ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 7000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 8.27
Theta: -3.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 164.9 | -40.55 | 24.34 | 1,467 | 327 | 676 | |||
| 26 Dec | 6945.30 | 205.45 | -4.55 | 24.20 | 523 | 52 | 346 | |||
| 24 Dec | 6878.20 | 210 | -61.10 | 26.12 | 423 | 178 | 295 | |||
| 23 Dec | 6959.20 | 271.1 | -33.90 | 29.68 | 346 | 74 | 117 | |||
| 20 Dec | 6921.25 | 305 | -623.95 | 31.94 | 64 | 42 | 42 | |||
| 19 Dec | 7351.90 | 928.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 928.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 928.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 928.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 928.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 928.95 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 928.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 928.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Nov | 6904.65 | 928.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6760.80 | 928.95 | 0.00 | 0.83 | 0 | 0 | 0 | |||
| 20 Nov | 6701.60 | 928.95 | 0.00 | 1.32 | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 928.95 | 0.00 | 1.32 | 0 | 0 | 0 | |||
| 18 Nov | 6625.90 | 928.95 | 0.00 | 1.94 | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 928.95 | 0.00 | 1.50 | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 928.95 | 0.00 | 0.37 | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 928.95 | 928.95 | - | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7000 expiring on 30JAN2025
Delta for 7000 CE is 0.45
Historical price for 7000 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 164.9, which was -40.55 lower than the previous day. The implied volatity was 24.34, the open interest changed by 327 which increased total open position to 676
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 205.45, which was -4.55 lower than the previous day. The implied volatity was 24.20, the open interest changed by 52 which increased total open position to 346
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 210, which was -61.10 lower than the previous day. The implied volatity was 26.12, the open interest changed by 178 which increased total open position to 295
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 271.1, which was -33.90 lower than the previous day. The implied volatity was 29.68, the open interest changed by 74 which increased total open position to 117
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 305, which was -623.95 lower than the previous day. The implied volatity was 31.94, the open interest changed by 42 which increased total open position to 42
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 928.95, 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 928.95, 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 2 Dec ABB was trading at 7490.75. The strike last trading price was 928.95, 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 29 Nov ABB was trading at 7421.25. The strike last trading price was 928.95, 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 28 Nov ABB was trading at 7394.85. The strike last trading price was 928.95, 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 27 Nov ABB was trading at 7496.20. The strike last trading price was 928.95, 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 26 Nov ABB was trading at 7329.70. The strike last trading price was 928.95, 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 25 Nov ABB was trading at 7259.85. The strike last trading price was 928.95, 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 22 Nov ABB was trading at 6904.65. The strike last trading price was 928.95, 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 21 Nov ABB was trading at 6760.80. The strike last trading price was 928.95, which was 0.00 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 928.95, which was 0.00 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 928.95, which was 0.00 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 928.95, which was 0.00 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 928.95, which was 0.00 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 928.95, which was 0.00 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 928.95, which was 928.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ABB was trading at 7237.80. 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 0 which decreased total open position to 0
On 8 Nov ABB was trading at 7045.45. 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 0 which decreased total open position to 0
On 7 Nov ABB was trading at 6999.75. 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 0 which decreased total open position to 0
On 6 Nov ABB was trading at 7164.05. 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 0 which decreased total open position to 0
On 5 Nov ABB was trading at 7132.85. 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 0 which decreased total open position to 0
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 0, 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 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 8.29
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 266.4 | 42.80 | 26.44 | 346 | 36 | 441 |
| 26 Dec | 6945.30 | 223.6 | -41.40 | 25.92 | 208 | 70 | 405 |
| 24 Dec | 6878.20 | 265 | 18.00 | 27.90 | 368 | 105 | 335 |
| 23 Dec | 6959.20 | 247 | -73.00 | 28.38 | 633 | 95 | 226 |
| 20 Dec | 6921.25 | 320 | 192.10 | 35.52 | 574 | 117 | 129 |
| 19 Dec | 7351.90 | 127.9 | -245.70 | 30.28 | 32 | 11 | 11 |
| 16 Dec | 7890.35 | 373.6 | 0.00 | 9.08 | 0 | 0 | 0 |
| 2 Dec | 7490.75 | 373.6 | 0.00 | 5.09 | 0 | 0 | 0 |
| 29 Nov | 7421.25 | 373.6 | 0.00 | 4.32 | 0 | 0 | 0 |
| 28 Nov | 7394.85 | 373.6 | 0.00 | 4.37 | 0 | 0 | 0 |
| 27 Nov | 7496.20 | 373.6 | 0.00 | 5.00 | 0 | 0 | 0 |
| 26 Nov | 7329.70 | 373.6 | 0.00 | 3.87 | 0 | 0 | 0 |
| 25 Nov | 7259.85 | 373.6 | 0.00 | 3.29 | 0 | 0 | 0 |
| 22 Nov | 6904.65 | 373.6 | 0.00 | 0.21 | 0 | 0 | 0 |
| 21 Nov | 6760.80 | 373.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 373.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 373.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 373.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 373.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 373.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 373.6 | 0.00 | 1.78 | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 373.6 | 0.00 | 2.85 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 373.6 | 0.00 | 1.66 | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 373.6 | 0.00 | 1.32 | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 373.6 | 0.00 | 2.38 | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 373.6 | 0.00 | 2.24 | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 373.6 | 3.85 | 0 | 0 | 0 | |
For Abb India Limited - strike price 7000 expiring on 30JAN2025
Delta for 7000 PE is -0.54
Historical price for 7000 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 266.4, which was 42.80 higher than the previous day. The implied volatity was 26.44, the open interest changed by 36 which increased total open position to 441
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 223.6, which was -41.40 lower than the previous day. The implied volatity was 25.92, the open interest changed by 70 which increased total open position to 405
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 265, which was 18.00 higher than the previous day. The implied volatity was 27.90, the open interest changed by 105 which increased total open position to 335
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 247, which was -73.00 lower than the previous day. The implied volatity was 28.38, the open interest changed by 95 which increased total open position to 226
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 320, which was 192.10 higher than the previous day. The implied volatity was 35.52, the open interest changed by 117 which increased total open position to 129
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 127.9, which was -245.70 lower than the previous day. The implied volatity was 30.28, the open interest changed by 11 which increased total open position to 11
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 9.08, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 373.6, 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 20 Nov ABB was trading at 6701.60. The strike last trading price was 373.6, 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 Nov ABB was trading at 6701.60. The strike last trading price was 373.6, 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 18 Nov ABB was trading at 6625.90. The strike last trading price was 373.6, 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 14 Nov ABB was trading at 6680.15. The strike last trading price was 373.6, 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 13 Nov ABB was trading at 6802.00. The strike last trading price was 373.6, 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 12 Nov ABB was trading at 6964.25. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 373.6, which was 0.00 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 373.6, which was lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
