Historical option data for ABB
11 Jun 2026 04:11 PM IST
| ABB 30-Jun-2026 (18d) 7500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.02
Theta: -2.01
Gamma: 0.0003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 6719.00 | 17 | -6 (-26.09%) | 31.44 | 560 | 56 | 696 | |||||||||
| 10 Jun | 6801.00 | 23.7 | -18.3 (-43.57%) | 30.92 | 631 | 64 | 637 | |||||||||
| 9 Jun | 6931.00 | 41.9 | -8.1 (-16.20%) | 30.47 | 590 | -38 | 573 | |||||||||
| 8 Jun | 6958.00 | 51.2 | -41.8 (-44.95%) | 32.32 | 780 | 14 | 619 | |||||||||
| 5 Jun | 7167.50 | 91.8 | -13.2 (-12.57%) | 27.6 | 517 | 27 | 604 | |||||||||
| 4 Jun | 7156.00 | 105.35 | -20.65 (-16.39%) | 29.05 | 1,967 | -56 | 577 | |||||||||
| 3 Jun | 7196.00 | 124.75 | 10.75 (9.43%) | 29.62 | 2,034 | -30 | 634 | |||||||||
| 2 Jun | 7146.00 | 115.75 | 33.75 (41.16%) | 29.57 | 2,185 | 6 | 666 | |||||||||
| 1 Jun | 7027.50 | 84.7 | -39.3 (-31.69%) | 29.41 | 1,128 | 54 | 664 | |||||||||
| 29 May | 7253.00 | 136 | -3 (-2.16%) | 25.99 | 3,989 | -180 | 609 | |||||||||
| 27 May | 7219.00 | 141 | 99 (235.71%) | 27.26 | 5,618 | 398 | 791 | |||||||||
| 26 May | 6804.00 | 41.5 | -1.5 (-3.49%) | 26.48 | 421 | 45 | 393 | |||||||||
| 25 May | 6755.00 | 43.9 | -0.1 (-0.23%) | 28.57 | 398 | 92 | 348 | |||||||||
| 22 May | 6689.50 | 46.45 | 5.45 (13.29%) | 29.41 | 293 | -80 | 256 | |||||||||
| 21 May | 6598.00 | 37.95 | -10.05 (-20.94%) | 30.75 | 240 | 37 | 336 | |||||||||
| 20 May | 6605.00 | 45.65 | 11.65 (34.26%) | 31.07 | 489 | 60 | 299 | |||||||||
| 19 May | 6329.00 | 33.15 | -2.85 (-7.92%) | 35.6 | 98 | 32 | 239 | |||||||||
| 18 May | 6413.50 | 37 | -6 (-13.95%) | 32.83 | 178 | 99 | 207 | |||||||||
| 15 May | 6381.00 | 43 | -4.15 (-8.80%) | 33.45 | 29 | 15 | 102 | |||||||||
| 14 May | 6429.00 | 46.55 | 7.7 (19.82%) | 34.04 | 37 | 7 | 88 | |||||||||
| 13 May | 6305.00 | 38.85 | -3.7 (-8.70%) | 0 | 8 | -1 | 81 | |||||||||
| 12 May | 6328.50 | 42.5 | -12.7 (-23.01%) | 0 | 51 | -11 | 81 | |||||||||
| 11 May | 6387.50 | 53.95 | -149.05 (-73.42%) | 0 | 141 | 30 | 93 | |||||||||
| 8 May | 7012.50 | 200.15 | -53.5 (-21.09%) | 34.23 | 45 | 39 | 60 | |||||||||
| 7 May | 7188.00 | 258 | -2 (-0.77%) | 33.14 | 22 | 18 | 20 | |||||||||
| 6 May | 7182.50 | 260 | -40 (-13.33%) | 31.31 | 1 | 0 | 1 | |||||||||
| 5 May | 7328.00 | 300 | 226.45 (307.89%) | 30 | 1 | 0 | 0 | |||||||||
| 4 May | 7236.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 7230.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 7500 expiring on 30JUN2026
Delta for 7500 CE is 0.08
Historical price for 7500 CE is as follows
On 11 Jun ABB was trading at 6719.00. The strike last trading price was 17, which was -6 lower than the previous day. The implied volatity was 31.44, the open interest changed by 56 which increased total open position to 696
On 10 Jun ABB was trading at 6801.00. The strike last trading price was 23.7, which was -18.3 lower than the previous day. The implied volatity was 30.92, the open interest changed by 64 which increased total open position to 637
On 9 Jun ABB was trading at 6931.00. The strike last trading price was 41.9, which was -8.1 lower than the previous day. The implied volatity was 30.47, the open interest changed by -38 which decreased total open position to 573
On 8 Jun ABB was trading at 6958.00. The strike last trading price was 51.2, which was -41.8 lower than the previous day. The implied volatity was 32.32, the open interest changed by 14 which increased total open position to 619
On 5 Jun ABB was trading at 7167.50. The strike last trading price was 91.8, which was -13.2 lower than the previous day. The implied volatity was 27.6, the open interest changed by 27 which increased total open position to 604
On 4 Jun ABB was trading at 7156.00. The strike last trading price was 105.35, which was -20.65 lower than the previous day. The implied volatity was 29.05, the open interest changed by -56 which decreased total open position to 577
On 3 Jun ABB was trading at 7196.00. The strike last trading price was 124.75, which was 10.75 higher than the previous day. The implied volatity was 29.62, the open interest changed by -30 which decreased total open position to 634
On 2 Jun ABB was trading at 7146.00. The strike last trading price was 115.75, which was 33.75 higher than the previous day. The implied volatity was 29.57, the open interest changed by 6 which increased total open position to 666
On 1 Jun ABB was trading at 7027.50. The strike last trading price was 84.7, which was -39.3 lower than the previous day. The implied volatity was 29.41, the open interest changed by 54 which increased total open position to 664
On 29 May ABB was trading at 7253.00. The strike last trading price was 136, which was -3 lower than the previous day. The implied volatity was 25.99, the open interest changed by -180 which decreased total open position to 609
On 27 May ABB was trading at 7219.00. The strike last trading price was 141, which was 99 higher than the previous day. The implied volatity was 27.26, the open interest changed by 398 which increased total open position to 791
On 26 May ABB was trading at 6804.00. The strike last trading price was 41.5, which was -1.5 lower than the previous day. The implied volatity was 26.48, the open interest changed by 45 which increased total open position to 393
On 25 May ABB was trading at 6755.00. The strike last trading price was 43.9, which was -0.1 lower than the previous day. The implied volatity was 28.57, the open interest changed by 92 which increased total open position to 348
On 22 May ABB was trading at 6689.50. The strike last trading price was 46.45, which was 5.45 higher than the previous day. The implied volatity was 29.41, the open interest changed by -80 which decreased total open position to 256
On 21 May ABB was trading at 6598.00. The strike last trading price was 37.95, which was -10.05 lower than the previous day. The implied volatity was 30.75, the open interest changed by 37 which increased total open position to 336
On 20 May ABB was trading at 6605.00. The strike last trading price was 45.65, which was 11.65 higher than the previous day. The implied volatity was 31.07, the open interest changed by 60 which increased total open position to 299
On 19 May ABB was trading at 6329.00. The strike last trading price was 33.15, which was -2.85 lower than the previous day. The implied volatity was 35.6, the open interest changed by 32 which increased total open position to 239
On 18 May ABB was trading at 6413.50. The strike last trading price was 37, which was -6 lower than the previous day. The implied volatity was 32.83, the open interest changed by 99 which increased total open position to 207
On 15 May ABB was trading at 6381.00. The strike last trading price was 43, which was -4.15 lower than the previous day. The implied volatity was 33.45, the open interest changed by 15 which increased total open position to 102
On 14 May ABB was trading at 6429.00. The strike last trading price was 46.55, which was 7.7 higher than the previous day. The implied volatity was 34.04, the open interest changed by 7 which increased total open position to 88
On 13 May ABB was trading at 6305.00. The strike last trading price was 38.85, which was -3.7 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 81
On 12 May ABB was trading at 6328.50. The strike last trading price was 42.5, which was -12.7 lower than the previous day. The implied volatity was 0, the open interest changed by -11 which decreased total open position to 81
On 11 May ABB was trading at 6387.50. The strike last trading price was 53.95, which was -149.05 lower than the previous day. The implied volatity was 0, the open interest changed by 30 which increased total open position to 93
On 8 May ABB was trading at 7012.50. The strike last trading price was 200.15, which was -53.5 lower than the previous day. The implied volatity was 34.23, the open interest changed by 39 which increased total open position to 60
On 7 May ABB was trading at 7188.00. The strike last trading price was 258, which was -2 lower than the previous day. The implied volatity was 33.14, the open interest changed by 18 which increased total open position to 20
On 6 May ABB was trading at 7182.50. The strike last trading price was 260, which was -40 lower than the previous day. The implied volatity was 31.31, the open interest changed by 0 which decreased total open position to 1
On 5 May ABB was trading at 7328.00. The strike last trading price was 300, which was 226.45 higher than the previous day. The implied volatity was 30, the open interest changed by 0 which decreased total open position to 0
On 4 May ABB was trading at 7236.50. 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 30 Apr ABB was trading at 7230.00. 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
| ABB 30-Jun-2026 (18d) 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 0.01
Theta: 0.16
Gamma: 0.0002
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 6719.00 | 799.8 | 55.25 (7.42%) | 26.97 | 2 | -1 | 73 |
| 10 Jun | 6801.00 | 741.9 | 181.9 (32.48%) | 42.45 | 14 | 1 | 74 |
| 9 Jun | 6931.00 | 560 | -49.5 (-8.12%) | 35.34 | 1 | 0 | 73 |
| 8 Jun | 6958.00 | 614.25 | 219.25 (55.51%) | 34.13 | 19 | -4 | 74 |
| 5 Jun | 7167.50 | 395 | 395 (-0.19%) | 32.71 | 16 | 0 | 78 |
| 4 Jun | 7156.00 | 395 | -0.75 (-0.19%) | 32.71 | 16 | 0 | 79 |
| 3 Jun | 7196.00 | 400 | -26.05 (-6.11%) | 29.77 | 25 | -2 | 79 |
| 2 Jun | 7146.00 | 426 | -92.65 (-17.86%) | 28.83 | 26 | -11 | 81 |
| 1 Jun | 7027.50 | 518.65 | 80.15 (18.28%) | 33.63 | 5 | 2 | 93 |
| 29 May | 7253.00 | 443.35 | 13.2 (3.07%) | 36.48 | 106 | 11 | 92 |
| 27 May | 7219.00 | 429.45 | -310.2 (-41.94%) | 32.86 | 34 | 11 | 81 |
| 26 May | 6804.00 | 750 | -70 (-8.54%) | 36.56 | 35 | 33 | 69 |
| 25 May | 6755.00 | 820 | -105 (-11.35%) | 41.36 | 15 | 0 | 23 |
| 22 May | 6689.50 | 925 | -45 (-4.64%) | 43.88 | 2 | 0 | 23 |
| 21 May | 6598.00 | 970 | -40 (-3.96%) | 43.58 | 1 | 0 | 22 |
| 20 May | 6605.00 | 1010 | -169 (-14.33%) | 41.79 | 12 | 1 | 11 |
| 19 May | 6329.00 | 1179 | 501.1 (73.92%) | 42.98 | 6 | 0 | 4 |
| 18 May | 6413.50 | 677.9 | 677.9 (0.34%) | - | 4 | 0 | 4 |
| 15 May | 6381.00 | 680.2 | 2.3 (0.34%) | - | 0 | 0 | 4 |
| 14 May | 6429.00 | 680.2 | 2.3 (0.34%) | 0 | 0 | 0 | 4 |
| 13 May | 6305.00 | 680.2 | 2.3 (0.34%) | 0 | 0 | 0 | 4 |
| 12 May | 6328.50 | 680.2 | 2.3 (0.34%) | 0 | 0 | 0 | 4 |
| 11 May | 6387.50 | 680.2 | 2.3 (0.34%) | 0 | 0 | 0 | 4 |
| 8 May | 7012.50 | 680.2 | -817.5 (-54.58%) | 39.22 | 4 | 3 | 3 |
| 7 May | 7188.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 7182.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 7328.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 7236.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 7230.00 | 0 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 7500 expiring on 30JUN2026
Delta for 7500 PE is -0.96
Historical price for 7500 PE is as follows
On 11 Jun ABB was trading at 6719.00. The strike last trading price was 799.8, which was 55.25 higher than the previous day. The implied volatity was 26.97, the open interest changed by -1 which decreased total open position to 73
On 10 Jun ABB was trading at 6801.00. The strike last trading price was 741.9, which was 181.9 higher than the previous day. The implied volatity was 42.45, the open interest changed by 1 which increased total open position to 74
On 9 Jun ABB was trading at 6931.00. The strike last trading price was 560, which was -49.5 lower than the previous day. The implied volatity was 35.34, the open interest changed by 0 which decreased total open position to 73
On 8 Jun ABB was trading at 6958.00. The strike last trading price was 614.25, which was 219.25 higher than the previous day. The implied volatity was 34.13, the open interest changed by -4 which decreased total open position to 74
On 5 Jun ABB was trading at 7167.50. The strike last trading price was 395, which was 395 higher than the previous day. The implied volatity was 32.71, the open interest changed by 0 which decreased total open position to 78
On 4 Jun ABB was trading at 7156.00. The strike last trading price was 395, which was -0.75 lower than the previous day. The implied volatity was 32.71, the open interest changed by 0 which decreased total open position to 79
On 3 Jun ABB was trading at 7196.00. The strike last trading price was 400, which was -26.05 lower than the previous day. The implied volatity was 29.77, the open interest changed by -2 which decreased total open position to 79
On 2 Jun ABB was trading at 7146.00. The strike last trading price was 426, which was -92.65 lower than the previous day. The implied volatity was 28.83, the open interest changed by -11 which decreased total open position to 81
On 1 Jun ABB was trading at 7027.50. The strike last trading price was 518.65, which was 80.15 higher than the previous day. The implied volatity was 33.63, the open interest changed by 2 which increased total open position to 93
On 29 May ABB was trading at 7253.00. The strike last trading price was 443.35, which was 13.2 higher than the previous day. The implied volatity was 36.48, the open interest changed by 11 which increased total open position to 92
On 27 May ABB was trading at 7219.00. The strike last trading price was 429.45, which was -310.2 lower than the previous day. The implied volatity was 32.86, the open interest changed by 11 which increased total open position to 81
On 26 May ABB was trading at 6804.00. The strike last trading price was 750, which was -70 lower than the previous day. The implied volatity was 36.56, the open interest changed by 33 which increased total open position to 69
On 25 May ABB was trading at 6755.00. The strike last trading price was 820, which was -105 lower than the previous day. The implied volatity was 41.36, the open interest changed by 0 which decreased total open position to 23
On 22 May ABB was trading at 6689.50. The strike last trading price was 925, which was -45 lower than the previous day. The implied volatity was 43.88, the open interest changed by 0 which decreased total open position to 23
On 21 May ABB was trading at 6598.00. The strike last trading price was 970, which was -40 lower than the previous day. The implied volatity was 43.58, the open interest changed by 0 which decreased total open position to 22
On 20 May ABB was trading at 6605.00. The strike last trading price was 1010, which was -169 lower than the previous day. The implied volatity was 41.79, the open interest changed by 1 which increased total open position to 11
On 19 May ABB was trading at 6329.00. The strike last trading price was 1179, which was 501.1 higher than the previous day. The implied volatity was 42.98, the open interest changed by 0 which decreased total open position to 4
On 18 May ABB was trading at 6413.50. The strike last trading price was 677.9, which was 677.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 May ABB was trading at 6381.00. The strike last trading price was 680.2, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 May ABB was trading at 6429.00. The strike last trading price was 680.2, which was 2.3 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 13 May ABB was trading at 6305.00. The strike last trading price was 680.2, which was 2.3 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 12 May ABB was trading at 6328.50. The strike last trading price was 680.2, which was 2.3 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 11 May ABB was trading at 6387.50. The strike last trading price was 680.2, which was 2.3 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 8 May ABB was trading at 7012.50. The strike last trading price was 680.2, which was -817.5 lower than the previous day. The implied volatity was 39.22, the open interest changed by 3 which increased total open position to 3
On 7 May ABB was trading at 7188.00. 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 6 May ABB was trading at 7182.50. 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 5 May ABB was trading at 7328.00. 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 4 May ABB was trading at 7236.50. 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 30 Apr ABB was trading at 7230.00. 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
