ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 6600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 1.79
Theta: -6.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 370 | -615.00 | 35.31 | 1 | 0 | 1 | |||
| 19 Dec | 7351.90 | 985 | 530.00 | 136.13 | 1 | 0 | 2 | |||
| 18 Dec | 7657.15 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7817.45 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7703.25 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7657.05 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7728.75 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 7693.25 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 7569.75 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 7552.40 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 7488.40 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 7664.20 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 7537.55 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 455 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 6904.65 | 455 | 65.00 | 27.09 | 3 | 0 | 1 | |||
| 21 Nov | 6760.80 | 390 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 6701.60 | 390 | 0.00 | 35.27 | 3 | 1 | 2 | |||
| 19 Nov | 6701.60 | 390 | -1317.40 | 35.27 | 3 | 2 | 2 | |||
| 18 Nov | 6625.90 | 1707.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 1707.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 1707.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 1707.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 1707.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 1707.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 6999.75 | 1707.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 1707.4 | 1707.40 | - | 0 | 0 | 0 | |||
| 31 Oct | 7429.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7426.90 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6600 expiring on 26DEC2024
Delta for 6600 CE is 0.88
Historical price for 6600 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 370, which was -615.00 lower than the previous day. The implied volatity was 35.31, the open interest changed by 0 which decreased total open position to 1
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 985, which was 530.00 higher than the previous day. The implied volatity was 136.13, the open interest changed by 0 which decreased total open position to 2
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 455, 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 455, 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 455, 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 455, 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 455, 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 455, 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 455, 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 455, 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 455, 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 455, 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 455, 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 455, 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 455, 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 455, 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 28 Nov ABB was trading at 7394.85. The strike last trading price was 455, 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 27 Nov ABB was trading at 7496.20. The strike last trading price was 455, 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 26 Nov ABB was trading at 7329.70. The strike last trading price was 455, 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 25 Nov ABB was trading at 7259.85. The strike last trading price was 455, 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 22 Nov ABB was trading at 6904.65. The strike last trading price was 455, which was 65.00 higher than the previous day. The implied volatity was 27.09, the open interest changed by 0 which decreased total open position to 1
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 390, 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 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 35.27, the open interest changed by 1 which increased total open position to 2
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 390, which was -1317.40 lower than the previous day. The implied volatity was 35.27, the open interest changed by 2 which increased total open position to 2
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 1707.4, 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 1707.4, 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 1707.4, 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 1707.4, 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 1707.4, 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 1707.4, 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 1707.4, 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 1707.4, which was 1707.40 higher 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABB 26DEC2024 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 2.05
Theta: -6.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 27.4 | 20.70 | 39.58 | 2,528 | 74 | 170 |
| 19 Dec | 7351.90 | 6.7 | 4.35 | 44.47 | 126 | 18 | 96 |
| 18 Dec | 7657.15 | 2.35 | 0.35 | 46.43 | 7 | -1 | 78 |
| 17 Dec | 7817.45 | 2 | 0.00 | 47.15 | 1 | 0 | 78 |
| 16 Dec | 7890.35 | 2 | -1.00 | 47.21 | 19 | -10 | 80 |
| 13 Dec | 7703.25 | 3 | -0.80 | 39.29 | 19 | 0 | 100 |
| 12 Dec | 7657.05 | 3.8 | -2.15 | 38.19 | 24 | -12 | 100 |
| 11 Dec | 7728.75 | 5.95 | -0.40 | 41.09 | 10 | 0 | 117 |
| 10 Dec | 7693.25 | 6.35 | -1.65 | 39.42 | 26 | -12 | 118 |
| 9 Dec | 7569.75 | 8 | -3.70 | 37.11 | 16 | 0 | 130 |
| 6 Dec | 7552.40 | 11.7 | -0.50 | 35.73 | 61 | -11 | 130 |
| 5 Dec | 7488.40 | 12.2 | 0.20 | 33.92 | 119 | 4 | 141 |
| 4 Dec | 7664.20 | 12 | -2.75 | 37.12 | 13 | -2 | 138 |
| 3 Dec | 7537.55 | 14.75 | -4.00 | 34.73 | 29 | -9 | 140 |
| 2 Dec | 7490.75 | 18.75 | -5.60 | 34.56 | 58 | 13 | 155 |
| 29 Nov | 7421.25 | 24.35 | -5.65 | 32.81 | 42 | 19 | 141 |
| 28 Nov | 7394.85 | 30 | -2.00 | 34.33 | 58 | -9 | 122 |
| 27 Nov | 7496.20 | 32 | -16.00 | 36.66 | 70 | 26 | 131 |
| 26 Nov | 7329.70 | 48 | -5.00 | 36.25 | 101 | 10 | 104 |
| 25 Nov | 7259.85 | 53 | -52.00 | 34.00 | 90 | 45 | 94 |
| 22 Nov | 6904.65 | 105 | -46.65 | 30.26 | 37 | 20 | 69 |
| 21 Nov | 6760.80 | 151.65 | -40.20 | 29.74 | 15 | 4 | 50 |
| 20 Nov | 6701.60 | 191.85 | 0.00 | 32.01 | 51 | 36 | 39 |
| 19 Nov | 6701.60 | 191.85 | -26.70 | 32.01 | 51 | 29 | 39 |
| 18 Nov | 6625.90 | 218.55 | 28.55 | 31.02 | 10 | 5 | 10 |
| 14 Nov | 6680.15 | 190 | 20.00 | 29.50 | 4 | 2 | 4 |
| 13 Nov | 6802.00 | 170 | 25.00 | 32.33 | 1 | 0 | 1 |
| 12 Nov | 6964.25 | 145 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 145 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 145 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 6999.75 | 145 | 27.00 | 33.65 | 1 | 0 | 0 |
| 5 Nov | 7132.85 | 118 | 0.00 | 5.84 | 0 | 0 | 0 |
| 31 Oct | 7429.45 | 118 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 7426.90 | 118 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 6600 expiring on 26DEC2024
Delta for 6600 PE is -0.15
Historical price for 6600 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 27.4, which was 20.70 higher than the previous day. The implied volatity was 39.58, the open interest changed by 74 which increased total open position to 170
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 6.7, which was 4.35 higher than the previous day. The implied volatity was 44.47, the open interest changed by 18 which increased total open position to 96
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 46.43, the open interest changed by -1 which decreased total open position to 78
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 47.15, the open interest changed by 0 which decreased total open position to 78
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 47.21, the open interest changed by -10 which decreased total open position to 80
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 3, which was -0.80 lower than the previous day. The implied volatity was 39.29, the open interest changed by 0 which decreased total open position to 100
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 3.8, which was -2.15 lower than the previous day. The implied volatity was 38.19, the open interest changed by -12 which decreased total open position to 100
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 5.95, which was -0.40 lower than the previous day. The implied volatity was 41.09, the open interest changed by 0 which decreased total open position to 117
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 6.35, which was -1.65 lower than the previous day. The implied volatity was 39.42, the open interest changed by -12 which decreased total open position to 118
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 8, which was -3.70 lower than the previous day. The implied volatity was 37.11, the open interest changed by 0 which decreased total open position to 130
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 11.7, which was -0.50 lower than the previous day. The implied volatity was 35.73, the open interest changed by -11 which decreased total open position to 130
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 12.2, which was 0.20 higher than the previous day. The implied volatity was 33.92, the open interest changed by 4 which increased total open position to 141
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 12, which was -2.75 lower than the previous day. The implied volatity was 37.12, the open interest changed by -2 which decreased total open position to 138
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 14.75, which was -4.00 lower than the previous day. The implied volatity was 34.73, the open interest changed by -9 which decreased total open position to 140
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 18.75, which was -5.60 lower than the previous day. The implied volatity was 34.56, the open interest changed by 13 which increased total open position to 155
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 24.35, which was -5.65 lower than the previous day. The implied volatity was 32.81, the open interest changed by 19 which increased total open position to 141
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 30, which was -2.00 lower than the previous day. The implied volatity was 34.33, the open interest changed by -9 which decreased total open position to 122
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 32, which was -16.00 lower than the previous day. The implied volatity was 36.66, the open interest changed by 26 which increased total open position to 131
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 48, which was -5.00 lower than the previous day. The implied volatity was 36.25, the open interest changed by 10 which increased total open position to 104
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 53, which was -52.00 lower than the previous day. The implied volatity was 34.00, the open interest changed by 45 which increased total open position to 94
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 105, which was -46.65 lower than the previous day. The implied volatity was 30.26, the open interest changed by 20 which increased total open position to 69
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 151.65, which was -40.20 lower than the previous day. The implied volatity was 29.74, the open interest changed by 4 which increased total open position to 50
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 191.85, which was 0.00 lower than the previous day. The implied volatity was 32.01, the open interest changed by 36 which increased total open position to 39
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 191.85, which was -26.70 lower than the previous day. The implied volatity was 32.01, the open interest changed by 29 which increased total open position to 39
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 218.55, which was 28.55 higher than the previous day. The implied volatity was 31.02, the open interest changed by 5 which increased total open position to 10
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 190, which was 20.00 higher than the previous day. The implied volatity was 29.50, the open interest changed by 2 which increased total open position to 4
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 170, which was 25.00 higher than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 1
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 145, 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 145, 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 145, 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 7 Nov ABB was trading at 6999.75. The strike last trading price was 145, which was 27.00 higher than the previous day. The implied volatity was 33.65, 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 118, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 118, 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 118, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
