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

6760.8 59.20 (0.88%)

Back to Option Chain


Historical option data for ABB

21 Nov 2024 04:11 PM IST
ABB 28NOV2024 7300 CE
Delta: 0.07
Vega: 1.20
Theta: -3.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6760.80 9.55 -0.35 35.96 967 -66 876
20 Nov 6701.60 9.9 0.00 34.05 1,183 -89 945
19 Nov 6701.60 9.9 -1.30 34.05 1,183 -86 945
18 Nov 6625.90 11.2 -8.30 36.87 1,112 44 1,034
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
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 0.07

Historical price for 7300 CE is as follows

On 21 Nov ABB was trading at 6760.80. The strike last trading price was 9.55, which was -0.35 lower than the previous day. The implied volatity was 35.96, the open interest changed by -66 which decreased total open position to 876


On 20 Nov ABB was trading at 6701.60. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 34.05, the open interest changed by -89 which decreased total open position to 945


On 19 Nov ABB was trading at 6701.60. The strike last trading price was 9.9, which was -1.30 lower than the previous day. The implied volatity was 34.05, the open interest changed by -86 which decreased total open position to 945


On 18 Nov ABB was trading at 6625.90. The strike last trading price was 11.2, which was -8.30 lower than the previous day. The implied volatity was 36.87, the open interest changed by 44 which increased total open position to 1034


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
Delta: -0.91
Vega: 1.56
Theta: -2.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6760.80 550.85 -69.15 40.82 9 -6 309
20 Nov 6701.60 620 0.00 50.63 57 -29 316
19 Nov 6701.60 620 -45.90 50.63 57 -28 316
18 Nov 6625.90 665.9 55.90 36.63 40 10 368
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 -0.91

Historical price for 7300 PE is as follows

On 21 Nov ABB was trading at 6760.80. The strike last trading price was 550.85, which was -69.15 lower than the previous day. The implied volatity was 40.82, the open interest changed by -6 which decreased total open position to 309


On 20 Nov ABB was trading at 6701.60. The strike last trading price was 620, which was 0.00 lower than the previous day. The implied volatity was 50.63, the open interest changed by -29 which decreased total open position to 316


On 19 Nov ABB was trading at 6701.60. The strike last trading price was 620, which was -45.90 lower than the previous day. The implied volatity was 50.63, the open interest changed by -28 which decreased total open position to 316


On 18 Nov ABB was trading at 6625.90. The strike last trading price was 665.9, which was 55.90 higher than the previous day. The implied volatity was 36.63, the open interest changed by 10 which increased total open position to 368


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