ABB
Abb India Limited
Historical option data for ABB
21 Nov 2024 04:11 PM IST
| ABB 28NOV2024 6600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 3.28
Theta: -9.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6760.80 | 233.6 | 50.30 | 36.94 | 346 | 29 | 170 | |||
| 20 Nov | 6701.60 | 183.3 | 0.00 | 27.89 | 1,046 | 10 | 140 | |||
| 19 Nov | 6701.60 | 183.3 | 25.30 | 27.89 | 1,046 | 9 | 140 | |||
| 18 Nov | 6625.90 | 158 | -50.75 | 31.05 | 762 | 86 | 118 | |||
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| 14 Nov | 6680.15 | 208.75 | -157.65 | 28.07 | 160 | 10 | 30 | |||
| 13 Nov | 6802.00 | 366.4 | -201.00 | 40.87 | 20 | 12 | 14 | |||
| 12 Nov | 6964.25 | 567.4 | -71.70 | 62.30 | 1 | 0 | 1 | |||
| 11 Nov | 7237.80 | 639.1 | -160.50 | - | 1 | 0 | 1 | |||
| 8 Nov | 7045.45 | 799.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 799.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 799.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 799.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 7360.85 | 799.6 | -747.90 | 33.21 | 1 | 0 | 0 | |||
| 1 Nov | 7430.40 | 1547.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 7429.45 | 1547.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7426.90 | 1547.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7492.50 | 1547.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 7338.95 | 1547.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 7521.65 | 1547.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7648.10 | 1547.5 | 1547.50 | - | 0 | 0 | 0 | |||
| 19 Sept | 7502.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 7568.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 7535.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 7516.40 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6600 expiring on 28NOV2024
Delta for 6600 CE is 0.69
Historical price for 6600 CE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 233.6, which was 50.30 higher than the previous day. The implied volatity was 36.94, the open interest changed by 29 which increased total open position to 170
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 183.3, which was 0.00 lower than the previous day. The implied volatity was 27.89, the open interest changed by 10 which increased total open position to 140
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 183.3, which was 25.30 higher than the previous day. The implied volatity was 27.89, the open interest changed by 9 which increased total open position to 140
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 158, which was -50.75 lower than the previous day. The implied volatity was 31.05, the open interest changed by 86 which increased total open position to 118
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 208.75, which was -157.65 lower than the previous day. The implied volatity was 28.07, the open interest changed by 10 which increased total open position to 30
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 366.4, which was -201.00 lower than the previous day. The implied volatity was 40.87, the open interest changed by 12 which increased total open position to 14
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 567.4, which was -71.70 lower than the previous day. The implied volatity was 62.30, the open interest changed by 0 which decreased total open position to 1
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 639.1, which was -160.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 799.6, 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 7 Nov ABB was trading at 6999.75. The strike last trading price was 799.6, 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 Nov ABB was trading at 7164.05. The strike last trading price was 799.6, 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 Nov ABB was trading at 7132.85. The strike last trading price was 799.6, 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 4 Nov ABB was trading at 7360.85. The strike last trading price was 799.6, which was -747.90 lower than the previous day. The implied volatity was 33.21, 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 1547.5, 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 1547.5, 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 1547.5, 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 1547.5, 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 28 Oct ABB was trading at 7338.95. The strike last trading price was 1547.5, 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 25 Oct ABB was trading at 7521.65. The strike last trading price was 1547.5, 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 24 Oct ABB was trading at 7648.10. The strike last trading price was 1547.5, which was 1547.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept ABB was trading at 7502.70. 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 11 Sept ABB was trading at 7568.95. 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 10 Sept ABB was trading at 7535.70. 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 6 Sept ABB was trading at 7516.40. 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 28NOV2024 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 3.20
Theta: -7.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6760.80 | 58.7 | -26.60 | 33.61 | 1,312 | -4 | 447 |
| 20 Nov | 6701.60 | 85.3 | 0.00 | 33.04 | 1,292 | 117 | 457 |
| 19 Nov | 6701.60 | 85.3 | -29.15 | 33.04 | 1,292 | 123 | 457 |
| 18 Nov | 6625.90 | 114.45 | 12.45 | 30.94 | 2,164 | 51 | 433 |
| 14 Nov | 6680.15 | 102 | 30.00 | 29.30 | 3,074 | 191 | 379 |
| 13 Nov | 6802.00 | 72 | 16.05 | 30.90 | 1,190 | -113 | 189 |
| 12 Nov | 6964.25 | 55.95 | 32.20 | 32.84 | 577 | 47 | 335 |
| 11 Nov | 7237.80 | 23.75 | -21.25 | 34.22 | 673 | -173 | 290 |
| 8 Nov | 7045.45 | 45 | -9.20 | 30.09 | 295 | 26 | 463 |
| 7 Nov | 6999.75 | 54.2 | 18.65 | 30.90 | 295 | 15 | 437 |
| 6 Nov | 7164.05 | 35.55 | -5.70 | 32.47 | 639 | -15 | 461 |
| 5 Nov | 7132.85 | 41.25 | -50.85 | 31.82 | 3,386 | 311 | 478 |
| 4 Nov | 7360.85 | 92.1 | 16.80 | 49.56 | 271 | 130 | 168 |
| 1 Nov | 7430.40 | 75.3 | 0.00 | 0.00 | 0 | 8 | 0 |
| 31 Oct | 7429.45 | 75.3 | 0.15 | - | 20 | 7 | 37 |
| 30 Oct | 7426.90 | 75.15 | 17.45 | - | 15 | 2 | 29 |
| 29 Oct | 7492.50 | 57.7 | -24.60 | - | 9 | 2 | 27 |
| 28 Oct | 7338.95 | 82.3 | 31.50 | - | 25 | 15 | 22 |
| 25 Oct | 7521.65 | 50.8 | -4.20 | - | 4 | 0 | 7 |
| 24 Oct | 7648.10 | 55 | 55.00 | - | 7 | 2 | 2 |
| 19 Sept | 7502.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 7568.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 7535.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 7516.40 | 0 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 6600 expiring on 28NOV2024
Delta for 6600 PE is -0.29
Historical price for 6600 PE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 58.7, which was -26.60 lower than the previous day. The implied volatity was 33.61, the open interest changed by -4 which decreased total open position to 447
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 85.3, which was 0.00 lower than the previous day. The implied volatity was 33.04, the open interest changed by 117 which increased total open position to 457
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 85.3, which was -29.15 lower than the previous day. The implied volatity was 33.04, the open interest changed by 123 which increased total open position to 457
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 114.45, which was 12.45 higher than the previous day. The implied volatity was 30.94, the open interest changed by 51 which increased total open position to 433
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 102, which was 30.00 higher than the previous day. The implied volatity was 29.30, the open interest changed by 191 which increased total open position to 379
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 72, which was 16.05 higher than the previous day. The implied volatity was 30.90, the open interest changed by -113 which decreased total open position to 189
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 55.95, which was 32.20 higher than the previous day. The implied volatity was 32.84, the open interest changed by 47 which increased total open position to 335
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 23.75, which was -21.25 lower than the previous day. The implied volatity was 34.22, the open interest changed by -173 which decreased total open position to 290
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 45, which was -9.20 lower than the previous day. The implied volatity was 30.09, the open interest changed by 26 which increased total open position to 463
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 54.2, which was 18.65 higher than the previous day. The implied volatity was 30.90, the open interest changed by 15 which increased total open position to 437
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 35.55, which was -5.70 lower than the previous day. The implied volatity was 32.47, the open interest changed by -15 which decreased total open position to 461
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 41.25, which was -50.85 lower than the previous day. The implied volatity was 31.82, the open interest changed by 311 which increased total open position to 478
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 92.1, which was 16.80 higher than the previous day. The implied volatity was 49.56, the open interest changed by 130 which increased total open position to 168
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 75.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 75.3, which was 0.15 higher 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 75.15, which was 17.45 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 57.7, which was -24.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ABB was trading at 7338.95. The strike last trading price was 82.3, which was 31.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ABB was trading at 7521.65. The strike last trading price was 50.8, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ABB was trading at 7648.10. The strike last trading price was 55, which was 55.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept ABB was trading at 7502.70. 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 11 Sept ABB was trading at 7568.95. 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 10 Sept ABB was trading at 7535.70. 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 6 Sept ABB was trading at 7516.40. 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
