ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 7600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 4.32
Theta: -1.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 33 | -11.60 | 26.09 | 153 | 26 | 109 | |||
| 26 Dec | 6945.30 | 44.6 | -5.50 | 25.74 | 70 | 27 | 83 | |||
| 24 Dec | 6878.20 | 50.1 | -27.55 | 27.14 | 130 | -16 | 56 | |||
| 23 Dec | 6959.20 | 77.65 | -29.35 | 29.71 | 73 | 44 | 69 | |||
| 20 Dec | 6921.25 | 107 | -108.00 | 32.56 | 34 | 4 | 25 | |||
| 19 Dec | 7351.90 | 215 | -143.00 | 29.08 | 24 | 11 | 20 | |||
| 18 Dec | 7657.15 | 358 | -167.00 | 26.86 | 2 | 0 | 8 | |||
| 17 Dec | 7817.45 | 525 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 525 | 159.45 | 28.44 | 6 | 0 | 8 | |||
| 13 Dec | 7703.25 | 365.55 | -52.10 | 22.39 | 4 | 1 | 9 | |||
| 12 Dec | 7657.05 | 417.65 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 11 Dec | 7728.75 | 417.65 | 12.95 | 26.34 | 7 | -3 | 9 | |||
| 10 Dec | 7693.25 | 404.7 | 34.70 | 26.13 | 15 | 1 | 11 | |||
| 9 Dec | 7569.75 | 370 | 12.00 | 28.20 | 11 | 1 | 10 | |||
| 6 Dec | 7552.40 | 358 | 36.00 | 28.18 | 4 | 1 | 9 | |||
| 5 Dec | 7488.40 | 322 | -110.00 | 26.75 | 6 | 1 | 7 | |||
| 4 Dec | 7664.20 | 432 | -188.25 | 28.40 | 6 | 5 | 5 | |||
| 3 Dec | 7537.55 | 620.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 620.25 | 0.00 | 0.07 | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 620.25 | 0.00 | 0.60 | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 620.25 | 0.00 | 0.58 | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 620.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 7329.70 | 620.25 | 620.25 | 1.11 | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 0 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 22 Nov | 6904.65 | 0 | 0.00 | 4.32 | 0 | 0 | 0 | |||
| 21 Nov | 6760.80 | 0 | 0.00 | 5.45 | 0 | 0 | 0 | |||
| 20 Nov | 6701.60 | 0 | 0.00 | 5.61 | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 0 | 0.00 | 5.61 | 0 | 0 | 0 | |||
| 18 Nov | 6625.90 | 0 | 0.00 | 6.23 | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 0 | 0.00 | 5.65 | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 0 | 0.00 | 4.77 | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 0 | 0.00 | 3.22 | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 0 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 0 | 0.00 | 2.63 | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 0 | 0.00 | 3.01 | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 0 | 0.00 | 1.90 | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 0 | 0.00 | 1.84 | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 0 | 0.35 | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7600 expiring on 30JAN2025
Delta for 7600 CE is 0.13
Historical price for 7600 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 33, which was -11.60 lower than the previous day. The implied volatity was 26.09, the open interest changed by 26 which increased total open position to 109
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 44.6, which was -5.50 lower than the previous day. The implied volatity was 25.74, the open interest changed by 27 which increased total open position to 83
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 50.1, which was -27.55 lower than the previous day. The implied volatity was 27.14, the open interest changed by -16 which decreased total open position to 56
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 77.65, which was -29.35 lower than the previous day. The implied volatity was 29.71, the open interest changed by 44 which increased total open position to 69
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 107, which was -108.00 lower than the previous day. The implied volatity was 32.56, the open interest changed by 4 which increased total open position to 25
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 215, which was -143.00 lower than the previous day. The implied volatity was 29.08, the open interest changed by 11 which increased total open position to 20
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 358, which was -167.00 lower than the previous day. The implied volatity was 26.86, the open interest changed by 0 which decreased total open position to 8
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 525, 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 525, which was 159.45 higher than the previous day. The implied volatity was 28.44, the open interest changed by 0 which decreased total open position to 8
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 365.55, which was -52.10 lower than the previous day. The implied volatity was 22.39, the open interest changed by 1 which increased total open position to 9
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 417.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 417.65, which was 12.95 higher than the previous day. The implied volatity was 26.34, the open interest changed by -3 which decreased total open position to 9
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 404.7, which was 34.70 higher than the previous day. The implied volatity was 26.13, the open interest changed by 1 which increased total open position to 11
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 370, which was 12.00 higher than the previous day. The implied volatity was 28.20, the open interest changed by 1 which increased total open position to 10
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 358, which was 36.00 higher than the previous day. The implied volatity was 28.18, the open interest changed by 1 which increased total open position to 9
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 322, which was -110.00 lower than the previous day. The implied volatity was 26.75, the open interest changed by 1 which increased total open position to 7
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 432, which was -188.25 lower than the previous day. The implied volatity was 28.40, the open interest changed by 5 which increased total open position to 5
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 620.25, 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 620.25, which was 0.00 lower than the previous day. The implied volatity was 0.07, 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 620.25, which was 0.00 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 620.25, which was 0.00 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 620.25, 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 26 Nov ABB was trading at 7329.70. The strike last trading price was 620.25, which was 620.25 higher than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.61, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.23, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.65, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.63, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 0, which was lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
| ABB 30JAN2025 7600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 714 | 0.00 | 0.00 | 0 | 2 | 0 |
| 26 Dec | 6945.30 | 714 | -21.00 | 37.37 | 2 | 1 | 9 |
| 24 Dec | 6878.20 | 735 | 95.00 | 35.51 | 1 | 0 | 7 |
| 23 Dec | 6959.20 | 640 | -14.10 | 28.49 | 8 | 4 | 4 |
| 20 Dec | 6921.25 | 654.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 7351.90 | 654.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7657.15 | 654.1 | 0.00 | 1.56 | 0 | 0 | 0 |
| 17 Dec | 7817.45 | 654.1 | 0.00 | 2.71 | 0 | 0 | 0 |
| 16 Dec | 7890.35 | 654.1 | 0.00 | 3.44 | 0 | 0 | 0 |
| 13 Dec | 7703.25 | 654.1 | 0.00 | 1.90 | 0 | 0 | 0 |
| 12 Dec | 7657.05 | 654.1 | 0.00 | 1.66 | 0 | 0 | 0 |
| 11 Dec | 7728.75 | 654.1 | 0.00 | 1.96 | 0 | 0 | 0 |
| 10 Dec | 7693.25 | 654.1 | 0.00 | 1.74 | 0 | 0 | 0 |
| 9 Dec | 7569.75 | 654.1 | 0.00 | 0.90 | 0 | 0 | 0 |
| 6 Dec | 7552.40 | 654.1 | 0.00 | 0.50 | 0 | 0 | 0 |
| 5 Dec | 7488.40 | 654.1 | 0.00 | 0.11 | 0 | 0 | 0 |
| 4 Dec | 7664.20 | 654.1 | 0.00 | 1.61 | 0 | 0 | 0 |
| 3 Dec | 7537.55 | 654.1 | 0.00 | 0.48 | 0 | 0 | 0 |
| 2 Dec | 7490.75 | 654.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 7421.25 | 654.1 | 654.10 | - | 0 | 0 | 0 |
| 28 Nov | 7394.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 7496.20 | 0 | 0.00 | 0.36 | 0 | 0 | 0 |
| 26 Nov | 7329.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 7259.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6904.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6760.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 0 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7600 expiring on 30JAN2025
Delta for 7600 PE is 0.00
Historical price for 7600 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 714, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 714, which was -21.00 lower than the previous day. The implied volatity was 37.37, the open interest changed by 1 which increased total open position to 9
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 735, which was 95.00 higher than the previous day. The implied volatity was 35.51, the open interest changed by 0 which decreased total open position to 7
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 640, which was -14.10 lower than the previous day. The implied volatity was 28.49, the open interest changed by 4 which increased total open position to 4
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 654.1, 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 19 Dec ABB was trading at 7351.90. The strike last trading price was 654.1, 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 18 Dec ABB was trading at 7657.15. The strike last trading price was 654.1, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 654.1, which was 0.00 lower than the previous day. The implied volatity was 2.71, 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 654.1, which was 0.00 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 654.1, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 654.1, which was 0.00 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 654.1, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 654.1, which was 0.00 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 654.1, which was 0.00 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 654.1, which was 0.00 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 654.1, which was 0.00 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 654.1, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 654.1, which was 0.00 lower than the previous day. The implied volatity was 0.48, 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 654.1, 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 654.1, which was 654.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 0, 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 27 Nov ABB was trading at 7496.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 0, 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 25 Nov ABB was trading at 7259.85. The strike last trading price was 0, 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 22 Nov ABB was trading at 6904.65. The strike last trading price was 0, 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 21 Nov ABB was trading at 6760.80. The strike last trading price was 0, 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 20 Nov ABB was trading at 6701.60. The strike last trading price was 0, 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 19 Nov ABB was trading at 6701.60. The strike last trading price was 0, 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 18 Nov ABB was trading at 6625.90. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
