ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 7200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 7.27
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 90.8 | -27.25 | 23.64 | 734 | 120 | 401 | |||
| 26 Dec | 6945.30 | 118.05 | -10.55 | 23.39 | 466 | 141 | 282 | |||
| 24 Dec | 6878.20 | 128.6 | -54.35 | 25.61 | 292 | 72 | 138 | |||
| 23 Dec | 6959.20 | 182.95 | -36.10 | 29.33 | 189 | 40 | 60 | |||
| 20 Dec | 6921.25 | 219.05 | -597.05 | 31.97 | 69 | 20 | 20 | |||
| 19 Dec | 7351.90 | 816.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 816.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7537.55 | 816.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 816.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 816.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 816.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 816.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 816.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 816.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6904.65 | 816.1 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 21 Nov | 6760.80 | 816.1 | 0.00 | 2.55 | 0 | 0 | 0 | |||
| 20 Nov | 6701.60 | 816.1 | 0.00 | 2.80 | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 816.1 | 0.00 | 2.80 | 0 | 0 | 0 | |||
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| 18 Nov | 6625.90 | 816.1 | 0.00 | 3.46 | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 816.1 | 0.00 | 2.91 | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 816.1 | 0.00 | 1.99 | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 816.1 | 0.00 | 0.39 | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 816.1 | 816.10 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 0 | 0.00 | 0.27 | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7200 expiring on 30JAN2025
Delta for 7200 CE is 0.30
Historical price for 7200 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 90.8, which was -27.25 lower than the previous day. The implied volatity was 23.64, the open interest changed by 120 which increased total open position to 401
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 118.05, which was -10.55 lower than the previous day. The implied volatity was 23.39, the open interest changed by 141 which increased total open position to 282
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 128.6, which was -54.35 lower than the previous day. The implied volatity was 25.61, the open interest changed by 72 which increased total open position to 138
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 182.95, which was -36.10 lower than the previous day. The implied volatity was 29.33, the open interest changed by 40 which increased total open position to 60
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 219.05, which was -597.05 lower than the previous day. The implied volatity was 31.97, the open interest changed by 20 which increased total open position to 20
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 816.1, 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 816.1, 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 816.1, 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 816.1, 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 816.1, 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 28 Nov ABB was trading at 7394.85. The strike last trading price was 816.1, 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 27 Nov ABB was trading at 7496.20. The strike last trading price was 816.1, 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 26 Nov ABB was trading at 7329.70. The strike last trading price was 816.1, 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 25 Nov ABB was trading at 7259.85. The strike last trading price was 816.1, 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 22 Nov ABB was trading at 6904.65. The strike last trading price was 816.1, which was 0.00 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 816.1, which was 0.00 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 816.1, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 816.1, which was 0.00 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 816.1, which was 0.00 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 816.1, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 816.1, which was 0.00 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 816.1, which was 0.00 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 816.1, which was 816.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ABB was trading at 7045.45. 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 0 which decreased total open position to 0
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ABB was trading at 7164.05. 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 0 which decreased total open position to 0
On 5 Nov ABB was trading at 7132.85. 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 0 which decreased total open position to 0
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 0, 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 7200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 7.32
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 377 | 47.00 | 24.19 | 148 | -38 | 121 |
| 26 Dec | 6945.30 | 330 | -51.00 | 24.69 | 48 | 22 | 158 |
| 24 Dec | 6878.20 | 381 | 16.20 | 27.44 | 144 | 61 | 120 |
| 23 Dec | 6959.20 | 364.8 | -65.20 | 28.92 | 83 | 22 | 58 |
| 20 Dec | 6921.25 | 430 | -27.15 | 35.40 | 87 | 33 | 33 |
| 19 Dec | 7351.90 | 457.15 | 0.00 | 2.29 | 0 | 0 | 0 |
| 16 Dec | 7890.35 | 457.15 | 0.00 | 6.94 | 0 | 0 | 0 |
| 3 Dec | 7537.55 | 457.15 | 0.00 | 3.74 | 0 | 0 | 0 |
| 2 Dec | 7490.75 | 457.15 | 0.00 | 2.69 | 0 | 0 | 0 |
| 29 Nov | 7421.25 | 457.15 | 0.00 | 2.69 | 0 | 0 | 0 |
| 28 Nov | 7394.85 | 457.15 | 0.00 | 2.77 | 0 | 0 | 0 |
| 27 Nov | 7496.20 | 457.15 | 0.00 | 3.43 | 0 | 0 | 0 |
| 26 Nov | 7329.70 | 457.15 | 0.00 | 2.27 | 0 | 0 | 0 |
| 25 Nov | 7259.85 | 457.15 | 0.00 | 1.58 | 0 | 0 | 0 |
| 22 Nov | 6904.65 | 457.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6760.80 | 457.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 457.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 457.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 457.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 457.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 457.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 457.15 | 457.15 | 1.44 | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 0 | 0.00 | 1.48 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 0 | 0.00 | 0.22 | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 0 | 0.00 | 0.96 | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 0 | 0.00 | 1.01 | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 0 | 2.45 | 0 | 0 | 0 | |
For Abb India Limited - strike price 7200 expiring on 30JAN2025
Delta for 7200 PE is -0.69
Historical price for 7200 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 377, which was 47.00 higher than the previous day. The implied volatity was 24.19, the open interest changed by -38 which decreased total open position to 121
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 330, which was -51.00 lower than the previous day. The implied volatity was 24.69, the open interest changed by 22 which increased total open position to 158
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 381, which was 16.20 higher than the previous day. The implied volatity was 27.44, the open interest changed by 61 which increased total open position to 120
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 364.8, which was -65.20 lower than the previous day. The implied volatity was 28.92, the open interest changed by 22 which increased total open position to 58
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 430, which was -27.15 lower than the previous day. The implied volatity was 35.40, the open interest changed by 33 which increased total open position to 33
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 457.15, which was 0.00 lower than the previous day. The implied volatity was 2.29, 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 457.15, which was 0.00 lower than the previous day. The implied volatity was 6.94, 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 457.15, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 457.15, which was 0.00 lower than the previous day. The implied volatity was 2.69, 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 457.15, which was 0.00 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 457.15, which was 0.00 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 457.15, which was 0.00 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 457.15, which was 0.00 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 457.15, which was 0.00 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 457.15, 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 21 Nov ABB was trading at 6760.80. The strike last trading price was 457.15, 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 20 Nov ABB was trading at 6701.60. The strike last trading price was 457.15, 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 19 Nov ABB was trading at 6701.60. The strike last trading price was 457.15, 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 18 Nov ABB was trading at 6625.90. The strike last trading price was 457.15, 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 14 Nov ABB was trading at 6680.15. The strike last trading price was 457.15, 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 13 Nov ABB was trading at 6802.00. The strike last trading price was 457.15, 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 12 Nov ABB was trading at 6964.25. The strike last trading price was 457.15, which was 457.15 higher than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 0, 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 6 Nov ABB was trading at 7164.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.01, 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 0, which was lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
