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

6921.25 -430.65 (-5.86%)

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Historical option data for ABB

20 Dec 2024 04:11 PM IST
ABB 26DEC2024 7400 CE
Delta: 0.09
Vega: 1.40
Theta: -4.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 6921.25 12.15 -79.85 35.15 8,235 332 888
19 Dec 7351.90 92 -223.00 27.56 2,156 422 554
18 Dec 7657.15 315 -150.65 29.26 13 -6 133
17 Dec 7817.45 465.65 -54.35 39.24 18 -8 139
16 Dec 7890.35 520 177.00 29.46 39 -9 150
13 Dec 7703.25 343 10.85 15.29 31 -2 157
12 Dec 7657.05 332.15 -57.50 22.28 14 -3 160
11 Dec 7728.75 389.65 5.75 24.71 12 4 162
10 Dec 7693.25 383.9 84.15 28.07 72 -10 158
9 Dec 7569.75 299.75 9.55 25.44 68 -1 169
6 Dec 7552.40 290.2 10.75 26.26 145 -5 171
5 Dec 7488.40 279.45 -105.70 27.99 507 5 181
4 Dec 7664.20 385.15 76.30 27.34 231 -23 175
3 Dec 7537.55 308.85 34.20 28.01 538 -107 197
2 Dec 7490.75 274.65 30.00 26.90 936 85 308
29 Nov 7421.25 244.65 -22.85 26.83 440 -4 222
28 Nov 7394.85 267.5 -44.80 28.35 459 35 224
27 Nov 7496.20 312.3 62.30 26.88 1,880 84 187
26 Nov 7329.70 250 31.00 29.14 381 56 100
25 Nov 7259.85 219 117.60 30.60 182 41 43
22 Nov 6904.65 101.4 6.40 29.95 11 6 8
21 Nov 6760.80 95 0.00 0.00 0 0 0
20 Nov 6701.60 95 0.00 0.00 0 0 0
19 Nov 6701.60 95 0.00 0.00 0 0 0
18 Nov 6625.90 95 0.00 0.00 0 0 0
14 Nov 6680.15 95 0.00 0.00 0 2 0
13 Nov 6802.00 95 -1029.25 28.32 3 1 1
12 Nov 6964.25 1124.25 0.00 3.68 0 0 0
11 Nov 7237.80 1124.25 0.00 0.89 0 0 0
8 Nov 7045.45 1124.25 0.00 2.73 0 0 0
7 Nov 6999.75 1124.25 0.00 2.94 0 0 0
6 Nov 7164.05 1124.25 0.00 1.22 0 0 0
5 Nov 7132.85 1124.25 0.00 1.62 0 0 0
4 Nov 7360.85 1124.25 0.00 - 0 0 0
31 Oct 7429.45 1124.25 0.00 - 0 0 0
30 Oct 7426.90 1124.25 0.00 - 0 0 0
28 Oct 7338.95 1124.25 1124.25 - 0 0 0
22 Oct 8177.55 0 0.00 - 0 0 0
21 Oct 8279.70 0 0.00 - 0 0 0
8 Oct 8154.65 0 0.00 - 0 0 0
7 Oct 7758.30 0 0.00 - 0 0 0
4 Oct 7930.40 0 0.00 - 0 0 0
3 Oct 8110.30 0 0.00 - 0 0 0
1 Oct 8268.10 0 0.00 - 0 0 0
30 Sept 8055.00 0 - 0 0 0


For Abb India Limited - strike price 7400 expiring on 26DEC2024

Delta for 7400 CE is 0.09

Historical price for 7400 CE is as follows

On 20 Dec ABB was trading at 6921.25. The strike last trading price was 12.15, which was -79.85 lower than the previous day. The implied volatity was 35.15, the open interest changed by 332 which increased total open position to 888


On 19 Dec ABB was trading at 7351.90. The strike last trading price was 92, which was -223.00 lower than the previous day. The implied volatity was 27.56, the open interest changed by 422 which increased total open position to 554


On 18 Dec ABB was trading at 7657.15. The strike last trading price was 315, which was -150.65 lower than the previous day. The implied volatity was 29.26, the open interest changed by -6 which decreased total open position to 133


On 17 Dec ABB was trading at 7817.45. The strike last trading price was 465.65, which was -54.35 lower than the previous day. The implied volatity was 39.24, the open interest changed by -8 which decreased total open position to 139


On 16 Dec ABB was trading at 7890.35. The strike last trading price was 520, which was 177.00 higher than the previous day. The implied volatity was 29.46, the open interest changed by -9 which decreased total open position to 150


On 13 Dec ABB was trading at 7703.25. The strike last trading price was 343, which was 10.85 higher than the previous day. The implied volatity was 15.29, the open interest changed by -2 which decreased total open position to 157


On 12 Dec ABB was trading at 7657.05. The strike last trading price was 332.15, which was -57.50 lower than the previous day. The implied volatity was 22.28, the open interest changed by -3 which decreased total open position to 160


On 11 Dec ABB was trading at 7728.75. The strike last trading price was 389.65, which was 5.75 higher than the previous day. The implied volatity was 24.71, the open interest changed by 4 which increased total open position to 162


On 10 Dec ABB was trading at 7693.25. The strike last trading price was 383.9, which was 84.15 higher than the previous day. The implied volatity was 28.07, the open interest changed by -10 which decreased total open position to 158


On 9 Dec ABB was trading at 7569.75. The strike last trading price was 299.75, which was 9.55 higher than the previous day. The implied volatity was 25.44, the open interest changed by -1 which decreased total open position to 169


On 6 Dec ABB was trading at 7552.40. The strike last trading price was 290.2, which was 10.75 higher than the previous day. The implied volatity was 26.26, the open interest changed by -5 which decreased total open position to 171


On 5 Dec ABB was trading at 7488.40. The strike last trading price was 279.45, which was -105.70 lower than the previous day. The implied volatity was 27.99, the open interest changed by 5 which increased total open position to 181


On 4 Dec ABB was trading at 7664.20. The strike last trading price was 385.15, which was 76.30 higher than the previous day. The implied volatity was 27.34, the open interest changed by -23 which decreased total open position to 175


On 3 Dec ABB was trading at 7537.55. The strike last trading price was 308.85, which was 34.20 higher than the previous day. The implied volatity was 28.01, the open interest changed by -107 which decreased total open position to 197


On 2 Dec ABB was trading at 7490.75. The strike last trading price was 274.65, which was 30.00 higher than the previous day. The implied volatity was 26.90, the open interest changed by 85 which increased total open position to 308


On 29 Nov ABB was trading at 7421.25. The strike last trading price was 244.65, which was -22.85 lower than the previous day. The implied volatity was 26.83, the open interest changed by -4 which decreased total open position to 222


On 28 Nov ABB was trading at 7394.85. The strike last trading price was 267.5, which was -44.80 lower than the previous day. The implied volatity was 28.35, the open interest changed by 35 which increased total open position to 224


On 27 Nov ABB was trading at 7496.20. The strike last trading price was 312.3, which was 62.30 higher than the previous day. The implied volatity was 26.88, the open interest changed by 84 which increased total open position to 187


On 26 Nov ABB was trading at 7329.70. The strike last trading price was 250, which was 31.00 higher than the previous day. The implied volatity was 29.14, the open interest changed by 56 which increased total open position to 100


On 25 Nov ABB was trading at 7259.85. The strike last trading price was 219, which was 117.60 higher than the previous day. The implied volatity was 30.60, the open interest changed by 41 which increased total open position to 43


On 22 Nov ABB was trading at 6904.65. The strike last trading price was 101.4, which was 6.40 higher than the previous day. The implied volatity was 29.95, the open interest changed by 6 which increased total open position to 8


On 21 Nov ABB was trading at 6760.80. The strike last trading price was 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 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 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 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 95, 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 95, which was -1029.25 lower than the previous day. The implied volatity was 28.32, the open interest changed by 1 which increased total open position to 1


On 12 Nov ABB was trading at 6964.25. The strike last trading price was 1124.25, which was 0.00 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ABB was trading at 7237.80. The strike last trading price was 1124.25, which was 0.00 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0


On 8 Nov ABB was trading at 7045.45. The strike last trading price was 1124.25, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 1124.25, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 1124.25, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 1124.25, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 1124.25, 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 31 Oct ABB was trading at 7429.45. The strike last trading price was 1124.25, 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 30 Oct ABB was trading at 7426.90. The strike last trading price was 1124.25, 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 28 Oct ABB was trading at 7338.95. The strike last trading price was 1124.25, which was 1124.25 higher 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 0, 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 21 Oct ABB was trading at 8279.70. The strike last trading price was 0, 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 8 Oct ABB was trading at 8154.65. The strike last trading price was 0, 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 7 Oct ABB was trading at 7758.30. The strike last trading price was 0, 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 4 Oct ABB was trading at 7930.40. The strike last trading price was 0, 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 3 Oct ABB was trading at 8110.30. The strike last trading price was 0, 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 1 Oct ABB was trading at 8268.10. The strike last trading price was 0, 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 30 Sept ABB was trading at 8055.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ABB 26DEC2024 7400 PE
Delta: -0.88
Vega: 1.77
Theta: -4.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 6921.25 468.5 321.95 40.49 955 -244 307
19 Dec 7351.90 146.55 118.65 30.47 4,174 179 557
18 Dec 7657.15 27.9 10.25 26.77 1,095 -64 379
17 Dec 7817.45 17.65 0.30 28.41 772 -22 446
16 Dec 7890.35 17.35 -20.60 30.61 1,422 -18 467
13 Dec 7703.25 37.95 -16.65 26.42 742 -32 484
12 Dec 7657.05 54.6 9.10 27.64 509 50 519
11 Dec 7728.75 45.5 -17.15 27.17 383 -32 475
10 Dec 7693.25 62.65 -31.35 28.66 665 -22 507
9 Dec 7569.75 94 -20.85 28.62 390 25 532
6 Dec 7552.40 114.85 -26.15 27.83 429 3 509
5 Dec 7488.40 141 40.55 28.87 2,195 27 512
4 Dec 7664.20 100.45 -27.45 29.71 659 -15 485
3 Dec 7537.55 127.9 -35.95 27.41 841 53 503
2 Dec 7490.75 163.85 -23.15 29.30 1,463 73 456
29 Nov 7421.25 187 -20.30 26.82 570 122 383
28 Nov 7394.85 207.3 12.50 29.51 661 95 257
27 Nov 7496.20 194.8 -83.20 31.95 544 106 163
26 Nov 7329.70 278 -25.90 33.73 114 48 58
25 Nov 7259.85 303.9 -365.10 30.55 15 8 10
22 Nov 6904.65 669 0.00 0.00 0 0 0
21 Nov 6760.80 669 0.00 0.00 0 0 0
20 Nov 6701.60 669 0.00 27.23 2 0 3
19 Nov 6701.60 669 -31.00 27.23 2 1 3
18 Nov 6625.90 700 0.00 0.00 0 2 0
14 Nov 6680.15 700 379.60 29.60 2 0 0
13 Nov 6802.00 320.4 0.00 - 0 0 0
12 Nov 6964.25 320.4 0.00 - 0 0 0
11 Nov 7237.80 320.4 0.00 - 0 0 0
8 Nov 7045.45 320.4 0.00 - 0 0 0
7 Nov 6999.75 320.4 0.00 - 0 0 0
6 Nov 7164.05 320.4 0.00 - 0 0 0
5 Nov 7132.85 320.4 0.00 - 0 0 0
4 Nov 7360.85 320.4 0.00 0.36 0 0 0
31 Oct 7429.45 320.4 0.00 - 0 0 0
30 Oct 7426.90 320.4 0.00 - 0 0 0
28 Oct 7338.95 320.4 320.40 - 0 0 0
22 Oct 8177.55 0 0.00 - 0 0 0
21 Oct 8279.70 0 0.00 - 0 0 0
8 Oct 8154.65 0 0.00 - 0 0 0
7 Oct 7758.30 0 0.00 - 0 0 0
4 Oct 7930.40 0 0.00 - 0 0 0
3 Oct 8110.30 0 0.00 - 0 0 0
1 Oct 8268.10 0 0.00 - 0 0 0
30 Sept 8055.00 0 - 0 0 0


For Abb India Limited - strike price 7400 expiring on 26DEC2024

Delta for 7400 PE is -0.88

Historical price for 7400 PE is as follows

On 20 Dec ABB was trading at 6921.25. The strike last trading price was 468.5, which was 321.95 higher than the previous day. The implied volatity was 40.49, the open interest changed by -244 which decreased total open position to 307


On 19 Dec ABB was trading at 7351.90. The strike last trading price was 146.55, which was 118.65 higher than the previous day. The implied volatity was 30.47, the open interest changed by 179 which increased total open position to 557


On 18 Dec ABB was trading at 7657.15. The strike last trading price was 27.9, which was 10.25 higher than the previous day. The implied volatity was 26.77, the open interest changed by -64 which decreased total open position to 379


On 17 Dec ABB was trading at 7817.45. The strike last trading price was 17.65, which was 0.30 higher than the previous day. The implied volatity was 28.41, the open interest changed by -22 which decreased total open position to 446


On 16 Dec ABB was trading at 7890.35. The strike last trading price was 17.35, which was -20.60 lower than the previous day. The implied volatity was 30.61, the open interest changed by -18 which decreased total open position to 467


On 13 Dec ABB was trading at 7703.25. The strike last trading price was 37.95, which was -16.65 lower than the previous day. The implied volatity was 26.42, the open interest changed by -32 which decreased total open position to 484


On 12 Dec ABB was trading at 7657.05. The strike last trading price was 54.6, which was 9.10 higher than the previous day. The implied volatity was 27.64, the open interest changed by 50 which increased total open position to 519


On 11 Dec ABB was trading at 7728.75. The strike last trading price was 45.5, which was -17.15 lower than the previous day. The implied volatity was 27.17, the open interest changed by -32 which decreased total open position to 475


On 10 Dec ABB was trading at 7693.25. The strike last trading price was 62.65, which was -31.35 lower than the previous day. The implied volatity was 28.66, the open interest changed by -22 which decreased total open position to 507


On 9 Dec ABB was trading at 7569.75. The strike last trading price was 94, which was -20.85 lower than the previous day. The implied volatity was 28.62, the open interest changed by 25 which increased total open position to 532


On 6 Dec ABB was trading at 7552.40. The strike last trading price was 114.85, which was -26.15 lower than the previous day. The implied volatity was 27.83, the open interest changed by 3 which increased total open position to 509


On 5 Dec ABB was trading at 7488.40. The strike last trading price was 141, which was 40.55 higher than the previous day. The implied volatity was 28.87, the open interest changed by 27 which increased total open position to 512


On 4 Dec ABB was trading at 7664.20. The strike last trading price was 100.45, which was -27.45 lower than the previous day. The implied volatity was 29.71, the open interest changed by -15 which decreased total open position to 485


On 3 Dec ABB was trading at 7537.55. The strike last trading price was 127.9, which was -35.95 lower than the previous day. The implied volatity was 27.41, the open interest changed by 53 which increased total open position to 503


On 2 Dec ABB was trading at 7490.75. The strike last trading price was 163.85, which was -23.15 lower than the previous day. The implied volatity was 29.30, the open interest changed by 73 which increased total open position to 456


On 29 Nov ABB was trading at 7421.25. The strike last trading price was 187, which was -20.30 lower than the previous day. The implied volatity was 26.82, the open interest changed by 122 which increased total open position to 383


On 28 Nov ABB was trading at 7394.85. The strike last trading price was 207.3, which was 12.50 higher than the previous day. The implied volatity was 29.51, the open interest changed by 95 which increased total open position to 257


On 27 Nov ABB was trading at 7496.20. The strike last trading price was 194.8, which was -83.20 lower than the previous day. The implied volatity was 31.95, the open interest changed by 106 which increased total open position to 163


On 26 Nov ABB was trading at 7329.70. The strike last trading price was 278, which was -25.90 lower than the previous day. The implied volatity was 33.73, the open interest changed by 48 which increased total open position to 58


On 25 Nov ABB was trading at 7259.85. The strike last trading price was 303.9, which was -365.10 lower than the previous day. The implied volatity was 30.55, the open interest changed by 8 which increased total open position to 10


On 22 Nov ABB was trading at 6904.65. The strike last trading price was 669, 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 669, 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 669, which was 0.00 lower than the previous day. The implied volatity was 27.23, the open interest changed by 0 which decreased total open position to 3


On 19 Nov ABB was trading at 6701.60. The strike last trading price was 669, which was -31.00 lower than the previous day. The implied volatity was 27.23, the open interest changed by 1 which increased total open position to 3


On 18 Nov ABB was trading at 6625.90. The strike last trading price was 700, 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 14 Nov ABB was trading at 6680.15. The strike last trading price was 700, which was 379.60 higher than the previous day. The implied volatity was 29.60, 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 320.4, 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 12 Nov ABB was trading at 6964.25. The strike last trading price was 320.4, 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 11 Nov ABB was trading at 7237.80. The strike last trading price was 320.4, 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 8 Nov ABB was trading at 7045.45. The strike last trading price was 320.4, 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 320.4, 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 320.4, 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 320.4, 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 320.4, which was 0.00 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ABB was trading at 7429.45. The strike last trading price was 320.4, 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 30 Oct ABB was trading at 7426.90. The strike last trading price was 320.4, 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 28 Oct ABB was trading at 7338.95. The strike last trading price was 320.4, which was 320.40 higher 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 0, 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 21 Oct ABB was trading at 8279.70. The strike last trading price was 0, 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 8 Oct ABB was trading at 8154.65. The strike last trading price was 0, 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 7 Oct ABB was trading at 7758.30. The strike last trading price was 0, 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 4 Oct ABB was trading at 7930.40. The strike last trading price was 0, 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 3 Oct ABB was trading at 8110.30. The strike last trading price was 0, 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 1 Oct ABB was trading at 8268.10. The strike last trading price was 0, 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 30 Sept ABB was trading at 8055.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to