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Related Pages for ABB
[--[65.84.65.76]--]
ABB
Abb India Limited
6846.9 -98.40 (-1.42%)

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Historical option data for ABB

27 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ABB 30JAN2025 7100 CE
Delta: 0.38
Vega: 7.95
Theta: -3.59
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.38

Historical price for 7100 CE is as follows

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
Delta: -0.65
Vega: 7.74
Theta: -1.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.65

Historical price for 7100 PE is as follows

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