ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 7000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 3.50
Theta: -9.36
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 82.05 | -306.95 | 29.34 | 1,285 | 207 | 304 | |||
| 19 Dec | 7351.90 | 389 | -245.75 | 37.12 | 49 | 7 | 95 | |||
|
|
||||||||||
| 18 Dec | 7657.15 | 634.75 | -233.25 | - | 2 | -1 | 88 | |||
| 17 Dec | 7817.45 | 868 | -32.00 | 64.02 | 3 | -1 | 90 | |||
| 16 Dec | 7890.35 | 900 | 177.00 | - | 21 | -5 | 100 | |||
| 13 Dec | 7703.25 | 723 | -31.50 | - | 9 | -4 | 106 | |||
| 12 Dec | 7657.05 | 754.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Dec | 7728.75 | 754.5 | 4.50 | 23.47 | 8 | 0 | 111 | |||
| 10 Dec | 7693.25 | 750 | 145.40 | 37.11 | 6 | -3 | 111 | |||
| 9 Dec | 7569.75 | 604.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 7552.40 | 604.6 | 32.60 | 26.76 | 5 | 0 | 114 | |||
| 5 Dec | 7488.40 | 572 | -154.00 | 27.36 | 18 | 2 | 115 | |||
| 4 Dec | 7664.20 | 726 | 106.70 | 31.34 | 7 | 0 | 113 | |||
| 3 Dec | 7537.55 | 619.3 | 83.50 | 30.98 | 61 | -18 | 113 | |||
| 2 Dec | 7490.75 | 535.8 | 6.75 | 18.83 | 12 | -7 | 133 | |||
| 29 Nov | 7421.25 | 529.05 | 4.95 | 30.21 | 14 | 3 | 140 | |||
| 28 Nov | 7394.85 | 524.1 | -69.00 | 27.11 | 34 | 19 | 137 | |||
| 27 Nov | 7496.20 | 593.1 | 103.10 | 25.53 | 169 | -25 | 119 | |||
| 26 Nov | 7329.70 | 490 | 50.00 | 28.35 | 77 | -14 | 144 | |||
| 25 Nov | 7259.85 | 440 | 220.00 | 30.89 | 290 | -12 | 163 | |||
| 22 Nov | 6904.65 | 220 | 55.30 | 27.57 | 339 | 18 | 193 | |||
| 21 Nov | 6760.80 | 164.7 | 14.70 | 28.99 | 150 | 5 | 175 | |||
| 20 Nov | 6701.60 | 150 | 0.00 | 28.43 | 201 | 20 | 170 | |||
| 19 Nov | 6701.60 | 150 | 2.80 | 28.43 | 201 | 20 | 170 | |||
| 18 Nov | 6625.90 | 147.2 | -27.80 | 31.22 | 90 | 48 | 150 | |||
| 14 Nov | 6680.15 | 175 | -69.50 | 29.96 | 100 | 34 | 102 | |||
| 13 Nov | 6802.00 | 244.5 | -65.75 | 30.94 | 46 | 17 | 62 | |||
| 12 Nov | 6964.25 | 310.25 | -164.75 | 30.97 | 36 | 27 | 44 | |||
| 11 Nov | 7237.80 | 475 | 110.00 | 29.69 | 16 | 11 | 18 | |||
| 8 Nov | 7045.45 | 365 | -5.00 | 30.94 | 17 | -1 | 8 | |||
| 7 Nov | 6999.75 | 370 | -58.35 | 31.96 | 14 | 5 | 9 | |||
| 6 Nov | 7164.05 | 428.35 | 5.80 | 26.06 | 2 | 1 | 3 | |||
| 5 Nov | 7132.85 | 422.55 | -976.70 | 28.03 | 4 | 1 | 1 | |||
| 4 Nov | 7360.85 | 1399.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 7429.45 | 1399.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7426.90 | 1399.25 | 1399.25 | - | 0 | 0 | 0 | |||
| 28 Oct | 7338.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 7758.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 7930.40 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7000 expiring on 26DEC2024
Delta for 7000 CE is 0.43
Historical price for 7000 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 82.05, which was -306.95 lower than the previous day. The implied volatity was 29.34, the open interest changed by 207 which increased total open position to 304
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 389, which was -245.75 lower than the previous day. The implied volatity was 37.12, the open interest changed by 7 which increased total open position to 95
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 634.75, which was -233.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 88
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 868, which was -32.00 lower than the previous day. The implied volatity was 64.02, the open interest changed by -1 which decreased total open position to 90
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 900, which was 177.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 100
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 723, which was -31.50 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 106
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 754.5, 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 11 Dec ABB was trading at 7728.75. The strike last trading price was 754.5, which was 4.50 higher than the previous day. The implied volatity was 23.47, the open interest changed by 0 which decreased total open position to 111
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 750, which was 145.40 higher than the previous day. The implied volatity was 37.11, the open interest changed by -3 which decreased total open position to 111
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 604.6, 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 604.6, which was 32.60 higher than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 114
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 572, which was -154.00 lower than the previous day. The implied volatity was 27.36, the open interest changed by 2 which increased total open position to 115
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 726, which was 106.70 higher than the previous day. The implied volatity was 31.34, the open interest changed by 0 which decreased total open position to 113
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 619.3, which was 83.50 higher than the previous day. The implied volatity was 30.98, the open interest changed by -18 which decreased total open position to 113
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 535.8, which was 6.75 higher than the previous day. The implied volatity was 18.83, the open interest changed by -7 which decreased total open position to 133
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 529.05, which was 4.95 higher than the previous day. The implied volatity was 30.21, the open interest changed by 3 which increased total open position to 140
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 524.1, which was -69.00 lower than the previous day. The implied volatity was 27.11, the open interest changed by 19 which increased total open position to 137
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 593.1, which was 103.10 higher than the previous day. The implied volatity was 25.53, the open interest changed by -25 which decreased total open position to 119
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 490, which was 50.00 higher than the previous day. The implied volatity was 28.35, the open interest changed by -14 which decreased total open position to 144
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 440, which was 220.00 higher than the previous day. The implied volatity was 30.89, the open interest changed by -12 which decreased total open position to 163
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 220, which was 55.30 higher than the previous day. The implied volatity was 27.57, the open interest changed by 18 which increased total open position to 193
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 164.7, which was 14.70 higher than the previous day. The implied volatity was 28.99, the open interest changed by 5 which increased total open position to 175
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 28.43, the open interest changed by 20 which increased total open position to 170
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 150, which was 2.80 higher than the previous day. The implied volatity was 28.43, the open interest changed by 20 which increased total open position to 170
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 147.2, which was -27.80 lower than the previous day. The implied volatity was 31.22, the open interest changed by 48 which increased total open position to 150
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 175, which was -69.50 lower than the previous day. The implied volatity was 29.96, the open interest changed by 34 which increased total open position to 102
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 244.5, which was -65.75 lower than the previous day. The implied volatity was 30.94, the open interest changed by 17 which increased total open position to 62
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 310.25, which was -164.75 lower than the previous day. The implied volatity was 30.97, the open interest changed by 27 which increased total open position to 44
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 475, which was 110.00 higher than the previous day. The implied volatity was 29.69, the open interest changed by 11 which increased total open position to 18
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 365, which was -5.00 lower than the previous day. The implied volatity was 30.94, the open interest changed by -1 which decreased total open position to 8
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 370, which was -58.35 lower than the previous day. The implied volatity was 31.96, the open interest changed by 5 which increased total open position to 9
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 428.35, which was 5.80 higher than the previous day. The implied volatity was 26.06, the open interest changed by 1 which increased total open position to 3
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 422.55, which was -976.70 lower than the previous day. The implied volatity was 28.03, the open interest changed by 1 which increased total open position to 1
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 1399.25, 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 31 Oct ABB was trading at 7429.45. The strike last trading price was 1399.25, 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 30 Oct ABB was trading at 7426.90. The strike last trading price was 1399.25, which was 1399.25 higher 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 0, 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 7 Oct ABB was trading at 7758.30. 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 which decreased total open position to
On 4 Oct ABB was trading at 7930.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABB 26DEC2024 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 3.51
Theta: -7.97
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 136.55 | 111.55 | 31.05 | 12,458 | -196 | 319 |
| 19 Dec | 7351.90 | 25 | 19.05 | 33.92 | 1,886 | 227 | 522 |
| 18 Dec | 7657.15 | 5.95 | 0.35 | 35.45 | 458 | 27 | 295 |
| 17 Dec | 7817.45 | 5.6 | 1.60 | 38.16 | 346 | -34 | 272 |
| 16 Dec | 7890.35 | 4 | -3.15 | 37.03 | 471 | -43 | 310 |
| 13 Dec | 7703.25 | 7.15 | -3.35 | 30.66 | 484 | -43 | 354 |
| 12 Dec | 7657.05 | 10.5 | 0.00 | 30.69 | 539 | -195 | 397 |
| 11 Dec | 7728.75 | 10.5 | -6.05 | 31.35 | 387 | -114 | 601 |
| 10 Dec | 7693.25 | 16.55 | -7.10 | 32.59 | 517 | 15 | 712 |
| 9 Dec | 7569.75 | 23.65 | -9.05 | 31.11 | 298 | -41 | 698 |
| 6 Dec | 7552.40 | 32.7 | -7.30 | 30.24 | 598 | 125 | 741 |
| 5 Dec | 7488.40 | 40 | 7.15 | 30.02 | 1,054 | 14 | 612 |
| 4 Dec | 7664.20 | 32.85 | -9.65 | 32.49 | 708 | 55 | 598 |
| 3 Dec | 7537.55 | 42.5 | -15.30 | 30.36 | 761 | 48 | 539 |
| 2 Dec | 7490.75 | 57.8 | -13.15 | 31.41 | 564 | -32 | 478 |
| 29 Nov | 7421.25 | 70.95 | -10.55 | 29.60 | 510 | 37 | 512 |
| 28 Nov | 7394.85 | 81.5 | 6.00 | 31.28 | 732 | 87 | 473 |
| 27 Nov | 7496.20 | 75.5 | -45.50 | 32.76 | 1,042 | 110 | 396 |
| 26 Nov | 7329.70 | 121 | -15.65 | 34.10 | 551 | 143 | 287 |
| 25 Nov | 7259.85 | 136.65 | -135.20 | 31.96 | 313 | 26 | 143 |
| 22 Nov | 6904.65 | 271.85 | -88.80 | 30.75 | 62 | 27 | 144 |
| 21 Nov | 6760.80 | 360.65 | -25.35 | 30.74 | 5 | 0 | 116 |
| 20 Nov | 6701.60 | 386 | 0.00 | 29.86 | 10 | 3 | 115 |
| 19 Nov | 6701.60 | 386 | -59.00 | 29.86 | 10 | 2 | 115 |
| 18 Nov | 6625.90 | 445 | 40.00 | 30.62 | 10 | -1 | 105 |
| 14 Nov | 6680.15 | 405 | 43.00 | 29.70 | 42 | 24 | 105 |
| 13 Nov | 6802.00 | 362 | 76.45 | 33.03 | 54 | 36 | 80 |
| 12 Nov | 6964.25 | 285.55 | 103.55 | 31.10 | 46 | 18 | 43 |
| 11 Nov | 7237.80 | 182 | -85.85 | 31.64 | 18 | 1 | 25 |
| 8 Nov | 7045.45 | 267.85 | -22.45 | 31.43 | 16 | 0 | 24 |
| 7 Nov | 6999.75 | 290.3 | 52.60 | 32.71 | 21 | 5 | 25 |
| 6 Nov | 7164.05 | 237.7 | -7.30 | 34.41 | 35 | 5 | 20 |
| 5 Nov | 7132.85 | 245 | 12.95 | 33.28 | 92 | 0 | 15 |
| 4 Nov | 7360.85 | 232.05 | 33.05 | 38.45 | 14 | 13 | 14 |
| 31 Oct | 7429.45 | 199 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 7426.90 | 199 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 7338.95 | 199 | 199.00 | - | 1 | 1 | 1 |
| 7 Oct | 7758.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7930.40 | 0 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7000 expiring on 26DEC2024
Delta for 7000 PE is -0.56
Historical price for 7000 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 136.55, which was 111.55 higher than the previous day. The implied volatity was 31.05, the open interest changed by -196 which decreased total open position to 319
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 25, which was 19.05 higher than the previous day. The implied volatity was 33.92, the open interest changed by 227 which increased total open position to 522
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 5.95, which was 0.35 higher than the previous day. The implied volatity was 35.45, the open interest changed by 27 which increased total open position to 295
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 5.6, which was 1.60 higher than the previous day. The implied volatity was 38.16, the open interest changed by -34 which decreased total open position to 272
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 4, which was -3.15 lower than the previous day. The implied volatity was 37.03, the open interest changed by -43 which decreased total open position to 310
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 7.15, which was -3.35 lower than the previous day. The implied volatity was 30.66, the open interest changed by -43 which decreased total open position to 354
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 30.69, the open interest changed by -195 which decreased total open position to 397
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 10.5, which was -6.05 lower than the previous day. The implied volatity was 31.35, the open interest changed by -114 which decreased total open position to 601
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 16.55, which was -7.10 lower than the previous day. The implied volatity was 32.59, the open interest changed by 15 which increased total open position to 712
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 23.65, which was -9.05 lower than the previous day. The implied volatity was 31.11, the open interest changed by -41 which decreased total open position to 698
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 32.7, which was -7.30 lower than the previous day. The implied volatity was 30.24, the open interest changed by 125 which increased total open position to 741
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 40, which was 7.15 higher than the previous day. The implied volatity was 30.02, the open interest changed by 14 which increased total open position to 612
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 32.85, which was -9.65 lower than the previous day. The implied volatity was 32.49, the open interest changed by 55 which increased total open position to 598
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 42.5, which was -15.30 lower than the previous day. The implied volatity was 30.36, the open interest changed by 48 which increased total open position to 539
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 57.8, which was -13.15 lower than the previous day. The implied volatity was 31.41, the open interest changed by -32 which decreased total open position to 478
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 70.95, which was -10.55 lower than the previous day. The implied volatity was 29.60, the open interest changed by 37 which increased total open position to 512
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 81.5, which was 6.00 higher than the previous day. The implied volatity was 31.28, the open interest changed by 87 which increased total open position to 473
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 75.5, which was -45.50 lower than the previous day. The implied volatity was 32.76, the open interest changed by 110 which increased total open position to 396
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 121, which was -15.65 lower than the previous day. The implied volatity was 34.10, the open interest changed by 143 which increased total open position to 287
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 136.65, which was -135.20 lower than the previous day. The implied volatity was 31.96, the open interest changed by 26 which increased total open position to 143
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 271.85, which was -88.80 lower than the previous day. The implied volatity was 30.75, the open interest changed by 27 which increased total open position to 144
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 360.65, which was -25.35 lower than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 116
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 386, which was 0.00 lower than the previous day. The implied volatity was 29.86, the open interest changed by 3 which increased total open position to 115
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 386, which was -59.00 lower than the previous day. The implied volatity was 29.86, the open interest changed by 2 which increased total open position to 115
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 445, which was 40.00 higher than the previous day. The implied volatity was 30.62, the open interest changed by -1 which decreased total open position to 105
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 405, which was 43.00 higher than the previous day. The implied volatity was 29.70, the open interest changed by 24 which increased total open position to 105
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 362, which was 76.45 higher than the previous day. The implied volatity was 33.03, the open interest changed by 36 which increased total open position to 80
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 285.55, which was 103.55 higher than the previous day. The implied volatity was 31.10, the open interest changed by 18 which increased total open position to 43
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 182, which was -85.85 lower than the previous day. The implied volatity was 31.64, the open interest changed by 1 which increased total open position to 25
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 267.85, which was -22.45 lower than the previous day. The implied volatity was 31.43, the open interest changed by 0 which decreased total open position to 24
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 290.3, which was 52.60 higher than the previous day. The implied volatity was 32.71, the open interest changed by 5 which increased total open position to 25
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 237.7, which was -7.30 lower than the previous day. The implied volatity was 34.41, the open interest changed by 5 which increased total open position to 20
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 245, which was 12.95 higher than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 15
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 232.05, which was 33.05 higher than the previous day. The implied volatity was 38.45, the open interest changed by 13 which increased total open position to 14
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 199, 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 199, 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 199, which was 199.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ABB was trading at 7758.30. 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 which decreased total open position to
On 4 Oct ABB was trading at 7930.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
