ABB
Abb India Limited
Historical option data for ABB
14 Nov 2024 04:11 PM IST
| ABB 28NOV2024 6800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 5.11
Theta: -5.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6680.15 | 107.7 | -75.80 | 27.93 | 2,901 | 361 | 518 | |||
| 13 Nov | 6802.00 | 183.5 | -120.15 | 28.83 | 416 | 118 | 156 | |||
| 12 Nov | 6964.25 | 303.65 | -168.35 | 36.07 | 4 | 0 | 37 | |||
| 11 Nov | 7237.80 | 472 | 134.00 | 23.04 | 37 | -1 | 37 | |||
| 8 Nov | 7045.45 | 338 | -6.35 | 29.37 | 8 | 3 | 38 | |||
| 7 Nov | 6999.75 | 344.35 | -106.50 | 31.52 | 3 | 1 | 34 | |||
| 6 Nov | 7164.05 | 450.85 | 0.70 | 23.99 | 25 | -3 | 32 | |||
| 5 Nov | 7132.85 | 450.15 | -314.60 | 30.39 | 170 | 34 | 35 | |||
| 4 Nov | 7360.85 | 764.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 7430.40 | 764.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 7429.45 | 764.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7426.90 | 764.75 | 64.75 | - | 1 | 0 | 1 | |||
| 29 Oct | 7492.50 | 700 | -697.10 | - | 1 | 0 | 0 | |||
| 28 Oct | 7338.95 | 1397.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 7521.65 | 1397.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7648.10 | 1397.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 7703.80 | 1397.1 | 1397.10 | - | 0 | 0 | 0 | |||
| 20 Sept | 7695.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 7502.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 7785.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 7765.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 7684.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 7720.20 | 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 | |||
| 9 Sept | 7600.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 7516.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 7650.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 7639.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 7767.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 7699.25 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6800 expiring on 28NOV2024
Delta for 6800 CE is 0.42
Historical price for 6800 CE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 107.7, which was -75.80 lower than the previous day. The implied volatity was 27.93, the open interest changed by 361 which increased total open position to 518
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 183.5, which was -120.15 lower than the previous day. The implied volatity was 28.83, the open interest changed by 118 which increased total open position to 156
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 303.65, which was -168.35 lower than the previous day. The implied volatity was 36.07, the open interest changed by 0 which decreased total open position to 37
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 472, which was 134.00 higher than the previous day. The implied volatity was 23.04, the open interest changed by -1 which decreased total open position to 37
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 338, which was -6.35 lower than the previous day. The implied volatity was 29.37, the open interest changed by 3 which increased total open position to 38
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 344.35, which was -106.50 lower than the previous day. The implied volatity was 31.52, the open interest changed by 1 which increased total open position to 34
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 450.85, which was 0.70 higher than the previous day. The implied volatity was 23.99, the open interest changed by -3 which decreased total open position to 32
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 450.15, which was -314.60 lower than the previous day. The implied volatity was 30.39, the open interest changed by 34 which increased total open position to 35
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 764.75, 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 1 Nov ABB was trading at 7430.40. The strike last trading price was 764.75, 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 31 Oct ABB was trading at 7429.45. The strike last trading price was 764.75, 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 764.75, which was 64.75 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 700, which was -697.10 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 1397.1, 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 1397.1, 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 1397.1, 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 23 Oct ABB was trading at 7703.80. The strike last trading price was 1397.1, which was 1397.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept ABB was trading at 7695.75. 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 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 18 Sept ABB was trading at 7785.25. 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 16 Sept ABB was trading at 7765.20. 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 13 Sept ABB was trading at 7684.40. 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 12 Sept ABB was trading at 7720.20. 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 9 Sept ABB was trading at 7600.90. 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 6 Sept ABB was trading at 7516.40. 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 5 Sept ABB was trading at 7650.10. 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 4 Sept ABB was trading at 7639.05. 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 3 Sept ABB was trading at 7767.90. 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 2 Sept ABB was trading at 7699.25. 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 6800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 5.12
Theta: -4.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6680.15 | 195.4 | 48.10 | 28.19 | 1,626 | 15 | 361 |
| 13 Nov | 6802.00 | 147.3 | 34.30 | 30.97 | 3,591 | 50 | 347 |
| 12 Nov | 6964.25 | 113 | 70.70 | 32.56 | 1,155 | -25 | 295 |
| 11 Nov | 7237.80 | 42.3 | -46.90 | 31.40 | 862 | -110 | 321 |
| 8 Nov | 7045.45 | 89.2 | -19.40 | 29.18 | 578 | 40 | 433 |
| 7 Nov | 6999.75 | 108.6 | 39.60 | 31.06 | 697 | -10 | 387 |
| 6 Nov | 7164.05 | 69 | -18.35 | 31.79 | 1,003 | -37 | 360 |
| 5 Nov | 7132.85 | 87.35 | -47.65 | 32.73 | 7,223 | 200 | 400 |
| 4 Nov | 7360.85 | 135 | 3.00 | 48.60 | 690 | 102 | 197 |
| 1 Nov | 7430.40 | 132 | 20.00 | 48.71 | 44 | -8 | 95 |
| 31 Oct | 7429.45 | 112 | 1.00 | - | 122 | 33 | 102 |
| 30 Oct | 7426.90 | 111 | 24.70 | - | 64 | 10 | 68 |
| 29 Oct | 7492.50 | 86.3 | -39.65 | - | 51 | -3 | 57 |
| 28 Oct | 7338.95 | 125.95 | 32.95 | - | 53 | 23 | 59 |
| 25 Oct | 7521.65 | 93 | 26.00 | - | 26 | 24 | 36 |
| 24 Oct | 7648.10 | 67 | -31.25 | - | 13 | 7 | 14 |
| 23 Oct | 7703.80 | 98.25 | 98.25 | - | 8 | 6 | 6 |
| 20 Sept | 7695.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 7502.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 7785.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 7765.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 7684.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 7720.20 | 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 |
| 9 Sept | 7600.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 7516.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 7650.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 7639.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 7767.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 7699.25 | 0 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 6800 expiring on 28NOV2024
Delta for 6800 PE is -0.58
Historical price for 6800 PE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 195.4, which was 48.10 higher than the previous day. The implied volatity was 28.19, the open interest changed by 15 which increased total open position to 361
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 147.3, which was 34.30 higher than the previous day. The implied volatity was 30.97, the open interest changed by 50 which increased total open position to 347
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 113, which was 70.70 higher than the previous day. The implied volatity was 32.56, the open interest changed by -25 which decreased total open position to 295
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 42.3, which was -46.90 lower than the previous day. The implied volatity was 31.40, the open interest changed by -110 which decreased total open position to 321
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 89.2, which was -19.40 lower than the previous day. The implied volatity was 29.18, the open interest changed by 40 which increased total open position to 433
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 108.6, which was 39.60 higher than the previous day. The implied volatity was 31.06, the open interest changed by -10 which decreased total open position to 387
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 69, which was -18.35 lower than the previous day. The implied volatity was 31.79, the open interest changed by -37 which decreased total open position to 360
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 87.35, which was -47.65 lower than the previous day. The implied volatity was 32.73, the open interest changed by 200 which increased total open position to 400
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 135, which was 3.00 higher than the previous day. The implied volatity was 48.60, the open interest changed by 102 which increased total open position to 197
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 132, which was 20.00 higher than the previous day. The implied volatity was 48.71, the open interest changed by -8 which decreased total open position to 95
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 112, which was 1.00 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 111, which was 24.70 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 86.3, which was -39.65 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 125.95, which was 32.95 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 93, which was 26.00 higher 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 67, which was -31.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ABB was trading at 7703.80. The strike last trading price was 98.25, which was 98.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept ABB was trading at 7695.75. 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 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 18 Sept ABB was trading at 7785.25. 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 16 Sept ABB was trading at 7765.20. 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 13 Sept ABB was trading at 7684.40. 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 12 Sept ABB was trading at 7720.20. 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 9 Sept ABB was trading at 7600.90. 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 6 Sept ABB was trading at 7516.40. 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 5 Sept ABB was trading at 7650.10. 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 4 Sept ABB was trading at 7639.05. 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 3 Sept ABB was trading at 7767.90. 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 2 Sept ABB was trading at 7699.25. 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
