ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 1.14
Theta: -3.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 9.75 | -50.20 | 38.69 | 10,929 | 129 | 1,173 | |||
| 19 Dec | 7351.90 | 59.95 | -165.90 | 28.76 | 3,259 | 601 | 1,046 | |||
| 18 Dec | 7657.15 | 225.85 | -147.55 | 25.49 | 68 | -14 | 449 | |||
| 17 Dec | 7817.45 | 373.4 | -39.55 | 35.19 | 78 | -12 | 465 | |||
| 16 Dec | 7890.35 | 412.95 | 132.15 | 21.08 | 293 | -68 | 477 | |||
| 13 Dec | 7703.25 | 280.8 | 18.70 | 22.48 | 324 | -9 | 546 | |||
| 12 Dec | 7657.05 | 262.1 | -46.50 | 23.60 | 171 | -21 | 555 | |||
| 11 Dec | 7728.75 | 308.6 | -3.40 | 24.04 | 413 | -53 | 575 | |||
| 10 Dec | 7693.25 | 312 | 67.20 | 28.06 | 852 | -109 | 628 | |||
| 9 Dec | 7569.75 | 244.8 | 19.85 | 27.26 | 822 | -42 | 734 | |||
| 6 Dec | 7552.40 | 224.95 | 2.95 | 25.51 | 1,281 | -63 | 775 | |||
| 5 Dec | 7488.40 | 222 | -98.00 | 27.76 | 1,969 | 179 | 841 | |||
| 4 Dec | 7664.20 | 320 | 73.00 | 27.66 | 791 | -54 | 661 | |||
| 3 Dec | 7537.55 | 247 | 26.70 | 27.47 | 2,147 | 1 | 783 | |||
| 2 Dec | 7490.75 | 220.3 | 24.10 | 26.90 | 1,788 | 53 | 776 | |||
| 29 Nov | 7421.25 | 196.2 | -19.80 | 26.87 | 1,600 | 4 | 724 | |||
| 28 Nov | 7394.85 | 216 | -42.75 | 28.10 | 1,869 | 242 | 713 | |||
| 27 Nov | 7496.20 | 258.75 | 55.45 | 27.14 | 5,234 | 73 | 476 | |||
| 26 Nov | 7329.70 | 203.3 | 17.40 | 28.99 | 1,810 | 163 | 404 | |||
| 25 Nov | 7259.85 | 185.9 | 107.80 | 31.41 | 726 | 192 | 240 | |||
| 22 Nov | 6904.65 | 78.1 | 22.10 | 29.74 | 77 | 10 | 58 | |||
| 21 Nov | 6760.80 | 56 | 6.70 | 30.79 | 23 | 1 | 49 | |||
| 20 Nov | 6701.60 | 49.3 | 0.00 | 30.00 | 18 | 12 | 43 | |||
| 19 Nov | 6701.60 | 49.3 | 1.30 | 30.00 | 18 | 7 | 43 | |||
| 18 Nov | 6625.90 | 48 | -28.00 | 31.68 | 20 | 2 | 33 | |||
| 14 Nov | 6680.15 | 76 | -18.55 | 32.99 | 16 | -3 | 30 | |||
| 13 Nov | 6802.00 | 94.55 | -41.50 | 31.11 | 33 | 2 | 33 | |||
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| 12 Nov | 6964.25 | 136.05 | -83.95 | 31.88 | 36 | 5 | 32 | |||
| 11 Nov | 7237.80 | 220 | 46.95 | 29.77 | 5 | 0 | 28 | |||
| 8 Nov | 7045.45 | 173.05 | 3.55 | 31.95 | 12 | 2 | 27 | |||
| 7 Nov | 6999.75 | 169.5 | -55.50 | 31.77 | 2 | 1 | 25 | |||
| 6 Nov | 7164.05 | 225 | -33.30 | 30.37 | 22 | 12 | 19 | |||
| 5 Nov | 7132.85 | 258.3 | -246.65 | 34.66 | 12 | 7 | 7 | |||
| 4 Nov | 7360.85 | 504.95 | 0.63 | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7500 expiring on 26DEC2024
Delta for 7500 CE is 0.07
Historical price for 7500 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 9.75, which was -50.20 lower than the previous day. The implied volatity was 38.69, the open interest changed by 129 which increased total open position to 1173
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 59.95, which was -165.90 lower than the previous day. The implied volatity was 28.76, the open interest changed by 601 which increased total open position to 1046
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 225.85, which was -147.55 lower than the previous day. The implied volatity was 25.49, the open interest changed by -14 which decreased total open position to 449
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 373.4, which was -39.55 lower than the previous day. The implied volatity was 35.19, the open interest changed by -12 which decreased total open position to 465
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 412.95, which was 132.15 higher than the previous day. The implied volatity was 21.08, the open interest changed by -68 which decreased total open position to 477
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 280.8, which was 18.70 higher than the previous day. The implied volatity was 22.48, the open interest changed by -9 which decreased total open position to 546
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 262.1, which was -46.50 lower than the previous day. The implied volatity was 23.60, the open interest changed by -21 which decreased total open position to 555
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 308.6, which was -3.40 lower than the previous day. The implied volatity was 24.04, the open interest changed by -53 which decreased total open position to 575
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 312, which was 67.20 higher than the previous day. The implied volatity was 28.06, the open interest changed by -109 which decreased total open position to 628
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 244.8, which was 19.85 higher than the previous day. The implied volatity was 27.26, the open interest changed by -42 which decreased total open position to 734
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 224.95, which was 2.95 higher than the previous day. The implied volatity was 25.51, the open interest changed by -63 which decreased total open position to 775
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 222, which was -98.00 lower than the previous day. The implied volatity was 27.76, the open interest changed by 179 which increased total open position to 841
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 320, which was 73.00 higher than the previous day. The implied volatity was 27.66, the open interest changed by -54 which decreased total open position to 661
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 247, which was 26.70 higher than the previous day. The implied volatity was 27.47, the open interest changed by 1 which increased total open position to 783
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 220.3, which was 24.10 higher than the previous day. The implied volatity was 26.90, the open interest changed by 53 which increased total open position to 776
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 196.2, which was -19.80 lower than the previous day. The implied volatity was 26.87, the open interest changed by 4 which increased total open position to 724
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 216, which was -42.75 lower than the previous day. The implied volatity was 28.10, the open interest changed by 242 which increased total open position to 713
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 258.75, which was 55.45 higher than the previous day. The implied volatity was 27.14, the open interest changed by 73 which increased total open position to 476
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 203.3, which was 17.40 higher than the previous day. The implied volatity was 28.99, the open interest changed by 163 which increased total open position to 404
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 185.9, which was 107.80 higher than the previous day. The implied volatity was 31.41, the open interest changed by 192 which increased total open position to 240
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 78.1, which was 22.10 higher than the previous day. The implied volatity was 29.74, the open interest changed by 10 which increased total open position to 58
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 56, which was 6.70 higher than the previous day. The implied volatity was 30.79, the open interest changed by 1 which increased total open position to 49
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 49.3, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 12 which increased total open position to 43
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 49.3, which was 1.30 higher than the previous day. The implied volatity was 30.00, the open interest changed by 7 which increased total open position to 43
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 48, which was -28.00 lower than the previous day. The implied volatity was 31.68, the open interest changed by 2 which increased total open position to 33
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 76, which was -18.55 lower than the previous day. The implied volatity was 32.99, the open interest changed by -3 which decreased total open position to 30
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 94.55, which was -41.50 lower than the previous day. The implied volatity was 31.11, the open interest changed by 2 which increased total open position to 33
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 136.05, which was -83.95 lower than the previous day. The implied volatity was 31.88, the open interest changed by 5 which increased total open position to 32
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 220, which was 46.95 higher than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 28
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 173.05, which was 3.55 higher than the previous day. The implied volatity was 31.95, the open interest changed by 2 which increased total open position to 27
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 169.5, which was -55.50 lower than the previous day. The implied volatity was 31.77, the open interest changed by 1 which increased total open position to 25
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 225, which was -33.30 lower than the previous day. The implied volatity was 30.37, the open interest changed by 12 which increased total open position to 19
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 258.3, which was -246.65 lower than the previous day. The implied volatity was 34.66, the open interest changed by 7 which increased total open position to 7
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 504.95, which was lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
| ABB 26DEC2024 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 2.00
Theta: -7.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 581.25 | 367.00 | 53.57 | 632 | -188 | 537 |
| 19 Dec | 7351.90 | 214.25 | 167.65 | 31.92 | 2,681 | 73 | 726 |
| 18 Dec | 7657.15 | 46.6 | 18.95 | 25.67 | 1,158 | 18 | 654 |
| 17 Dec | 7817.45 | 27.65 | 1.80 | 26.93 | 1,376 | 95 | 639 |
| 16 Dec | 7890.35 | 25.85 | -31.10 | 29.19 | 1,886 | 50 | 547 |
| 13 Dec | 7703.25 | 56.95 | -20.25 | 25.55 | 917 | 6 | 482 |
| 12 Dec | 7657.05 | 77.2 | 11.70 | 26.64 | 560 | -25 | 482 |
| 11 Dec | 7728.75 | 65.5 | -19.80 | 26.37 | 485 | 12 | 508 |
| 10 Dec | 7693.25 | 85.3 | -43.50 | 27.67 | 816 | -32 | 497 |
| 9 Dec | 7569.75 | 128.8 | -26.35 | 28.35 | 775 | 94 | 532 |
| 6 Dec | 7552.40 | 155.15 | -26.85 | 27.86 | 488 | 38 | 453 |
| 5 Dec | 7488.40 | 182 | 49.00 | 28.47 | 2,108 | 65 | 414 |
| 4 Dec | 7664.20 | 133 | -35.20 | 29.55 | 850 | -25 | 349 |
| 3 Dec | 7537.55 | 168.2 | -40.30 | 27.27 | 799 | 94 | 377 |
| 2 Dec | 7490.75 | 208.5 | -30.85 | 29.17 | 557 | 13 | 291 |
| 29 Nov | 7421.25 | 239.35 | -16.05 | 27.05 | 393 | 73 | 285 |
| 28 Nov | 7394.85 | 255.4 | 13.40 | 29.28 | 369 | 1 | 211 |
| 27 Nov | 7496.20 | 242 | -90.00 | 32.22 | 613 | 111 | 212 |
| 26 Nov | 7329.70 | 332 | -30.65 | 33.77 | 127 | 67 | 101 |
| 25 Nov | 7259.85 | 362.65 | -230.75 | 30.47 | 44 | 32 | 34 |
| 22 Nov | 6904.65 | 593.4 | -155.60 | 28.91 | 5 | 4 | 6 |
| 21 Nov | 6760.80 | 749 | -31.00 | 33.70 | 1 | 0 | 1 |
| 20 Nov | 6701.60 | 780 | 0.00 | 31.44 | 1 | 1 | 0 |
| 19 Nov | 6701.60 | 780 | 287.80 | 31.44 | 1 | 0 | 0 |
| 18 Nov | 6625.90 | 492.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 492.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 492.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 492.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 492.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 492.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 492.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 492.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 492.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 492.2 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7500 expiring on 26DEC2024
Delta for 7500 PE is -0.86
Historical price for 7500 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 581.25, which was 367.00 higher than the previous day. The implied volatity was 53.57, the open interest changed by -188 which decreased total open position to 537
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 214.25, which was 167.65 higher than the previous day. The implied volatity was 31.92, the open interest changed by 73 which increased total open position to 726
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 46.6, which was 18.95 higher than the previous day. The implied volatity was 25.67, the open interest changed by 18 which increased total open position to 654
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 27.65, which was 1.80 higher than the previous day. The implied volatity was 26.93, the open interest changed by 95 which increased total open position to 639
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 25.85, which was -31.10 lower than the previous day. The implied volatity was 29.19, the open interest changed by 50 which increased total open position to 547
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 56.95, which was -20.25 lower than the previous day. The implied volatity was 25.55, the open interest changed by 6 which increased total open position to 482
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 77.2, which was 11.70 higher than the previous day. The implied volatity was 26.64, the open interest changed by -25 which decreased total open position to 482
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 65.5, which was -19.80 lower than the previous day. The implied volatity was 26.37, the open interest changed by 12 which increased total open position to 508
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 85.3, which was -43.50 lower than the previous day. The implied volatity was 27.67, the open interest changed by -32 which decreased total open position to 497
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 128.8, which was -26.35 lower than the previous day. The implied volatity was 28.35, the open interest changed by 94 which increased total open position to 532
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 155.15, which was -26.85 lower than the previous day. The implied volatity was 27.86, the open interest changed by 38 which increased total open position to 453
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 182, which was 49.00 higher than the previous day. The implied volatity was 28.47, the open interest changed by 65 which increased total open position to 414
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 133, which was -35.20 lower than the previous day. The implied volatity was 29.55, the open interest changed by -25 which decreased total open position to 349
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 168.2, which was -40.30 lower than the previous day. The implied volatity was 27.27, the open interest changed by 94 which increased total open position to 377
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 208.5, which was -30.85 lower than the previous day. The implied volatity was 29.17, the open interest changed by 13 which increased total open position to 291
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 239.35, which was -16.05 lower than the previous day. The implied volatity was 27.05, the open interest changed by 73 which increased total open position to 285
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 255.4, which was 13.40 higher than the previous day. The implied volatity was 29.28, the open interest changed by 1 which increased total open position to 211
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 242, which was -90.00 lower than the previous day. The implied volatity was 32.22, the open interest changed by 111 which increased total open position to 212
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 332, which was -30.65 lower than the previous day. The implied volatity was 33.77, the open interest changed by 67 which increased total open position to 101
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 362.65, which was -230.75 lower than the previous day. The implied volatity was 30.47, the open interest changed by 32 which increased total open position to 34
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 593.4, which was -155.60 lower than the previous day. The implied volatity was 28.91, the open interest changed by 4 which increased total open position to 6
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 749, which was -31.00 lower than the previous day. The implied volatity was 33.70, the open interest changed by 0 which decreased total open position to 1
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 780, which was 0.00 lower than the previous day. The implied volatity was 31.44, the open interest changed by 1 which increased total open position to 0
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 780, which was 287.80 higher than the previous day. The implied volatity was 31.44, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, 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 492.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
