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[--[65.84.65.76]--]
ABB
Abb India Limited

6921.25 -430.65 (-5.86%)

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Historical option data for ABB

20 Dec 2024 04:11 PM IST
ABB 26DEC2024 7200 CE
Delta: 0.19
Vega: 2.44
Theta: -6.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 6921.25 28.8 -175.70 30.91 5,312 383 575
19 Dec 7351.90 204.5 -291.20 27.05 294 105 189
18 Dec 7657.15 495.7 -205.20 33.37 61 -14 82
17 Dec 7817.45 700.9 0.00 0.00 0 -6 0
16 Dec 7890.35 700.9 157.20 - 8 -5 97
13 Dec 7703.25 543.7 0.00 0.00 0 0 0
12 Dec 7657.05 543.7 0.00 0.00 0 0 0
11 Dec 7728.75 543.7 0.00 0.00 0 -2 0
10 Dec 7693.25 543.7 58.05 26.67 5 -1 103
9 Dec 7569.75 485.65 50.85 32.96 4 -2 106
6 Dec 7552.40 434.8 39.80 26.43 22 11 109
5 Dec 7488.40 395 -154.50 24.44 19 -2 98
4 Dec 7664.20 549.5 89.65 29.55 18 -6 99
3 Dec 7537.55 459.85 44.80 30.45 15 -3 106
2 Dec 7490.75 415.05 35.65 28.42 19 5 109
29 Nov 7421.25 379.4 -10.15 29.01 39 -5 101
28 Nov 7394.85 389.55 -55.45 28.76 42 3 105
27 Nov 7496.20 445 82.70 27.04 76 -17 104
26 Nov 7329.70 362.3 40.30 29.42 273 -48 122
25 Nov 7259.85 322 179.80 31.29 708 134 168
22 Nov 6904.65 142.2 27.20 27.77 37 13 47
21 Nov 6760.80 115 21.90 30.61 23 6 33
20 Nov 6701.60 93.1 0.00 28.41 32 6 26
19 Nov 6701.60 93.1 -0.90 28.41 32 5 26
18 Nov 6625.90 94 -23.75 31.07 6 2 20
14 Nov 6680.15 117.75 -52.25 30.23 14 5 19
13 Nov 6802.00 170 -70.00 30.89 12 2 12
12 Nov 6964.25 240 -110.60 32.74 18 4 8
11 Nov 7237.80 350.6 -0.40 28.94 7 1 4
8 Nov 7045.45 351 0.00 0.00 0 0 0
7 Nov 6999.75 351 0.00 0.00 0 1 0
6 Nov 7164.05 351 -29.00 29.62 9 2 4
5 Nov 7132.85 380 -877.40 34.26 2 1 1
4 Nov 7360.85 1257.4 0.00 - 0 0 0
31 Oct 7429.45 1257.4 0.00 - 0 0 0
30 Oct 7426.90 1257.4 1257.40 - 0 0 0
28 Oct 7338.95 0 0.00 - 0 0 0
22 Oct 8177.55 0 0.00 - 0 0 0
8 Oct 8154.65 0 0.00 - 0 0 0
7 Oct 7758.30 0 0.00 - 0 0 0
4 Oct 7930.40 0 0.00 - 0 0 0
3 Oct 8110.30 0 0.00 - 0 0 0
30 Sept 8055.00 0 - 0 0 0


For Abb India Limited - strike price 7200 expiring on 26DEC2024

Delta for 7200 CE is 0.19

Historical price for 7200 CE is as follows

On 20 Dec ABB was trading at 6921.25. The strike last trading price was 28.8, which was -175.70 lower than the previous day. The implied volatity was 30.91, the open interest changed by 383 which increased total open position to 575


On 19 Dec ABB was trading at 7351.90. The strike last trading price was 204.5, which was -291.20 lower than the previous day. The implied volatity was 27.05, the open interest changed by 105 which increased total open position to 189


On 18 Dec ABB was trading at 7657.15. The strike last trading price was 495.7, which was -205.20 lower than the previous day. The implied volatity was 33.37, the open interest changed by -14 which decreased total open position to 82


On 17 Dec ABB was trading at 7817.45. The strike last trading price was 700.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0


On 16 Dec ABB was trading at 7890.35. The strike last trading price was 700.9, which was 157.20 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 97


On 13 Dec ABB was trading at 7703.25. The strike last trading price was 543.7, 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 12 Dec ABB was trading at 7657.05. The strike last trading price was 543.7, 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 11 Dec ABB was trading at 7728.75. The strike last trading price was 543.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 10 Dec ABB was trading at 7693.25. The strike last trading price was 543.7, which was 58.05 higher than the previous day. The implied volatity was 26.67, the open interest changed by -1 which decreased total open position to 103


On 9 Dec ABB was trading at 7569.75. The strike last trading price was 485.65, which was 50.85 higher than the previous day. The implied volatity was 32.96, the open interest changed by -2 which decreased total open position to 106


On 6 Dec ABB was trading at 7552.40. The strike last trading price was 434.8, which was 39.80 higher than the previous day. The implied volatity was 26.43, the open interest changed by 11 which increased total open position to 109


On 5 Dec ABB was trading at 7488.40. The strike last trading price was 395, which was -154.50 lower than the previous day. The implied volatity was 24.44, the open interest changed by -2 which decreased total open position to 98


On 4 Dec ABB was trading at 7664.20. The strike last trading price was 549.5, which was 89.65 higher than the previous day. The implied volatity was 29.55, the open interest changed by -6 which decreased total open position to 99


On 3 Dec ABB was trading at 7537.55. The strike last trading price was 459.85, which was 44.80 higher than the previous day. The implied volatity was 30.45, the open interest changed by -3 which decreased total open position to 106


On 2 Dec ABB was trading at 7490.75. The strike last trading price was 415.05, which was 35.65 higher than the previous day. The implied volatity was 28.42, the open interest changed by 5 which increased total open position to 109


On 29 Nov ABB was trading at 7421.25. The strike last trading price was 379.4, which was -10.15 lower than the previous day. The implied volatity was 29.01, the open interest changed by -5 which decreased total open position to 101


On 28 Nov ABB was trading at 7394.85. The strike last trading price was 389.55, which was -55.45 lower than the previous day. The implied volatity was 28.76, the open interest changed by 3 which increased total open position to 105


On 27 Nov ABB was trading at 7496.20. The strike last trading price was 445, which was 82.70 higher than the previous day. The implied volatity was 27.04, the open interest changed by -17 which decreased total open position to 104


On 26 Nov ABB was trading at 7329.70. The strike last trading price was 362.3, which was 40.30 higher than the previous day. The implied volatity was 29.42, the open interest changed by -48 which decreased total open position to 122


On 25 Nov ABB was trading at 7259.85. The strike last trading price was 322, which was 179.80 higher than the previous day. The implied volatity was 31.29, the open interest changed by 134 which increased total open position to 168


On 22 Nov ABB was trading at 6904.65. The strike last trading price was 142.2, which was 27.20 higher than the previous day. The implied volatity was 27.77, the open interest changed by 13 which increased total open position to 47


On 21 Nov ABB was trading at 6760.80. The strike last trading price was 115, which was 21.90 higher than the previous day. The implied volatity was 30.61, the open interest changed by 6 which increased total open position to 33


On 20 Nov ABB was trading at 6701.60. The strike last trading price was 93.1, which was 0.00 lower than the previous day. The implied volatity was 28.41, the open interest changed by 6 which increased total open position to 26


On 19 Nov ABB was trading at 6701.60. The strike last trading price was 93.1, which was -0.90 lower than the previous day. The implied volatity was 28.41, the open interest changed by 5 which increased total open position to 26


On 18 Nov ABB was trading at 6625.90. The strike last trading price was 94, which was -23.75 lower than the previous day. The implied volatity was 31.07, the open interest changed by 2 which increased total open position to 20


On 14 Nov ABB was trading at 6680.15. The strike last trading price was 117.75, which was -52.25 lower than the previous day. The implied volatity was 30.23, the open interest changed by 5 which increased total open position to 19


On 13 Nov ABB was trading at 6802.00. The strike last trading price was 170, which was -70.00 lower than the previous day. The implied volatity was 30.89, the open interest changed by 2 which increased total open position to 12


On 12 Nov ABB was trading at 6964.25. The strike last trading price was 240, which was -110.60 lower than the previous day. The implied volatity was 32.74, the open interest changed by 4 which increased total open position to 8


On 11 Nov ABB was trading at 7237.80. The strike last trading price was 350.6, which was -0.40 lower than the previous day. The implied volatity was 28.94, the open interest changed by 1 which increased total open position to 4


On 8 Nov ABB was trading at 7045.45. The strike last trading price was 351, 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 7 Nov ABB was trading at 6999.75. The strike last trading price was 351, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 6 Nov ABB was trading at 7164.05. The strike last trading price was 351, which was -29.00 lower than the previous day. The implied volatity was 29.62, the open interest changed by 2 which increased total open position to 4


On 5 Nov ABB was trading at 7132.85. The strike last trading price was 380, which was -877.40 lower than the previous day. The implied volatity was 34.26, the open interest changed by 1 which increased total open position to 1


On 4 Nov ABB was trading at 7360.85. The strike last trading price was 1257.4, 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 1257.4, 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 1257.4, which was 1257.40 higher 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 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 22 Oct ABB was trading at 8177.55. 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 8 Oct ABB was trading at 8154.65. 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 7 Oct ABB was trading at 7758.30. 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 Oct ABB was trading at 7930.40. 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 3 Oct ABB was trading at 8110.30. 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 30 Sept ABB was trading at 8055.00. 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 26DEC2024 7200 PE
Delta: -0.79
Vega: 2.54
Theta: -5.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 6921.25 281.35 219.70 32.66 4,856 188 473
19 Dec 7351.90 61.65 49.95 31.07 2,372 74 290
18 Dec 7657.15 11.7 4.15 30.63 863 9 217
17 Dec 7817.45 7.55 0.35 31.70 230 -99 209
16 Dec 7890.35 7.2 -8.10 32.94 535 31 309
13 Dec 7703.25 15.3 -8.40 27.88 377 -37 278
12 Dec 7657.05 23.7 3.30 28.77 163 7 315
11 Dec 7728.75 20.4 -9.60 28.60 266 0 306
10 Dec 7693.25 30 -16.55 29.80 292 11 314
9 Dec 7569.75 46.55 -13.85 29.31 317 56 302
6 Dec 7552.40 60.4 -18.45 28.45 400 -4 246
5 Dec 7488.40 78.85 21.35 29.48 801 27 249
4 Dec 7664.20 57.5 -16.85 30.86 793 -101 222
3 Dec 7537.55 74.35 -21.95 28.71 355 -3 324
2 Dec 7490.75 96.3 -21.70 29.76 275 63 327
29 Nov 7421.25 118 -16.00 28.27 210 30 265
28 Nov 7394.85 134 9.00 30.48 382 34 235
27 Nov 7496.20 125 -59.35 32.36 250 16 201
26 Nov 7329.70 184.35 -21.40 33.36 295 95 188
25 Nov 7259.85 205.75 -179.25 32.07 196 86 94
22 Nov 6904.65 385 -165.00 30.21 23 6 14
21 Nov 6760.80 550 -25.10 38.87 1 0 8
20 Nov 6701.60 575.1 0.00 0.00 0 0 0
19 Nov 6701.60 575.1 0.00 0.00 0 -1 0
18 Nov 6625.90 575.1 165.10 28.14 1 0 9
14 Nov 6680.15 410 0.00 0.00 0 1 0
13 Nov 6802.00 410 40.00 24.42 10 1 9
12 Nov 6964.25 370 35.00 28.33 12 4 8
11 Nov 7237.80 335 0.00 39.03 1 0 3
8 Nov 7045.45 335 0.00 0.00 0 0 0
7 Nov 6999.75 335 0.00 0.00 0 1 0
6 Nov 7164.05 335 -3.70 35.24 1 0 2
5 Nov 7132.85 338.7 81.55 33.46 2 0 0
4 Nov 7360.85 257.15 0.00 2.12 0 0 0
31 Oct 7429.45 257.15 0.00 - 0 0 0
30 Oct 7426.90 257.15 0.00 - 0 0 0
28 Oct 7338.95 257.15 257.15 - 0 0 0
22 Oct 8177.55 0 0.00 - 0 0 0
8 Oct 8154.65 0 0.00 - 0 0 0
7 Oct 7758.30 0 0.00 - 0 0 0
4 Oct 7930.40 0 0.00 - 0 0 0
3 Oct 8110.30 0 0.00 - 0 0 0
30 Sept 8055.00 0 - 0 0 0


For Abb India Limited - strike price 7200 expiring on 26DEC2024

Delta for 7200 PE is -0.79

Historical price for 7200 PE is as follows

On 20 Dec ABB was trading at 6921.25. The strike last trading price was 281.35, which was 219.70 higher than the previous day. The implied volatity was 32.66, the open interest changed by 188 which increased total open position to 473


On 19 Dec ABB was trading at 7351.90. The strike last trading price was 61.65, which was 49.95 higher than the previous day. The implied volatity was 31.07, the open interest changed by 74 which increased total open position to 290


On 18 Dec ABB was trading at 7657.15. The strike last trading price was 11.7, which was 4.15 higher than the previous day. The implied volatity was 30.63, the open interest changed by 9 which increased total open position to 217


On 17 Dec ABB was trading at 7817.45. The strike last trading price was 7.55, which was 0.35 higher than the previous day. The implied volatity was 31.70, the open interest changed by -99 which decreased total open position to 209


On 16 Dec ABB was trading at 7890.35. The strike last trading price was 7.2, which was -8.10 lower than the previous day. The implied volatity was 32.94, the open interest changed by 31 which increased total open position to 309


On 13 Dec ABB was trading at 7703.25. The strike last trading price was 15.3, which was -8.40 lower than the previous day. The implied volatity was 27.88, the open interest changed by -37 which decreased total open position to 278


On 12 Dec ABB was trading at 7657.05. The strike last trading price was 23.7, which was 3.30 higher than the previous day. The implied volatity was 28.77, the open interest changed by 7 which increased total open position to 315


On 11 Dec ABB was trading at 7728.75. The strike last trading price was 20.4, which was -9.60 lower than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 306


On 10 Dec ABB was trading at 7693.25. The strike last trading price was 30, which was -16.55 lower than the previous day. The implied volatity was 29.80, the open interest changed by 11 which increased total open position to 314


On 9 Dec ABB was trading at 7569.75. The strike last trading price was 46.55, which was -13.85 lower than the previous day. The implied volatity was 29.31, the open interest changed by 56 which increased total open position to 302


On 6 Dec ABB was trading at 7552.40. The strike last trading price was 60.4, which was -18.45 lower than the previous day. The implied volatity was 28.45, the open interest changed by -4 which decreased total open position to 246


On 5 Dec ABB was trading at 7488.40. The strike last trading price was 78.85, which was 21.35 higher than the previous day. The implied volatity was 29.48, the open interest changed by 27 which increased total open position to 249


On 4 Dec ABB was trading at 7664.20. The strike last trading price was 57.5, which was -16.85 lower than the previous day. The implied volatity was 30.86, the open interest changed by -101 which decreased total open position to 222


On 3 Dec ABB was trading at 7537.55. The strike last trading price was 74.35, which was -21.95 lower than the previous day. The implied volatity was 28.71, the open interest changed by -3 which decreased total open position to 324


On 2 Dec ABB was trading at 7490.75. The strike last trading price was 96.3, which was -21.70 lower than the previous day. The implied volatity was 29.76, the open interest changed by 63 which increased total open position to 327


On 29 Nov ABB was trading at 7421.25. The strike last trading price was 118, which was -16.00 lower than the previous day. The implied volatity was 28.27, the open interest changed by 30 which increased total open position to 265


On 28 Nov ABB was trading at 7394.85. The strike last trading price was 134, which was 9.00 higher than the previous day. The implied volatity was 30.48, the open interest changed by 34 which increased total open position to 235


On 27 Nov ABB was trading at 7496.20. The strike last trading price was 125, which was -59.35 lower than the previous day. The implied volatity was 32.36, the open interest changed by 16 which increased total open position to 201


On 26 Nov ABB was trading at 7329.70. The strike last trading price was 184.35, which was -21.40 lower than the previous day. The implied volatity was 33.36, the open interest changed by 95 which increased total open position to 188


On 25 Nov ABB was trading at 7259.85. The strike last trading price was 205.75, which was -179.25 lower than the previous day. The implied volatity was 32.07, the open interest changed by 86 which increased total open position to 94


On 22 Nov ABB was trading at 6904.65. The strike last trading price was 385, which was -165.00 lower than the previous day. The implied volatity was 30.21, the open interest changed by 6 which increased total open position to 14


On 21 Nov ABB was trading at 6760.80. The strike last trading price was 550, which was -25.10 lower than the previous day. The implied volatity was 38.87, the open interest changed by 0 which decreased total open position to 8


On 20 Nov ABB was trading at 6701.60. The strike last trading price was 575.1, 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 19 Nov ABB was trading at 6701.60. The strike last trading price was 575.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 18 Nov ABB was trading at 6625.90. The strike last trading price was 575.1, which was 165.10 higher than the previous day. The implied volatity was 28.14, the open interest changed by 0 which decreased total open position to 9


On 14 Nov ABB was trading at 6680.15. The strike last trading price was 410, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 13 Nov ABB was trading at 6802.00. The strike last trading price was 410, which was 40.00 higher than the previous day. The implied volatity was 24.42, the open interest changed by 1 which increased total open position to 9


On 12 Nov ABB was trading at 6964.25. The strike last trading price was 370, which was 35.00 higher than the previous day. The implied volatity was 28.33, the open interest changed by 4 which increased total open position to 8


On 11 Nov ABB was trading at 7237.80. The strike last trading price was 335, which was 0.00 lower than the previous day. The implied volatity was 39.03, the open interest changed by 0 which decreased total open position to 3


On 8 Nov ABB was trading at 7045.45. The strike last trading price was 335, 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 7 Nov ABB was trading at 6999.75. The strike last trading price was 335, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 6 Nov ABB was trading at 7164.05. The strike last trading price was 335, which was -3.70 lower than the previous day. The implied volatity was 35.24, the open interest changed by 0 which decreased total open position to 2


On 5 Nov ABB was trading at 7132.85. The strike last trading price was 338.7, which was 81.55 higher than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ABB was trading at 7360.85. The strike last trading price was 257.15, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 257.15, 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 257.15, 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 257.15, which was 257.15 higher 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 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 8 Oct ABB was trading at 8154.65. 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 7 Oct ABB was trading at 7758.30. 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 Oct ABB was trading at 7930.40. 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 3 Oct ABB was trading at 8110.30. 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 30 Sept ABB was trading at 8055.00. 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