ABB
Abb India Limited
Historical option data for ABB
14 Nov 2024 04:11 PM IST
| ABB 28NOV2024 6900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 4.67
Theta: -5.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6680.15 | 73 | -62.95 | 27.89 | 1,417 | 142 | 402 | |||
| 13 Nov | 6802.00 | 135.95 | -85.50 | 28.99 | 863 | 184 | 259 | |||
| 12 Nov | 6964.25 | 221.45 | -169.35 | 31.75 | 50 | 9 | 79 | |||
| 11 Nov | 7237.80 | 390.8 | 128.80 | 24.55 | 27 | -5 | 71 | |||
| 8 Nov | 7045.45 | 262 | -16.45 | 27.50 | 225 | -3 | 76 | |||
| 7 Nov | 6999.75 | 278.45 | -104.55 | 30.90 | 75 | 16 | 78 | |||
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| 6 Nov | 7164.05 | 383 | 5.45 | 27.17 | 72 | -5 | 63 | |||
| 5 Nov | 7132.85 | 377.55 | -995.50 | 30.17 | 580 | 68 | 68 | |||
| 4 Nov | 7360.85 | 1373.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 7430.40 | 1373.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 7429.45 | 1373.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7426.90 | 1373.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7492.50 | 1373.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 7338.95 | 1373.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 7521.65 | 1373.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7648.10 | 1373.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 7703.80 | 1373.05 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6900 expiring on 28NOV2024
Delta for 6900 CE is 0.32
Historical price for 6900 CE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 73, which was -62.95 lower than the previous day. The implied volatity was 27.89, the open interest changed by 142 which increased total open position to 402
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 135.95, which was -85.50 lower than the previous day. The implied volatity was 28.99, the open interest changed by 184 which increased total open position to 259
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 221.45, which was -169.35 lower than the previous day. The implied volatity was 31.75, the open interest changed by 9 which increased total open position to 79
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 390.8, which was 128.80 higher than the previous day. The implied volatity was 24.55, the open interest changed by -5 which decreased total open position to 71
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 262, which was -16.45 lower than the previous day. The implied volatity was 27.50, the open interest changed by -3 which decreased total open position to 76
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 278.45, which was -104.55 lower than the previous day. The implied volatity was 30.90, the open interest changed by 16 which increased total open position to 78
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 383, which was 5.45 higher than the previous day. The implied volatity was 27.17, the open interest changed by -5 which decreased total open position to 63
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 377.55, which was -995.50 lower than the previous day. The implied volatity was 30.17, the open interest changed by 68 which increased total open position to 68
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 1373.05, 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 1 Nov ABB was trading at 7430.40. The strike last trading price was 1373.05, 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 31 Oct ABB was trading at 7429.45. The strike last trading price was 1373.05, 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 1373.05, 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 29 Oct ABB was trading at 7492.50. The strike last trading price was 1373.05, 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 28 Oct ABB was trading at 7338.95. The strike last trading price was 1373.05, 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 1373.05, 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 1373.05, 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 1373.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABB 28NOV2024 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 4.71
Theta: -3.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6680.15 | 263.95 | 67.95 | 28.95 | 321 | -39 | 270 |
| 13 Nov | 6802.00 | 196 | 43.00 | 30.51 | 2,531 | -110 | 309 |
| 12 Nov | 6964.25 | 153 | 95.60 | 32.40 | 1,164 | -52 | 427 |
| 11 Nov | 7237.80 | 57.4 | -61.90 | 30.20 | 672 | 119 | 481 |
| 8 Nov | 7045.45 | 119.3 | -22.00 | 28.42 | 887 | 44 | 367 |
| 7 Nov | 6999.75 | 141.3 | 49.00 | 30.34 | 835 | -89 | 330 |
| 6 Nov | 7164.05 | 92.3 | -21.10 | 31.03 | 831 | 43 | 406 |
| 5 Nov | 7132.85 | 113.4 | -51.60 | 32.15 | 7,297 | 203 | 363 |
| 4 Nov | 7360.85 | 165 | 5.30 | 48.69 | 362 | 84 | 155 |
| 1 Nov | 7430.40 | 159.7 | 28.50 | 48.70 | 14 | 10 | 70 |
| 31 Oct | 7429.45 | 131.2 | -3.80 | - | 46 | 18 | 61 |
| 30 Oct | 7426.90 | 135 | 31.00 | - | 65 | 39 | 41 |
| 29 Oct | 7492.50 | 104 | -12.25 | - | 5 | 2 | 2 |
| 28 Oct | 7338.95 | 116.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 7521.65 | 116.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 7648.10 | 116.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 7703.80 | 116.25 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 6900 expiring on 28NOV2024
Delta for 6900 PE is -0.68
Historical price for 6900 PE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 263.95, which was 67.95 higher than the previous day. The implied volatity was 28.95, the open interest changed by -39 which decreased total open position to 270
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 196, which was 43.00 higher than the previous day. The implied volatity was 30.51, the open interest changed by -110 which decreased total open position to 309
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 153, which was 95.60 higher than the previous day. The implied volatity was 32.40, the open interest changed by -52 which decreased total open position to 427
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 57.4, which was -61.90 lower than the previous day. The implied volatity was 30.20, the open interest changed by 119 which increased total open position to 481
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 119.3, which was -22.00 lower than the previous day. The implied volatity was 28.42, the open interest changed by 44 which increased total open position to 367
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 141.3, which was 49.00 higher than the previous day. The implied volatity was 30.34, the open interest changed by -89 which decreased total open position to 330
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 92.3, which was -21.10 lower than the previous day. The implied volatity was 31.03, the open interest changed by 43 which increased total open position to 406
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 113.4, which was -51.60 lower than the previous day. The implied volatity was 32.15, the open interest changed by 203 which increased total open position to 363
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 165, which was 5.30 higher than the previous day. The implied volatity was 48.69, the open interest changed by 84 which increased total open position to 155
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 159.7, which was 28.50 higher than the previous day. The implied volatity was 48.70, the open interest changed by 10 which increased total open position to 70
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 131.2, which was -3.80 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 135, which was 31.00 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 104, which was -12.25 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 116.25, 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 116.25, 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 116.25, 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 116.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
