ABB
Abb India Limited
Historical option data for ABB
14 Nov 2024 04:11 PM IST
| ABB 28NOV2024 6700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 5.21
Theta: -6.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6680.15 | 153 | -85.00 | 28.03 | 2,128 | 176 | 243 | |||
| 13 Nov | 6802.00 | 238 | -227.70 | 28.06 | 94 | -8 | 67 | |||
| 12 Nov | 6964.25 | 465.7 | -79.50 | 54.82 | 4 | 1 | 79 | |||
| 11 Nov | 7237.80 | 545.2 | 125.20 | - | 4 | 1 | 79 | |||
| 8 Nov | 7045.45 | 420 | 10.00 | 31.39 | 2 | -1 | 78 | |||
| 7 Nov | 6999.75 | 410 | -139.60 | 30.88 | 11 | -1 | 80 | |||
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| 6 Nov | 7164.05 | 549.6 | 25.00 | 29.08 | 19 | -5 | 82 | |||
| 5 Nov | 7132.85 | 524.6 | -1012.55 | 29.75 | 121 | 89 | 89 | |||
| 4 Nov | 7360.85 | 1537.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 7430.40 | 1537.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 7429.45 | 1537.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7426.90 | 1537.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7492.50 | 1537.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 7338.95 | 1537.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 7521.65 | 1537.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7648.10 | 1537.15 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6700 expiring on 28NOV2024
Delta for 6700 CE is 0.53
Historical price for 6700 CE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 153, which was -85.00 lower than the previous day. The implied volatity was 28.03, the open interest changed by 176 which increased total open position to 243
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 238, which was -227.70 lower than the previous day. The implied volatity was 28.06, the open interest changed by -8 which decreased total open position to 67
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 465.7, which was -79.50 lower than the previous day. The implied volatity was 54.82, the open interest changed by 1 which increased total open position to 79
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 545.2, which was 125.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 79
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 420, which was 10.00 higher than the previous day. The implied volatity was 31.39, the open interest changed by -1 which decreased total open position to 78
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 410, which was -139.60 lower than the previous day. The implied volatity was 30.88, the open interest changed by -1 which decreased total open position to 80
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 549.6, which was 25.00 higher than the previous day. The implied volatity was 29.08, the open interest changed by -5 which decreased total open position to 82
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 524.6, which was -1012.55 lower than the previous day. The implied volatity was 29.75, the open interest changed by 89 which increased total open position to 89
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 1537.15, 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 1 Nov ABB was trading at 7430.40. The strike last trading price was 1537.15, 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 1537.15, 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 1537.15, 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 1537.15, 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 1537.15, 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 1537.15, 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 1537.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABB 28NOV2024 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 5.21
Theta: -4.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6680.15 | 145 | 41.10 | 29.03 | 4,856 | 256 | 476 |
| 13 Nov | 6802.00 | 103.9 | 25.05 | 30.69 | 980 | -1 | 221 |
| 12 Nov | 6964.25 | 78.85 | 51.45 | 32.28 | 1,074 | -93 | 228 |
| 11 Nov | 7237.80 | 27.4 | -36.25 | 31.41 | 803 | -13 | 322 |
| 8 Nov | 7045.45 | 63.65 | -13.95 | 29.54 | 265 | 9 | 336 |
| 7 Nov | 6999.75 | 77.6 | 26.60 | 30.89 | 313 | -7 | 327 |
| 6 Nov | 7164.05 | 51 | -11.10 | 32.12 | 473 | 66 | 338 |
| 5 Nov | 7132.85 | 62.1 | -52.90 | 32.44 | 4,246 | 170 | 271 |
| 4 Nov | 7360.85 | 115 | 31.45 | 49.65 | 260 | 93 | 98 |
| 1 Nov | 7430.40 | 83.55 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 7429.45 | 83.55 | 5.55 | - | 4 | 2 | 4 |
| 30 Oct | 7426.90 | 78 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 7492.50 | 78 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 7338.95 | 78 | -4.85 | - | 4 | 2 | 2 |
| 25 Oct | 7521.65 | 82.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 7648.10 | 82.85 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 6700 expiring on 28NOV2024
Delta for 6700 PE is -0.47
Historical price for 6700 PE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 145, which was 41.10 higher than the previous day. The implied volatity was 29.03, the open interest changed by 256 which increased total open position to 476
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 103.9, which was 25.05 higher than the previous day. The implied volatity was 30.69, the open interest changed by -1 which decreased total open position to 221
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 78.85, which was 51.45 higher than the previous day. The implied volatity was 32.28, the open interest changed by -93 which decreased total open position to 228
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 27.4, which was -36.25 lower than the previous day. The implied volatity was 31.41, the open interest changed by -13 which decreased total open position to 322
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 63.65, which was -13.95 lower than the previous day. The implied volatity was 29.54, the open interest changed by 9 which increased total open position to 336
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 77.6, which was 26.60 higher than the previous day. The implied volatity was 30.89, the open interest changed by -7 which decreased total open position to 327
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 51, which was -11.10 lower than the previous day. The implied volatity was 32.12, the open interest changed by 66 which increased total open position to 338
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 62.1, which was -52.90 lower than the previous day. The implied volatity was 32.44, the open interest changed by 170 which increased total open position to 271
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 115, which was 31.45 higher than the previous day. The implied volatity was 49.65, the open interest changed by 93 which increased total open position to 98
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 83.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 83.55, which was 5.55 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 78, 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 78, 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 78, which was -4.85 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 82.85, 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 82.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
