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

6680.15 -121.85 (-1.79%)

Back to Option Chain


Historical option data for ABB

14 Nov 2024 04:11 PM IST
ABB 28NOV2024 7200 CE
Delta: 0.13
Vega: 2.80
Theta: -3.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.13

Historical price for 7200 CE is as follows

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: -0.85
Vega: 3.06
Theta: -1.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.85

Historical price for 7200 PE is as follows

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