ABB
Abb India Limited
Historical option data for ABB
24 Apr 2026 01:32 PM IST
| ABB 28-Apr-2026 (4d) 7500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.03
Theta: -9.78
Gamma: 0.00136
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 7346.50 | 42 | -126.75 | 30.57 | 3,238 | 143 | 499 | |||||||||
| 23 Apr | 7575.50 | 163.3 | -42.349999999999994 | 33.97 | 647 | -39 | 357 | |||||||||
| 22 Apr | 7587.00 | 221.4 | 168.2 | 39.86 | 7,697 | -470 | 397 | |||||||||
| 21 Apr | 7255.00 | 53.55 | 3.6999999999999957 | 32.93 | 5,363 | -846 | 853 | |||||||||
| 20 Apr | 7158.00 | 53.6 | 28.950000000000003 | 38.84 | 9,524 | 1,054 | 1,618 | |||||||||
| 17 Apr | 7029.50 | 22.65 | 7.299999999999999 | 31.04 | 1,788 | 123 | 566 | |||||||||
| 16 Apr | 6883.50 | 14.7 | -3.8500000000000014 | 32.21 | 744 | 1 | 441 | |||||||||
| 15 Apr | 6873.00 | 17.35 | -6.099999999999998 | 33.42 | 1,287 | 71 | 439 | |||||||||
| 13 Apr | 6828.50 | 23 | -4.550000000000001 | 34.11 | 880 | 26 | 369 | |||||||||
| 10 Apr | 6859.50 | 26.15 | 13.049999999999999 | 31.65 | 3,076 | 193 | 343 | |||||||||
| 9 Apr | 6614.00 | 12.1 | -27.75 | 33.62 | 338 | 149 | 149 | |||||||||
For Abb India Limited - strike price 7500 expiring on 28APR2026
Delta for 7500 CE is 0.28
Historical price for 7500 CE is as follows
On 24 Apr ABB was trading at 7346.50. The strike last trading price was 42, which was -126.75 lower than the previous day. The implied volatity was 30.57, the open interest changed by 143 which increased total open position to 499
On 23 Apr ABB was trading at 7575.50. The strike last trading price was 163.3, which was -42.349999999999994 lower than the previous day. The implied volatity was 33.97, the open interest changed by -39 which decreased total open position to 357
On 22 Apr ABB was trading at 7587.00. The strike last trading price was 221.4, which was 168.2 higher than the previous day. The implied volatity was 39.86, the open interest changed by -470 which decreased total open position to 397
On 21 Apr ABB was trading at 7255.00. The strike last trading price was 53.55, which was 3.6999999999999957 higher than the previous day. The implied volatity was 32.93, the open interest changed by -846 which decreased total open position to 853
On 20 Apr ABB was trading at 7158.00. The strike last trading price was 53.6, which was 28.950000000000003 higher than the previous day. The implied volatity was 38.84, the open interest changed by 1054 which increased total open position to 1618
On 17 Apr ABB was trading at 7029.50. The strike last trading price was 22.65, which was 7.299999999999999 higher than the previous day. The implied volatity was 31.04, the open interest changed by 123 which increased total open position to 566
On 16 Apr ABB was trading at 6883.50. The strike last trading price was 14.7, which was -3.8500000000000014 lower than the previous day. The implied volatity was 32.21, the open interest changed by 1 which increased total open position to 441
On 15 Apr ABB was trading at 6873.00. The strike last trading price was 17.35, which was -6.099999999999998 lower than the previous day. The implied volatity was 33.42, the open interest changed by 71 which increased total open position to 439
On 13 Apr ABB was trading at 6828.50. The strike last trading price was 23, which was -4.550000000000001 lower than the previous day. The implied volatity was 34.11, the open interest changed by 26 which increased total open position to 369
On 10 Apr ABB was trading at 6859.50. The strike last trading price was 26.15, which was 13.049999999999999 higher than the previous day. The implied volatity was 31.65, the open interest changed by 193 which increased total open position to 343
On 9 Apr ABB was trading at 6614.00. The strike last trading price was 12.1, which was -27.75 lower than the previous day. The implied volatity was 33.62, the open interest changed by 149 which increased total open position to 149
| ABB 28-Apr-2026 (4d) 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.03
Theta: -6.96
Gamma: 0.00146
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 7346.50 | 183.4 | 108.25 | 26.75 | 2,970 | -160 | 387 |
| 23 Apr | 7575.50 | 76 | -20.650000000000006 | 31.55 | 2,957 | 41 | 547 |
| 22 Apr | 7587.00 | 83.2 | -233.75 | 34.54 | 9,632 | 487 | 503 |
| 21 Apr | 7255.00 | 316.6 | -89.84999999999997 | 43.97 | 5 | -1 | 16 |
| 20 Apr | 7158.00 | 410 | -68 | 43.64 | 31 | 11 | 18 |
| 17 Apr | 7029.50 | 478 | -232 | 36.72 | 15 | 4 | 7 |
| 16 Apr | 6883.50 | 710 | 65 | 46.99 | 2 | 0 | 2 |
| 15 Apr | 6873.00 | 645 | -819.95 | 30.38 | 6 | 3 | 3 |
| 13 Apr | 6828.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 6859.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 6614.00 | 1464.95 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 7500 expiring on 28APR2026
Delta for 7500 PE is -0.75
Historical price for 7500 PE is as follows
On 24 Apr ABB was trading at 7346.50. The strike last trading price was 183.4, which was 108.25 higher than the previous day. The implied volatity was 26.75, the open interest changed by -160 which decreased total open position to 387
On 23 Apr ABB was trading at 7575.50. The strike last trading price was 76, which was -20.650000000000006 lower than the previous day. The implied volatity was 31.55, the open interest changed by 41 which increased total open position to 547
On 22 Apr ABB was trading at 7587.00. The strike last trading price was 83.2, which was -233.75 lower than the previous day. The implied volatity was 34.54, the open interest changed by 487 which increased total open position to 503
On 21 Apr ABB was trading at 7255.00. The strike last trading price was 316.6, which was -89.84999999999997 lower than the previous day. The implied volatity was 43.97, the open interest changed by -1 which decreased total open position to 16
On 20 Apr ABB was trading at 7158.00. The strike last trading price was 410, which was -68 lower than the previous day. The implied volatity was 43.64, the open interest changed by 11 which increased total open position to 18
On 17 Apr ABB was trading at 7029.50. The strike last trading price was 478, which was -232 lower than the previous day. The implied volatity was 36.72, the open interest changed by 4 which increased total open position to 7
On 16 Apr ABB was trading at 6883.50. The strike last trading price was 710, which was 65 higher than the previous day. The implied volatity was 46.99, 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 645, which was -819.95 lower than the previous day. The implied volatity was 30.38, the open interest changed by 3 which increased total open position to 3
On 13 Apr ABB was trading at 6828.50. 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 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 1464.95, 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
