Historical option data for ABB
27 May 2026 04:10 PM IST
| ABB 30-Jun-2026 (33d) 6950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 0.07
Theta: -3.16
Gamma: 0.0006
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 7219.00 | 400 | 235 (142.42%) | 25.62 | 554 | 29 | 74 | |||||||||
| 26 May | 6804.00 | 158.65 | 9.65 (6.48%) | 24.28 | 71 | 38 | 45 | |||||||||
| 25 May | 6755.00 | 149.15 | -523.85 (-77.84%) | 25.44 | 10 | 7 | 7 | |||||||||
| 18 May | 6413.50 | 0 | -672.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 6381.00 | 0 | -672.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 6429.00 | 0 | -672.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 6305.00 | 0 | -672.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 6328.50 | 0 | -672.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 6387.50 | 0 | -673 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 7012.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 7188.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 7182.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 7328.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 6950 expiring on 30JUN2026
Delta for 6950 CE is 0.72
Historical price for 6950 CE is as follows
On 27 May ABB was trading at 7219.00. The strike last trading price was 400, which was 235 higher than the previous day. The implied volatity was 25.62, the open interest changed by 29 which increased total open position to 74
On 26 May ABB was trading at 6804.00. The strike last trading price was 158.65, which was 9.65 higher than the previous day. The implied volatity was 24.28, the open interest changed by 38 which increased total open position to 45
On 25 May ABB was trading at 6755.00. The strike last trading price was 149.15, which was -523.85 lower than the previous day. The implied volatity was 25.44, the open interest changed by 7 which increased total open position to 7
On 18 May ABB was trading at 6413.50. The strike last trading price was 0, which was -672.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ABB was trading at 6381.00. The strike last trading price was 0, which was -672.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ABB was trading at 6429.00. The strike last trading price was 0, which was -672.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ABB was trading at 6305.00. The strike last trading price was 0, which was -672.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ABB was trading at 6328.50. The strike last trading price was 0, which was -672.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ABB was trading at 6387.50. The strike last trading price was 0, which was -673 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ABB was trading at 7012.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May ABB was trading at 7188.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May ABB was trading at 7182.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May ABB was trading at 7328.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ABB 30-Jun-2026 (33d) 6950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.08
Theta: -2.8
Gamma: 0.00052
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 7219.00 | 140.05 | -125.5 (-47.26%) | 30.48 | 404 | 101 | 101 |
| 26 May | 6804.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 6755.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 6413.50 | 0 | -265.55 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 6381.00 | 0 | -265.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 6429.00 | 0 | -265.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 6305.00 | 0 | -265.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 6328.50 | 0 | -265.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 6387.50 | 0 | -265.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 7012.50 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 7188.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 7182.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 7328.00 | 0 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 6950 expiring on 30JUN2026
Delta for 6950 PE is -0.31
Historical price for 6950 PE is as follows
On 27 May ABB was trading at 7219.00. The strike last trading price was 140.05, which was -125.5 lower than the previous day. The implied volatity was 30.48, the open interest changed by 101 which increased total open position to 101
On 26 May ABB was trading at 6804.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 May ABB was trading at 6755.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May ABB was trading at 6413.50. The strike last trading price was 0, which was -265.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ABB was trading at 6381.00. The strike last trading price was 0, which was -265.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ABB was trading at 6429.00. The strike last trading price was 0, which was -265.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ABB was trading at 6305.00. The strike last trading price was 0, which was -265.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ABB was trading at 6328.50. The strike last trading price was 0, which was -265.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ABB was trading at 6387.50. The strike last trading price was 0, which was -265.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ABB was trading at 7012.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May ABB was trading at 7188.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May ABB was trading at 7182.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May ABB was trading at 7328.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
