dec | 7488.40 | 8 | -1.90 | 34.36 | 170 | 4 | 247 |
| 4 Dec | 7664.20 | 9.9 | -2.10 | 38.89 | 107 | 18 | 242 |
| 3 Dec | 7537.55 | 12 | -4.00 | 36.25 | 139 | -5 | 225 |
| 2 Dec | 7490.75 | 16 | -3.50 | 36.41 | 67 | 6 | 231 |
| 29 Nov | 7421.25 | 19.5 | -5.90 | 34.08 | 232 | 31 | 225 |
| 28 Nov | 7394.85 | 25.4 | -1.60 | 35.95 | 152 | 7 | 193 |
| 27 Nov | 7496.20 | 27 | -10.50 | 37.86 | 156 | 49 | 186 |
| 26 Nov | 7329.70 | 37.5 | -5.50 | 36.87 | 121 | 53 | 137 |
| 25 Nov | 7259.85 | 43 | -43.95 | 35.07 | 109 | 50 | 85 |
| 22 Nov | 6904.65 | 86.95 | -52.20 | 31.57 | 29 | 8 | 43 |
| 21 Nov | 6760.80 | 139.15 | -6.15 | 32.81 | 14 | 6 | 34 |
| 20 Nov | 6701.60 | 145.3 | 0.00 | 30.98 | 23 | 15 | 29 |
| 19 Nov | 6701.60 | 145.3 | -43.70 | 30.98 | 23 | 16 | 29 |
| 18 Nov | 6625.90 | 189 | 14.30 | 32.68 | 18 | 9 | 13 |
| 14 Nov | 6680.15 | 174.7 | 48.70 | 32.35 | 4 | 3 | 3 |
| 13 Nov | 6802.00 | 126 | 0.00 | 4.26 | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 126 | 0.00 | 5.40 | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 126 | 0.00 | 7.84 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 126 | 0.00 | 5.86 | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 126 | 0.00 | 5.68 | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 126 | 6.77 | 0 | 0 | 0 | |
For Abb India Limited - strike price 6500 expiring on 26DEC2024
Delta for 6500 PE is -0.11
Historical price for 6500 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 21.5, which was 16.10 higher than the previous day. The implied volatity was 43.90, the open interest changed by 157 which increased total open position to 347
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 5.4, which was 3.90 higher than the previous day. The implied volatity was 47.74, the open interest changed by 17 which increased total open position to 186
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 47.73, the open interest changed by -1 which decreased total open position to 169
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 2, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 170
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 187
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 2.5, which was -0.90 lower than the previous day. The implied volatity was 41.49, the open interest changed by -3 which decreased total open position to 187
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 3.4, which was -1.65 lower than the previous day. The implied volatity was 40.40, the open interest changed by -2 which decreased total open position to 194
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 5.05, which was 1.65 higher than the previous day. The implied volatity was 42.87, the open interest changed by -12 which decreased total open position to 198
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 3.4, which was -2.75 lower than the previous day. The implied volatity was 38.73, the open interest changed by 3 which increased total open position to 211
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 6.15, which was -1.60 lower than the previous day. The implied volatity was 38.52, the open interest changed by -41 which decreased total open position to 208
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 7.75, which was -0.25 lower than the previous day. The implied volatity was 36.04, the open interest changed by 4 which increased total open position to 250
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 8, which was -1.90 lower than the previous day. The implied volatity was 34.36, the open interest changed by 4 which increased total open position to 247
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 9.9, which was -2.10 lower than the previous day. The implied volatity was 38.89, the open interest changed by 18 which increased total open position to 242
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 12, which was -4.00 lower than the previous day. The implied volatity was 36.25, the open interest changed by -5 which decreased total open position to 225
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 16, which was -3.50 lower than the previous day. The implied volatity was 36.41, the open interest changed by 6 which increased total open position to 231
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 19.5, which was -5.90 lower than the previous day. The implied volatity was 34.08, the open interest changed by 31 which increased total open position to 225
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 25.4, which was -1.60 lower than the previous day. The implied volatity was 35.95, the open interest changed by 7 which increased total open position to 193
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 27, which was -10.50 lower than the previous day. The implied volatity was 37.86, the open interest changed by 49 which increased total open position to 186
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 37.5, which was -5.50 lower than the previous day. The implied volatity was 36.87, the open interest changed by 53 which increased total open position to 137
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 43, which was -43.95 lower than the previous day. The implied volatity was 35.07, the open interest changed by 50 which increased total open position to 85
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 86.95, which was -52.20 lower than the previous day. The implied volatity was 31.57, the open interest changed by 8 which increased total open position to 43
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 139.15, which was -6.15 lower than the previous day. The implied volatity was 32.81, the open interest changed by 6 which increased total open position to 34
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 145.3, which was 0.00 lower than the previous day. The implied volatity was 30.98, the open interest changed by 15 which increased total open position to 29
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 145.3, which was -43.70 lower than the previous day. The implied volatity was 30.98, the open interest changed by 16 which increased total open position to 29
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 189, which was 14.30 higher than the previous day. The implied volatity was 32.68, the open interest changed by 9 which increased total open position to 13
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 174.7, which was 48.70 higher than the previous day. The implied volatity was 32.35, the open interest changed by 3 which increased total open position to 3
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 126, which was 0.00 lower than the previous day. The implied volatity was 4.26, 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 126, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 126, which was 0.00 lower than the previous day. The implied volatity was 7.84, 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 126, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 126, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 126, which was lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
