ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 6800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 8.07
Theta: -4.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 268.5 | -51.50 | 24.97 | 52 | 8 | 30 | |||
| 26 Dec | 6945.30 | 320 | 2.00 | 24.69 | 30 | 10 | 21 | |||
| 24 Dec | 6878.20 | 318 | -67.90 | 26.60 | 27 | 11 | 12 | |||
| 23 Dec | 6959.20 | 385.9 | -665.95 | 30.43 | 1 | 0 | 0 | |||
| 20 Dec | 6921.25 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 7351.90 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Nov | 6904.65 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6760.80 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6701.60 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6625.90 | 1051.85 | 0.00 | 0.37 | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 1051.85 | 1051.85 | - | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6800 expiring on 30JAN2025
Delta for 6800 CE is 0.60
Historical price for 6800 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 268.5, which was -51.50 lower than the previous day. The implied volatity was 24.97, the open interest changed by 8 which increased total open position to 30
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 320, which was 2.00 higher than the previous day. The implied volatity was 24.69, the open interest changed by 10 which increased total open position to 21
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 318, which was -67.90 lower than the previous day. The implied volatity was 26.60, the open interest changed by 11 which increased total open position to 12
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 385.9, which was -665.95 lower than the previous day. The implied volatity was 30.43, 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 1051.85, 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 19 Dec ABB was trading at 7351.90. The strike last trading price was 1051.85, 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 1051.85, 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 28 Nov ABB was trading at 7394.85. The strike last trading price was 1051.85, 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 27 Nov ABB was trading at 7496.20. The strike last trading price was 1051.85, 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 26 Nov ABB was trading at 7329.70. The strike last trading price was 1051.85, 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 25 Nov ABB was trading at 7259.85. The strike last trading price was 1051.85, 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 22 Nov ABB was trading at 6904.65. The strike last trading price was 1051.85, 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 21 Nov ABB was trading at 6760.80. The strike last trading price was 1051.85, 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 Nov ABB was trading at 6701.60. The strike last trading price was 1051.85, 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 19 Nov ABB was trading at 6701.60. The strike last trading price was 1051.85, 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 18 Nov ABB was trading at 6625.90. The strike last trading price was 1051.85, which was 0.00 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 1051.85, which was 1051.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ABB was trading at 6802.00. 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 0 which decreased total open position to 0
On 12 Nov ABB was trading at 6964.25. 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 0 which decreased total open position to 0
On 11 Nov ABB was trading at 7237.80. 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 0 which decreased total open position to 0
On 8 Nov ABB was trading at 7045.45. 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 0 which decreased total open position to 0
On 7 Nov ABB was trading at 6999.75. 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 0 which decreased total open position to 0
On 6 Nov ABB was trading at 7164.05. 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 0 which decreased total open position to 0
On 5 Nov ABB was trading at 7132.85. 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 0 which decreased total open position to 0
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 0, 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 6800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 8.09
Theta: -2.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 166 | 25.80 | 26.40 | 358 | 108 | 301 |
| 26 Dec | 6945.30 | 140.2 | -32.20 | 26.57 | 330 | 39 | 194 |
| 24 Dec | 6878.20 | 172.4 | 12.40 | 28.16 | 240 | 65 | 150 |
| 23 Dec | 6959.20 | 160 | -65.20 | 28.58 | 113 | 24 | 85 |
| 20 Dec | 6921.25 | 225.2 | 153.50 | 35.24 | 70 | 50 | 60 |
| 19 Dec | 7351.90 | 71.7 | 11.70 | 29.33 | 10 | 7 | 9 |
| 16 Dec | 7890.35 | 60 | -240.10 | 39.32 | 1 | 0 | 1 |
| 28 Nov | 7394.85 | 300.1 | 0.00 | 5.96 | 0 | 0 | 0 |
| 27 Nov | 7496.20 | 300.1 | 0.00 | 6.55 | 0 | 0 | 0 |
| 26 Nov | 7329.70 | 300.1 | 0.00 | 5.45 | 0 | 0 | 0 |
| 25 Nov | 7259.85 | 300.1 | 0.00 | 4.71 | 0 | 0 | 0 |
| 22 Nov | 6904.65 | 300.1 | 0.00 | 1.87 | 0 | 0 | 0 |
| 21 Nov | 6760.80 | 300.1 | 0.00 | 1.30 | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 300.1 | 0.00 | 0.45 | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 300.1 | 0.00 | 0.45 | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 300.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 300.1 | 0.00 | 0.20 | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 300.1 | 0.00 | 1.33 | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 300.1 | 0.00 | 2.70 | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 300.1 | 300.10 | 3.62 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 0 | 0.00 | 3.14 | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 0 | 0.00 | 2.72 | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 0 | 0.00 | 3.78 | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 0 | 0.00 | 3.81 | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 0 | 5.21 | 0 | 0 | 0 | |
For Abb India Limited - strike price 6800 expiring on 30JAN2025
Delta for 6800 PE is -0.40
Historical price for 6800 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 166, which was 25.80 higher than the previous day. The implied volatity was 26.40, the open interest changed by 108 which increased total open position to 301
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 140.2, which was -32.20 lower than the previous day. The implied volatity was 26.57, the open interest changed by 39 which increased total open position to 194
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 172.4, which was 12.40 higher than the previous day. The implied volatity was 28.16, the open interest changed by 65 which increased total open position to 150
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 160, which was -65.20 lower than the previous day. The implied volatity was 28.58, the open interest changed by 24 which increased total open position to 85
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 225.2, which was 153.50 higher than the previous day. The implied volatity was 35.24, the open interest changed by 50 which increased total open position to 60
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 71.7, which was 11.70 higher than the previous day. The implied volatity was 29.33, the open interest changed by 7 which increased total open position to 9
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 60, which was -240.10 lower than the previous day. The implied volatity was 39.32, the open interest changed by 0 which decreased total open position to 1
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 300.1, which was 0.00 lower than the previous day. The implied volatity was 5.96, 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 300.1, which was 0.00 lower than the previous day. The implied volatity was 6.55, 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 300.1, which was 0.00 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 300.1, which was 0.00 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 300.1, which was 0.00 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 300.1, which was 0.00 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 300.1, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 300.1, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 300.1, 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 14 Nov ABB was trading at 6680.15. The strike last trading price was 300.1, which was 0.00 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 300.1, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 300.1, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 300.1, which was 300.10 higher than the previous day. The implied volatity was 3.62, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.78, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0
