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Related Pages for ABB
[--[65.84.65.76]--]
ABB
Abb India Limited
6846.9 -98.40 (-1.42%)

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Historical option data for ABB

27 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ABB 30JAN2025 7300 CE
Delta: 0.25
Vega: 6.61
Theta: -2.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 6846.90 73.25 -22.15 24.67 121 34 47
26 Dec 6945.30 95.4 -16.60 24.33 23 11 13
24 Dec 6878.20 112 -504.60 27.25 2 1 1
23 Dec 6959.20 616.6 0.00 3.07 0 0 0
20 Dec 6921.25 616.6 0.00 2.90 0 0 0
19 Dec 7351.90 616.6 0.00 - 0 0 0
16 Dec 7890.35 616.6 0.00 - 0 0 0
3 Dec 7537.55 616.6 0.00 - 0 0 0
2 Dec 7490.75 616.6 0.00 - 0 0 0
29 Nov 7421.25 616.6 - 0 0 0

For Abb India Limited - strike price 7300 expiring on 30JAN2025

Delta for 7300 CE is 0.25

Historical price for 7300 CE is as follows

On 27 Dec ABB was trading at 6846.90. The strike last trading price was 73.25, which was -22.15 lower than the previous day. The implied volatity was 24.67, the open interest changed by 34 which increased total open position to 47


On 26 Dec ABB was trading at 6945.30. The strike last trading price was 95.4, which was -16.60 lower than the previous day. The implied volatity was 24.33, the open interest changed by 11 which increased total open position to 13


On 24 Dec ABB was trading at 6878.20. The strike last trading price was 112, which was -504.60 lower than the previous day. The implied volatity was 27.25, the open interest changed by 1 which increased total open position to 1


On 23 Dec ABB was trading at 6959.20. The strike last trading price was 616.6, which was 0.00 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0


On 20 Dec ABB was trading at 6921.25. The strike last trading price was 616.6, which was 0.00 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0


On 19 Dec ABB was trading at 7351.90. The strike last trading price was 616.6, 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 616.6, 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 616.6, 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 616.6, 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 616.6, 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 7300 PE
Delta: -0.97
Vega: 1.40
Theta: 1.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 6846.90 383.5 -22.20 9.32 2 0 25
26 Dec 6945.30 405.7 -85.70 25.63 7 1 25
24 Dec 6878.20 491.4 71.40 32.70 6 0 23
23 Dec 6959.20 420 69.45 27.74 25 21 23
20 Dec 6921.25 350.55 -79.80 18.78 12 3 3
19 Dec 7351.90 430.35 0.00 1.37 0 0 0
16 Dec 7890.35 430.35 0.00 6.08 0 0 0
3 Dec 7537.55 430.35 0.00 2.91 0 0 0
2 Dec 7490.75 430.35 0.00 2.04 0 0 0
29 Nov 7421.25 430.35 1.88 0 0 0

For Abb India Limited - strike price 7300 expiring on 30JAN2025

Delta for 7300 PE is -0.97

Historical price for 7300 PE is as follows

On 27 Dec ABB was trading at 6846.90. The strike last trading price was 383.5, which was -22.20 lower than the previous day. The implied volatity was 9.32, the open interest changed by 0 which decreased total open position to 25


On 26 Dec ABB was trading at 6945.30. The strike last trading price was 405.7, which was -85.70 lower than the previous day. The implied volatity was 25.63, the open interest changed by 1 which increased total open position to 25


On 24 Dec ABB was trading at 6878.20. The strike last trading price was 491.4, which was 71.40 higher than the previous day. The implied volatity was 32.70, the open interest changed by 0 which decreased total open position to 23


On 23 Dec ABB was trading at 6959.20. The strike last trading price was 420, which was 69.45 higher than the previous day. The implied volatity was 27.74, the open interest changed by 21 which increased total open position to 23


On 20 Dec ABB was trading at 6921.25. The strike last trading price was 350.55, which was -79.80 lower than the previous day. The implied volatity was 18.78, the open interest changed by 3 which increased total open position to 3


On 19 Dec ABB was trading at 7351.90. The strike last trading price was 430.35, which was 0.00 lower than the previous day. The implied volatity was 1.37, 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 430.35, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 430.35, 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 2 Dec ABB was trading at 7490.75. The strike last trading price was 430.35, which was 0.00 lower than the previous day. The implied volatity was 2.04, 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 430.35, which was lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0