ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 6800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 3.07
Theta: -9.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 207.1 | -652.90 | 33.10 | 48 | 22 | 33 | |||
| 19 Dec | 7351.90 | 860 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 7657.15 | 860 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7817.45 | 860 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 860 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 13 Dec | 7703.25 | 860 | -76.80 | - | 10 | -1 | 15 | |||
| 12 Dec | 7657.05 | 936.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7728.75 | 936.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 7693.25 | 936.8 | 171.70 | 39.21 | 2 | 0 | 16 | |||
| 9 Dec | 7569.75 | 765.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 7552.40 | 765.1 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Dec | 7488.40 | 765.1 | -16.90 | 32.71 | 3 | 0 | 13 | |||
| 4 Dec | 7664.20 | 782 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 7537.55 | 782 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 782 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 782 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 782 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 27 Nov | 7496.20 | 782 | 125.40 | 29.47 | 8 | -2 | 14 | |||
| 26 Nov | 7329.70 | 656.6 | 71.60 | 30.10 | 4 | 2 | 18 | |||
| 25 Nov | 7259.85 | 585 | 262.30 | 31.07 | 26 | -7 | 16 | |||
| 22 Nov | 6904.65 | 322.7 | 70.70 | 27.18 | 33 | 1 | 24 | |||
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| 21 Nov | 6760.80 | 252 | 28.00 | 29.27 | 24 | 9 | 21 | |||
| 20 Nov | 6701.60 | 224 | 0.00 | 27.78 | 17 | 7 | 14 | |||
| 19 Nov | 6701.60 | 224 | 2.00 | 27.78 | 17 | 9 | 14 | |||
| 18 Nov | 6625.90 | 222 | -62.95 | 32.13 | 12 | 4 | 6 | |||
| 14 Nov | 6680.15 | 284.95 | -117.05 | 33.29 | 3 | 1 | 2 | |||
| 13 Nov | 6802.00 | 402 | -1147.20 | 37.77 | 1 | 0 | 0 | |||
| 12 Nov | 6964.25 | 1549.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 1549.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 1549.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 1549.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 1549.2 | 1549.20 | - | 0 | 0 | 0 | |||
| 31 Oct | 7429.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7426.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 7758.30 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6800 expiring on 26DEC2024
Delta for 6800 CE is 0.71
Historical price for 6800 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 207.1, which was -652.90 lower than the previous day. The implied volatity was 33.10, the open interest changed by 22 which increased total open position to 33
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 860, 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 18 Dec ABB was trading at 7657.15. The strike last trading price was 860, 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 860, 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 860, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 860, which was -76.80 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 936.8, 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 936.8, 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 936.8, which was 171.70 higher than the previous day. The implied volatity was 39.21, the open interest changed by 0 which decreased total open position to 16
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 765.1, 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 765.1, 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 5 Dec ABB was trading at 7488.40. The strike last trading price was 765.1, which was -16.90 lower than the previous day. The implied volatity was 32.71, the open interest changed by 0 which decreased total open position to 13
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 782, 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 782, 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 782, 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 782, 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 782, 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 27 Nov ABB was trading at 7496.20. The strike last trading price was 782, which was 125.40 higher than the previous day. The implied volatity was 29.47, the open interest changed by -2 which decreased total open position to 14
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 656.6, which was 71.60 higher than the previous day. The implied volatity was 30.10, the open interest changed by 2 which increased total open position to 18
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 585, which was 262.30 higher than the previous day. The implied volatity was 31.07, the open interest changed by -7 which decreased total open position to 16
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 322.7, which was 70.70 higher than the previous day. The implied volatity was 27.18, the open interest changed by 1 which increased total open position to 24
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 252, which was 28.00 higher than the previous day. The implied volatity was 29.27, the open interest changed by 9 which increased total open position to 21
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 224, which was 0.00 lower than the previous day. The implied volatity was 27.78, the open interest changed by 7 which increased total open position to 14
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 224, which was 2.00 higher than the previous day. The implied volatity was 27.78, the open interest changed by 9 which increased total open position to 14
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 222, which was -62.95 lower than the previous day. The implied volatity was 32.13, the open interest changed by 4 which increased total open position to 6
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 284.95, which was -117.05 lower than the previous day. The implied volatity was 33.29, the open interest changed by 1 which increased total open position to 2
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 402, which was -1147.20 lower than the previous day. The implied volatity was 37.77, 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 1549.2, 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 1549.2, 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 1549.2, 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 1549.2, 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 1549.2, which was 1549.20 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ABB was trading at 7758.30. 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 6800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 3.12
Theta: -8.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 62.5 | 51.00 | 35.23 | 4,972 | 87 | 283 |
| 19 Dec | 7351.90 | 11.5 | 7.15 | 38.41 | 672 | 26 | 195 |
| 18 Dec | 7657.15 | 4.35 | -1.05 | 42.20 | 24 | -4 | 169 |
| 17 Dec | 7817.45 | 5.4 | 2.35 | 46.12 | 42 | 11 | 161 |
| 16 Dec | 7890.35 | 3.05 | -1.25 | 42.68 | 124 | -32 | 150 |
| 13 Dec | 7703.25 | 4.3 | -1.70 | 34.70 | 83 | -8 | 183 |
| 12 Dec | 7657.05 | 6 | -0.50 | 34.26 | 67 | -38 | 191 |
| 11 Dec | 7728.75 | 6.5 | -3.05 | 35.10 | 75 | -16 | 228 |
| 10 Dec | 7693.25 | 9.55 | -3.45 | 35.60 | 117 | -6 | 244 |
| 9 Dec | 7569.75 | 13 | -3.00 | 33.79 | 60 | 10 | 255 |
| 6 Dec | 7552.40 | 16 | -5.00 | 31.50 | 74 | -8 | 245 |
| 5 Dec | 7488.40 | 21 | 2.75 | 31.59 | 268 | 19 | 253 |
| 4 Dec | 7664.20 | 18.25 | -5.35 | 34.13 | 52 | 11 | 234 |
| 3 Dec | 7537.55 | 23.6 | -9.25 | 32.28 | 167 | -5 | 224 |
| 2 Dec | 7490.75 | 32.85 | -4.55 | 32.83 | 208 | 26 | 226 |
| 29 Nov | 7421.25 | 37.4 | -12.65 | 30.07 | 174 | 12 | 200 |
| 28 Nov | 7394.85 | 50.05 | 2.35 | 32.80 | 198 | 50 | 192 |
| 27 Nov | 7496.20 | 47.7 | -28.30 | 34.33 | 224 | 72 | 142 |
| 26 Nov | 7329.70 | 76 | -16.50 | 34.88 | 132 | 8 | 70 |
| 25 Nov | 7259.85 | 92.5 | -79.95 | 33.89 | 98 | 47 | 63 |
| 22 Nov | 6904.65 | 172.45 | -72.55 | 30.04 | 24 | 17 | 33 |
| 21 Nov | 6760.80 | 245 | -37.40 | 30.39 | 14 | 2 | 17 |
| 20 Nov | 6701.60 | 282.4 | 0.00 | 31.54 | 14 | 3 | 14 |
| 19 Nov | 6701.60 | 282.4 | 10.85 | 31.54 | 14 | 2 | 14 |
| 18 Nov | 6625.90 | 271.55 | -31.45 | 25.05 | 9 | 1 | 13 |
| 14 Nov | 6680.15 | 303 | 41.00 | 31.47 | 30 | -4 | 19 |
| 13 Nov | 6802.00 | 262 | 98.90 | 33.38 | 29 | 8 | 12 |
| 12 Nov | 6964.25 | 163.1 | -71.90 | 27.46 | 3 | 0 | 3 |
| 11 Nov | 7237.80 | 235 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 235 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 235 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 235 | 78.80 | 40.18 | 3 | 2 | 2 |
| 31 Oct | 7429.45 | 156.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 7426.90 | 156.2 | 156.20 | - | 0 | 0 | 0 |
| 7 Oct | 7758.30 | 0 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 6800 expiring on 26DEC2024
Delta for 6800 PE is -0.30
Historical price for 6800 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 62.5, which was 51.00 higher than the previous day. The implied volatity was 35.23, the open interest changed by 87 which increased total open position to 283
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 11.5, which was 7.15 higher than the previous day. The implied volatity was 38.41, the open interest changed by 26 which increased total open position to 195
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 4.35, which was -1.05 lower than the previous day. The implied volatity was 42.20, the open interest changed by -4 which decreased total open position to 169
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 5.4, which was 2.35 higher than the previous day. The implied volatity was 46.12, the open interest changed by 11 which increased total open position to 161
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 3.05, which was -1.25 lower than the previous day. The implied volatity was 42.68, the open interest changed by -32 which decreased total open position to 150
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 4.3, which was -1.70 lower than the previous day. The implied volatity was 34.70, the open interest changed by -8 which decreased total open position to 183
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 6, which was -0.50 lower than the previous day. The implied volatity was 34.26, the open interest changed by -38 which decreased total open position to 191
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 6.5, which was -3.05 lower than the previous day. The implied volatity was 35.10, the open interest changed by -16 which decreased total open position to 228
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 9.55, which was -3.45 lower than the previous day. The implied volatity was 35.60, the open interest changed by -6 which decreased total open position to 244
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 13, which was -3.00 lower than the previous day. The implied volatity was 33.79, the open interest changed by 10 which increased total open position to 255
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 16, which was -5.00 lower than the previous day. The implied volatity was 31.50, the open interest changed by -8 which decreased total open position to 245
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 21, which was 2.75 higher than the previous day. The implied volatity was 31.59, the open interest changed by 19 which increased total open position to 253
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 18.25, which was -5.35 lower than the previous day. The implied volatity was 34.13, the open interest changed by 11 which increased total open position to 234
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 23.6, which was -9.25 lower than the previous day. The implied volatity was 32.28, the open interest changed by -5 which decreased total open position to 224
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 32.85, which was -4.55 lower than the previous day. The implied volatity was 32.83, the open interest changed by 26 which increased total open position to 226
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 37.4, which was -12.65 lower than the previous day. The implied volatity was 30.07, the open interest changed by 12 which increased total open position to 200
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 50.05, which was 2.35 higher than the previous day. The implied volatity was 32.80, the open interest changed by 50 which increased total open position to 192
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 47.7, which was -28.30 lower than the previous day. The implied volatity was 34.33, the open interest changed by 72 which increased total open position to 142
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 76, which was -16.50 lower than the previous day. The implied volatity was 34.88, the open interest changed by 8 which increased total open position to 70
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 92.5, which was -79.95 lower than the previous day. The implied volatity was 33.89, the open interest changed by 47 which increased total open position to 63
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 172.45, which was -72.55 lower than the previous day. The implied volatity was 30.04, the open interest changed by 17 which increased total open position to 33
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 245, which was -37.40 lower than the previous day. The implied volatity was 30.39, the open interest changed by 2 which increased total open position to 17
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 282.4, which was 0.00 lower than the previous day. The implied volatity was 31.54, the open interest changed by 3 which increased total open position to 14
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 282.4, which was 10.85 higher than the previous day. The implied volatity was 31.54, the open interest changed by 2 which increased total open position to 14
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 271.55, which was -31.45 lower than the previous day. The implied volatity was 25.05, the open interest changed by 1 which increased total open position to 13
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 303, which was 41.00 higher than the previous day. The implied volatity was 31.47, the open interest changed by -4 which decreased total open position to 19
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 262, which was 98.90 higher than the previous day. The implied volatity was 33.38, the open interest changed by 8 which increased total open position to 12
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 163.1, which was -71.90 lower than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 3
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 235, 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 235, 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 235, 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 235, which was 78.80 higher than the previous day. The implied volatity was 40.18, the open interest changed by 2 which increased total open position to 2
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 156.2, 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 156.2, which was 156.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ABB was trading at 7758.30. 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
