ABB
Abb India Limited
Historical option data for ABB
24 Apr 2026 01:32 PM IST
| ABB 28-Apr-2026 (4d) 7700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.02
Theta: -6.11
Gamma: 0.00068
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 7346.50 | 14.5 | -61.650000000000006 | 34.33 | 3,553 | 61 | 813 | |||||||||
| 23 Apr | 7575.50 | 76.4 | -32.39999999999999 | 35.36 | 4,229 | 73 | 752 | |||||||||
| 22 Apr | 7587.00 | 116.5 | 95.35 | 37.4 | 21,238 | 350 | 680 | |||||||||
| 21 Apr | 7255.00 | 23 | 0.4499999999999993 | 34.81 | 825 | -18 | 330 | |||||||||
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| 20 Apr | 7158.00 | 23.45 | 12.399999999999999 | 39.01 | 2,218 | 276 | 348 | |||||||||
| 17 Apr | 7029.50 | 10.1 | 3 | 32.48 | 261 | 49 | 73 | |||||||||
| 16 Apr | 6883.50 | 7.1 | -3.0500000000000007 | 33.85 | 16 | 4 | 24 | |||||||||
| 15 Apr | 6873.00 | 10.15 | -1.5999999999999996 | 35.32 | 43 | 14 | 20 | |||||||||
| 13 Apr | 6828.50 | 11.8 | -18.65 | 35.33 | 22 | 6 | 6 | |||||||||
For Abb India Limited - strike price 7700 expiring on 28APR2026
Delta for 7700 CE is 0.11
Historical price for 7700 CE is as follows
On 24 Apr ABB was trading at 7346.50. The strike last trading price was 14.5, which was -61.650000000000006 lower than the previous day. The implied volatity was 34.33, the open interest changed by 61 which increased total open position to 813
On 23 Apr ABB was trading at 7575.50. The strike last trading price was 76.4, which was -32.39999999999999 lower than the previous day. The implied volatity was 35.36, the open interest changed by 73 which increased total open position to 752
On 22 Apr ABB was trading at 7587.00. The strike last trading price was 116.5, which was 95.35 higher than the previous day. The implied volatity was 37.4, the open interest changed by 350 which increased total open position to 680
On 21 Apr ABB was trading at 7255.00. The strike last trading price was 23, which was 0.4499999999999993 higher than the previous day. The implied volatity was 34.81, the open interest changed by -18 which decreased total open position to 330
On 20 Apr ABB was trading at 7158.00. The strike last trading price was 23.45, which was 12.399999999999999 higher than the previous day. The implied volatity was 39.01, the open interest changed by 276 which increased total open position to 348
On 17 Apr ABB was trading at 7029.50. The strike last trading price was 10.1, which was 3 higher than the previous day. The implied volatity was 32.48, the open interest changed by 49 which increased total open position to 73
On 16 Apr ABB was trading at 6883.50. The strike last trading price was 7.1, which was -3.0500000000000007 lower than the previous day. The implied volatity was 33.85, the open interest changed by 4 which increased total open position to 24
On 15 Apr ABB was trading at 6873.00. The strike last trading price was 10.15, which was -1.5999999999999996 lower than the previous day. The implied volatity was 35.32, the open interest changed by 14 which increased total open position to 20
On 13 Apr ABB was trading at 6828.50. The strike last trading price was 11.8, which was -18.65 lower than the previous day. The implied volatity was 35.33, the open interest changed by 6 which increased total open position to 6
| ABB 28-Apr-2026 (4d) 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0
Theta: 0.58
Gamma: 0.00027
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 7346.50 | 302.5 | 122.05000000000001 | 16.43 | 121 | -29 | 88 |
| 23 Apr | 7575.50 | 185 | -9.699999999999989 | 29.94 | 334 | -37 | 117 |
| 22 Apr | 7587.00 | 177.65 | -574.25 | 34.66 | 5,911 | 154 | 154 |
| 21 Apr | 7255.00 | 751.9 | 751.9 | - | 0 | 0 | 0 |
| 20 Apr | 7158.00 | 751.9 | 751.9 | - | 0 | 0 | 0 |
| 17 Apr | 7029.50 | 751.9 | 751.9 | - | 0 | 0 | 0 |
| 16 Apr | 6883.50 | 751.9 | 751.9 | 36.2 | 0 | 0 | 0 |
| 15 Apr | 6873.00 | 751.9 | -834.5500000000001 | 36.2 | 2 | 0 | 0 |
| 13 Apr | 6828.50 | 0 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 7700 expiring on 28APR2026
Delta for 7700 PE is -0.99
Historical price for 7700 PE is as follows
On 24 Apr ABB was trading at 7346.50. The strike last trading price was 302.5, which was 122.05000000000001 higher than the previous day. The implied volatity was 16.43, the open interest changed by -29 which decreased total open position to 88
On 23 Apr ABB was trading at 7575.50. The strike last trading price was 185, which was -9.699999999999989 lower than the previous day. The implied volatity was 29.94, the open interest changed by -37 which decreased total open position to 117
On 22 Apr ABB was trading at 7587.00. The strike last trading price was 177.65, which was -574.25 lower than the previous day. The implied volatity was 34.66, the open interest changed by 154 which increased total open position to 154
On 21 Apr ABB was trading at 7255.00. The strike last trading price was 751.9, which was 751.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr ABB was trading at 7158.00. The strike last trading price was 751.9, which was 751.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr ABB was trading at 7029.50. The strike last trading price was 751.9, which was 751.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr ABB was trading at 6883.50. The strike last trading price was 751.9, which was 751.9 higher than the previous day. The implied volatity was 36.2, the open interest changed by 0 which decreased total open position to 0
On 15 Apr ABB was trading at 6873.00. The strike last trading price was 751.9, which was -834.5500000000001 lower than the previous day. The implied volatity was 36.2, the open interest changed by 0 which decreased total open position to 0
On 13 Apr ABB was trading at 6828.50. 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
