ABB
Abb India Limited
Historical option data for ABB
21 Nov 2024 04:11 PM IST
| ABB 28NOV2024 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 2.50
Theta: -7.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6760.80 | 295.9 | 38.15 | 33.03 | 117 | 1 | 79 | |||
| 20 Nov | 6701.60 | 257.75 | 0.00 | 27.85 | 175 | 4 | 78 | |||
| 19 Nov | 6701.60 | 257.75 | 45.90 | 27.85 | 175 | 4 | 78 | |||
| 18 Nov | 6625.90 | 211.85 | -62.15 | 29.58 | 71 | 21 | 74 | |||
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| 14 Nov | 6680.15 | 274 | -107.00 | 27.90 | 99 | -33 | 54 | |||
| 13 Nov | 6802.00 | 381 | -134.00 | 27.36 | 30 | -6 | 88 | |||
| 12 Nov | 6964.25 | 515 | -245.00 | 35.07 | 59 | 23 | 93 | |||
| 11 Nov | 7237.80 | 760 | 172.80 | 27.33 | 33 | 17 | 67 | |||
| 8 Nov | 7045.45 | 587.2 | 9.20 | 33.48 | 18 | 2 | 49 | |||
| 7 Nov | 6999.75 | 578 | -143.85 | 33.57 | 16 | 4 | 46 | |||
| 6 Nov | 7164.05 | 721.85 | 19.35 | 27.32 | 43 | 34 | 41 | |||
| 5 Nov | 7132.85 | 702.5 | -250.05 | 32.08 | 20 | 6 | 7 | |||
| 4 Nov | 7360.85 | 952.55 | -756.45 | 51.14 | 1 | 0 | 0 | |||
| 1 Nov | 7430.40 | 1709 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 7429.45 | 1709 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7426.90 | 1709 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7492.50 | 1709 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6500 expiring on 28NOV2024
Delta for 6500 CE is 0.81
Historical price for 6500 CE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 295.9, which was 38.15 higher than the previous day. The implied volatity was 33.03, the open interest changed by 1 which increased total open position to 79
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 257.75, which was 0.00 lower than the previous day. The implied volatity was 27.85, the open interest changed by 4 which increased total open position to 78
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 257.75, which was 45.90 higher than the previous day. The implied volatity was 27.85, the open interest changed by 4 which increased total open position to 78
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 211.85, which was -62.15 lower than the previous day. The implied volatity was 29.58, the open interest changed by 21 which increased total open position to 74
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 274, which was -107.00 lower than the previous day. The implied volatity was 27.90, the open interest changed by -33 which decreased total open position to 54
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 381, which was -134.00 lower than the previous day. The implied volatity was 27.36, the open interest changed by -6 which decreased total open position to 88
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 515, which was -245.00 lower than the previous day. The implied volatity was 35.07, the open interest changed by 23 which increased total open position to 93
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 760, which was 172.80 higher than the previous day. The implied volatity was 27.33, the open interest changed by 17 which increased total open position to 67
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 587.2, which was 9.20 higher than the previous day. The implied volatity was 33.48, the open interest changed by 2 which increased total open position to 49
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 578, which was -143.85 lower than the previous day. The implied volatity was 33.57, the open interest changed by 4 which increased total open position to 46
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 721.85, which was 19.35 higher than the previous day. The implied volatity was 27.32, the open interest changed by 34 which increased total open position to 41
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 702.5, which was -250.05 lower than the previous day. The implied volatity was 32.08, the open interest changed by 6 which increased total open position to 7
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 952.55, which was -756.45 lower than the previous day. The implied volatity was 51.14, 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 1709, 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 1709, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ABB was trading at 7426.90. The strike last trading price was 1709, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ABB was trading at 7492.50. The strike last trading price was 1709, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABB 28NOV2024 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 2.62
Theta: -6.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6760.80 | 37.85 | -22.15 | 35.31 | 981 | -33 | 705 |
| 20 Nov | 6701.60 | 60 | 0.00 | 34.96 | 1,245 | 72 | 749 |
| 19 Nov | 6701.60 | 60 | -18.20 | 34.96 | 1,245 | 83 | 749 |
| 18 Nov | 6625.90 | 78.2 | 8.45 | 31.89 | 1,589 | -252 | 655 |
| 14 Nov | 6680.15 | 69.75 | 18.15 | 29.78 | 2,397 | 25 | 907 |
| 13 Nov | 6802.00 | 51.6 | 12.05 | 32.05 | 1,562 | 78 | 881 |
| 12 Nov | 6964.25 | 39.55 | 22.15 | 33.63 | 1,476 | 134 | 882 |
| 11 Nov | 7237.80 | 17.4 | -15.20 | 35.44 | 1,046 | -105 | 857 |
| 8 Nov | 7045.45 | 32.6 | -8.30 | 31.07 | 1,103 | 11 | 958 |
| 7 Nov | 6999.75 | 40.9 | 12.90 | 32.07 | 946 | 58 | 946 |
| 6 Nov | 7164.05 | 28 | -3.50 | 33.74 | 1,324 | -132 | 882 |
| 5 Nov | 7132.85 | 31.5 | -47.50 | 32.95 | 8,851 | 521 | 1,014 |
| 4 Nov | 7360.85 | 79 | 7.00 | 50.92 | 847 | 261 | 452 |
| 1 Nov | 7430.40 | 72 | 17.20 | 49.31 | 43 | 11 | 191 |
| 31 Oct | 7429.45 | 54.8 | -5.15 | - | 239 | 107 | 180 |
| 30 Oct | 7426.90 | 59.95 | 11.85 | - | 55 | 27 | 73 |
| 29 Oct | 7492.50 | 48.1 | - | 83 | 46 | 46 | |
For Abb India Limited - strike price 6500 expiring on 28NOV2024
Delta for 6500 PE is -0.20
Historical price for 6500 PE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 37.85, which was -22.15 lower than the previous day. The implied volatity was 35.31, the open interest changed by -33 which decreased total open position to 705
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 34.96, the open interest changed by 72 which increased total open position to 749
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 60, which was -18.20 lower than the previous day. The implied volatity was 34.96, the open interest changed by 83 which increased total open position to 749
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 78.2, which was 8.45 higher than the previous day. The implied volatity was 31.89, the open interest changed by -252 which decreased total open position to 655
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 69.75, which was 18.15 higher than the previous day. The implied volatity was 29.78, the open interest changed by 25 which increased total open position to 907
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 51.6, which was 12.05 higher than the previous day. The implied volatity was 32.05, the open interest changed by 78 which increased total open position to 881
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 39.55, which was 22.15 higher than the previous day. The implied volatity was 33.63, the open interest changed by 134 which increased total open position to 882
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 17.4, which was -15.20 lower than the previous day. The implied volatity was 35.44, the open interest changed by -105 which decreased total open position to 857
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 32.6, which was -8.30 lower than the previous day. The implied volatity was 31.07, the open interest changed by 11 which increased total open position to 958
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 40.9, which was 12.90 higher than the previous day. The implied volatity was 32.07, the open interest changed by 58 which increased total open position to 946
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 28, which was -3.50 lower than the previous day. The implied volatity was 33.74, the open interest changed by -132 which decreased total open position to 882
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 31.5, which was -47.50 lower than the previous day. The implied volatity was 32.95, the open interest changed by 521 which increased total open position to 1014
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 79, which was 7.00 higher than the previous day. The implied volatity was 50.92, the open interest changed by 261 which increased total open position to 452
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 72, which was 17.20 higher than the previous day. The implied volatity was 49.31, the open interest changed by 11 which increased total open position to 191
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 54.8, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ABB was trading at 7426.90. The strike last trading price was 59.95, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ABB was trading at 7492.50. The strike last trading price was 48.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
