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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 6700 CE
Delta: 0.67
Vega: 7.60
Theta: -4.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 6846.90 341 -54.00 26.56 5 0 10
26 Dec 6945.30 395 18.00 25.94 13 9 10
24 Dec 6878.20 377 -603.50 26.23 1 0 0
23 Dec 6959.20 980.5 0.00 - 0 0 0
20 Dec 6921.25 980.5 0.00 - 0 0 0
16 Dec 7890.35 980.5 - 0 0 0

For Abb India Limited - strike price 6700 expiring on 30JAN2025

Delta for 6700 CE is 0.67

Historical price for 6700 CE is as follows

On 27 Dec ABB was trading at 6846.90. The strike last trading price was 341, which was -54.00 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 10


On 26 Dec ABB was trading at 6945.30. The strike last trading price was 395, which was 18.00 higher than the previous day. The implied volatity was 25.94, the open interest changed by 9 which increased total open position to 10


On 24 Dec ABB was trading at 6878.20. The strike last trading price was 377, which was -603.50 lower than the previous day. The implied volatity was 26.23, 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 980.5, 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 20 Dec ABB was trading at 6921.25. The strike last trading price was 980.5, 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 16 Dec ABB was trading at 7890.35. The strike last trading price was 980.5, 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 30JAN2025 6700 PE
Delta: -0.33
Vega: 7.56
Theta: -2.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 6846.90 120.55 12.75 25.60 281 94 140
26 Dec 6945.30 107.8 -31.70 26.84 75 21 46
24 Dec 6878.20 139.5 -1.50 28.80 66 22 25
23 Dec 6959.20 141 0.00 0.00 0 3 0
20 Dec 6921.25 141 -60.75 29.76 3 2 2
16 Dec 7890.35 201.75 11.58 0 0 0

For Abb India Limited - strike price 6700 expiring on 30JAN2025

Delta for 6700 PE is -0.33

Historical price for 6700 PE is as follows

On 27 Dec ABB was trading at 6846.90. The strike last trading price was 120.55, which was 12.75 higher than the previous day. The implied volatity was 25.60, the open interest changed by 94 which increased total open position to 140


On 26 Dec ABB was trading at 6945.30. The strike last trading price was 107.8, which was -31.70 lower than the previous day. The implied volatity was 26.84, the open interest changed by 21 which increased total open position to 46


On 24 Dec ABB was trading at 6878.20. The strike last trading price was 139.5, which was -1.50 lower than the previous day. The implied volatity was 28.80, the open interest changed by 22 which increased total open position to 25


On 23 Dec ABB was trading at 6959.20. The strike last trading price was 141, 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 20 Dec ABB was trading at 6921.25. The strike last trading price was 141, which was -60.75 lower than the previous day. The implied volatity was 29.76, the open interest changed by 2 which increased total open position to 2


On 16 Dec ABB was trading at 7890.35. The strike last trading price was 201.75, which was lower than the previous day. The implied volatity was 11.58, the open interest changed by 0 which decreased total open position to 0