ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 6900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 8.32
Theta: -3.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 6846.90 | 212.05 | -46.10 | 24.54 | 337 | 89 | 175 | |||
| 26 Dec | 6945.30 | 258.15 | -6.60 | 24.33 | 201 | 46 | 90 | |||
| 24 Dec | 6878.20 | 264.75 | -58.25 | 26.83 | 116 | 28 | 43 | |||
| 23 Dec | 6959.20 | 323 | -523.95 | 29.75 | 40 | 14 | 14 | |||
| 20 Dec | 6921.25 | 846.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 7351.90 | 846.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 846.95 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 6900 expiring on 30JAN2025
Delta for 6900 CE is 0.53
Historical price for 6900 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 212.05, which was -46.10 lower than the previous day. The implied volatity was 24.54, the open interest changed by 89 which increased total open position to 175
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 258.15, which was -6.60 lower than the previous day. The implied volatity was 24.33, the open interest changed by 46 which increased total open position to 90
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 264.75, which was -58.25 lower than the previous day. The implied volatity was 26.83, the open interest changed by 28 which increased total open position to 43
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 323, which was -523.95 lower than the previous day. The implied volatity was 29.75, the open interest changed by 14 which increased total open position to 14
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 846.95, 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 846.95, 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 846.95, 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 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 8.32
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 200 | 22.85 | 24.90 | 376 | 55 | 230 |
| 26 Dec | 6945.30 | 177.15 | -35.35 | 26.08 | 176 | 79 | 174 |
| 24 Dec | 6878.20 | 212.5 | 18.15 | 27.68 | 222 | 55 | 95 |
| 23 Dec | 6959.20 | 194.35 | -76.75 | 27.78 | 65 | 36 | 40 |
| 20 Dec | 6921.25 | 271.1 | 5.40 | 35.49 | 6 | 3 | 3 |
| 19 Dec | 7351.90 | 265.7 | 0.00 | 5.24 | 0 | 0 | 0 |
| 16 Dec | 7890.35 | 265.7 | 9.94 | 0 | 0 | 0 | |
For Abb India Limited - strike price 6900 expiring on 30JAN2025
Delta for 6900 PE is -0.47
Historical price for 6900 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 200, which was 22.85 higher than the previous day. The implied volatity was 24.90, the open interest changed by 55 which increased total open position to 230
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 177.15, which was -35.35 lower than the previous day. The implied volatity was 26.08, the open interest changed by 79 which increased total open position to 174
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 212.5, which was 18.15 higher than the previous day. The implied volatity was 27.68, the open interest changed by 55 which increased total open position to 95
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 194.35, which was -76.75 lower than the previous day. The implied volatity was 27.78, the open interest changed by 36 which increased total open position to 40
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 271.1, which was 5.40 higher than the previous day. The implied volatity was 35.49, the open interest changed by 3 which increased total open position to 3
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 265.7, which was 0.00 lower than the previous day. The implied volatity was 5.24, 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 265.7, which was lower than the previous day. The implied volatity was 9.94, the open interest changed by 0 which decreased total open position to 0
