ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 7300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 1.85
Theta: -5.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 18 | -119.15 | 32.76 | 5,975 | 514 | 698 | |||
| 19 Dec | 7351.90 | 137.15 | -265.90 | 26.29 | 429 | 114 | 182 | |||
| 18 Dec | 7657.15 | 403.05 | -154.60 | 31.14 | 29 | -4 | 68 | |||
| 17 Dec | 7817.45 | 557.65 | -31.50 | 42.53 | 10 | -6 | 71 | |||
| 16 Dec | 7890.35 | 589.15 | 143.45 | - | 16 | -3 | 76 | |||
| 13 Dec | 7703.25 | 445.7 | -20.70 | 20.72 | 11 | -4 | 79 | |||
| 12 Dec | 7657.05 | 466.4 | -10.60 | 35.70 | 7 | -1 | 84 | |||
| 11 Dec | 7728.75 | 477 | 8.50 | 25.56 | 16 | -5 | 86 | |||
| 10 Dec | 7693.25 | 468.5 | 75.20 | 29.48 | 16 | 0 | 91 | |||
| 9 Dec | 7569.75 | 393.3 | 34.30 | 29.83 | 1 | 0 | 92 | |||
| 6 Dec | 7552.40 | 359 | 16.25 | 26.37 | 6 | -2 | 93 | |||
| 5 Dec | 7488.40 | 342.75 | -97.35 | 27.95 | 21 | 0 | 95 | |||
| 4 Dec | 7664.20 | 440.1 | 58.85 | 23.54 | 38 | -4 | 95 | |||
| 3 Dec | 7537.55 | 381.25 | 62.10 | 29.15 | 66 | -4 | 100 | |||
| 2 Dec | 7490.75 | 319.15 | 5.60 | 24.31 | 91 | 10 | 105 | |||
| 29 Nov | 7421.25 | 313.55 | -16.00 | 28.52 | 144 | 4 | 93 | |||
| 28 Nov | 7394.85 | 329.55 | -42.45 | 29.10 | 73 | 8 | 88 | |||
| 27 Nov | 7496.20 | 372 | 74.15 | 26.50 | 451 | -20 | 77 | |||
| 26 Nov | 7329.70 | 297.85 | 23.35 | 28.65 | 363 | 22 | 98 | |||
| 25 Nov | 7259.85 | 274.5 | 158.40 | 31.77 | 261 | 61 | 76 | |||
| 22 Nov | 6904.65 | 116.1 | 24.60 | 28.37 | 24 | 7 | 22 | |||
| 21 Nov | 6760.80 | 91.5 | 10.50 | 30.69 | 4 | 1 | 17 | |||
| 20 Nov | 6701.60 | 81 | 0.00 | 29.82 | 10 | 4 | 15 | |||
| 19 Nov | 6701.60 | 81 | -43.15 | 29.82 | 10 | 3 | 15 | |||
| 18 Nov | 6625.90 | 124.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 124.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Nov | 6802.00 | 124.15 | -69.85 | 28.95 | 6 | 3 | 13 | |||
| 12 Nov | 6964.25 | 194 | -74.95 | 31.72 | 5 | 3 | 9 | |||
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| 11 Nov | 7237.80 | 268.95 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 8 Nov | 7045.45 | 268.95 | -50.30 | 34.80 | 7 | -4 | 6 | |||
| 7 Nov | 6999.75 | 319.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 319.25 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 5 Nov | 7132.85 | 319.25 | -285.05 | 32.88 | 18 | 10 | 10 | |||
| 4 Nov | 7360.85 | 604.3 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7300 expiring on 26DEC2024
Delta for 7300 CE is 0.13
Historical price for 7300 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 18, which was -119.15 lower than the previous day. The implied volatity was 32.76, the open interest changed by 514 which increased total open position to 698
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 137.15, which was -265.90 lower than the previous day. The implied volatity was 26.29, the open interest changed by 114 which increased total open position to 182
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 403.05, which was -154.60 lower than the previous day. The implied volatity was 31.14, the open interest changed by -4 which decreased total open position to 68
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 557.65, which was -31.50 lower than the previous day. The implied volatity was 42.53, the open interest changed by -6 which decreased total open position to 71
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 589.15, which was 143.45 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 76
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 445.7, which was -20.70 lower than the previous day. The implied volatity was 20.72, the open interest changed by -4 which decreased total open position to 79
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 466.4, which was -10.60 lower than the previous day. The implied volatity was 35.70, the open interest changed by -1 which decreased total open position to 84
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 477, which was 8.50 higher than the previous day. The implied volatity was 25.56, the open interest changed by -5 which decreased total open position to 86
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 468.5, which was 75.20 higher than the previous day. The implied volatity was 29.48, the open interest changed by 0 which decreased total open position to 91
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 393.3, which was 34.30 higher than the previous day. The implied volatity was 29.83, the open interest changed by 0 which decreased total open position to 92
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 359, which was 16.25 higher than the previous day. The implied volatity was 26.37, the open interest changed by -2 which decreased total open position to 93
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 342.75, which was -97.35 lower than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 95
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 440.1, which was 58.85 higher than the previous day. The implied volatity was 23.54, the open interest changed by -4 which decreased total open position to 95
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 381.25, which was 62.10 higher than the previous day. The implied volatity was 29.15, the open interest changed by -4 which decreased total open position to 100
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 319.15, which was 5.60 higher than the previous day. The implied volatity was 24.31, the open interest changed by 10 which increased total open position to 105
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 313.55, which was -16.00 lower than the previous day. The implied volatity was 28.52, the open interest changed by 4 which increased total open position to 93
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 329.55, which was -42.45 lower than the previous day. The implied volatity was 29.10, the open interest changed by 8 which increased total open position to 88
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 372, which was 74.15 higher than the previous day. The implied volatity was 26.50, the open interest changed by -20 which decreased total open position to 77
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 297.85, which was 23.35 higher than the previous day. The implied volatity was 28.65, the open interest changed by 22 which increased total open position to 98
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 274.5, which was 158.40 higher than the previous day. The implied volatity was 31.77, the open interest changed by 61 which increased total open position to 76
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 116.1, which was 24.60 higher than the previous day. The implied volatity was 28.37, the open interest changed by 7 which increased total open position to 22
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 91.5, which was 10.50 higher than the previous day. The implied volatity was 30.69, the open interest changed by 1 which increased total open position to 17
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 81, which was 0.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by 4 which increased total open position to 15
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 81, which was -43.15 lower than the previous day. The implied volatity was 29.82, the open interest changed by 3 which increased total open position to 15
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 124.15, 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 14 Nov ABB was trading at 6680.15. The strike last trading price was 124.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 124.15, which was -69.85 lower than the previous day. The implied volatity was 28.95, the open interest changed by 3 which increased total open position to 13
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 194, which was -74.95 lower than the previous day. The implied volatity was 31.72, the open interest changed by 3 which increased total open position to 9
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 268.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 268.95, which was -50.30 lower than the previous day. The implied volatity was 34.80, the open interest changed by -4 which decreased total open position to 6
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 319.25, 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 6 Nov ABB was trading at 7164.05. The strike last trading price was 319.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 319.25, which was -285.05 lower than the previous day. The implied volatity was 32.88, the open interest changed by 10 which increased total open position to 10
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 604.3, 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 26DEC2024 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 2.09
Theta: -4.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 372.95 | 276.70 | 36.28 | 3,013 | -117 | 281 |
| 19 Dec | 7351.90 | 96.25 | 76.55 | 30.35 | 3,499 | 150 | 404 |
| 18 Dec | 7657.15 | 19.7 | 7.25 | 29.48 | 865 | 45 | 256 |
| 17 Dec | 7817.45 | 12.45 | 1.60 | 30.62 | 820 | -97 | 214 |
| 16 Dec | 7890.35 | 10.85 | -12.55 | 31.54 | 1,171 | 27 | 324 |
| 13 Dec | 7703.25 | 23.4 | -12.85 | 26.81 | 715 | -148 | 296 |
| 12 Dec | 7657.05 | 36.25 | 6.20 | 28.15 | 291 | 51 | 448 |
| 11 Dec | 7728.75 | 30.05 | -12.95 | 27.68 | 520 | 67 | 397 |
| 10 Dec | 7693.25 | 43 | -22.05 | 29.03 | 351 | 24 | 337 |
| 9 Dec | 7569.75 | 65.05 | -21.60 | 28.57 | 83 | -8 | 312 |
| 6 Dec | 7552.40 | 86.65 | -19.25 | 28.54 | 235 | -6 | 321 |
| 5 Dec | 7488.40 | 105.9 | 31.75 | 29.06 | 701 | -20 | 331 |
| 4 Dec | 7664.20 | 74.15 | -23.85 | 29.86 | 659 | 55 | 351 |
| 3 Dec | 7537.55 | 98 | -30.95 | 28.51 | 649 | -26 | 296 |
| 2 Dec | 7490.75 | 128.95 | -23.05 | 29.83 | 917 | 130 | 327 |
| 29 Nov | 7421.25 | 152 | -15.85 | 27.89 | 277 | 28 | 199 |
| 28 Nov | 7394.85 | 167.85 | 10.85 | 30.01 | 236 | 36 | 172 |
| 27 Nov | 7496.20 | 157 | -71.50 | 32.13 | 381 | 44 | 140 |
| 26 Nov | 7329.70 | 228.5 | -21.25 | 33.57 | 196 | 73 | 94 |
| 25 Nov | 7259.85 | 249.75 | -113.20 | 30.47 | 45 | 15 | 21 |
| 22 Nov | 6904.65 | 362.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 6760.80 | 362.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 362.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 362.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 362.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 362.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 362.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 362.95 | 59.90 | 19.99 | 1 | 0 | 6 |
| 11 Nov | 7237.80 | 303.05 | -90.75 | 30.47 | 8 | 1 | 1 |
| 8 Nov | 7045.45 | 393.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 393.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 393.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 393.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 393.8 | 1.30 | 0 | 0 | 0 | |
For Abb India Limited - strike price 7300 expiring on 26DEC2024
Delta for 7300 PE is -0.85
Historical price for 7300 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 372.95, which was 276.70 higher than the previous day. The implied volatity was 36.28, the open interest changed by -117 which decreased total open position to 281
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 96.25, which was 76.55 higher than the previous day. The implied volatity was 30.35, the open interest changed by 150 which increased total open position to 404
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 19.7, which was 7.25 higher than the previous day. The implied volatity was 29.48, the open interest changed by 45 which increased total open position to 256
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 12.45, which was 1.60 higher than the previous day. The implied volatity was 30.62, the open interest changed by -97 which decreased total open position to 214
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 10.85, which was -12.55 lower than the previous day. The implied volatity was 31.54, the open interest changed by 27 which increased total open position to 324
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 23.4, which was -12.85 lower than the previous day. The implied volatity was 26.81, the open interest changed by -148 which decreased total open position to 296
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 36.25, which was 6.20 higher than the previous day. The implied volatity was 28.15, the open interest changed by 51 which increased total open position to 448
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 30.05, which was -12.95 lower than the previous day. The implied volatity was 27.68, the open interest changed by 67 which increased total open position to 397
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 43, which was -22.05 lower than the previous day. The implied volatity was 29.03, the open interest changed by 24 which increased total open position to 337
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 65.05, which was -21.60 lower than the previous day. The implied volatity was 28.57, the open interest changed by -8 which decreased total open position to 312
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 86.65, which was -19.25 lower than the previous day. The implied volatity was 28.54, the open interest changed by -6 which decreased total open position to 321
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 105.9, which was 31.75 higher than the previous day. The implied volatity was 29.06, the open interest changed by -20 which decreased total open position to 331
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 74.15, which was -23.85 lower than the previous day. The implied volatity was 29.86, the open interest changed by 55 which increased total open position to 351
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 98, which was -30.95 lower than the previous day. The implied volatity was 28.51, the open interest changed by -26 which decreased total open position to 296
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 128.95, which was -23.05 lower than the previous day. The implied volatity was 29.83, the open interest changed by 130 which increased total open position to 327
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 152, which was -15.85 lower than the previous day. The implied volatity was 27.89, the open interest changed by 28 which increased total open position to 199
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 167.85, which was 10.85 higher than the previous day. The implied volatity was 30.01, the open interest changed by 36 which increased total open position to 172
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 157, which was -71.50 lower than the previous day. The implied volatity was 32.13, the open interest changed by 44 which increased total open position to 140
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 228.5, which was -21.25 lower than the previous day. The implied volatity was 33.57, the open interest changed by 73 which increased total open position to 94
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 249.75, which was -113.20 lower than the previous day. The implied volatity was 30.47, the open interest changed by 15 which increased total open position to 21
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 362.95, 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 21 Nov ABB was trading at 6760.80. The strike last trading price was 362.95, 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 20 Nov ABB was trading at 6701.60. The strike last trading price was 362.95, 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 362.95, 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 18 Nov ABB was trading at 6625.90. The strike last trading price was 362.95, 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 14 Nov ABB was trading at 6680.15. The strike last trading price was 362.95, 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 13 Nov ABB was trading at 6802.00. The strike last trading price was 362.95, 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 Nov ABB was trading at 6964.25. The strike last trading price was 362.95, which was 59.90 higher than the previous day. The implied volatity was 19.99, the open interest changed by 0 which decreased total open position to 6
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 303.05, which was -90.75 lower than the previous day. The implied volatity was 30.47, the open interest changed by 1 which increased total open position to 1
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 393.8, 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 393.8, 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 393.8, 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 393.8, 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 393.8, which was lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
