ABB
Abb India Limited
Historical option data for ABB
14 Nov 2024 04:11 PM IST
| ABB 28NOV2024 7400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 1.89
Theta: -2.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6680.15 | 15 | -11.95 | 34.05 | 1,922 | 226 | 1,588 | |||
| 13 Nov | 6802.00 | 26.95 | -23.75 | 32.31 | 1,306 | 42 | 1,363 | |||
| 12 Nov | 6964.25 | 50.7 | -55.80 | 32.38 | 1,703 | 245 | 1,302 | |||
| 11 Nov | 7237.80 | 106.5 | 39.50 | 26.67 | 1,357 | -151 | 1,056 | |||
| 8 Nov | 7045.45 | 67 | -11.80 | 28.84 | 954 | 23 | 1,186 | |||
| 7 Nov | 6999.75 | 78.8 | -53.65 | 31.04 | 1,217 | 154 | 1,162 | |||
| 6 Nov | 7164.05 | 132.45 | -5.35 | 29.48 | 1,891 | -52 | 1,005 | |||
| 5 Nov | 7132.85 | 137.8 | -198.40 | 31.93 | 9,354 | 478 | 1,063 | |||
| 4 Nov | 7360.85 | 336.2 | -39.80 | 46.21 | 1,833 | 368 | 580 | |||
| 1 Nov | 7430.40 | 376 | -23.20 | 42.98 | 72 | 38 | 211 | |||
| 31 Oct | 7429.45 | 399.2 | -6.50 | - | 294 | 53 | 175 | |||
| 30 Oct | 7426.90 | 405.7 | -6.30 | - | 237 | 62 | 122 | |||
| 29 Oct | 7492.50 | 412 | 62.00 | - | 176 | 21 | 61 | |||
| 28 Oct | 7338.95 | 350 | -647.95 | - | 52 | 38 | 38 | |||
| 25 Oct | 7521.65 | 997.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7648.10 | 997.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 7703.80 | 997.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 8177.55 | 997.95 | 997.95 | - | 0 | 0 | 0 | |||
| 26 Sept | 8070.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 8178.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 8078.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 7939.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 7695.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 7502.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 7785.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Sept | 7873.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 7765.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 7684.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 7720.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 7568.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 7535.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 7600.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 7516.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 7650.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 7639.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 7767.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 7699.25 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7400 expiring on 28NOV2024
Delta for 7400 CE is 0.08
Historical price for 7400 CE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 15, which was -11.95 lower than the previous day. The implied volatity was 34.05, the open interest changed by 226 which increased total open position to 1588
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 26.95, which was -23.75 lower than the previous day. The implied volatity was 32.31, the open interest changed by 42 which increased total open position to 1363
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 50.7, which was -55.80 lower than the previous day. The implied volatity was 32.38, the open interest changed by 245 which increased total open position to 1302
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 106.5, which was 39.50 higher than the previous day. The implied volatity was 26.67, the open interest changed by -151 which decreased total open position to 1056
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 67, which was -11.80 lower than the previous day. The implied volatity was 28.84, the open interest changed by 23 which increased total open position to 1186
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 78.8, which was -53.65 lower than the previous day. The implied volatity was 31.04, the open interest changed by 154 which increased total open position to 1162
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 132.45, which was -5.35 lower than the previous day. The implied volatity was 29.48, the open interest changed by -52 which decreased total open position to 1005
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 137.8, which was -198.40 lower than the previous day. The implied volatity was 31.93, the open interest changed by 478 which increased total open position to 1063
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 336.2, which was -39.80 lower than the previous day. The implied volatity was 46.21, the open interest changed by 368 which increased total open position to 580
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 376, which was -23.20 lower than the previous day. The implied volatity was 42.98, the open interest changed by 38 which increased total open position to 211
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 399.2, which was -6.50 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 405.7, which was -6.30 lower 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 412, which was 62.00 higher 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 350, which was -647.95 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 997.95, 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 997.95, 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 997.95, 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 997.95, which was 997.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept ABB was trading at 8070.40. 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 25 Sept ABB was trading at 8178.35. 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 24 Sept ABB was trading at 8078.20. 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 23 Sept ABB was trading at 7939.65. 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 20 Sept ABB was trading at 7695.75. 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 19 Sept ABB was trading at 7502.70. 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 18 Sept ABB was trading at 7785.25. 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 17 Sept ABB was trading at 7873.65. 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 16 Sept ABB was trading at 7765.20. 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 13 Sept ABB was trading at 7684.40. 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 12 Sept ABB was trading at 7720.20. 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 11 Sept ABB was trading at 7568.95. 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 10 Sept ABB was trading at 7535.70. 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 9 Sept ABB was trading at 7600.90. 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 6 Sept ABB was trading at 7516.40. 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 5 Sept ABB was trading at 7650.10. 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 4 Sept ABB was trading at 7639.05. 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 Sept ABB was trading at 7767.90. 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 2 Sept ABB was trading at 7699.25. 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 28NOV2024 7400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 2.18
Theta: -0.99
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6680.15 | 704.25 | 124.80 | 36.59 | 28 | 1 | 304 |
| 13 Nov | 6802.00 | 579.45 | 209.45 | 33.29 | 6 | -2 | 304 |
| 12 Nov | 6964.25 | 370 | 102.60 | - | 46 | 1 | 307 |
| 11 Nov | 7237.80 | 267.4 | -192.60 | 30.07 | 82 | -10 | 307 |
| 8 Nov | 7045.45 | 460 | 14.95 | 36.88 | 1 | 0 | 317 |
| 7 Nov | 6999.75 | 445.05 | 116.30 | 31.53 | 61 | 32 | 318 |
| 6 Nov | 7164.05 | 328.75 | -41.25 | 32.11 | 48 | -10 | 283 |
| 5 Nov | 7132.85 | 370 | 14.70 | 33.66 | 2,380 | -283 | 295 |
| 4 Nov | 7360.85 | 355.3 | 1.40 | 45.89 | 891 | 320 | 582 |
| 1 Nov | 7430.40 | 353.9 | 44.85 | 48.28 | 120 | 60 | 258 |
| 31 Oct | 7429.45 | 309.05 | -5.95 | - | 342 | 141 | 197 |
| 30 Oct | 7426.90 | 315 | 48.30 | - | 85 | 30 | 55 |
| 29 Oct | 7492.50 | 266.7 | -68.30 | - | 64 | 20 | 26 |
| 28 Oct | 7338.95 | 335 | 75.00 | - | 12 | 3 | 5 |
| 25 Oct | 7521.65 | 260 | 60.85 | - | 2 | 0 | 2 |
| 24 Oct | 7648.10 | 199.15 | -40.85 | - | 2 | 1 | 2 |
| 23 Oct | 7703.80 | 240 | -148.35 | - | 1 | 0 | 0 |
| 22 Oct | 8177.55 | 388.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 8070.40 | 388.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 8178.35 | 388.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 8078.20 | 388.35 | 388.35 | - | 0 | 0 | 0 |
| 23 Sept | 7939.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 7695.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 7502.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 7785.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 7873.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 7765.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 7684.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 7720.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 7568.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 7535.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 7600.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 7516.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 7650.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 7639.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 7767.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 7699.25 | 0 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7400 expiring on 28NOV2024
Delta for 7400 PE is -0.91
Historical price for 7400 PE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 704.25, which was 124.80 higher than the previous day. The implied volatity was 36.59, the open interest changed by 1 which increased total open position to 304
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 579.45, which was 209.45 higher than the previous day. The implied volatity was 33.29, the open interest changed by -2 which decreased total open position to 304
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 370, which was 102.60 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 307
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 267.4, which was -192.60 lower than the previous day. The implied volatity was 30.07, the open interest changed by -10 which decreased total open position to 307
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 460, which was 14.95 higher than the previous day. The implied volatity was 36.88, the open interest changed by 0 which decreased total open position to 317
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 445.05, which was 116.30 higher than the previous day. The implied volatity was 31.53, the open interest changed by 32 which increased total open position to 318
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 328.75, which was -41.25 lower than the previous day. The implied volatity was 32.11, the open interest changed by -10 which decreased total open position to 283
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 370, which was 14.70 higher than the previous day. The implied volatity was 33.66, the open interest changed by -283 which decreased total open position to 295
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 355.3, which was 1.40 higher than the previous day. The implied volatity was 45.89, the open interest changed by 320 which increased total open position to 582
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 353.9, which was 44.85 higher than the previous day. The implied volatity was 48.28, the open interest changed by 60 which increased total open position to 258
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 309.05, which was -5.95 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 315, which was 48.30 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 266.7, which was -68.30 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 335, which was 75.00 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 260, which was 60.85 higher 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 199.15, which was -40.85 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 240, which was -148.35 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 388.35, 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 26 Sept ABB was trading at 8070.40. The strike last trading price was 388.35, 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 25 Sept ABB was trading at 8178.35. The strike last trading price was 388.35, 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 Sept ABB was trading at 8078.20. The strike last trading price was 388.35, which was 388.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept ABB was trading at 7939.65. 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 20 Sept ABB was trading at 7695.75. 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 19 Sept ABB was trading at 7502.70. 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 18 Sept ABB was trading at 7785.25. 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 17 Sept ABB was trading at 7873.65. 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 16 Sept ABB was trading at 7765.20. 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 13 Sept ABB was trading at 7684.40. 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 12 Sept ABB was trading at 7720.20. 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 11 Sept ABB was trading at 7568.95. 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 10 Sept ABB was trading at 7535.70. 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 9 Sept ABB was trading at 7600.90. 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 6 Sept ABB was trading at 7516.40. 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 5 Sept ABB was trading at 7650.10. 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 4 Sept ABB was trading at 7639.05. 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 Sept ABB was trading at 7767.90. 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 2 Sept ABB was trading at 7699.25. 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
