ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 6900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 3.48
Theta: -10.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 140.65 | -414.55 | 31.99 | 286 | 77 | 104 | |||
| 19 Dec | 7351.90 | 555.2 | -232.45 | 68.09 | 31 | 2 | 15 | |||
| 18 Dec | 7657.15 | 787.65 | 83.95 | 48.03 | 2 | 0 | 15 | |||
| 17 Dec | 7817.45 | 703.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 703.7 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 7703.25 | 703.7 | 68.25 | - | 3 | 0 | 16 | |||
| 12 Dec | 7657.05 | 635.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7728.75 | 635.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 7693.25 | 635.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 7569.75 | 635.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 7552.40 | 635.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 7488.40 | 635.45 | 74.45 | - | 2 | 0 | 16 | |||
| 4 Dec | 7664.20 | 561 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 7537.55 | 561 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 561 | -4.70 | - | 1 | 0 | 16 | |||
| 29 Nov | 7421.25 | 565.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 565.7 | 40.70 | - | 2 | 0 | 16 | |||
| 27 Nov | 7496.20 | 525 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 525 | 49.00 | 19.39 | 1 | 0 | 16 | |||
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| 25 Nov | 7259.85 | 476 | 219.35 | 22.20 | 2 | 11 | 16 | |||
| 22 Nov | 6904.65 | 256.65 | 27.50 | 26.02 | 37 | 14 | 19 | |||
| 21 Nov | 6760.80 | 229.15 | 77.05 | 32.01 | 2 | 1 | 6 | |||
| 20 Nov | 6701.60 | 152.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 152.1 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Nov | 6625.90 | 152.1 | -91.55 | 27.76 | 2 | 0 | 3 | |||
| 14 Nov | 6680.15 | 243.65 | -56.35 | 33.47 | 2 | 0 | 1 | |||
| 13 Nov | 6802.00 | 300 | -541.25 | 32.08 | 1 | 0 | 0 | |||
| 12 Nov | 6964.25 | 841.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 841.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 841.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 841.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 841.25 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6900 expiring on 26DEC2024
Delta for 6900 CE is 0.58
Historical price for 6900 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 140.65, which was -414.55 lower than the previous day. The implied volatity was 31.99, the open interest changed by 77 which increased total open position to 104
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 555.2, which was -232.45 lower than the previous day. The implied volatity was 68.09, the open interest changed by 2 which increased total open position to 15
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 787.65, which was 83.95 higher than the previous day. The implied volatity was 48.03, the open interest changed by 0 which decreased total open position to 15
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 703.7, 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 703.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 703.7, which was 68.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 635.45, 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 635.45, 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 635.45, 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 9 Dec ABB was trading at 7569.75. The strike last trading price was 635.45, 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 635.45, 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 Dec ABB was trading at 7488.40. The strike last trading price was 635.45, which was 74.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 561, 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 561, 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 561, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 565.7, 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 565.7, which was 40.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 525, 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 26 Nov ABB was trading at 7329.70. The strike last trading price was 525, which was 49.00 higher than the previous day. The implied volatity was 19.39, the open interest changed by 0 which decreased total open position to 16
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 476, which was 219.35 higher than the previous day. The implied volatity was 22.20, the open interest changed by 11 which increased total open position to 16
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 256.65, which was 27.50 higher than the previous day. The implied volatity was 26.02, the open interest changed by 14 which increased total open position to 19
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 229.15, which was 77.05 higher than the previous day. The implied volatity was 32.01, the open interest changed by 1 which increased total open position to 6
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 152.1, 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 19 Nov ABB was trading at 6701.60. The strike last trading price was 152.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 152.1, which was -91.55 lower than the previous day. The implied volatity was 27.76, the open interest changed by 0 which decreased total open position to 3
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 243.65, which was -56.35 lower than the previous day. The implied volatity was 33.47, the open interest changed by 0 which decreased total open position to 1
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 300, which was -541.25 lower than the previous day. The implied volatity was 32.08, 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 841.25, 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 841.25, 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 841.25, 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 841.25, 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 841.25, 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 26DEC2024 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 3.48
Theta: -8.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 93 | 77.20 | 33.05 | 7,263 | 81 | 359 |
| 19 Dec | 7351.90 | 15.8 | 11.80 | 35.53 | 1,084 | 135 | 280 |
| 18 Dec | 7657.15 | 4 | -0.25 | 37.08 | 111 | 0 | 141 |
| 17 Dec | 7817.45 | 4.25 | 1.80 | 40.39 | 44 | 4 | 142 |
| 16 Dec | 7890.35 | 2.45 | -2.85 | 37.87 | 98 | -30 | 138 |
| 13 Dec | 7703.25 | 5.3 | -2.35 | 32.46 | 31 | -13 | 169 |
| 12 Dec | 7657.05 | 7.65 | -0.35 | 32.28 | 28 | -1 | 187 |
| 11 Dec | 7728.75 | 8 | -4.55 | 33.06 | 23 | 0 | 188 |
| 10 Dec | 7693.25 | 12.55 | -5.35 | 34.10 | 93 | 2 | 188 |
| 9 Dec | 7569.75 | 17.9 | -3.90 | 32.59 | 37 | -5 | 186 |
| 6 Dec | 7552.40 | 21.8 | -8.90 | 30.43 | 177 | -1 | 192 |
| 5 Dec | 7488.40 | 30.7 | 5.55 | 31.28 | 132 | 67 | 193 |
| 4 Dec | 7664.20 | 25.15 | -6.65 | 33.51 | 62 | 9 | 126 |
| 3 Dec | 7537.55 | 31.8 | -10.30 | 31.20 | 108 | 21 | 117 |
| 2 Dec | 7490.75 | 42.1 | -9.15 | 31.72 | 45 | -4 | 97 |
| 29 Nov | 7421.25 | 51.25 | -11.75 | 29.67 | 177 | 30 | 102 |
| 28 Nov | 7394.85 | 63 | 2.00 | 31.83 | 63 | 25 | 73 |
| 27 Nov | 7496.20 | 61 | -34.20 | 33.70 | 86 | 16 | 48 |
| 26 Nov | 7329.70 | 95.2 | -24.80 | 34.29 | 75 | -9 | 32 |
| 25 Nov | 7259.85 | 120 | -88.30 | 34.00 | 71 | 35 | 41 |
| 22 Nov | 6904.65 | 208.3 | -73.25 | 29.11 | 28 | 16 | 22 |
| 21 Nov | 6760.80 | 281.55 | 0.00 | 0.00 | 0 | 4 | 0 |
| 20 Nov | 6701.60 | 281.55 | 0.00 | 24.79 | 6 | 4 | 4 |
| 19 Nov | 6701.60 | 281.55 | -98.45 | 24.79 | 6 | 2 | 4 |
| 18 Nov | 6625.90 | 380 | 58.00 | 30.73 | 5 | 1 | 4 |
| 14 Nov | 6680.15 | 322 | 43.90 | 27.32 | 4 | 0 | 2 |
| 13 Nov | 6802.00 | 278.1 | 46.75 | 29.86 | 2 | 0 | 2 |
| 12 Nov | 6964.25 | 231.35 | 36.35 | 30.39 | 4 | -1 | 2 |
| 11 Nov | 7237.80 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 195 | -109.50 | 28.44 | 2 | 1 | 4 |
| 7 Nov | 6999.75 | 304.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 304.5 | 43.35 | 3 | 2 | 2 | |
For Abb India Limited - strike price 6900 expiring on 26DEC2024
Delta for 6900 PE is -0.42
Historical price for 6900 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 93, which was 77.20 higher than the previous day. The implied volatity was 33.05, the open interest changed by 81 which increased total open position to 359
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 15.8, which was 11.80 higher than the previous day. The implied volatity was 35.53, the open interest changed by 135 which increased total open position to 280
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 37.08, the open interest changed by 0 which decreased total open position to 141
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 4.25, which was 1.80 higher than the previous day. The implied volatity was 40.39, the open interest changed by 4 which increased total open position to 142
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 2.45, which was -2.85 lower than the previous day. The implied volatity was 37.87, the open interest changed by -30 which decreased total open position to 138
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 5.3, which was -2.35 lower than the previous day. The implied volatity was 32.46, the open interest changed by -13 which decreased total open position to 169
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 7.65, which was -0.35 lower than the previous day. The implied volatity was 32.28, the open interest changed by -1 which decreased total open position to 187
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 8, which was -4.55 lower than the previous day. The implied volatity was 33.06, the open interest changed by 0 which decreased total open position to 188
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 12.55, which was -5.35 lower than the previous day. The implied volatity was 34.10, the open interest changed by 2 which increased total open position to 188
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 17.9, which was -3.90 lower than the previous day. The implied volatity was 32.59, the open interest changed by -5 which decreased total open position to 186
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 21.8, which was -8.90 lower than the previous day. The implied volatity was 30.43, the open interest changed by -1 which decreased total open position to 192
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 30.7, which was 5.55 higher than the previous day. The implied volatity was 31.28, the open interest changed by 67 which increased total open position to 193
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 25.15, which was -6.65 lower than the previous day. The implied volatity was 33.51, the open interest changed by 9 which increased total open position to 126
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 31.8, which was -10.30 lower than the previous day. The implied volatity was 31.20, the open interest changed by 21 which increased total open position to 117
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 42.1, which was -9.15 lower than the previous day. The implied volatity was 31.72, the open interest changed by -4 which decreased total open position to 97
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 51.25, which was -11.75 lower than the previous day. The implied volatity was 29.67, the open interest changed by 30 which increased total open position to 102
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 63, which was 2.00 higher than the previous day. The implied volatity was 31.83, the open interest changed by 25 which increased total open position to 73
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 61, which was -34.20 lower than the previous day. The implied volatity was 33.70, the open interest changed by 16 which increased total open position to 48
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 95.2, which was -24.80 lower than the previous day. The implied volatity was 34.29, the open interest changed by -9 which decreased total open position to 32
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 120, which was -88.30 lower than the previous day. The implied volatity was 34.00, the open interest changed by 35 which increased total open position to 41
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 208.3, which was -73.25 lower than the previous day. The implied volatity was 29.11, the open interest changed by 16 which increased total open position to 22
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was 24.79, the open interest changed by 4 which increased total open position to 4
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 281.55, which was -98.45 lower than the previous day. The implied volatity was 24.79, the open interest changed by 2 which increased total open position to 4
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 380, which was 58.00 higher than the previous day. The implied volatity was 30.73, the open interest changed by 1 which increased total open position to 4
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 322, which was 43.90 higher than the previous day. The implied volatity was 27.32, the open interest changed by 0 which decreased total open position to 2
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 278.1, which was 46.75 higher than the previous day. The implied volatity was 29.86, the open interest changed by 0 which decreased total open position to 2
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 231.35, which was 36.35 higher than the previous day. The implied volatity was 30.39, the open interest changed by -1 which decreased total open position to 2
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 195, 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 195, which was -109.50 lower than the previous day. The implied volatity was 28.44, the open interest changed by 1 which increased total open position to 4
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 304.5, 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 304.5, which was lower than the previous day. The implied volatity was 43.35, the open interest changed by 2 which increased total open position to 2
