ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 4.98
Theta: -2.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 41.15 | -13.85 | 25.22 | 977 | 152 | 599 | |||
| 26 Dec | 6945.30 | 55 | -9.00 | 24.83 | 610 | 106 | 447 | |||
| 24 Dec | 6878.20 | 64 | -32.55 | 26.79 | 477 | 84 | 347 | |||
| 23 Dec | 6959.20 | 96.55 | -33.45 | 29.50 | 511 | 126 | 264 | |||
| 20 Dec | 6921.25 | 130 | -124.65 | 32.53 | 251 | 94 | 139 | |||
| 19 Dec | 7351.90 | 254.65 | -112.35 | 28.94 | 57 | 43 | 44 | |||
| 18 Dec | 7657.15 | 367 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7817.45 | 367 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 367 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 7703.25 | 367 | -152.55 | 16.85 | 1 | 0 | 0 | |||
| 12 Dec | 7657.05 | 519.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 7693.25 | 519.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Dec | 7537.55 | 519.55 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 519.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 519.55 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7500 expiring on 30JAN2025
Delta for 7500 CE is 0.15
Historical price for 7500 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 41.15, which was -13.85 lower than the previous day. The implied volatity was 25.22, the open interest changed by 152 which increased total open position to 599
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 55, which was -9.00 lower than the previous day. The implied volatity was 24.83, the open interest changed by 106 which increased total open position to 447
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 64, which was -32.55 lower than the previous day. The implied volatity was 26.79, the open interest changed by 84 which increased total open position to 347
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 96.55, which was -33.45 lower than the previous day. The implied volatity was 29.50, the open interest changed by 126 which increased total open position to 264
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 130, which was -124.65 lower than the previous day. The implied volatity was 32.53, the open interest changed by 94 which increased total open position to 139
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 254.65, which was -112.35 lower than the previous day. The implied volatity was 28.94, the open interest changed by 43 which increased total open position to 44
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 367, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 367, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 367, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 367, which was -152.55 lower than the previous day. The implied volatity was 16.85, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 519.55, 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 10 Dec ABB was trading at 7693.25. The strike last trading price was 519.55, 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 519.55, 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 519.55, 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 519.55, 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 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 3.75
Theta: 0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 600 | 45.00 | 20.53 | 8 | -2 | 137 |
| 26 Dec | 6945.30 | 555 | -90.35 | 25.06 | 16 | 9 | 139 |
| 24 Dec | 6878.20 | 645.35 | 78.95 | 33.80 | 16 | 3 | 130 |
| 23 Dec | 6959.20 | 566.4 | -68.95 | 27.73 | 75 | 5 | 98 |
| 20 Dec | 6921.25 | 635.35 | 302.35 | 36.13 | 23 | 1 | 94 |
| 19 Dec | 7351.90 | 333 | 151.00 | 29.66 | 87 | 40 | 92 |
| 18 Dec | 7657.15 | 182 | 32.10 | 28.16 | 29 | 19 | 51 |
| 17 Dec | 7817.45 | 149.9 | 19.35 | 29.08 | 17 | 7 | 31 |
| 16 Dec | 7890.35 | 130.55 | -34.45 | 29.23 | 28 | 17 | 25 |
| 13 Dec | 7703.25 | 165 | -13.00 | 26.91 | 28 | 2 | 5 |
| 12 Dec | 7657.05 | 178 | -5.30 | 26.71 | 1 | 0 | 2 |
| 10 Dec | 7693.25 | 183.3 | -347.50 | 27.48 | 2 | 1 | 1 |
| 3 Dec | 7537.55 | 530.8 | 0.00 | 1.33 | 0 | 0 | 0 |
| 2 Dec | 7490.75 | 530.8 | 0.00 | 0.81 | 0 | 0 | 0 |
| 29 Nov | 7421.25 | 530.8 | 0.28 | 0 | 0 | 0 | |
For Abb India Limited - strike price 7500 expiring on 30JAN2025
Delta for 7500 PE is -0.90
Historical price for 7500 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 600, which was 45.00 higher than the previous day. The implied volatity was 20.53, the open interest changed by -2 which decreased total open position to 137
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 555, which was -90.35 lower than the previous day. The implied volatity was 25.06, the open interest changed by 9 which increased total open position to 139
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 645.35, which was 78.95 higher than the previous day. The implied volatity was 33.80, the open interest changed by 3 which increased total open position to 130
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 566.4, which was -68.95 lower than the previous day. The implied volatity was 27.73, the open interest changed by 5 which increased total open position to 98
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 635.35, which was 302.35 higher than the previous day. The implied volatity was 36.13, the open interest changed by 1 which increased total open position to 94
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 333, which was 151.00 higher than the previous day. The implied volatity was 29.66, the open interest changed by 40 which increased total open position to 92
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 182, which was 32.10 higher than the previous day. The implied volatity was 28.16, the open interest changed by 19 which increased total open position to 51
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 149.9, which was 19.35 higher than the previous day. The implied volatity was 29.08, the open interest changed by 7 which increased total open position to 31
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 130.55, which was -34.45 lower than the previous day. The implied volatity was 29.23, the open interest changed by 17 which increased total open position to 25
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 165, which was -13.00 lower than the previous day. The implied volatity was 26.91, the open interest changed by 2 which increased total open position to 5
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 178, which was -5.30 lower than the previous day. The implied volatity was 26.71, the open interest changed by 0 which decreased total open position to 2
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 183.3, which was -347.50 lower than the previous day. The implied volatity was 27.48, the open interest changed by 1 which increased total open position to 1
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 530.8, 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 2 Dec ABB was trading at 7490.75. The strike last trading price was 530.8, which was 0.00 lower than the previous day. The implied volatity was 0.81, 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 530.8, which was lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
