ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 6700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 750 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 19 Dec | 7351.90 | 750 | -276.20 | 83.50 | 3 | 0 | 10 | |||
| 18 Dec | 7657.15 | 1026.2 | 128.55 | 78.01 | 1 | 0 | 10 | |||
| 17 Dec | 7817.45 | 897.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 897.65 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 13 Dec | 7703.25 | 897.65 | -22.35 | 35.08 | 4 | -2 | 11 | |||
| 12 Dec | 7657.05 | 920 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7728.75 | 920 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 7693.25 | 920 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 7569.75 | 920 | 151.05 | 36.39 | 1 | 0 | 14 | |||
| 6 Dec | 7552.40 | 768.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 7488.40 | 768.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 7664.20 | 768.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 7537.55 | 768.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 768.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 768.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 768.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 768.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 768.95 | 131.65 | 36.27 | 3 | 0 | 14 | |||
| 25 Nov | 7259.85 | 637.3 | 226.60 | 17.10 | 14 | -11 | 14 | |||
| 22 Nov | 6904.65 | 410.7 | 102.55 | 30.52 | 11 | -7 | 18 | |||
| 21 Nov | 6760.80 | 308.15 | 30.40 | 29.78 | 27 | 3 | 26 | |||
| 20 Nov | 6701.60 | 277.75 | 0.00 | 28.31 | 26 | -1 | 24 | |||
| 19 Nov | 6701.60 | 277.75 | 27.75 | 28.31 | 26 | 0 | 24 | |||
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| 18 Nov | 6625.90 | 250 | -50.00 | 29.64 | 21 | 12 | 23 | |||
| 14 Nov | 6680.15 | 300 | -678.90 | 29.62 | 13 | 11 | 11 | |||
| 13 Nov | 6802.00 | 978.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 978.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 978.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 978.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 978.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 978.9 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6700 expiring on 26DEC2024
Delta for 6700 CE is 0.00
Historical price for 6700 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 750, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 750, which was -276.20 lower than the previous day. The implied volatity was 83.50, the open interest changed by 0 which decreased total open position to 10
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 1026.2, which was 128.55 higher than the previous day. The implied volatity was 78.01, the open interest changed by 0 which decreased total open position to 10
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 897.65, 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 897.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 897.65, which was -22.35 lower than the previous day. The implied volatity was 35.08, the open interest changed by -2 which decreased total open position to 11
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 920, 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 920, 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 920, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 920, which was 151.05 higher than the previous day. The implied volatity was 36.39, the open interest changed by 0 which decreased total open position to 14
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 768.95, 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 768.95, 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 768.95, 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 768.95, 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 768.95, 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 768.95, 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 768.95, 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 768.95, 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 768.95, which was 131.65 higher than the previous day. The implied volatity was 36.27, the open interest changed by 0 which decreased total open position to 14
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 637.3, which was 226.60 higher than the previous day. The implied volatity was 17.10, the open interest changed by -11 which decreased total open position to 14
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 410.7, which was 102.55 higher than the previous day. The implied volatity was 30.52, the open interest changed by -7 which decreased total open position to 18
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 308.15, which was 30.40 higher than the previous day. The implied volatity was 29.78, the open interest changed by 3 which increased total open position to 26
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 277.75, which was 0.00 lower than the previous day. The implied volatity was 28.31, the open interest changed by -1 which decreased total open position to 24
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 277.75, which was 27.75 higher than the previous day. The implied volatity was 28.31, the open interest changed by 0 which decreased total open position to 24
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 250, which was -50.00 lower than the previous day. The implied volatity was 29.64, the open interest changed by 12 which increased total open position to 23
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 300, which was -678.90 lower than the previous day. The implied volatity was 29.62, the open interest changed by 11 which increased total open position to 11
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 978.9, 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 978.9, 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 978.9, 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 978.9, 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 978.9, 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 978.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ABB 26DEC2024 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 2.60
Theta: -7.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 41.85 | 33.70 | 37.53 | 3,552 | 44 | 165 |
| 19 Dec | 7351.90 | 8.15 | 6.45 | 40.90 | 85 | 4 | 115 |
| 18 Dec | 7657.15 | 1.7 | -1.75 | 40.62 | 3 | 0 | 112 |
| 17 Dec | 7817.45 | 3.45 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 7890.35 | 3.45 | 0.45 | 47.13 | 41 | -2 | 111 |
| 13 Dec | 7703.25 | 3 | -6.75 | 36.05 | 6 | 2 | 114 |
| 12 Dec | 7657.05 | 9.75 | 3.50 | 40.66 | 7 | 0 | 111 |
| 11 Dec | 7728.75 | 6.25 | -2.05 | 37.75 | 94 | -36 | 125 |
| 10 Dec | 7693.25 | 8.3 | -1.70 | 37.97 | 16 | 0 | 161 |
| 9 Dec | 7569.75 | 10 | -3.00 | 35.14 | 17 | -1 | 160 |
| 6 Dec | 7552.40 | 13 | -2.00 | 33.29 | 75 | 9 | 162 |
| 5 Dec | 7488.40 | 15 | 0.05 | 32.37 | 82 | -1 | 153 |
| 4 Dec | 7664.20 | 14.95 | -3.35 | 35.72 | 58 | 2 | 154 |
| 3 Dec | 7537.55 | 18.3 | -7.15 | 33.53 | 63 | 3 | 152 |
| 2 Dec | 7490.75 | 25.45 | -4.55 | 33.89 | 28 | -8 | 150 |
| 29 Nov | 7421.25 | 30 | -7.50 | 31.41 | 356 | 36 | 159 |
| 28 Nov | 7394.85 | 37.5 | -2.60 | 33.21 | 89 | 32 | 121 |
| 27 Nov | 7496.20 | 40.1 | -20.70 | 35.76 | 56 | -4 | 88 |
| 26 Nov | 7329.70 | 60.8 | -21.40 | 35.61 | 52 | 23 | 92 |
| 25 Nov | 7259.85 | 82.2 | -55.80 | 36.02 | 101 | 27 | 70 |
| 22 Nov | 6904.65 | 138 | -60.00 | 30.44 | 120 | 11 | 54 |
| 21 Nov | 6760.80 | 198 | -45.05 | 30.43 | 71 | 14 | 43 |
| 20 Nov | 6701.60 | 243.05 | 0.00 | 32.82 | 21 | 11 | 31 |
| 19 Nov | 6701.60 | 243.05 | -23.10 | 32.82 | 21 | 13 | 31 |
| 18 Nov | 6625.90 | 266.15 | 14.85 | 30.88 | 9 | 4 | 18 |
| 14 Nov | 6680.15 | 251.3 | 59.00 | 31.35 | 13 | 10 | 13 |
| 13 Nov | 6802.00 | 192.3 | 60.50 | 30.51 | 5 | 0 | 2 |
| 12 Nov | 6964.25 | 131.8 | -8.60 | 27.91 | 3 | 0 | 2 |
| 11 Nov | 7237.80 | 140.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 140.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 140.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 140.4 | 33.30 | 2 | 0 | 0 | |
For Abb India Limited - strike price 6700 expiring on 26DEC2024
Delta for 6700 PE is -0.21
Historical price for 6700 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 41.85, which was 33.70 higher than the previous day. The implied volatity was 37.53, the open interest changed by 44 which increased total open position to 165
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 8.15, which was 6.45 higher than the previous day. The implied volatity was 40.90, the open interest changed by 4 which increased total open position to 115
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 1.7, which was -1.75 lower than the previous day. The implied volatity was 40.62, the open interest changed by 0 which decreased total open position to 112
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 3.45, which was 0.45 higher than the previous day. The implied volatity was 47.13, the open interest changed by -2 which decreased total open position to 111
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 3, which was -6.75 lower than the previous day. The implied volatity was 36.05, the open interest changed by 2 which increased total open position to 114
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 9.75, which was 3.50 higher than the previous day. The implied volatity was 40.66, the open interest changed by 0 which decreased total open position to 111
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 6.25, which was -2.05 lower than the previous day. The implied volatity was 37.75, the open interest changed by -36 which decreased total open position to 125
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 8.3, which was -1.70 lower than the previous day. The implied volatity was 37.97, the open interest changed by 0 which decreased total open position to 161
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 10, which was -3.00 lower than the previous day. The implied volatity was 35.14, the open interest changed by -1 which decreased total open position to 160
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 13, which was -2.00 lower than the previous day. The implied volatity was 33.29, the open interest changed by 9 which increased total open position to 162
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 15, which was 0.05 higher than the previous day. The implied volatity was 32.37, the open interest changed by -1 which decreased total open position to 153
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 14.95, which was -3.35 lower than the previous day. The implied volatity was 35.72, the open interest changed by 2 which increased total open position to 154
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 18.3, which was -7.15 lower than the previous day. The implied volatity was 33.53, the open interest changed by 3 which increased total open position to 152
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 25.45, which was -4.55 lower than the previous day. The implied volatity was 33.89, the open interest changed by -8 which decreased total open position to 150
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 30, which was -7.50 lower than the previous day. The implied volatity was 31.41, the open interest changed by 36 which increased total open position to 159
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 37.5, which was -2.60 lower than the previous day. The implied volatity was 33.21, the open interest changed by 32 which increased total open position to 121
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 40.1, which was -20.70 lower than the previous day. The implied volatity was 35.76, the open interest changed by -4 which decreased total open position to 88
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 60.8, which was -21.40 lower than the previous day. The implied volatity was 35.61, the open interest changed by 23 which increased total open position to 92
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 82.2, which was -55.80 lower than the previous day. The implied volatity was 36.02, the open interest changed by 27 which increased total open position to 70
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 138, which was -60.00 lower than the previous day. The implied volatity was 30.44, the open interest changed by 11 which increased total open position to 54
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 198, which was -45.05 lower than the previous day. The implied volatity was 30.43, the open interest changed by 14 which increased total open position to 43
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 243.05, which was 0.00 lower than the previous day. The implied volatity was 32.82, the open interest changed by 11 which increased total open position to 31
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 243.05, which was -23.10 lower than the previous day. The implied volatity was 32.82, the open interest changed by 13 which increased total open position to 31
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 266.15, which was 14.85 higher than the previous day. The implied volatity was 30.88, the open interest changed by 4 which increased total open position to 18
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 251.3, which was 59.00 higher than the previous day. The implied volatity was 31.35, the open interest changed by 10 which increased total open position to 13
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 192.3, which was 60.50 higher than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 2
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 131.8, which was -8.60 lower than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 2
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 140.4, 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 140.4, 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 140.4, 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 140.4, which was lower than the previous day. The implied volatity was 33.30, the open interest changed by 0 which decreased total open position to 0
