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Related Pages for ABB
[--[65.84.65.76]--]
ABB
Abb India Limited
6846.9 -98.40 (-1.42%)

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Historical option data for ABB

27 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ABB 30JAN2025 6500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 6846.90 1125 0.00 - 0 0 0
26 Dec 6945.30 1125 0.00 - 0 0 0
24 Dec 6878.20 1125 0.00 - 0 0 0
23 Dec 6959.20 1125 0.00 - 0 0 0
20 Dec 6921.25 1125 1125.00 - 0 0 0
16 Dec 7890.35 0 0.00 0 0 0

For Abb India Limited - strike price 6500 expiring on 30JAN2025

Delta for 6500 CE is -

Historical price for 6500 CE is as follows

On 27 Dec ABB was trading at 6846.90. The strike last trading price was 1125, 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 1125, 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 1125, 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 1125, 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 1125, which was 1125.00 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


ABB 30JAN2025 6500 PE
Delta: -0.22
Vega: 6.22
Theta: -2.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 6846.90 77.85 16.40 28.01 340 63 192
26 Dec 6945.30 61.45 -20.90 27.60 354 39 131
24 Dec 6878.20 82.35 -66.40 29.08 198 111 111
23 Dec 6959.20 148.75 0.00 5.65 0 0 0
20 Dec 6921.25 148.75 148.75 5.51 0 0 0
16 Dec 7890.35 0 0.00 0 0 0

For Abb India Limited - strike price 6500 expiring on 30JAN2025

Delta for 6500 PE is -0.22

Historical price for 6500 PE is as follows

On 27 Dec ABB was trading at 6846.90. The strike last trading price was 77.85, which was 16.40 higher than the previous day. The implied volatity was 28.01, the open interest changed by 63 which increased total open position to 192


On 26 Dec ABB was trading at 6945.30. The strike last trading price was 61.45, which was -20.90 lower than the previous day. The implied volatity was 27.60, the open interest changed by 39 which increased total open position to 131


On 24 Dec ABB was trading at 6878.20. The strike last trading price was 82.35, which was -66.40 lower than the previous day. The implied volatity was 29.08, the open interest changed by 111 which increased total open position to 111


On 23 Dec ABB was trading at 6959.20. The strike last trading price was 148.75, which was 0.00 lower than the previous day. The implied volatity was 5.65, 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 148.75, which was 148.75 higher than the previous day. The implied volatity was 5.51, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0