Historical option data for ABB
22 Jun 2026 02:12 PM IST
| ABB 28-Jul-2026 (36d) 7000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 0.08
Theta: -3.16
Gamma: 0.00062
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 7230.00 | 367.5 | -41.5 (-10.15%) | 24.96 | 10 | 3 | 71 | |||||||||
| 19 Jun | 7248.00 | 409.8 | 6.8 (1.69%) | 26.1 | 29 | 9 | 68 | |||||||||
| 18 Jun | 7229.00 | 415 | 59 (16.57%) | 25.69 | 31 | -5 | 60 | |||||||||
| 17 Jun | 7164.00 | 356 | 56 (18.67%) | 26.2 | 39 | 1 | 66 | |||||||||
| 16 Jun | 7021.00 | 300 | 48 (19.05%) | 27.4 | 27 | -4 | 64 | |||||||||
| 15 Jun | 6922.50 | 252.95 | 52.95 (26.47%) | 26.85 | 69 | 9 | 56 | |||||||||
| 12 Jun | 6770.50 | 199.8 | 29.8 (17.53%) | 28.18 | 24 | 8 | 45 | |||||||||
| 11 Jun | 6719.00 | 170 | -41 (-19.43%) | 27.94 | 33 | 28 | 38 | |||||||||
| 10 Jun | 6801.00 | 211 | -534 (-71.68%) | 28 | 14 | 8 | 8 | |||||||||
| 9 Jun | 6931.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 6958.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 7167.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 7156.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 7196.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 7146.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 7027.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 7253.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 6387.50 | 0 | -745 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 7012.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 7389.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 7328.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 7000 expiring on 28JUL2026
Delta for 7000 CE is 0.68
Historical price for 7000 CE is as follows
On 22 Jun ABB was trading at 7230.00. The strike last trading price was 367.5, which was -41.5 lower than the previous day. The implied volatity was 24.96, the open interest changed by 3 which increased total open position to 71
On 19 Jun ABB was trading at 7248.00. The strike last trading price was 409.8, which was 6.8 higher than the previous day. The implied volatity was 26.1, the open interest changed by 9 which increased total open position to 68
On 18 Jun ABB was trading at 7229.00. The strike last trading price was 415, which was 59 higher than the previous day. The implied volatity was 25.69, the open interest changed by -5 which decreased total open position to 60
On 17 Jun ABB was trading at 7164.00. The strike last trading price was 356, which was 56 higher than the previous day. The implied volatity was 26.2, the open interest changed by 1 which increased total open position to 66
On 16 Jun ABB was trading at 7021.00. The strike last trading price was 300, which was 48 higher than the previous day. The implied volatity was 27.4, the open interest changed by -4 which decreased total open position to 64
On 15 Jun ABB was trading at 6922.50. The strike last trading price was 252.95, which was 52.95 higher than the previous day. The implied volatity was 26.85, the open interest changed by 9 which increased total open position to 56
On 12 Jun ABB was trading at 6770.50. The strike last trading price was 199.8, which was 29.8 higher than the previous day. The implied volatity was 28.18, the open interest changed by 8 which increased total open position to 45
On 11 Jun ABB was trading at 6719.00. The strike last trading price was 170, which was -41 lower than the previous day. The implied volatity was 27.94, the open interest changed by 28 which increased total open position to 38
On 10 Jun ABB was trading at 6801.00. The strike last trading price was 211, which was -534 lower than the previous day. The implied volatity was 28, the open interest changed by 8 which increased total open position to 8
On 9 Jun ABB was trading at 6931.00. 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 8 Jun ABB was trading at 6958.00. 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 5 Jun ABB was trading at 7167.50. 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 4 Jun ABB was trading at 7156.00. 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 3 Jun ABB was trading at 7196.00. 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 2 Jun ABB was trading at 7146.00. 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 1 Jun ABB was trading at 7027.50. 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 29 May ABB was trading at 7253.00. 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 11 May ABB was trading at 6387.50. The strike last trading price was 0, which was -745 lower than the previous day. The implied volatity was -, 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 6 May ABB was trading at 7389.00. 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 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 28-Jul-2026 (36d) 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.08
Theta: -3.09
Gamma: 0.00049
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 7230.00 | 176 | 2 (1.15%) | 32.7 | 34 | 14 | 106 |
| 19 Jun | 7248.00 | 171 | 0.5 (0.29%) | 31.9 | 61 | -3 | 90 |
| 18 Jun | 7229.00 | 170 | -29.7 (-14.87%) | 30.93 | 52 | 20 | 91 |
| 17 Jun | 7164.00 | 200 | -55 (-21.57%) | 30.42 | 66 | 44 | 70 |
| 16 Jun | 7021.00 | 255 | -45 (-15.00%) | 30.77 | 21 | 11 | 24 |
| 15 Jun | 6922.50 | 300 | -148 (-33.04%) | 31.26 | 3 | 1 | 12 |
| 12 Jun | 6770.50 | 448 | 448 (28.00%) | 31.95 | 1 | 0 | 11 |
| 11 Jun | 6719.00 | 448 | 98 (28.00%) | 31.95 | 1 | 0 | 10 |
| 10 Jun | 6801.00 | 350 | 0 (0.00%) | 33.32 | 2 | 0 | 10 |
| 9 Jun | 6931.00 | 350 | 50 (16.67%) | 33.32 | 2 | 1 | 9 |
| 8 Jun | 6958.00 | 300 | 40 (15.38%) | 33.25 | 1 | 0 | 7 |
| 5 Jun | 7167.50 | 260 | 44 (20.37%) | 33.53 | 3 | 2 | 8 |
| 4 Jun | 7156.00 | 216 | -95 (-30.55%) | 32.57 | 3 | 3 | 6 |
| 3 Jun | 7196.00 | 311 | 0 (0.00%) | - | 2 | 0 | 3 |
| 2 Jun | 7146.00 | 311 | 0 (0.00%) | 33.63 | 2 | 0 | 3 |
| 1 Jun | 7027.50 | 311 | 76 (32.34%) | 33.63 | 2 | 1 | 2 |
| 29 May | 7253.00 | 235 | -121.9 (-34.16%) | 31.78 | 1 | 1 | 1 |
| 11 May | 6387.50 | 0 | -356.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 7012.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 7389.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 7328.00 | 0 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 7000 expiring on 28JUL2026
Delta for 7000 PE is -0.34
Historical price for 7000 PE is as follows
On 22 Jun ABB was trading at 7230.00. The strike last trading price was 176, which was 2 higher than the previous day. The implied volatity was 32.7, the open interest changed by 14 which increased total open position to 106
On 19 Jun ABB was trading at 7248.00. The strike last trading price was 171, which was 0.5 higher than the previous day. The implied volatity was 31.9, the open interest changed by -3 which decreased total open position to 90
On 18 Jun ABB was trading at 7229.00. The strike last trading price was 170, which was -29.7 lower than the previous day. The implied volatity was 30.93, the open interest changed by 20 which increased total open position to 91
On 17 Jun ABB was trading at 7164.00. The strike last trading price was 200, which was -55 lower than the previous day. The implied volatity was 30.42, the open interest changed by 44 which increased total open position to 70
On 16 Jun ABB was trading at 7021.00. The strike last trading price was 255, which was -45 lower than the previous day. The implied volatity was 30.77, the open interest changed by 11 which increased total open position to 24
On 15 Jun ABB was trading at 6922.50. The strike last trading price was 300, which was -148 lower than the previous day. The implied volatity was 31.26, the open interest changed by 1 which increased total open position to 12
On 12 Jun ABB was trading at 6770.50. The strike last trading price was 448, which was 448 higher than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 11
On 11 Jun ABB was trading at 6719.00. The strike last trading price was 448, which was 98 higher than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 10
On 10 Jun ABB was trading at 6801.00. The strike last trading price was 350, which was 0 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 10
On 9 Jun ABB was trading at 6931.00. The strike last trading price was 350, which was 50 higher than the previous day. The implied volatity was 33.32, the open interest changed by 1 which increased total open position to 9
On 8 Jun ABB was trading at 6958.00. The strike last trading price was 300, which was 40 higher than the previous day. The implied volatity was 33.25, the open interest changed by 0 which decreased total open position to 7
On 5 Jun ABB was trading at 7167.50. The strike last trading price was 260, which was 44 higher than the previous day. The implied volatity was 33.53, the open interest changed by 2 which increased total open position to 8
On 4 Jun ABB was trading at 7156.00. The strike last trading price was 216, which was -95 lower than the previous day. The implied volatity was 32.57, the open interest changed by 3 which increased total open position to 6
On 3 Jun ABB was trading at 7196.00. The strike last trading price was 311, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jun ABB was trading at 7146.00. The strike last trading price was 311, which was 0 lower than the previous day. The implied volatity was 33.63, the open interest changed by 0 which decreased total open position to 3
On 1 Jun ABB was trading at 7027.50. The strike last trading price was 311, which was 76 higher than the previous day. The implied volatity was 33.63, the open interest changed by 1 which increased total open position to 2
On 29 May ABB was trading at 7253.00. The strike last trading price was 235, which was -121.9 lower than the previous day. The implied volatity was 31.78, the open interest changed by 1 which increased total open position to 1
On 11 May ABB was trading at 6387.50. The strike last trading price was 0, which was -356.9 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 6 May ABB was trading at 7389.00. 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 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
