ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 7400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.20
Vega: 5.77
Theta: -2.45
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 54 | -18.00 | 24.75 | 937 | 395 | 674 | |||
| 26 Dec | 6945.30 | 72 | -10.50 | 24.46 | 187 | 26 | 278 | |||
| 24 Dec | 6878.20 | 82.5 | -37.50 | 26.59 | 281 | 138 | 253 | |||
| 23 Dec | 6959.20 | 120 | -35.40 | 29.36 | 274 | 69 | 129 | |||
| 20 Dec | 6921.25 | 155.4 | -124.95 | 32.34 | 114 | 42 | 61 | |||
|
|
||||||||||
| 19 Dec | 7351.90 | 280.35 | -432.90 | 26.86 | 22 | 19 | 19 | |||
| 16 Dec | 7890.35 | 713.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7537.55 | 713.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 713.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 713.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 713.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 713.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 713.25 | 713.25 | - | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 0 | 0.00 | 0.29 | 0 | 0 | 0 | |||
| 22 Nov | 6904.65 | 0 | 0.00 | 2.87 | 0 | 0 | 0 | |||
| 21 Nov | 6760.80 | 0 | 0.00 | 4.04 | 0 | 0 | 0 | |||
| 20 Nov | 6701.60 | 0 | 0.00 | 4.24 | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 0 | 0.00 | 4.24 | 0 | 0 | 0 | |||
| 18 Nov | 6625.90 | 0 | 0.00 | 4.89 | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 0 | 0.00 | 4.32 | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 0 | 0.00 | 3.42 | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 0 | 0.00 | 1.83 | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 0 | 0.00 | 1.33 | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 0 | 0.00 | 1.66 | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 0 | 0.00 | 0.56 | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 0 | 0.00 | 0.51 | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 0 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7400 expiring on 30JAN2025
Delta for 7400 CE is 0.20
Historical price for 7400 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 54, which was -18.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by 395 which increased total open position to 674
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 72, which was -10.50 lower than the previous day. The implied volatity was 24.46, the open interest changed by 26 which increased total open position to 278
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 82.5, which was -37.50 lower than the previous day. The implied volatity was 26.59, the open interest changed by 138 which increased total open position to 253
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 120, which was -35.40 lower than the previous day. The implied volatity was 29.36, the open interest changed by 69 which increased total open position to 129
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 155.4, which was -124.95 lower than the previous day. The implied volatity was 32.34, the open interest changed by 42 which increased total open position to 61
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 280.35, which was -432.90 lower than the previous day. The implied volatity was 26.86, the open interest changed by 19 which increased total open position to 19
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 713.25, 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 3 Dec ABB was trading at 7537.55. The strike last trading price was 713.25, 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 2 Dec ABB was trading at 7490.75. The strike last trading price was 713.25, 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 29 Nov ABB was trading at 7421.25. The strike last trading price was 713.25, 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 28 Nov ABB was trading at 7394.85. The strike last trading price was 713.25, 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 27 Nov ABB was trading at 7496.20. The strike last trading price was 713.25, 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 26 Nov ABB was trading at 7329.70. The strike last trading price was 713.25, which was 713.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.04, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.89, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.32, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.83, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.56, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 0, 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 7400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 5.05
Theta: 0.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 516.5 | 21.50 | 21.45 | 92 | 84 | 198 |
| 26 Dec | 6945.30 | 495 | -40.00 | 27.85 | 12 | 5 | 113 |
| 24 Dec | 6878.20 | 535 | 47.00 | 29.01 | 117 | 30 | 71 |
| 23 Dec | 6959.20 | 488 | -92.00 | 27.37 | 43 | 25 | 40 |
| 20 Dec | 6921.25 | 580 | 316.45 | 37.84 | 28 | -4 | 15 |
| 19 Dec | 7351.90 | 263.55 | -287.15 | 27.95 | 33 | 19 | 19 |
| 16 Dec | 7890.35 | 550.7 | 0.00 | 5.21 | 0 | 0 | 0 |
| 3 Dec | 7537.55 | 550.7 | 0.00 | 2.08 | 0 | 0 | 0 |
| 2 Dec | 7490.75 | 550.7 | 0.00 | 1.60 | 0 | 0 | 0 |
| 29 Nov | 7421.25 | 550.7 | 0.00 | 1.13 | 0 | 0 | 0 |
| 28 Nov | 7394.85 | 550.7 | 0.00 | 1.21 | 0 | 0 | 0 |
| 27 Nov | 7496.20 | 550.7 | 0.00 | 1.85 | 0 | 0 | 0 |
| 26 Nov | 7329.70 | 550.7 | 550.70 | 0.55 | 0 | 0 | 0 |
| 25 Nov | 7259.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6904.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6760.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 0 | 0.00 | 0.03 | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 0 | 1.14 | 0 | 0 | 0 | |
For Abb India Limited - strike price 7400 expiring on 30JAN2025
Delta for 7400 PE is -0.84
Historical price for 7400 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 516.5, which was 21.50 higher than the previous day. The implied volatity was 21.45, the open interest changed by 84 which increased total open position to 198
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 495, which was -40.00 lower than the previous day. The implied volatity was 27.85, the open interest changed by 5 which increased total open position to 113
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 535, which was 47.00 higher than the previous day. The implied volatity was 29.01, the open interest changed by 30 which increased total open position to 71
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 488, which was -92.00 lower than the previous day. The implied volatity was 27.37, the open interest changed by 25 which increased total open position to 40
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 580, which was 316.45 higher than the previous day. The implied volatity was 37.84, the open interest changed by -4 which decreased total open position to 15
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 263.55, which was -287.15 lower than the previous day. The implied volatity was 27.95, the open interest changed by 19 which increased total open position to 19
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 550.7, which was 0.00 lower than the previous day. The implied volatity was 5.21, 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 550.7, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 550.7, which was 0.00 lower than the previous day. The implied volatity was 1.60, 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 550.7, which was 0.00 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 550.7, which was 0.00 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 550.7, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 550.7, which was 550.70 higher than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ABB was trading at 7259.85. 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 0 which decreased total open position to 0
On 22 Nov ABB was trading at 6904.65. 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 0 which decreased total open position to 0
On 21 Nov ABB was trading at 6760.80. 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 0 which decreased total open position to 0
On 20 Nov ABB was trading at 6701.60. 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 0 which decreased total open position to 0
On 19 Nov ABB was trading at 6701.60. 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 0 which decreased total open position to 0
On 18 Nov ABB was trading at 6625.90. 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 0 which decreased total open position to 0
On 14 Nov ABB was trading at 6680.15. 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 0 which decreased total open position to 0
On 13 Nov ABB was trading at 6802.00. 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 0 which decreased total open position to 0
On 12 Nov ABB was trading at 6964.25. 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 0 which decreased total open position to 0
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
