ABB
Abb India Limited
Historical option data for ABB
14 Nov 2024 04:11 PM IST
| ABB 28NOV2024 7000 CE | ||||||||||
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Delta: 0.24
Vega: 4.05
Theta: -4.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6680.15 | 51 | -45.00 | 28.74 | 3,289 | 311 | 1,457 | |||
| 13 Nov | 6802.00 | 96 | -71.30 | 28.77 | 3,123 | 298 | 1,151 | |||
| 12 Nov | 6964.25 | 167.3 | -154.95 | 31.10 | 1,899 | 268 | 897 | |||
| 11 Nov | 7237.80 | 322.25 | 119.25 | 26.51 | 1,588 | -251 | 631 | |||
| 8 Nov | 7045.45 | 203 | -12.00 | 27.21 | 2,646 | -16 | 881 | |||
| 7 Nov | 6999.75 | 215 | -104.00 | 29.58 | 1,364 | 183 | 898 | |||
| 6 Nov | 7164.05 | 319 | 1.00 | 27.41 | 1,020 | 63 | 719 | |||
| 5 Nov | 7132.85 | 318 | -192.00 | 30.94 | 6,522 | 626 | 658 | |||
| 4 Nov | 7360.85 | 510 | -100.00 | 38.80 | 3 | 2 | 31 | |||
| 1 Nov | 7430.40 | 610 | -10.15 | 42.41 | 1 | 0 | 30 | |||
| 31 Oct | 7429.45 | 620.15 | -16.00 | - | 28 | 24 | 28 | |||
| 30 Oct | 7426.90 | 636.15 | -13.85 | - | 6 | 1 | 4 | |||
| 29 Oct | 7492.50 | 650 | 15.45 | - | 1 | 0 | 3 | |||
| 28 Oct | 7338.95 | 634.55 | -188.90 | - | 2 | 2 | 2 | |||
| 25 Oct | 7521.65 | 823.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7648.10 | 823.45 | 2.95 | - | 1 | 0 | 1 | |||
| 23 Oct | 7703.80 | 820.5 | -434.45 | - | 1 | 0 | 0 | |||
| 22 Oct | 8177.55 | 1254.95 | 1254.95 | - | 0 | 0 | 0 | |||
| 23 Sept | 7939.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 7695.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 7502.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 7785.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 7873.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 7765.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 7684.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 7720.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 7568.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 7535.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 7600.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 7516.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Sept | 7650.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 7639.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 7767.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 7699.25 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7000 expiring on 28NOV2024
Delta for 7000 CE is 0.24
Historical price for 7000 CE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 51, which was -45.00 lower than the previous day. The implied volatity was 28.74, the open interest changed by 311 which increased total open position to 1457
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 96, which was -71.30 lower than the previous day. The implied volatity was 28.77, the open interest changed by 298 which increased total open position to 1151
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 167.3, which was -154.95 lower than the previous day. The implied volatity was 31.10, the open interest changed by 268 which increased total open position to 897
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 322.25, which was 119.25 higher than the previous day. The implied volatity was 26.51, the open interest changed by -251 which decreased total open position to 631
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 203, which was -12.00 lower than the previous day. The implied volatity was 27.21, the open interest changed by -16 which decreased total open position to 881
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 215, which was -104.00 lower than the previous day. The implied volatity was 29.58, the open interest changed by 183 which increased total open position to 898
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 319, which was 1.00 higher than the previous day. The implied volatity was 27.41, the open interest changed by 63 which increased total open position to 719
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 318, which was -192.00 lower than the previous day. The implied volatity was 30.94, the open interest changed by 626 which increased total open position to 658
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 510, which was -100.00 lower than the previous day. The implied volatity was 38.80, the open interest changed by 2 which increased total open position to 31
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 610, which was -10.15 lower than the previous day. The implied volatity was 42.41, the open interest changed by 0 which decreased total open position to 30
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 620.15, which was -16.00 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 636.15, which was -13.85 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 650, which was 15.45 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 634.55, which was -188.90 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 823.45, 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 823.45, which was 2.95 higher 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 820.5, which was -434.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ABB was trading at 8177.55. The strike last trading price was 1254.95, which was 1254.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept ABB was trading at 7939.65. 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 20 Sept ABB was trading at 7695.75. 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 19 Sept ABB was trading at 7502.70. 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 18 Sept ABB was trading at 7785.25. 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 17 Sept ABB was trading at 7873.65. 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 16 Sept ABB was trading at 7765.20. 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 13 Sept ABB was trading at 7684.40. 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 12 Sept ABB was trading at 7720.20. 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 11 Sept ABB was trading at 7568.95. 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 10 Sept ABB was trading at 7535.70. 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 9 Sept ABB was trading at 7600.90. 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 6 Sept ABB was trading at 7516.40. 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 5 Sept ABB was trading at 7650.10. 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 Sept ABB was trading at 7639.05. 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 3 Sept ABB was trading at 7767.90. 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 2 Sept ABB was trading at 7699.25. 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 28NOV2024 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 4.15
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6680.15 | 342.55 | 80.70 | 30.19 | 779 | 123 | 1,424 |
| 13 Nov | 6802.00 | 261.85 | 63.35 | 31.56 | 2,071 | -185 | 1,302 |
| 12 Nov | 6964.25 | 198.5 | 120.40 | 31.76 | 4,333 | 106 | 1,550 |
| 11 Nov | 7237.80 | 78.1 | -87.90 | 29.14 | 1,625 | 38 | 1,445 |
| 8 Nov | 7045.45 | 166 | -20.85 | 29.04 | 1,708 | -107 | 1,408 |
| 7 Nov | 6999.75 | 186.85 | 66.50 | 30.48 | 2,293 | 82 | 1,517 |
| 6 Nov | 7164.05 | 120.35 | -26.65 | 30.66 | 1,975 | 58 | 1,438 |
| 5 Nov | 7132.85 | 147 | -45.00 | 31.83 | 21,818 | 251 | 1,376 |
| 4 Nov | 7360.85 | 192 | 2.00 | 47.69 | 2,305 | 383 | 1,124 |
| 1 Nov | 7430.40 | 190 | 25.00 | 48.52 | 174 | 41 | 741 |
| 31 Oct | 7429.45 | 165 | 5.00 | - | 1,052 | 230 | 720 |
| 30 Oct | 7426.90 | 160 | 31.80 | - | 502 | 137 | 490 |
| 29 Oct | 7492.50 | 128.2 | -43.80 | - | 453 | 113 | 394 |
| 28 Oct | 7338.95 | 172 | 53.80 | - | 377 | 130 | 282 |
| 25 Oct | 7521.65 | 118.2 | 25.55 | - | 204 | 82 | 152 |
| 24 Oct | 7648.10 | 92.65 | -35.35 | - | 101 | 41 | 69 |
| 23 Oct | 7703.80 | 128 | 80.00 | - | 43 | 27 | 29 |
| 22 Oct | 8177.55 | 48 | -204.55 | - | 1 | 0 | 1 |
| 23 Sept | 7939.65 | 252.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 7695.75 | 252.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 7502.70 | 252.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 7785.25 | 252.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 7873.65 | 252.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 7765.20 | 252.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 7684.40 | 252.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 7720.20 | 252.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 7568.95 | 252.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 7535.70 | 252.55 | 252.55 | - | 0 | 0 | 0 |
| 9 Sept | 7600.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 7516.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 7650.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 7639.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 7767.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 7699.25 | 0 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7000 expiring on 28NOV2024
Delta for 7000 PE is -0.75
Historical price for 7000 PE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 342.55, which was 80.70 higher than the previous day. The implied volatity was 30.19, the open interest changed by 123 which increased total open position to 1424
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 261.85, which was 63.35 higher than the previous day. The implied volatity was 31.56, the open interest changed by -185 which decreased total open position to 1302
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 198.5, which was 120.40 higher than the previous day. The implied volatity was 31.76, the open interest changed by 106 which increased total open position to 1550
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 78.1, which was -87.90 lower than the previous day. The implied volatity was 29.14, the open interest changed by 38 which increased total open position to 1445
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 166, which was -20.85 lower than the previous day. The implied volatity was 29.04, the open interest changed by -107 which decreased total open position to 1408
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 186.85, which was 66.50 higher than the previous day. The implied volatity was 30.48, the open interest changed by 82 which increased total open position to 1517
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 120.35, which was -26.65 lower than the previous day. The implied volatity was 30.66, the open interest changed by 58 which increased total open position to 1438
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 147, which was -45.00 lower than the previous day. The implied volatity was 31.83, the open interest changed by 251 which increased total open position to 1376
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 192, which was 2.00 higher than the previous day. The implied volatity was 47.69, the open interest changed by 383 which increased total open position to 1124
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 190, which was 25.00 higher than the previous day. The implied volatity was 48.52, the open interest changed by 41 which increased total open position to 741
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 165, which was 5.00 higher 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 160, which was 31.80 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 128.2, which was -43.80 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 172, which was 53.80 higher 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 118.2, which was 25.55 higher 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 92.65, which was -35.35 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 128, which was 80.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ABB was trading at 8177.55. The strike last trading price was 48, which was -204.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept ABB was trading at 7939.65. The strike last trading price was 252.55, 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 20 Sept ABB was trading at 7695.75. The strike last trading price was 252.55, 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 19 Sept ABB was trading at 7502.70. The strike last trading price was 252.55, 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 18 Sept ABB was trading at 7785.25. The strike last trading price was 252.55, 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 17 Sept ABB was trading at 7873.65. The strike last trading price was 252.55, 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 16 Sept ABB was trading at 7765.20. The strike last trading price was 252.55, 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 13 Sept ABB was trading at 7684.40. The strike last trading price was 252.55, 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 12 Sept ABB was trading at 7720.20. The strike last trading price was 252.55, 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 11 Sept ABB was trading at 7568.95. The strike last trading price was 252.55, 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 10 Sept ABB was trading at 7535.70. The strike last trading price was 252.55, which was 252.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept ABB was trading at 7600.90. 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 6 Sept ABB was trading at 7516.40. 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 5 Sept ABB was trading at 7650.10. 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 Sept ABB was trading at 7639.05. 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 3 Sept ABB was trading at 7767.90. 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 2 Sept ABB was trading at 7699.25. 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
