ABB
Abb India Limited
Historical option data for ABB
14 Nov 2024 04:11 PM IST
| ABB 28NOV2024 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 1.51
Theta: -2.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6680.15 | 11.1 | -10.45 | 35.18 | 2,730 | 26 | 2,366 | |||
| 13 Nov | 6802.00 | 21.55 | -15.60 | 34.03 | 2,673 | 202 | 2,436 | |||
| 12 Nov | 6964.25 | 37.15 | -42.85 | 32.98 | 4,060 | 377 | 2,351 | |||
| 11 Nov | 7237.80 | 80 | 26.60 | 27.58 | 3,245 | -477 | 1,967 | |||
| 8 Nov | 7045.45 | 53.4 | -7.00 | 30.17 | 2,456 | -141 | 2,440 | |||
| 7 Nov | 6999.75 | 60.4 | -42.60 | 31.55 | 3,027 | 385 | 2,574 | |||
| 6 Nov | 7164.05 | 103 | -8.00 | 30.16 | 3,485 | 415 | 2,191 | |||
| 5 Nov | 7132.85 | 111 | -184.60 | 32.53 | 15,214 | 802 | 1,798 | |||
| 4 Nov | 7360.85 | 295.6 | -34.40 | 46.69 | 2,371 | 380 | 987 | |||
| 1 Nov | 7430.40 | 330 | -10.95 | 43.23 | 199 | 52 | 606 | |||
| 31 Oct | 7429.45 | 340.95 | -20.05 | - | 1,109 | 186 | 553 | |||
| 30 Oct | 7426.90 | 361 | 10.15 | - | 486 | 130 | 364 | |||
| 29 Oct | 7492.50 | 350.85 | 54.30 | - | 466 | 79 | 232 | |||
| 28 Oct | 7338.95 | 296.55 | -116.65 | - | 249 | 117 | 152 | |||
| 25 Oct | 7521.65 | 413.2 | -56.85 | - | 46 | 34 | 35 | |||
| 24 Oct | 7648.10 | 470.05 | -467.00 | - | 1 | 0 | 0 | |||
| 23 Oct | 7703.80 | 937.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 8177.55 | 937.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 8279.70 | 937.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 8783.00 | 937.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 8690.70 | 937.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 8769.35 | 937.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 8154.65 | 937.05 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7500 expiring on 28NOV2024
Delta for 7500 CE is 0.06
Historical price for 7500 CE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 11.1, which was -10.45 lower than the previous day. The implied volatity was 35.18, the open interest changed by 26 which increased total open position to 2366
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 21.55, which was -15.60 lower than the previous day. The implied volatity was 34.03, the open interest changed by 202 which increased total open position to 2436
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 37.15, which was -42.85 lower than the previous day. The implied volatity was 32.98, the open interest changed by 377 which increased total open position to 2351
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 80, which was 26.60 higher than the previous day. The implied volatity was 27.58, the open interest changed by -477 which decreased total open position to 1967
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 53.4, which was -7.00 lower than the previous day. The implied volatity was 30.17, the open interest changed by -141 which decreased total open position to 2440
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 60.4, which was -42.60 lower than the previous day. The implied volatity was 31.55, the open interest changed by 385 which increased total open position to 2574
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 103, which was -8.00 lower than the previous day. The implied volatity was 30.16, the open interest changed by 415 which increased total open position to 2191
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 111, which was -184.60 lower than the previous day. The implied volatity was 32.53, the open interest changed by 802 which increased total open position to 1798
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 295.6, which was -34.40 lower than the previous day. The implied volatity was 46.69, the open interest changed by 380 which increased total open position to 987
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 330, which was -10.95 lower than the previous day. The implied volatity was 43.23, the open interest changed by 52 which increased total open position to 606
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 340.95, which was -20.05 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 361, which was 10.15 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 350.85, which was 54.30 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 296.55, which was -116.65 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 413.2, which was -56.85 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 470.05, which was -467.00 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 937.05, 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 937.05, 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 937.05, 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 Oct ABB was trading at 8783.00. The strike last trading price was 937.05, 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 Oct ABB was trading at 8690.70. The strike last trading price was 937.05, 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 Oct ABB was trading at 8769.35. The strike last trading price was 937.05, 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 937.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABB 28NOV2024 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 1.85
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6680.15 | 800 | 111.30 | 38.28 | 17 | -8 | 437 |
| 13 Nov | 6802.00 | 688.7 | 113.95 | 40.46 | 13 | -4 | 444 |
| 12 Nov | 6964.25 | 574.75 | 251.75 | 36.40 | 26 | 5 | 447 |
| 11 Nov | 7237.80 | 323 | -177.00 | 28.11 | 111 | -48 | 443 |
| 8 Nov | 7045.45 | 500 | -18.00 | 29.78 | 37 | -3 | 492 |
| 7 Nov | 6999.75 | 518 | 113.60 | 30.42 | 56 | -3 | 495 |
| 6 Nov | 7164.05 | 404.4 | -37.50 | 32.92 | 225 | -40 | 501 |
| 5 Nov | 7132.85 | 441.9 | 15.90 | 34.26 | 1,181 | 106 | 601 |
| 4 Nov | 7360.85 | 426 | 28.65 | 47.96 | 439 | 107 | 496 |
| 1 Nov | 7430.40 | 397.35 | 27.35 | 47.26 | 91 | 52 | 390 |
| 31 Oct | 7429.45 | 370 | 5.00 | - | 285 | -1 | 337 |
| 30 Oct | 7426.90 | 365 | 56.00 | - | 212 | 40 | 338 |
| 29 Oct | 7492.50 | 309 | -77.60 | - | 116 | 16 | 285 |
| 28 Oct | 7338.95 | 386.6 | 84.30 | - | 278 | 117 | 269 |
| 25 Oct | 7521.65 | 302.3 | 58.45 | - | 105 | 6 | 152 |
| 24 Oct | 7648.10 | 243.85 | -26.15 | - | 139 | 39 | 145 |
| 23 Oct | 7703.80 | 270 | 170.00 | - | 528 | 53 | 109 |
| 22 Oct | 8177.55 | 100 | 15.00 | - | 59 | 51 | 55 |
| 21 Oct | 8279.70 | 85 | 45.00 | - | 2 | 0 | 3 |
| 18 Oct | 8783.00 | 40 | 0.00 | - | 1 | 0 | 2 |
| 17 Oct | 8690.70 | 40 | 8.00 | - | 1 | 0 | 1 |
| 16 Oct | 8769.35 | 32 | -102.45 | - | 1 | 0 | 1 |
| 8 Oct | 8154.65 | 134.45 | - | 2 | 1 | 1 | |
For Abb India Limited - strike price 7500 expiring on 28NOV2024
Delta for 7500 PE is -0.93
Historical price for 7500 PE is as follows
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 800, which was 111.30 higher than the previous day. The implied volatity was 38.28, the open interest changed by -8 which decreased total open position to 437
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 688.7, which was 113.95 higher than the previous day. The implied volatity was 40.46, the open interest changed by -4 which decreased total open position to 444
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 574.75, which was 251.75 higher than the previous day. The implied volatity was 36.40, the open interest changed by 5 which increased total open position to 447
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 323, which was -177.00 lower than the previous day. The implied volatity was 28.11, the open interest changed by -48 which decreased total open position to 443
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 500, which was -18.00 lower than the previous day. The implied volatity was 29.78, the open interest changed by -3 which decreased total open position to 492
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 518, which was 113.60 higher than the previous day. The implied volatity was 30.42, the open interest changed by -3 which decreased total open position to 495
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 404.4, which was -37.50 lower than the previous day. The implied volatity was 32.92, the open interest changed by -40 which decreased total open position to 501
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 441.9, which was 15.90 higher than the previous day. The implied volatity was 34.26, the open interest changed by 106 which increased total open position to 601
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 426, which was 28.65 higher than the previous day. The implied volatity was 47.96, the open interest changed by 107 which increased total open position to 496
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 397.35, which was 27.35 higher than the previous day. The implied volatity was 47.26, the open interest changed by 52 which increased total open position to 390
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 370, which was 5.00 higher 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 365, which was 56.00 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 309, which was -77.60 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 386.6, which was 84.30 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 302.3, which was 58.45 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 243.85, which was -26.15 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 270, which was 170.00 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 100, which was 15.00 higher 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 85, which was 45.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ABB was trading at 8783.00. The strike last trading price was 40, 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 Oct ABB was trading at 8690.70. The strike last trading price was 40, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ABB was trading at 8769.35. The strike last trading price was 32, which was -102.45 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 134.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
