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Historical option data for ABB

11 Jun 2026 04:11 PM IST
ABB 30-Jun-2026 (18d) 7100 CE
Delta: 0.24
Vega: 0.05
Theta: -3.96
Gamma: 0.00069
Date Close Ltp Change IV Volume OI Chg OI
11 Jun 6719.00 62 -15 (-19.48%) 29.26 417 -17 400
10 Jun 6801.00 80 -51 (-38.93%) 28.62 797 -10 417
9 Jun 6931.00 128.3 -20.7 (-13.89%) 29.19 363 22 426
8 Jun 6958.00 146.65 -103.35 (-41.34%) 30.68 1,115 150 392
5 Jun 7167.50 248.05 -9.95 (-3.86%) 25.87 187 41 242
4 Jun 7156.00 258 -42 (-14.00%) 27.57 330 -1 204
3 Jun 7196.00 297.2 21.2 (7.68%) 29.52 695 -21 207
2 Jun 7146.00 275.4 68.4 (33.04%) 29.06 1,576 -58 229
1 Jun 7027.50 213.65 -74.35 (-25.82%) 29.17 718 107 285
29 May 7253.00 285.05 -18.95 (-6.23%) 20.92 768 -7 181
27 May 7219.00 310 192 (162.71%) 26.26 3,420 3 188
26 May 6804.00 115 8 (7.48%) 24.85 97 -6 185
25 May 6755.00 109.25 5.25 (5.05%) 26.72 252 64 191
22 May 6689.50 109 16 (17.20%) 27.74 173 52 127
21 May 6598.00 90.45 -11.55 (-11.32%) 28.6 141 15 73
20 May 6605.00 98.2 26.2 (36.39%) 28.53 116 59 61
19 May 6329.00 72.3 0.3 (0.42%) 31.74 0 0 2
18 May 6413.50 72.3 -18.7 (-20.55%) 31.74 2 0 2
15 May 6381.00 90.55 0 (0.00%) - 0 0 2
14 May 6429.00 90.55 0 (0.00%) 0 0 0 2
13 May 6305.00 90.55 0 (0.00%) 0 0 0 2
12 May 6328.50 90.55 -35.8 (-28.33%) 32.82 2 0 0
11 May 6387.50 0 -126 (-100.00%) 0 0 0 0
8 May 7012.50 0 0 - 0 0 0
7 May 7188.00 0 0 - 0 0 0
6 May 7182.50 0 0 - 0 0 0
5 May 7328.00 0 0 - 0 0 0
4 May 7236.50 0 0 - 0 0 0
30 Apr 7230.00 0 0 - 0 0 0
13 Apr 6828.50 - - - 0 0 0
10 Apr 6859.50 0 0 (0.00%) 2.34 0 0 0
9 Apr 6614.00 0 0 (0.00%) 2.51 0 0 0


For Abb India Limited - strike price 7100 expiring on 30JUN2026

Delta for 7100 CE is 0.24

Historical price for 7100 CE is as follows

On 11 Jun ABB was trading at 6719.00. The strike last trading price was 62, which was -15 lower than the previous day. The implied volatity was 29.26, the open interest changed by -17 which decreased total open position to 400


On 10 Jun ABB was trading at 6801.00. The strike last trading price was 80, which was -51 lower than the previous day. The implied volatity was 28.62, the open interest changed by -10 which decreased total open position to 417


On 9 Jun ABB was trading at 6931.00. The strike last trading price was 128.3, which was -20.7 lower than the previous day. The implied volatity was 29.19, the open interest changed by 22 which increased total open position to 426


On 8 Jun ABB was trading at 6958.00. The strike last trading price was 146.65, which was -103.35 lower than the previous day. The implied volatity was 30.68, the open interest changed by 150 which increased total open position to 392


On 5 Jun ABB was trading at 7167.50. The strike last trading price was 248.05, which was -9.95 lower than the previous day. The implied volatity was 25.87, the open interest changed by 41 which increased total open position to 242


On 4 Jun ABB was trading at 7156.00. The strike last trading price was 258, which was -42 lower than the previous day. The implied volatity was 27.57, the open interest changed by -1 which decreased total open position to 204


On 3 Jun ABB was trading at 7196.00. The strike last trading price was 297.2, which was 21.2 higher than the previous day. The implied volatity was 29.52, the open interest changed by -21 which decreased total open position to 207


On 2 Jun ABB was trading at 7146.00. The strike last trading price was 275.4, which was 68.4 higher than the previous day. The implied volatity was 29.06, the open interest changed by -58 which decreased total open position to 229


On 1 Jun ABB was trading at 7027.50. The strike last trading price was 213.65, which was -74.35 lower than the previous day. The implied volatity was 29.17, the open interest changed by 107 which increased total open position to 285


On 29 May ABB was trading at 7253.00. The strike last trading price was 285.05, which was -18.95 lower than the previous day. The implied volatity was 20.92, the open interest changed by -7 which decreased total open position to 181


On 27 May ABB was trading at 7219.00. The strike last trading price was 310, which was 192 higher than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 188


On 26 May ABB was trading at 6804.00. The strike last trading price was 115, which was 8 higher than the previous day. The implied volatity was 24.85, the open interest changed by -6 which decreased total open position to 185


On 25 May ABB was trading at 6755.00. The strike last trading price was 109.25, which was 5.25 higher than the previous day. The implied volatity was 26.72, the open interest changed by 64 which increased total open position to 191


On 22 May ABB was trading at 6689.50. The strike last trading price was 109, which was 16 higher than the previous day. The implied volatity was 27.74, the open interest changed by 52 which increased total open position to 127


On 21 May ABB was trading at 6598.00. The strike last trading price was 90.45, which was -11.55 lower than the previous day. The implied volatity was 28.6, the open interest changed by 15 which increased total open position to 73


On 20 May ABB was trading at 6605.00. The strike last trading price was 98.2, which was 26.2 higher than the previous day. The implied volatity was 28.53, the open interest changed by 59 which increased total open position to 61


On 19 May ABB was trading at 6329.00. The strike last trading price was 72.3, which was 0.3 higher than the previous day. The implied volatity was 31.74, the open interest changed by 0 which decreased total open position to 2


On 18 May ABB was trading at 6413.50. The strike last trading price was 72.3, which was -18.7 lower than the previous day. The implied volatity was 31.74, the open interest changed by 0 which decreased total open position to 2


On 15 May ABB was trading at 6381.00. The strike last trading price was 90.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 May ABB was trading at 6429.00. The strike last trading price was 90.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 13 May ABB was trading at 6305.00. The strike last trading price was 90.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 12 May ABB was trading at 6328.50. The strike last trading price was 90.55, which was -35.8 lower than the previous day. The implied volatity was 32.82, the open interest changed by 0 which decreased total open position to 0


On 11 May ABB was trading at 6387.50. The strike last trading price was 0, which was -126 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May ABB was trading at 7012.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May ABB was trading at 7188.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May ABB was trading at 7182.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May ABB was trading at 7328.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May ABB was trading at 7236.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr ABB was trading at 7230.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr ABB was trading at 6828.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr ABB was trading at 6859.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0


On 9 Apr ABB was trading at 6614.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0


ABB 30-Jun-2026 (18d) 7100 PE
Delta: -0.77
Vega: 0.05
Theta: -2.88
Gamma: 0.00066
Date Close Ltp Change IV Volume OI Chg OI
11 Jun 6719.00 424.2 30 (7.61%) 29.86 12 -5 267
10 Jun 6801.00 391.35 102 (35.25%) 34.57 61 -21 272
9 Jun 6931.00 290.65 8.15 (2.88%) 31.02 72 -13 292
8 Jun 6958.00 313.15 128.8 (69.87%) 33.53 646 108 306
5 Jun 7167.50 188 -7.3 (-3.74%) 30.61 587 15 198
4 Jun 7156.00 192.85 15.85 (8.95%) 30.39 342 -16 185
3 Jun 7196.00 179.35 -14.4 (-7.43%) 30.35 561 -12 202
2 Jun 7146.00 194 -72.1 (-27.10%) 29 375 41 216
1 Jun 7027.50 263.65 59 (28.83%) 31.13 729 -1 175
29 May 7253.00 207.65 7.6 (3.80%) 35.13 915 -67 177
27 May 7219.00 197.3 -269.7 (-57.75%) 30.45 724 245 246
26 May 6804.00 467 -690.7 (-59.66%) 38.62 1 1 1
25 May 6755.00 0 0 - 0 0 0
22 May 6689.50 0 0 - 0 0 0
21 May 6598.00 0 0 - 0 0 0
20 May 6605.00 0 0 - 0 0 0
19 May 6329.00 0 0 - 0 0 0
18 May 6413.50 0 0 (-100.00%) - 0 0 0
15 May 6381.00 0 -1157.7 (-100.00%) - 0 0 0
14 May 6429.00 0 -1157.7 (-100.00%) 0 0 0 0
13 May 6305.00 0 -1157.7 (-100.00%) 0 0 0 0
12 May 6328.50 0 -1157.7 (-100.00%) 0 0 0 0
11 May 6387.50 0 -1157.7 (-100.00%) 0 0 0 0
8 May 7012.50 0 0 - 0 0 0
7 May 7188.00 0 0 - 0 0 0
6 May 7182.50 0 0 - 0 0 0
5 May 7328.00 0 0 - 0 0 0
4 May 7236.50 0 0 - 0 0 0
30 Apr 7230.00 0 0 - 0 0 0
13 Apr 6828.50 - - - 0 0 0
10 Apr 6859.50 0 0 (0.00%) - 0 0 0
9 Apr 6614.00 0 0 (0.00%) - 0 0 0


For Abb India Limited - strike price 7100 expiring on 30JUN2026

Delta for 7100 PE is -0.77

Historical price for 7100 PE is as follows

On 11 Jun ABB was trading at 6719.00. The strike last trading price was 424.2, which was 30 higher than the previous day. The implied volatity was 29.86, the open interest changed by -5 which decreased total open position to 267


On 10 Jun ABB was trading at 6801.00. The strike last trading price was 391.35, which was 102 higher than the previous day. The implied volatity was 34.57, the open interest changed by -21 which decreased total open position to 272


On 9 Jun ABB was trading at 6931.00. The strike last trading price was 290.65, which was 8.15 higher than the previous day. The implied volatity was 31.02, the open interest changed by -13 which decreased total open position to 292


On 8 Jun ABB was trading at 6958.00. The strike last trading price was 313.15, which was 128.8 higher than the previous day. The implied volatity was 33.53, the open interest changed by 108 which increased total open position to 306


On 5 Jun ABB was trading at 7167.50. The strike last trading price was 188, which was -7.3 lower than the previous day. The implied volatity was 30.61, the open interest changed by 15 which increased total open position to 198


On 4 Jun ABB was trading at 7156.00. The strike last trading price was 192.85, which was 15.85 higher than the previous day. The implied volatity was 30.39, the open interest changed by -16 which decreased total open position to 185


On 3 Jun ABB was trading at 7196.00. The strike last trading price was 179.35, which was -14.4 lower than the previous day. The implied volatity was 30.35, the open interest changed by -12 which decreased total open position to 202


On 2 Jun ABB was trading at 7146.00. The strike last trading price was 194, which was -72.1 lower than the previous day. The implied volatity was 29, the open interest changed by 41 which increased total open position to 216


On 1 Jun ABB was trading at 7027.50. The strike last trading price was 263.65, which was 59 higher than the previous day. The implied volatity was 31.13, the open interest changed by -1 which decreased total open position to 175


On 29 May ABB was trading at 7253.00. The strike last trading price was 207.65, which was 7.6 higher than the previous day. The implied volatity was 35.13, the open interest changed by -67 which decreased total open position to 177


On 27 May ABB was trading at 7219.00. The strike last trading price was 197.3, which was -269.7 lower than the previous day. The implied volatity was 30.45, the open interest changed by 245 which increased total open position to 246


On 26 May ABB was trading at 6804.00. The strike last trading price was 467, which was -690.7 lower than the previous day. The implied volatity was 38.62, the open interest changed by 1 which increased total open position to 1


On 25 May ABB was trading at 6755.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 May ABB was trading at 6689.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 May ABB was trading at 6598.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 May ABB was trading at 6605.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 May ABB was trading at 6329.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May ABB was trading at 6413.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May ABB was trading at 6381.00. The strike last trading price was 0, which was -1157.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May ABB was trading at 6429.00. The strike last trading price was 0, which was -1157.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May ABB was trading at 6305.00. The strike last trading price was 0, which was -1157.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May ABB was trading at 6328.50. The strike last trading price was 0, which was -1157.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May ABB was trading at 6387.50. The strike last trading price was 0, which was -1157.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May ABB was trading at 7012.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May ABB was trading at 7188.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May ABB was trading at 7182.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May ABB was trading at 7328.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May ABB was trading at 7236.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr ABB was trading at 7230.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr ABB was trading at 6828.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr ABB was trading at 6859.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr ABB was trading at 6614.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0