ABB
Abb India Limited
Historical option data for ABB
07 Jan 2025 04:11 PM IST
ABB 30JAN2025 7100 CE | ||||||||||
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Delta: 0.23
Vega: 5.06
Theta: -3.54
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 6706.20 | 61 | 8.50 | 28.57 | 306 | 17 | 464 | |||
6 Jan | 6620.30 | 52.5 | -45.50 | 28.79 | 576 | 67 | 446 | |||
3 Jan | 6800.15 | 98 | -30.50 | 27.18 | 514 | 106 | 380 | |||
2 Jan | 6891.70 | 128.5 | -12.50 | 25.07 | 439 | 8 | 276 | |||
1 Jan | 6928.45 | 141 | -3.65 | 25.50 | 508 | 14 | 267 | |||
31 Dec | 6912.25 | 144.65 | 48.65 | 25.29 | 1,756 | 35 | 251 | |||
30 Dec | 6701.95 | 96 | -35.45 | 25.29 | 292 | -5 | 216 | |||
27 Dec | 6846.90 | 131.45 | -27.75 | 24.91 | 271 | 90 | 221 | |||
26 Dec | 6945.30 | 159.2 | -15.80 | 23.94 | 171 | 62 | 128 | |||
24 Dec | 6878.20 | 175 | -48.00 | 26.91 | 57 | 32 | 66 | |||
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23 Dec | 6959.20 | 223 | -39.10 | 29.38 | 53 | 16 | 33 | |||
20 Dec | 6921.25 | 262.1 | -463.55 | 32.24 | 37 | 8 | 8 | |||
19 Dec | 7351.90 | 725.65 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 7890.35 | 725.65 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 7537.55 | 725.65 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 7490.75 | 725.65 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 7421.25 | 725.65 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 7100 expiring on 30JAN2025
Delta for 7100 CE is 0.23
Historical price for 7100 CE is as follows
On 7 Jan ABB was trading at 6706.20. The strike last trading price was 61, which was 8.50 higher than the previous day. The implied volatity was 28.57, the open interest changed by 17 which increased total open position to 464
On 6 Jan ABB was trading at 6620.30. The strike last trading price was 52.5, which was -45.50 lower than the previous day. The implied volatity was 28.79, the open interest changed by 67 which increased total open position to 446
On 3 Jan ABB was trading at 6800.15. The strike last trading price was 98, which was -30.50 lower than the previous day. The implied volatity was 27.18, the open interest changed by 106 which increased total open position to 380
On 2 Jan ABB was trading at 6891.70. The strike last trading price was 128.5, which was -12.50 lower than the previous day. The implied volatity was 25.07, the open interest changed by 8 which increased total open position to 276
On 1 Jan ABB was trading at 6928.45. The strike last trading price was 141, which was -3.65 lower than the previous day. The implied volatity was 25.50, the open interest changed by 14 which increased total open position to 267
On 31 Dec ABB was trading at 6912.25. The strike last trading price was 144.65, which was 48.65 higher than the previous day. The implied volatity was 25.29, the open interest changed by 35 which increased total open position to 251
On 30 Dec ABB was trading at 6701.95. The strike last trading price was 96, which was -35.45 lower than the previous day. The implied volatity was 25.29, the open interest changed by -5 which decreased total open position to 216
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 131.45, which was -27.75 lower than the previous day. The implied volatity was 24.91, the open interest changed by 90 which increased total open position to 221
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 159.2, which was -15.80 lower than the previous day. The implied volatity was 23.94, the open interest changed by 62 which increased total open position to 128
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 175, which was -48.00 lower than the previous day. The implied volatity was 26.91, the open interest changed by 32 which increased total open position to 66
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 223, which was -39.10 lower than the previous day. The implied volatity was 29.38, the open interest changed by 16 which increased total open position to 33
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 262.1, which was -463.55 lower than the previous day. The implied volatity was 32.24, the open interest changed by 8 which increased total open position to 8
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 725.65, 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 725.65, 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 3 Dec ABB was trading at 7537.55. The strike last trading price was 725.65, 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 725.65, 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 725.65, 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 7100 PE | |||||||
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Delta: -0.80
Vega: 4.72
Theta: -1.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 6706.20 | 432.4 | -87.60 | 25.83 | 7 | 0 | 52 |
6 Jan | 6620.30 | 520 | 185.00 | 33.56 | 7 | -1 | 52 |
3 Jan | 6800.15 | 335 | 53.50 | 22.69 | 9 | 4 | 55 |
2 Jan | 6891.70 | 281.5 | -21.80 | 25.92 | 47 | 10 | 50 |
1 Jan | 6928.45 | 303.3 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Dec | 6912.25 | 303.3 | -69.45 | 29.38 | 10 | -1 | 39 |
30 Dec | 6701.95 | 372.75 | 91.90 | 26.31 | 15 | -1 | 40 |
27 Dec | 6846.90 | 280.85 | 1.95 | 20.61 | 29 | 15 | 39 |
26 Dec | 6945.30 | 278.9 | -78.10 | 25.98 | 15 | 2 | 23 |
24 Dec | 6878.20 | 357 | 72.00 | 31.97 | 9 | 2 | 20 |
23 Dec | 6959.20 | 285 | -71.40 | 26.63 | 26 | 14 | 17 |
20 Dec | 6921.25 | 356.4 | 14.50 | 33.71 | 7 | 3 | 3 |
19 Dec | 7351.90 | 341.9 | 0.00 | 3.28 | 0 | 0 | 0 |
16 Dec | 7890.35 | 341.9 | 0.00 | 7.79 | 0 | 0 | 0 |
3 Dec | 7537.55 | 341.9 | 0.00 | 4.56 | 0 | 0 | 0 |
2 Dec | 7490.75 | 341.9 | 0.00 | 4.28 | 0 | 0 | 0 |
29 Nov | 7421.25 | 341.9 | 3.51 | 0 | 0 | 0 |
For Abb India Limited - strike price 7100 expiring on 30JAN2025
Delta for 7100 PE is -0.80
Historical price for 7100 PE is as follows
On 7 Jan ABB was trading at 6706.20. The strike last trading price was 432.4, which was -87.60 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 52
On 6 Jan ABB was trading at 6620.30. The strike last trading price was 520, which was 185.00 higher than the previous day. The implied volatity was 33.56, the open interest changed by -1 which decreased total open position to 52
On 3 Jan ABB was trading at 6800.15. The strike last trading price was 335, which was 53.50 higher than the previous day. The implied volatity was 22.69, the open interest changed by 4 which increased total open position to 55
On 2 Jan ABB was trading at 6891.70. The strike last trading price was 281.5, which was -21.80 lower than the previous day. The implied volatity was 25.92, the open interest changed by 10 which increased total open position to 50
On 1 Jan ABB was trading at 6928.45. The strike last trading price was 303.3, 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 31 Dec ABB was trading at 6912.25. The strike last trading price was 303.3, which was -69.45 lower than the previous day. The implied volatity was 29.38, the open interest changed by -1 which decreased total open position to 39
On 30 Dec ABB was trading at 6701.95. The strike last trading price was 372.75, which was 91.90 higher than the previous day. The implied volatity was 26.31, the open interest changed by -1 which decreased total open position to 40
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 280.85, which was 1.95 higher than the previous day. The implied volatity was 20.61, the open interest changed by 15 which increased total open position to 39
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 278.9, which was -78.10 lower than the previous day. The implied volatity was 25.98, the open interest changed by 2 which increased total open position to 23
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 357, which was 72.00 higher than the previous day. The implied volatity was 31.97, the open interest changed by 2 which increased total open position to 20
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 285, which was -71.40 lower than the previous day. The implied volatity was 26.63, the open interest changed by 14 which increased total open position to 17
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 356.4, which was 14.50 higher than the previous day. The implied volatity was 33.71, the open interest changed by 3 which increased total open position to 3
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 341.9, which was 0.00 lower than the previous day. The implied volatity was 3.28, 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 341.9, which was 0.00 lower than the previous day. The implied volatity was 7.79, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 341.9, which was 0.00 lower than the previous day. The implied volatity was 4.56, 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 341.9, which was 0.00 lower than the previous day. The implied volatity was 4.28, 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 341.9, which was lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0