ABB
Abb India Limited
Historical option data for ABB
21 Nov 2024 04:11 PM IST
| ABB 28NOV2024 7200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 1.63
Theta: -4.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6760.80 | 14.8 | -0.65 | 34.41 | 1,520 | -155 | 1,119 | |||
| 20 Nov | 6701.60 | 15.45 | 0.00 | 33.25 | 1,635 | -134 | 1,276 | |||
| 19 Nov | 6701.60 | 15.45 | -0.10 | 33.25 | 1,635 | -132 | 1,276 | |||
| 18 Nov | 6625.90 | 15.55 | -10.75 | 35.32 | 1,605 | 86 | 1,408 | |||
| 14 Nov | 6680.15 | 26.3 | -22.90 | 31.12 | 2,099 | 52 | 1,326 | |||
| 13 Nov | 6802.00 | 49.2 | -46.10 | 30.05 | 1,957 | 84 | 1,278 | |||
| 12 Nov | 6964.25 | 95.3 | -99.10 | 31.77 | 3,107 | 354 | 1,201 | |||
| 11 Nov | 7237.80 | 194.4 | 74.40 | 26.40 | 3,765 | -239 | 850 | |||
| 8 Nov | 7045.45 | 120 | -12.00 | 28.03 | 2,298 | -96 | 1,085 | |||
| 7 Nov | 6999.75 | 132 | -79.25 | 30.11 | 2,884 | 256 | 1,186 | |||
| 6 Nov | 7164.05 | 211.25 | -3.70 | 28.63 | 3,763 | 296 | 921 | |||
| 5 Nov | 7132.85 | 214.95 | -225.05 | 31.76 | 9,906 | 362 | 622 | |||
| 4 Nov | 7360.85 | 440 | -45.55 | 46.49 | 440 | 241 | 260 | |||
| 1 Nov | 7430.40 | 485.55 | -27.95 | 42.95 | 2 | 0 | 19 | |||
| 31 Oct | 7429.45 | 513.5 | -6.50 | - | 15 | 6 | 18 | |||
| 30 Oct | 7426.90 | 520 | -3.45 | - | 20 | 0 | 23 | |||
| 29 Oct | 7492.50 | 523.45 | -598.10 | - | 41 | 23 | 23 | |||
| 28 Oct | 7338.95 | 1121.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 7521.65 | 1121.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7648.10 | 1121.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 7703.80 | 1121.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 8177.55 | 1121.55 | 1121.55 | - | 0 | 0 | 0 | |||
| 26 Sept | 8070.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 8178.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 8078.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 7939.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 7695.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 7502.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Sept | 7785.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 7873.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 7765.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 7684.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 7720.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 7568.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 7535.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 7600.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 7516.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 7650.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 7639.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 7767.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 7699.25 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7200 expiring on 28NOV2024
Delta for 7200 CE is 0.10
Historical price for 7200 CE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 14.8, which was -0.65 lower than the previous day. The implied volatity was 34.41, the open interest changed by -155 which decreased total open position to 1119
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 15.45, which was 0.00 lower than the previous day. The implied volatity was 33.25, the open interest changed by -134 which decreased total open position to 1276
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 15.45, which was -0.10 lower than the previous day. The implied volatity was 33.25, the open interest changed by -132 which decreased total open position to 1276
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 15.55, which was -10.75 lower than the previous day. The implied volatity was 35.32, the open interest changed by 86 which increased total open position to 1408
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 26.3, which was -22.90 lower than the previous day. The implied volatity was 31.12, the open interest changed by 52 which increased total open position to 1326
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 49.2, which was -46.10 lower than the previous day. The implied volatity was 30.05, the open interest changed by 84 which increased total open position to 1278
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 95.3, which was -99.10 lower than the previous day. The implied volatity was 31.77, the open interest changed by 354 which increased total open position to 1201
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 194.4, which was 74.40 higher than the previous day. The implied volatity was 26.40, the open interest changed by -239 which decreased total open position to 850
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 120, which was -12.00 lower than the previous day. The implied volatity was 28.03, the open interest changed by -96 which decreased total open position to 1085
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 132, which was -79.25 lower than the previous day. The implied volatity was 30.11, the open interest changed by 256 which increased total open position to 1186
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 211.25, which was -3.70 lower than the previous day. The implied volatity was 28.63, the open interest changed by 296 which increased total open position to 921
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 214.95, which was -225.05 lower than the previous day. The implied volatity was 31.76, the open interest changed by 362 which increased total open position to 622
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 440, which was -45.55 lower than the previous day. The implied volatity was 46.49, the open interest changed by 241 which increased total open position to 260
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 485.55, which was -27.95 lower than the previous day. The implied volatity was 42.95, the open interest changed by 0 which decreased total open position to 19
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 513.5, which was -6.50 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 520, which was -3.45 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 523.45, which was -598.10 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 1121.55, 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 1121.55, 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 1121.55, 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 1121.55, 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 1121.55, which was 1121.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept ABB was trading at 8070.40. The strike last trading price was 0, 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 Sept ABB was trading at 8178.35. The strike last trading price was 0, 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 Sept ABB was trading at 8078.20. The strike last trading price was 0, 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 Sept ABB was trading at 7939.65. The strike last trading price was 0, 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 20 Sept ABB was trading at 7695.75. The strike last trading price was 0, 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 19 Sept ABB was trading at 7502.70. The strike last trading price was 0, 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 18 Sept ABB was trading at 7785.25. The strike last trading price was 0, 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 17 Sept ABB was trading at 7873.65. The strike last trading price was 0, 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 16 Sept ABB was trading at 7765.20. The strike last trading price was 0, 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 13 Sept ABB was trading at 7684.40. The strike last trading price was 0, 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 12 Sept ABB was trading at 7720.20. The strike last trading price was 0, 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 11 Sept ABB was trading at 7568.95. The strike last trading price was 0, 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 10 Sept ABB was trading at 7535.70. The strike last trading price was 0, 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 9 Sept ABB was trading at 7600.90. The strike last trading price was 0, 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 6 Sept ABB was trading at 7516.40. The strike last trading price was 0, 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 5 Sept ABB was trading at 7650.10. The strike last trading price was 0, 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 4 Sept ABB was trading at 7639.05. The strike last trading price was 0, 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 3 Sept ABB was trading at 7767.90. The strike last trading price was 0, 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 2 Sept ABB was trading at 7699.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABB 28NOV2024 7200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 1.61
Theta: -2.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6760.80 | 449.05 | -50.95 | 34.10 | 62 | -32 | 385 |
| 20 Nov | 6701.60 | 500 | 0.00 | 34.50 | 46 | -29 | 416 |
| 19 Nov | 6701.60 | 500 | -64.60 | 34.50 | 46 | -30 | 416 |
| 18 Nov | 6625.90 | 564.6 | 46.50 | 31.33 | 83 | -65 | 447 |
| 14 Nov | 6680.15 | 518.1 | 109.75 | 33.50 | 57 | -26 | 512 |
| 13 Nov | 6802.00 | 408.35 | 90.35 | 32.16 | 135 | -37 | 537 |
| 12 Nov | 6964.25 | 318 | 170.00 | 31.04 | 1,285 | 76 | 585 |
| 11 Nov | 7237.80 | 148 | -124.85 | 28.36 | 1,031 | 27 | 513 |
| 8 Nov | 7045.45 | 272.85 | -23.15 | 29.37 | 192 | -24 | 485 |
| 7 Nov | 6999.75 | 296 | 82.20 | 30.00 | 428 | -11 | 512 |
| 6 Nov | 7164.05 | 213.8 | -31.10 | 31.89 | 935 | 112 | 520 |
| 5 Nov | 7132.85 | 244.9 | -24.80 | 32.70 | 7,663 | -89 | 407 |
| 4 Nov | 7360.85 | 269.7 | 7.70 | 47.44 | 1,294 | 388 | 495 |
| 1 Nov | 7430.40 | 262 | 35.40 | 48.16 | 63 | 18 | 106 |
| 31 Oct | 7429.45 | 226.6 | -8.40 | - | 121 | 37 | 88 |
| 30 Oct | 7426.90 | 235 | 46.20 | - | 93 | 6 | 52 |
| 29 Oct | 7492.50 | 188.8 | -21.20 | - | 113 | 38 | 45 |
| 28 Oct | 7338.95 | 210 | 58.50 | - | 1 | 7 | 7 |
| 25 Oct | 7521.65 | 151.5 | 0.00 | - | 0 | 7 | 0 |
| 24 Oct | 7648.10 | 151.5 | -164.05 | - | 8 | 3 | 3 |
| 23 Oct | 7703.80 | 315.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 8177.55 | 315.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 8070.40 | 315.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 8178.35 | 315.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 8078.20 | 315.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 7939.65 | 315.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 7695.75 | 315.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 7502.70 | 315.55 | 315.55 | - | 0 | 0 | 0 |
| 18 Sept | 7785.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 7873.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 7765.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 7684.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 7720.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 7568.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 7535.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 7600.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 7516.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 7650.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 7639.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 7767.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 7699.25 | 0 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7200 expiring on 28NOV2024
Delta for 7200 PE is -0.90
Historical price for 7200 PE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 449.05, which was -50.95 lower than the previous day. The implied volatity was 34.10, the open interest changed by -32 which decreased total open position to 385
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 500, which was 0.00 lower than the previous day. The implied volatity was 34.50, the open interest changed by -29 which decreased total open position to 416
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 500, which was -64.60 lower than the previous day. The implied volatity was 34.50, the open interest changed by -30 which decreased total open position to 416
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 564.6, which was 46.50 higher than the previous day. The implied volatity was 31.33, the open interest changed by -65 which decreased total open position to 447
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 518.1, which was 109.75 higher than the previous day. The implied volatity was 33.50, the open interest changed by -26 which decreased total open position to 512
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 408.35, which was 90.35 higher than the previous day. The implied volatity was 32.16, the open interest changed by -37 which decreased total open position to 537
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 318, which was 170.00 higher than the previous day. The implied volatity was 31.04, the open interest changed by 76 which increased total open position to 585
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 148, which was -124.85 lower than the previous day. The implied volatity was 28.36, the open interest changed by 27 which increased total open position to 513
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 272.85, which was -23.15 lower than the previous day. The implied volatity was 29.37, the open interest changed by -24 which decreased total open position to 485
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 296, which was 82.20 higher than the previous day. The implied volatity was 30.00, the open interest changed by -11 which decreased total open position to 512
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 213.8, which was -31.10 lower than the previous day. The implied volatity was 31.89, the open interest changed by 112 which increased total open position to 520
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 244.9, which was -24.80 lower than the previous day. The implied volatity was 32.70, the open interest changed by -89 which decreased total open position to 407
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 269.7, which was 7.70 higher than the previous day. The implied volatity was 47.44, the open interest changed by 388 which increased total open position to 495
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 262, which was 35.40 higher than the previous day. The implied volatity was 48.16, the open interest changed by 18 which increased total open position to 106
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 226.6, which was -8.40 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 235, which was 46.20 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 188.8, which was -21.20 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 210, which was 58.50 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 151.5, 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 151.5, which was -164.05 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 315.55, 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 315.55, 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 26 Sept ABB was trading at 8070.40. The strike last trading price was 315.55, 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 Sept ABB was trading at 8178.35. The strike last trading price was 315.55, 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 Sept ABB was trading at 8078.20. The strike last trading price was 315.55, 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 Sept ABB was trading at 7939.65. The strike last trading price was 315.55, 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 20 Sept ABB was trading at 7695.75. The strike last trading price was 315.55, 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 19 Sept ABB was trading at 7502.70. The strike last trading price was 315.55, which was 315.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept ABB was trading at 7785.25. The strike last trading price was 0, 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 17 Sept ABB was trading at 7873.65. The strike last trading price was 0, 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 16 Sept ABB was trading at 7765.20. The strike last trading price was 0, 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 13 Sept ABB was trading at 7684.40. The strike last trading price was 0, 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 12 Sept ABB was trading at 7720.20. The strike last trading price was 0, 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 11 Sept ABB was trading at 7568.95. The strike last trading price was 0, 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 10 Sept ABB was trading at 7535.70. The strike last trading price was 0, 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 9 Sept ABB was trading at 7600.90. The strike last trading price was 0, 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 6 Sept ABB was trading at 7516.40. The strike last trading price was 0, 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 5 Sept ABB was trading at 7650.10. The strike last trading price was 0, 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 4 Sept ABB was trading at 7639.05. The strike last trading price was 0, 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 3 Sept ABB was trading at 7767.90. The strike last trading price was 0, 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 2 Sept ABB was trading at 7699.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
