ABB
Abb India Limited
Historical option data for ABB
21 Nov 2024 04:11 PM IST
| ABB 28NOV2024 7100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 2.13
Theta: -5.17
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6760.80 | 22 | 0.70 | 32.31 | 1,535 | -173 | 993 | |||
| 20 Nov | 6701.60 | 21.3 | 0.00 | 30.74 | 1,613 | 138 | 1,169 | |||
| 19 Nov | 6701.60 | 21.3 | 0.30 | 30.74 | 1,613 | 141 | 1,169 | |||
| 18 Nov | 6625.90 | 21 | -14.90 | 33.35 | 1,326 | -32 | 1,009 | |||
| 14 Nov | 6680.15 | 35.9 | -33.00 | 29.75 | 1,834 | 78 | 1,042 | |||
| 13 Nov | 6802.00 | 68.9 | -57.10 | 29.36 | 1,846 | 172 | 969 | |||
| 12 Nov | 6964.25 | 126 | -125.90 | 31.19 | 2,373 | 216 | 870 | |||
| 11 Nov | 7237.80 | 251.9 | 95.90 | 26.12 | 2,161 | -273 | 656 | |||
| 8 Nov | 7045.45 | 156 | -12.60 | 27.43 | 2,024 | 16 | 928 | |||
|
|
||||||||||
| 7 Nov | 6999.75 | 168.6 | -94.40 | 29.68 | 1,569 | 257 | 940 | |||
| 6 Nov | 7164.05 | 263 | 1.00 | 28.86 | 2,445 | 79 | 684 | |||
| 5 Nov | 7132.85 | 262 | -955.75 | 31.36 | 8,380 | 604 | 604 | |||
| 4 Nov | 7360.85 | 1217.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 7430.40 | 1217.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 7429.45 | 1217.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7426.90 | 1217.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7492.50 | 1217.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 7338.95 | 1217.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 7521.65 | 1217.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7648.10 | 1217.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 7703.80 | 1217.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 8177.55 | 1217.75 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7100 expiring on 28NOV2024
Delta for 7100 CE is 0.14
Historical price for 7100 CE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 22, which was 0.70 higher than the previous day. The implied volatity was 32.31, the open interest changed by -173 which decreased total open position to 993
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 21.3, which was 0.00 lower than the previous day. The implied volatity was 30.74, the open interest changed by 138 which increased total open position to 1169
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 21.3, which was 0.30 higher than the previous day. The implied volatity was 30.74, the open interest changed by 141 which increased total open position to 1169
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 21, which was -14.90 lower than the previous day. The implied volatity was 33.35, the open interest changed by -32 which decreased total open position to 1009
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 35.9, which was -33.00 lower than the previous day. The implied volatity was 29.75, the open interest changed by 78 which increased total open position to 1042
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 68.9, which was -57.10 lower than the previous day. The implied volatity was 29.36, the open interest changed by 172 which increased total open position to 969
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 126, which was -125.90 lower than the previous day. The implied volatity was 31.19, the open interest changed by 216 which increased total open position to 870
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 251.9, which was 95.90 higher than the previous day. The implied volatity was 26.12, the open interest changed by -273 which decreased total open position to 656
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 156, which was -12.60 lower than the previous day. The implied volatity was 27.43, the open interest changed by 16 which increased total open position to 928
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 168.6, which was -94.40 lower than the previous day. The implied volatity was 29.68, the open interest changed by 257 which increased total open position to 940
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 263, which was 1.00 higher than the previous day. The implied volatity was 28.86, the open interest changed by 79 which increased total open position to 684
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 262, which was -955.75 lower than the previous day. The implied volatity was 31.36, the open interest changed by 604 which increased total open position to 604
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 1217.75, 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 1 Nov ABB was trading at 7430.40. The strike last trading price was 1217.75, 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 1217.75, 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 1217.75, 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 29 Oct ABB was trading at 7492.50. The strike last trading price was 1217.75, 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 1217.75, 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 25 Oct ABB was trading at 7521.65. The strike last trading price was 1217.75, 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 1217.75, 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 23 Oct ABB was trading at 7703.80. The strike last trading price was 1217.75, 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 22 Oct ABB was trading at 8177.55. The strike last trading price was 1217.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABB 28NOV2024 7100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 1.08
Theta: 0.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6760.80 | 340 | -101.55 | 22.03 | 15 | -5 | 516 |
| 20 Nov | 6701.60 | 441.55 | 0.00 | 45.91 | 41 | -9 | 521 |
| 19 Nov | 6701.60 | 441.55 | -38.45 | 45.91 | 41 | -9 | 521 |
| 18 Nov | 6625.90 | 480 | 59.65 | 34.87 | 43 | -17 | 531 |
| 14 Nov | 6680.15 | 420.35 | 95.35 | 29.52 | 50 | -23 | 549 |
| 13 Nov | 6802.00 | 325 | 65.00 | 30.47 | 333 | -5 | 572 |
| 12 Nov | 6964.25 | 260 | 150.00 | 32.45 | 3,372 | 41 | 576 |
| 11 Nov | 7237.80 | 110 | -99.95 | 28.93 | 746 | -44 | 536 |
| 8 Nov | 7045.45 | 209.95 | -29.60 | 28.69 | 332 | -14 | 580 |
| 7 Nov | 6999.75 | 239.55 | 75.55 | 30.54 | 897 | -71 | 597 |
| 6 Nov | 7164.05 | 164 | -26.00 | 31.02 | 1,070 | 90 | 670 |
| 5 Nov | 7132.85 | 190 | -40.00 | 31.92 | 9,423 | 468 | 579 |
| 4 Nov | 7360.85 | 230 | 7.00 | 47.76 | 282 | 38 | 111 |
| 1 Nov | 7430.40 | 223 | 30.55 | 48.20 | 63 | 38 | 72 |
| 31 Oct | 7429.45 | 192.45 | 2.45 | - | 54 | 23 | 34 |
| 30 Oct | 7426.90 | 190 | 20.00 | - | 23 | 10 | 11 |
| 29 Oct | 7492.50 | 170 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 7338.95 | 170 | 11.50 | - | 3 | 0 | 0 |
| 25 Oct | 7521.65 | 158.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 7648.10 | 158.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 7703.80 | 158.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 8177.55 | 158.5 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7100 expiring on 28NOV2024
Delta for 7100 PE is -0.94
Historical price for 7100 PE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 340, which was -101.55 lower than the previous day. The implied volatity was 22.03, the open interest changed by -5 which decreased total open position to 516
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 441.55, which was 0.00 lower than the previous day. The implied volatity was 45.91, the open interest changed by -9 which decreased total open position to 521
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 441.55, which was -38.45 lower than the previous day. The implied volatity was 45.91, the open interest changed by -9 which decreased total open position to 521
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 480, which was 59.65 higher than the previous day. The implied volatity was 34.87, the open interest changed by -17 which decreased total open position to 531
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 420.35, which was 95.35 higher than the previous day. The implied volatity was 29.52, the open interest changed by -23 which decreased total open position to 549
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 325, which was 65.00 higher than the previous day. The implied volatity was 30.47, the open interest changed by -5 which decreased total open position to 572
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 260, which was 150.00 higher than the previous day. The implied volatity was 32.45, the open interest changed by 41 which increased total open position to 576
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 110, which was -99.95 lower than the previous day. The implied volatity was 28.93, the open interest changed by -44 which decreased total open position to 536
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 209.95, which was -29.60 lower than the previous day. The implied volatity was 28.69, the open interest changed by -14 which decreased total open position to 580
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 239.55, which was 75.55 higher than the previous day. The implied volatity was 30.54, the open interest changed by -71 which decreased total open position to 597
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 164, which was -26.00 lower than the previous day. The implied volatity was 31.02, the open interest changed by 90 which increased total open position to 670
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 190, which was -40.00 lower than the previous day. The implied volatity was 31.92, the open interest changed by 468 which increased total open position to 579
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 230, which was 7.00 higher than the previous day. The implied volatity was 47.76, the open interest changed by 38 which increased total open position to 111
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 223, which was 30.55 higher than the previous day. The implied volatity was 48.20, the open interest changed by 38 which increased total open position to 72
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 192.45, which was 2.45 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 190, which was 20.00 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 170, 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 170, which was 11.50 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 158.5, 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 158.5, 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 23 Oct ABB was trading at 7703.80. The strike last trading price was 158.5, 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 22 Oct ABB was trading at 8177.55. The strike last trading price was 158.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
