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Historical option data for ABB

12 Jun 2026 01:03 PM IST
ABB 30-Jun-2026 (18d) 6500 CE
Delta: 0.78
Vega: 0.04
Theta: -3.32
Gamma: 0.00079
Date Close Ltp Change IV Volume OI Chg OI
12 Jun 6738.50 322 -3 (-0.92%) 24.73 9 -1 204
11 Jun 6719.00 324.95 -37.05 (-10.23%) 29.04 161 5 204
10 Jun 6801.00 366.2 -123.8 (-25.27%) 25.05 16 -6 199
9 Jun 6931.00 490 -21 (-4.11%) 29.06 7 -1 204
8 Jun 6958.00 500.75 -149.25 (-22.96%) 30.32 9 -1 204
5 Jun 7167.50 650 -111 (-14.59%) 22.04 16 0 221
4 Jun 7156.00 760.9 -0.1 (-0.01%) 31.28 4 0 221
3 Jun 7196.00 760.9 103.9 (15.81%) 31.28 4 0 224
2 Jun 7146.00 657 65 (10.98%) 27.94 8 0 226
1 Jun 7027.50 591 -121 (-16.99%) 27.97 10 -3 227
29 May 7253.00 703.65 -38.35 (-5.17%) 33.89 27 -11 231
27 May 7219.00 750.65 340.65 (83.09%) 31.52 153 -51 244
26 May 6804.00 410 55 (15.49%) 23.57 33 4 295
25 May 6755.00 355.9 15.9 (4.68%) 20.89 55 -4 291
22 May 6689.50 343.95 50.95 (17.39%) 23.99 188 -2 295
21 May 6598.00 293 -12 (-3.93%) 25.88 235 8 297
20 May 6605.00 300 101 (50.75%) 24.69 656 122 289
19 May 6329.00 197.45 -36.55 (-15.62%) 30.15 89 13 167
18 May 6413.50 238 5 (2.15%) 27.56 113 52 154
15 May 6381.00 234 -30.35 (-11.48%) 29.95 58 40 101
14 May 6429.00 263 34.25 (14.97%) 30.08 44 14 61
13 May 6305.00 228.15 -4.8 (-2.06%) 0 3 2 46
12 May 6328.50 232.95 -17.7 (-7.06%) 0 48 11 44
11 May 6387.50 253.45 -546.55 (-68.32%) 0 54 30 32
8 May 7012.50 800 -70.7 (-8.12%) - 0 0 2
7 May 7188.00 800 -70.7 (-8.12%) - 0 0 2
17 Apr 7029.50 - - - 0 0 0
16 Apr 6883.50 0 0 - 0 0 0
15 Apr 6873.00 0 0 - 0 0 0
13 Apr 6828.50 - - - 0 0 0
10 Apr 6859.50 0 0 (0.00%) - 0 0 0
9 Apr 6614.00 0 0 (0.00%) - 0 0 0
8 Apr 6565.00 0 0 (0.00%) - 0 0 0
7 Apr 6269.00 0 0 (0.00%) - 0 0 0
6 Apr 6193.50 0 0 (0.00%) 1.48 0 0 0
2 Apr 6142.00 0 0 (0.00%) 1.7 0 0 0


For Abb India Limited - strike price 6500 expiring on 30JUN2026

Delta for 6500 CE is 0.78

Historical price for 6500 CE is as follows

On 12 Jun ABB was trading at 6738.50. The strike last trading price was 322, which was -3 lower than the previous day. The implied volatity was 24.73, the open interest changed by -1 which decreased total open position to 204


On 11 Jun ABB was trading at 6719.00. The strike last trading price was 324.95, which was -37.05 lower than the previous day. The implied volatity was 29.04, the open interest changed by 5 which increased total open position to 204


On 10 Jun ABB was trading at 6801.00. The strike last trading price was 366.2, which was -123.8 lower than the previous day. The implied volatity was 25.05, the open interest changed by -6 which decreased total open position to 199


On 9 Jun ABB was trading at 6931.00. The strike last trading price was 490, which was -21 lower than the previous day. The implied volatity was 29.06, the open interest changed by -1 which decreased total open position to 204


On 8 Jun ABB was trading at 6958.00. The strike last trading price was 500.75, which was -149.25 lower than the previous day. The implied volatity was 30.32, the open interest changed by -1 which decreased total open position to 204


On 5 Jun ABB was trading at 7167.50. The strike last trading price was 650, which was -111 lower than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 221


On 4 Jun ABB was trading at 7156.00. The strike last trading price was 760.9, which was -0.1 lower than the previous day. The implied volatity was 31.28, the open interest changed by 0 which decreased total open position to 221


On 3 Jun ABB was trading at 7196.00. The strike last trading price was 760.9, which was 103.9 higher than the previous day. The implied volatity was 31.28, the open interest changed by 0 which decreased total open position to 224


On 2 Jun ABB was trading at 7146.00. The strike last trading price was 657, which was 65 higher than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 226


On 1 Jun ABB was trading at 7027.50. The strike last trading price was 591, which was -121 lower than the previous day. The implied volatity was 27.97, the open interest changed by -3 which decreased total open position to 227


On 29 May ABB was trading at 7253.00. The strike last trading price was 703.65, which was -38.35 lower than the previous day. The implied volatity was 33.89, the open interest changed by -11 which decreased total open position to 231


On 27 May ABB was trading at 7219.00. The strike last trading price was 750.65, which was 340.65 higher than the previous day. The implied volatity was 31.52, the open interest changed by -51 which decreased total open position to 244


On 26 May ABB was trading at 6804.00. The strike last trading price was 410, which was 55 higher than the previous day. The implied volatity was 23.57, the open interest changed by 4 which increased total open position to 295


On 25 May ABB was trading at 6755.00. The strike last trading price was 355.9, which was 15.9 higher than the previous day. The implied volatity was 20.89, the open interest changed by -4 which decreased total open position to 291


On 22 May ABB was trading at 6689.50. The strike last trading price was 343.95, which was 50.95 higher than the previous day. The implied volatity was 23.99, the open interest changed by -2 which decreased total open position to 295


On 21 May ABB was trading at 6598.00. The strike last trading price was 293, which was -12 lower than the previous day. The implied volatity was 25.88, the open interest changed by 8 which increased total open position to 297


On 20 May ABB was trading at 6605.00. The strike last trading price was 300, which was 101 higher than the previous day. The implied volatity was 24.69, the open interest changed by 122 which increased total open position to 289


On 19 May ABB was trading at 6329.00. The strike last trading price was 197.45, which was -36.55 lower than the previous day. The implied volatity was 30.15, the open interest changed by 13 which increased total open position to 167


On 18 May ABB was trading at 6413.50. The strike last trading price was 238, which was 5 higher than the previous day. The implied volatity was 27.56, the open interest changed by 52 which increased total open position to 154


On 15 May ABB was trading at 6381.00. The strike last trading price was 234, which was -30.35 lower than the previous day. The implied volatity was 29.95, the open interest changed by 40 which increased total open position to 101


On 14 May ABB was trading at 6429.00. The strike last trading price was 263, which was 34.25 higher than the previous day. The implied volatity was 30.08, the open interest changed by 14 which increased total open position to 61


On 13 May ABB was trading at 6305.00. The strike last trading price was 228.15, which was -4.8 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 46


On 12 May ABB was trading at 6328.50. The strike last trading price was 232.95, which was -17.7 lower than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 44


On 11 May ABB was trading at 6387.50. The strike last trading price was 253.45, which was -546.55 lower than the previous day. The implied volatity was 0, the open interest changed by 30 which increased total open position to 32


On 8 May ABB was trading at 7012.50. The strike last trading price was 800, which was -70.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 May ABB was trading at 7188.00. The strike last trading price was 800, which was -70.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Apr ABB was trading at 7029.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr ABB was trading at 6883.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr ABB was trading at 6873.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr ABB was trading at 6828.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr ABB was trading at 6859.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr ABB was trading at 6614.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr ABB was trading at 6565.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr ABB was trading at 6269.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr ABB was trading at 6193.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0


On 2 Apr ABB was trading at 6142.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.7, the open interest changed by 0 which decreased total open position to 0


ABB 30-Jun-2026 (18d) 6500 PE
Delta: -0.27
Vega: 0.05
Theta: -3.53
Gamma: 0.00072
Date Close Ltp Change IV Volume OI Chg OI
12 Jun 6738.50 80.4 -2.05 (-2.49%) 30.48 287 3 601
11 Jun 6719.00 80 -1.7 (-2.08%) 29.54 565 6 600
10 Jun 6801.00 82.75 30.85 (59.44%) 32.65 582 95 597
9 Jun 6931.00 49.7 -14.3 (-22.34%) 30.83 271 -8 502
8 Jun 6958.00 68 34.6 (103.59%) 33.69 232 31 517
5 Jun 7167.50 32.7 -4.05 (-11.02%) 32 187 -21 486
4 Jun 7156.00 37.5 4 (11.94%) 32.76 372 -106 507
3 Jun 7196.00 35 -2.3 (-6.17%) 32.54 619 54 612
2 Jun 7146.00 36.85 -23.6 (-39.04%) 31.42 422 93 559
1 Jun 7027.50 59 16 (37.21%) 31.8 578 -12 467
29 May 7253.00 39.4 -1.05 (-2.60%) 33.21 725 -74 479
27 May 7219.00 40.4 -72.6 (-64.25%) 31.03 1,720 -131 552
26 May 6804.00 109.25 -52.75 (-32.56%) 30.06 264 96 683
25 May 6755.00 164 -28.8 (-14.94%) 34.41 545 347 586
22 May 6689.50 185.6 -38.85 (-17.31%) 33.48 100 22 239
21 May 6598.00 232.1 -6.55 (-2.74%) 33.93 175 -17 218
20 May 6605.00 232 -116 (-33.33%) 34.36 334 160 233
19 May 6329.00 348 -30.9 (-8.16%) 34.16 46 13 71
18 May 6413.50 378.9 18.9 (5.25%) 35.54 18 -1 58
15 May 6381.00 360 30 (9.09%) 35.3 40 23 59
14 May 6429.00 330 -69 (-17.29%) 33.73 18 7 35
13 May 6305.00 398.5 -66.5 (-14.30%) 0 10 4 26
12 May 6328.50 465 53.7 (13.06%) 0 9 3 20
11 May 6387.50 411.3 223.65 (119.18%) 0 16 0 10
8 May 7012.50 182.75 73.6 (67.43%) 38.88 15 6 7
7 May 7188.00 109.15 -598.45 (-84.57%) 34.99 1 0 0
17 Apr 7029.50 - - - 0 0 0
16 Apr 6883.50 0 0 - 0 0 0
15 Apr 6873.00 0 0 - 0 0 0
13 Apr 6828.50 - - - 0 0 0
10 Apr 6859.50 0 0 (0.00%) 2.31 0 0 0
9 Apr 6614.00 0 0 (0.00%) 2.12 0 0 0
8 Apr 6565.00 0 0 (0.00%) 1.5 0 0 0
7 Apr 6269.00 0 0 (0.00%) - 0 0 0
6 Apr 6193.50 0 0 (0.00%) - 0 0 0
2 Apr 6142.00 0 0 (0.00%) - 0 0 0


For Abb India Limited - strike price 6500 expiring on 30JUN2026

Delta for 6500 PE is -0.27

Historical price for 6500 PE is as follows

On 12 Jun ABB was trading at 6738.50. The strike last trading price was 80.4, which was -2.05 lower than the previous day. The implied volatity was 30.48, the open interest changed by 3 which increased total open position to 601


On 11 Jun ABB was trading at 6719.00. The strike last trading price was 80, which was -1.7 lower than the previous day. The implied volatity was 29.54, the open interest changed by 6 which increased total open position to 600


On 10 Jun ABB was trading at 6801.00. The strike last trading price was 82.75, which was 30.85 higher than the previous day. The implied volatity was 32.65, the open interest changed by 95 which increased total open position to 597


On 9 Jun ABB was trading at 6931.00. The strike last trading price was 49.7, which was -14.3 lower than the previous day. The implied volatity was 30.83, the open interest changed by -8 which decreased total open position to 502


On 8 Jun ABB was trading at 6958.00. The strike last trading price was 68, which was 34.6 higher than the previous day. The implied volatity was 33.69, the open interest changed by 31 which increased total open position to 517


On 5 Jun ABB was trading at 7167.50. The strike last trading price was 32.7, which was -4.05 lower than the previous day. The implied volatity was 32, the open interest changed by -21 which decreased total open position to 486


On 4 Jun ABB was trading at 7156.00. The strike last trading price was 37.5, which was 4 higher than the previous day. The implied volatity was 32.76, the open interest changed by -106 which decreased total open position to 507


On 3 Jun ABB was trading at 7196.00. The strike last trading price was 35, which was -2.3 lower than the previous day. The implied volatity was 32.54, the open interest changed by 54 which increased total open position to 612


On 2 Jun ABB was trading at 7146.00. The strike last trading price was 36.85, which was -23.6 lower than the previous day. The implied volatity was 31.42, the open interest changed by 93 which increased total open position to 559


On 1 Jun ABB was trading at 7027.50. The strike last trading price was 59, which was 16 higher than the previous day. The implied volatity was 31.8, the open interest changed by -12 which decreased total open position to 467


On 29 May ABB was trading at 7253.00. The strike last trading price was 39.4, which was -1.05 lower than the previous day. The implied volatity was 33.21, the open interest changed by -74 which decreased total open position to 479


On 27 May ABB was trading at 7219.00. The strike last trading price was 40.4, which was -72.6 lower than the previous day. The implied volatity was 31.03, the open interest changed by -131 which decreased total open position to 552


On 26 May ABB was trading at 6804.00. The strike last trading price was 109.25, which was -52.75 lower than the previous day. The implied volatity was 30.06, the open interest changed by 96 which increased total open position to 683


On 25 May ABB was trading at 6755.00. The strike last trading price was 164, which was -28.8 lower than the previous day. The implied volatity was 34.41, the open interest changed by 347 which increased total open position to 586


On 22 May ABB was trading at 6689.50. The strike last trading price was 185.6, which was -38.85 lower than the previous day. The implied volatity was 33.48, the open interest changed by 22 which increased total open position to 239


On 21 May ABB was trading at 6598.00. The strike last trading price was 232.1, which was -6.55 lower than the previous day. The implied volatity was 33.93, the open interest changed by -17 which decreased total open position to 218


On 20 May ABB was trading at 6605.00. The strike last trading price was 232, which was -116 lower than the previous day. The implied volatity was 34.36, the open interest changed by 160 which increased total open position to 233


On 19 May ABB was trading at 6329.00. The strike last trading price was 348, which was -30.9 lower than the previous day. The implied volatity was 34.16, the open interest changed by 13 which increased total open position to 71


On 18 May ABB was trading at 6413.50. The strike last trading price was 378.9, which was 18.9 higher than the previous day. The implied volatity was 35.54, the open interest changed by -1 which decreased total open position to 58


On 15 May ABB was trading at 6381.00. The strike last trading price was 360, which was 30 higher than the previous day. The implied volatity was 35.3, the open interest changed by 23 which increased total open position to 59


On 14 May ABB was trading at 6429.00. The strike last trading price was 330, which was -69 lower than the previous day. The implied volatity was 33.73, the open interest changed by 7 which increased total open position to 35


On 13 May ABB was trading at 6305.00. The strike last trading price was 398.5, which was -66.5 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 26


On 12 May ABB was trading at 6328.50. The strike last trading price was 465, which was 53.7 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 20


On 11 May ABB was trading at 6387.50. The strike last trading price was 411.3, which was 223.65 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10


On 8 May ABB was trading at 7012.50. The strike last trading price was 182.75, which was 73.6 higher than the previous day. The implied volatity was 38.88, the open interest changed by 6 which increased total open position to 7


On 7 May ABB was trading at 7188.00. The strike last trading price was 109.15, which was -598.45 lower than the previous day. The implied volatity was 34.99, the open interest changed by 0 which decreased total open position to 0


On 17 Apr ABB was trading at 7029.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr ABB was trading at 6883.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr ABB was trading at 6873.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr ABB was trading at 6828.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr ABB was trading at 6859.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0


On 9 Apr ABB was trading at 6614.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0


On 8 Apr ABB was trading at 6565.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0


On 7 Apr ABB was trading at 6269.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr ABB was trading at 6193.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr ABB was trading at 6142.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0