ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 7100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 3.05
Theta: -7.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 46 | -245.55 | 28.92 | 3,547 | 328 | 387 | |||
| 19 Dec | 7351.90 | 291.55 | -284.10 | 30.85 | 20 | -3 | 59 | |||
| 18 Dec | 7657.15 | 575.65 | -204.35 | - | 33 | 20 | 62 | |||
| 17 Dec | 7817.45 | 780 | 148.35 | 62.44 | 1 | 0 | 43 | |||
| 16 Dec | 7890.35 | 631.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7703.25 | 631.65 | -33.35 | - | 5 | 1 | 44 | |||
| 12 Dec | 7657.05 | 665 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 11 Dec | 7728.75 | 665 | 16.30 | 28.67 | 4 | 2 | 42 | |||
| 10 Dec | 7693.25 | 648.7 | 105.35 | 32.51 | 6 | -4 | 41 | |||
| 9 Dec | 7569.75 | 543.35 | 15.05 | 26.82 | 6 | 2 | 44 | |||
| 6 Dec | 7552.40 | 528.3 | 51.70 | 29.31 | 6 | 1 | 42 | |||
| 5 Dec | 7488.40 | 476.6 | -147.70 | 24.64 | 3 | 1 | 41 | |||
| 4 Dec | 7664.20 | 624.3 | 87.30 | 27.22 | 7 | 3 | 40 | |||
| 3 Dec | 7537.55 | 537 | 97.00 | 30.68 | 2 | 0 | 37 | |||
| 2 Dec | 7490.75 | 440 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 440 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 440 | 7.25 | 25.86 | 6 | 0 | 37 | |||
| 27 Nov | 7496.20 | 432.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 432.75 | 51.30 | 30.26 | 10 | 0 | 37 | |||
| 25 Nov | 7259.85 | 381.45 | 204.55 | 31.53 | 64 | 11 | 37 | |||
| 22 Nov | 6904.65 | 176.9 | 25.90 | 27.54 | 21 | 10 | 36 | |||
| 21 Nov | 6760.80 | 151 | 0.00 | 0.00 | 0 | 5 | 0 | |||
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| 20 Nov | 6701.60 | 151 | 0.00 | 32.57 | 10 | 5 | 26 | |||
| 19 Nov | 6701.60 | 151 | 28.10 | 32.57 | 10 | 5 | 26 | |||
| 18 Nov | 6625.90 | 122.9 | -28.70 | 31.83 | 17 | 4 | 21 | |||
| 14 Nov | 6680.15 | 151.6 | -31.30 | 31.00 | 4 | 2 | 15 | |||
| 13 Nov | 6802.00 | 182.9 | -117.10 | 28.51 | 1 | 0 | 12 | |||
| 12 Nov | 6964.25 | 300 | -416.40 | 34.90 | 13 | 6 | 6 | |||
| 11 Nov | 7237.80 | 716.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 716.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 716.4 | 0.00 | 0.14 | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 716.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 716.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 716.4 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7100 expiring on 26DEC2024
Delta for 7100 CE is 0.29
Historical price for 7100 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 46, which was -245.55 lower than the previous day. The implied volatity was 28.92, the open interest changed by 328 which increased total open position to 387
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 291.55, which was -284.10 lower than the previous day. The implied volatity was 30.85, the open interest changed by -3 which decreased total open position to 59
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 575.65, which was -204.35 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 62
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 780, which was 148.35 higher than the previous day. The implied volatity was 62.44, the open interest changed by 0 which decreased total open position to 43
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 631.65, 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 13 Dec ABB was trading at 7703.25. The strike last trading price was 631.65, which was -33.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 44
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 665, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 665, which was 16.30 higher than the previous day. The implied volatity was 28.67, the open interest changed by 2 which increased total open position to 42
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 648.7, which was 105.35 higher than the previous day. The implied volatity was 32.51, the open interest changed by -4 which decreased total open position to 41
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 543.35, which was 15.05 higher than the previous day. The implied volatity was 26.82, the open interest changed by 2 which increased total open position to 44
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 528.3, which was 51.70 higher than the previous day. The implied volatity was 29.31, the open interest changed by 1 which increased total open position to 42
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 476.6, which was -147.70 lower than the previous day. The implied volatity was 24.64, the open interest changed by 1 which increased total open position to 41
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 624.3, which was 87.30 higher than the previous day. The implied volatity was 27.22, the open interest changed by 3 which increased total open position to 40
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 537, which was 97.00 higher than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 37
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 440, 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 29 Nov ABB was trading at 7421.25. The strike last trading price was 440, 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 28 Nov ABB was trading at 7394.85. The strike last trading price was 440, which was 7.25 higher than the previous day. The implied volatity was 25.86, the open interest changed by 0 which decreased total open position to 37
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 432.75, 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 26 Nov ABB was trading at 7329.70. The strike last trading price was 432.75, which was 51.30 higher than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 37
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 381.45, which was 204.55 higher than the previous day. The implied volatity was 31.53, the open interest changed by 11 which increased total open position to 37
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 176.9, which was 25.90 higher than the previous day. The implied volatity was 27.54, the open interest changed by 10 which increased total open position to 36
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 151, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 151, which was 0.00 lower than the previous day. The implied volatity was 32.57, the open interest changed by 5 which increased total open position to 26
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 151, which was 28.10 higher than the previous day. The implied volatity was 32.57, the open interest changed by 5 which increased total open position to 26
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 122.9, which was -28.70 lower than the previous day. The implied volatity was 31.83, the open interest changed by 4 which increased total open position to 21
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 151.6, which was -31.30 lower than the previous day. The implied volatity was 31.00, the open interest changed by 2 which increased total open position to 15
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 182.9, which was -117.10 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 12
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 300, which was -416.40 lower than the previous day. The implied volatity was 34.90, the open interest changed by 6 which increased total open position to 6
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 716.4, 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 716.4, 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 716.4, which was 0.00 lower than the previous day. The implied volatity was 0.14, 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 716.4, 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 716.4, 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 716.4, 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 26DEC2024 7100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 3.12
Theta: -6.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 201 | 161.15 | 31.08 | 5,337 | 53 | 224 |
| 19 Dec | 7351.90 | 39.85 | 31.90 | 32.55 | 1,634 | -3 | 171 |
| 18 Dec | 7657.15 | 7.95 | 1.45 | 32.78 | 354 | -14 | 175 |
| 17 Dec | 7817.45 | 6.5 | 1.20 | 34.99 | 227 | -34 | 192 |
| 16 Dec | 7890.35 | 5.3 | -5.25 | 34.95 | 490 | -5 | 227 |
| 13 Dec | 7703.25 | 10.55 | -4.60 | 29.34 | 196 | 40 | 232 |
| 12 Dec | 7657.05 | 15.15 | 0.65 | 29.40 | 57 | -8 | 193 |
| 11 Dec | 7728.75 | 14.5 | -7.70 | 29.92 | 143 | -8 | 201 |
| 10 Dec | 7693.25 | 22.2 | -11.80 | 31.17 | 232 | 51 | 210 |
| 9 Dec | 7569.75 | 34 | -6.70 | 30.40 | 93 | 3 | 159 |
| 6 Dec | 7552.40 | 40.7 | -17.45 | 28.41 | 95 | 33 | 158 |
| 5 Dec | 7488.40 | 58.15 | 15.70 | 30.02 | 581 | 10 | 125 |
| 4 Dec | 7664.20 | 42.45 | -13.15 | 31.39 | 81 | 4 | 115 |
| 3 Dec | 7537.55 | 55.6 | -20.85 | 29.37 | 121 | -37 | 112 |
| 2 Dec | 7490.75 | 76.45 | -7.30 | 30.87 | 61 | 1 | 149 |
| 29 Nov | 7421.25 | 83.75 | -17.90 | 27.64 | 169 | 24 | 149 |
| 28 Nov | 7394.85 | 101.65 | 3.50 | 30.35 | 95 | 20 | 125 |
| 27 Nov | 7496.20 | 98.15 | -53.35 | 32.59 | 155 | 23 | 106 |
| 26 Nov | 7329.70 | 151.5 | -18.50 | 33.91 | 85 | 44 | 83 |
| 25 Nov | 7259.85 | 170 | -209.50 | 31.61 | 83 | 45 | 45 |
| 22 Nov | 6904.65 | 379.5 | 71.40 | 36.95 | 1 | 0 | 0 |
| 21 Nov | 6760.80 | 308.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 308.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 308.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 308.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 308.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 308.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 308.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 308.1 | 0.00 | 2.11 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 308.1 | 0.00 | 0.04 | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 308.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 308.1 | 0.00 | 1.76 | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 308.1 | 0.00 | 1.33 | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 308.1 | 3.02 | 0 | 0 | 0 | |
For Abb India Limited - strike price 7100 expiring on 26DEC2024
Delta for 7100 PE is -0.70
Historical price for 7100 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 201, which was 161.15 higher than the previous day. The implied volatity was 31.08, the open interest changed by 53 which increased total open position to 224
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 39.85, which was 31.90 higher than the previous day. The implied volatity was 32.55, the open interest changed by -3 which decreased total open position to 171
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 7.95, which was 1.45 higher than the previous day. The implied volatity was 32.78, the open interest changed by -14 which decreased total open position to 175
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 6.5, which was 1.20 higher than the previous day. The implied volatity was 34.99, the open interest changed by -34 which decreased total open position to 192
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 5.3, which was -5.25 lower than the previous day. The implied volatity was 34.95, the open interest changed by -5 which decreased total open position to 227
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 10.55, which was -4.60 lower than the previous day. The implied volatity was 29.34, the open interest changed by 40 which increased total open position to 232
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 15.15, which was 0.65 higher than the previous day. The implied volatity was 29.40, the open interest changed by -8 which decreased total open position to 193
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 14.5, which was -7.70 lower than the previous day. The implied volatity was 29.92, the open interest changed by -8 which decreased total open position to 201
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 22.2, which was -11.80 lower than the previous day. The implied volatity was 31.17, the open interest changed by 51 which increased total open position to 210
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 34, which was -6.70 lower than the previous day. The implied volatity was 30.40, the open interest changed by 3 which increased total open position to 159
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 40.7, which was -17.45 lower than the previous day. The implied volatity was 28.41, the open interest changed by 33 which increased total open position to 158
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 58.15, which was 15.70 higher than the previous day. The implied volatity was 30.02, the open interest changed by 10 which increased total open position to 125
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 42.45, which was -13.15 lower than the previous day. The implied volatity was 31.39, the open interest changed by 4 which increased total open position to 115
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 55.6, which was -20.85 lower than the previous day. The implied volatity was 29.37, the open interest changed by -37 which decreased total open position to 112
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 76.45, which was -7.30 lower than the previous day. The implied volatity was 30.87, the open interest changed by 1 which increased total open position to 149
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 83.75, which was -17.90 lower than the previous day. The implied volatity was 27.64, the open interest changed by 24 which increased total open position to 149
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 101.65, which was 3.50 higher than the previous day. The implied volatity was 30.35, the open interest changed by 20 which increased total open position to 125
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 98.15, which was -53.35 lower than the previous day. The implied volatity was 32.59, the open interest changed by 23 which increased total open position to 106
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 151.5, which was -18.50 lower than the previous day. The implied volatity was 33.91, the open interest changed by 44 which increased total open position to 83
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 170, which was -209.50 lower than the previous day. The implied volatity was 31.61, the open interest changed by 45 which increased total open position to 45
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 379.5, which was 71.40 higher than the previous day. The implied volatity was 36.95, 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 308.1, 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 308.1, 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 308.1, 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 308.1, 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 308.1, 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 308.1, 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 308.1, 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 11 Nov ABB was trading at 7237.80. The strike last trading price was 308.1, which was 0.00 lower than the previous day. The implied volatity was 2.11, 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 308.1, which was 0.00 lower than the previous day. The implied volatity was 0.04, 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 308.1, 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 308.1, which was 0.00 lower than the previous day. The implied volatity was 1.76, 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 308.1, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 308.1, which was lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
