ABB
Abb India Limited
Historical option data for ABB
24 Apr 2026 01:32 PM IST
| ABB 28-Apr-2026 (4d) 7400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.03
Theta: -11.27
Gamma: 0.00161
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 7346.50 | 74.7 | -164.75 | 30.21 | 1,808 | 87 | 300 | |||||||||
| 23 Apr | 7575.50 | 236 | -36.10000000000002 | 34.23 | 130 | -8 | 216 | |||||||||
| 22 Apr | 7587.00 | 288 | 207.95 | 36.94 | 3,300 | -216 | 227 | |||||||||
| 21 Apr | 7255.00 | 84 | 13.950000000000003 | 35.7 | 2,228 | 92 | 444 | |||||||||
| 20 Apr | 7158.00 | 74.3 | 37.349999999999994 | 37.85 | 5,890 | -175 | 363 | |||||||||
| 17 Apr | 7029.50 | 35.05 | 12.549999999999997 | 30.64 | 1,249 | 180 | 538 | |||||||||
| 16 Apr | 6883.50 | 23.25 | -3.1000000000000014 | 31.72 | 217 | 6 | 358 | |||||||||
| 15 Apr | 6873.00 | 23.7 | -8.900000000000002 | 32.5 | 540 | 182 | 347 | |||||||||
| 13 Apr | 6828.50 | 32.7 | -5.199999999999996 | 33.74 | 368 | 14 | 165 | |||||||||
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| 10 Apr | 6859.50 | 38 | 31.3 | 31.65 | 572 | 151 | 151 | |||||||||
| 9 Apr | 6614.00 | 6.7 | 0 | 11.29 | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 7400 expiring on 28APR2026
Delta for 7400 CE is 0.43
Historical price for 7400 CE is as follows
On 24 Apr ABB was trading at 7346.50. The strike last trading price was 74.7, which was -164.75 lower than the previous day. The implied volatity was 30.21, the open interest changed by 87 which increased total open position to 300
On 23 Apr ABB was trading at 7575.50. The strike last trading price was 236, which was -36.10000000000002 lower than the previous day. The implied volatity was 34.23, the open interest changed by -8 which decreased total open position to 216
On 22 Apr ABB was trading at 7587.00. The strike last trading price was 288, which was 207.95 higher than the previous day. The implied volatity was 36.94, the open interest changed by -216 which decreased total open position to 227
On 21 Apr ABB was trading at 7255.00. The strike last trading price was 84, which was 13.950000000000003 higher than the previous day. The implied volatity was 35.7, the open interest changed by 92 which increased total open position to 444
On 20 Apr ABB was trading at 7158.00. The strike last trading price was 74.3, which was 37.349999999999994 higher than the previous day. The implied volatity was 37.85, the open interest changed by -175 which decreased total open position to 363
On 17 Apr ABB was trading at 7029.50. The strike last trading price was 35.05, which was 12.549999999999997 higher than the previous day. The implied volatity was 30.64, the open interest changed by 180 which increased total open position to 538
On 16 Apr ABB was trading at 6883.50. The strike last trading price was 23.25, which was -3.1000000000000014 lower than the previous day. The implied volatity was 31.72, the open interest changed by 6 which increased total open position to 358
On 15 Apr ABB was trading at 6873.00. The strike last trading price was 23.7, which was -8.900000000000002 lower than the previous day. The implied volatity was 32.5, the open interest changed by 182 which increased total open position to 347
On 13 Apr ABB was trading at 6828.50. The strike last trading price was 32.7, which was -5.199999999999996 lower than the previous day. The implied volatity was 33.74, the open interest changed by 14 which increased total open position to 165
On 10 Apr ABB was trading at 6859.50. The strike last trading price was 38, which was 31.3 higher than the previous day. The implied volatity was 31.65, the open interest changed by 151 which increased total open position to 151
On 9 Apr ABB was trading at 6614.00. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 11.29, the open interest changed by 0 which decreased total open position to 0
| ABB 28-Apr-2026 (4d) 7400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.03
Theta: -10.09
Gamma: 0.00165
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 7346.50 | 112.2 | 67 | 29.61 | 2,653 | -65 | 213 |
| 23 Apr | 7575.50 | 44 | -21.799999999999997 | 31.63 | 1,258 | -10 | 278 |
| 22 Apr | 7587.00 | 56 | -183.55 | 36.03 | 5,001 | 256 | 288 |
| 21 Apr | 7255.00 | 243.7 | -71.05000000000001 | 42.19 | 46 | 12 | 33 |
| 20 Apr | 7158.00 | 319.75 | -271.25 | 41.55 | 87 | 21 | 23 |
| 17 Apr | 7029.50 | 591 | 591 | - | 0 | 0 | 2 |
| 16 Apr | 6883.50 | 591 | 591 | - | 0 | 0 | 2 |
| 15 Apr | 6873.00 | 591 | 591 | - | 0 | 0 | 2 |
| 13 Apr | 6828.50 | 591 | -1660.1 | 36.89 | 2 | 1 | 1 |
| 10 Apr | 6859.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 6614.00 | 2251.1 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 7400 expiring on 28APR2026
Delta for 7400 PE is -0.55
Historical price for 7400 PE is as follows
On 24 Apr ABB was trading at 7346.50. The strike last trading price was 112.2, which was 67 higher than the previous day. The implied volatity was 29.61, the open interest changed by -65 which decreased total open position to 213
On 23 Apr ABB was trading at 7575.50. The strike last trading price was 44, which was -21.799999999999997 lower than the previous day. The implied volatity was 31.63, the open interest changed by -10 which decreased total open position to 278
On 22 Apr ABB was trading at 7587.00. The strike last trading price was 56, which was -183.55 lower than the previous day. The implied volatity was 36.03, the open interest changed by 256 which increased total open position to 288
On 21 Apr ABB was trading at 7255.00. The strike last trading price was 243.7, which was -71.05000000000001 lower than the previous day. The implied volatity was 42.19, the open interest changed by 12 which increased total open position to 33
On 20 Apr ABB was trading at 7158.00. The strike last trading price was 319.75, which was -271.25 lower than the previous day. The implied volatity was 41.55, the open interest changed by 21 which increased total open position to 23
On 17 Apr ABB was trading at 7029.50. The strike last trading price was 591, which was 591 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr ABB was trading at 6883.50. The strike last trading price was 591, which was 591 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Apr ABB was trading at 6873.00. The strike last trading price was 591, which was 591 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr ABB was trading at 6828.50. The strike last trading price was 591, which was -1660.1 lower than the previous day. The implied volatity was 36.89, the open interest changed by 1 which increased total open position to 1
On 10 Apr ABB was trading at 6859.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ABB was trading at 6614.00. The strike last trading price was 2251.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
