ABB
Abb India Limited
Historical option data for ABB
14 Nov 2024 04:11 PM IST
| ABB 28NOV2024 7300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 2.29
Theta: -2.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6680.15 | 19.5 | -16.85 | 32.50 | 1,508 | 18 | 1,097 | |||
| 13 Nov | 6802.00 | 36.35 | -32.15 | 31.20 | 1,588 | 168 | 1,078 | |||
| 12 Nov | 6964.25 | 68.5 | -77.50 | 31.74 | 2,358 | 262 | 914 | |||
| 11 Nov | 7237.80 | 146 | 56.00 | 26.57 | 2,217 | -212 | 659 | |||
| 8 Nov | 7045.45 | 90 | -11.50 | 28.39 | 1,133 | -104 | 871 | |||
| 7 Nov | 6999.75 | 101.5 | -66.40 | 30.42 | 1,595 | 90 | 969 | |||
| 6 Nov | 7164.05 | 167.9 | -4.10 | 29.40 | 2,146 | 139 | 876 | |||
| 5 Nov | 7132.85 | 172 | -218.00 | 31.77 | 9,238 | 321 | 742 | |||
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| 4 Nov | 7360.85 | 390 | -43.95 | 46.91 | 1,426 | 346 | 411 | |||
| 1 Nov | 7430.40 | 433.95 | -17.30 | 43.67 | 7 | -1 | 65 | |||
| 31 Oct | 7429.45 | 451.25 | 11.25 | - | 69 | 37 | 69 | |||
| 30 Oct | 7426.90 | 440 | 50.00 | - | 3 | 0 | 33 | |||
| 29 Oct | 7492.50 | 390 | -49.10 | - | 173 | 29 | 34 | |||
| 28 Oct | 7338.95 | 439.1 | -633.35 | - | 5 | 0 | 0 | |||
| 25 Oct | 7521.65 | 1072.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7648.10 | 1072.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 7703.80 | 1072.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 8177.55 | 1072.45 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7300 expiring on 28NOV2024
Delta for 7300 CE is 0.10
Historical price for 7300 CE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 19.5, which was -16.85 lower than the previous day. The implied volatity was 32.50, the open interest changed by 18 which increased total open position to 1097
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 36.35, which was -32.15 lower than the previous day. The implied volatity was 31.20, the open interest changed by 168 which increased total open position to 1078
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 68.5, which was -77.50 lower than the previous day. The implied volatity was 31.74, the open interest changed by 262 which increased total open position to 914
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 146, which was 56.00 higher than the previous day. The implied volatity was 26.57, the open interest changed by -212 which decreased total open position to 659
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 90, which was -11.50 lower than the previous day. The implied volatity was 28.39, the open interest changed by -104 which decreased total open position to 871
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 101.5, which was -66.40 lower than the previous day. The implied volatity was 30.42, the open interest changed by 90 which increased total open position to 969
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 167.9, which was -4.10 lower than the previous day. The implied volatity was 29.40, the open interest changed by 139 which increased total open position to 876
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 172, which was -218.00 lower than the previous day. The implied volatity was 31.77, the open interest changed by 321 which increased total open position to 742
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 390, which was -43.95 lower than the previous day. The implied volatity was 46.91, the open interest changed by 346 which increased total open position to 411
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 433.95, which was -17.30 lower than the previous day. The implied volatity was 43.67, the open interest changed by -1 which decreased total open position to 65
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 451.25, which was 11.25 higher 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 440, which was 50.00 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 390, which was -49.10 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 439.1, which was -633.35 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 1072.45, 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 1072.45, 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 1072.45, 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 1072.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABB 28NOV2024 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 2.58
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6680.15 | 610 | 104.70 | 34.98 | 28 | -2 | 365 |
| 13 Nov | 6802.00 | 505.3 | 103.30 | 36.34 | 36 | -12 | 368 |
| 12 Nov | 6964.25 | 402 | 199.55 | 33.32 | 317 | 20 | 379 |
| 11 Nov | 7237.80 | 202.45 | -141.55 | 29.05 | 200 | -34 | 364 |
| 8 Nov | 7045.45 | 344 | -29.10 | 29.17 | 33 | -7 | 399 |
| 7 Nov | 6999.75 | 373.1 | 103.05 | 31.66 | 36 | -11 | 407 |
| 6 Nov | 7164.05 | 270.05 | -26.50 | 31.84 | 147 | -20 | 419 |
| 5 Nov | 7132.85 | 296.55 | -13.95 | 32.07 | 4,166 | -118 | 441 |
| 4 Nov | 7360.85 | 310.5 | 2.50 | 46.69 | 1,614 | 466 | 558 |
| 1 Nov | 7430.40 | 308 | 41.00 | 48.49 | 28 | 9 | 92 |
| 31 Oct | 7429.45 | 267 | -8.60 | - | 200 | 33 | 83 |
| 30 Oct | 7426.90 | 275.6 | 60.00 | - | 38 | 6 | 50 |
| 29 Oct | 7492.50 | 215.6 | -96.00 | - | 258 | 43 | 44 |
| 28 Oct | 7338.95 | 311.6 | 100.95 | - | 1 | 0 | 0 |
| 25 Oct | 7521.65 | 210.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 7648.10 | 210.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 7703.80 | 210.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 8177.55 | 210.65 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7300 expiring on 28NOV2024
Delta for 7300 PE is -0.88
Historical price for 7300 PE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 610, which was 104.70 higher than the previous day. The implied volatity was 34.98, the open interest changed by -2 which decreased total open position to 365
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 505.3, which was 103.30 higher than the previous day. The implied volatity was 36.34, the open interest changed by -12 which decreased total open position to 368
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 402, which was 199.55 higher than the previous day. The implied volatity was 33.32, the open interest changed by 20 which increased total open position to 379
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 202.45, which was -141.55 lower than the previous day. The implied volatity was 29.05, the open interest changed by -34 which decreased total open position to 364
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 344, which was -29.10 lower than the previous day. The implied volatity was 29.17, the open interest changed by -7 which decreased total open position to 399
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 373.1, which was 103.05 higher than the previous day. The implied volatity was 31.66, the open interest changed by -11 which decreased total open position to 407
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 270.05, which was -26.50 lower than the previous day. The implied volatity was 31.84, the open interest changed by -20 which decreased total open position to 419
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 296.55, which was -13.95 lower than the previous day. The implied volatity was 32.07, the open interest changed by -118 which decreased total open position to 441
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 310.5, which was 2.50 higher than the previous day. The implied volatity was 46.69, the open interest changed by 466 which increased total open position to 558
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 308, which was 41.00 higher than the previous day. The implied volatity was 48.49, the open interest changed by 9 which increased total open position to 92
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 267, which was -8.60 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 275.6, which was 60.00 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 215.6, which was -96.00 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 311.6, which was 100.95 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 210.65, 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 210.65, 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 210.65, 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 210.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
