ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 7700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.70
Theta: -2.63
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 5.45 | -20.45 | 43.66 | 4,423 | -126 | 805 | |||
| 19 Dec | 7351.90 | 25.9 | -87.10 | 31.84 | 2,678 | 519 | 937 | |||
| 18 Dec | 7657.15 | 113 | -110.00 | 27.05 | 1,461 | 201 | 419 | |||
| 17 Dec | 7817.45 | 223 | -35.15 | 32.25 | 329 | -65 | 217 | |||
| 16 Dec | 7890.35 | 258.15 | 110.15 | 25.33 | 1,475 | -268 | 283 | |||
| 13 Dec | 7703.25 | 148 | -1.20 | 22.09 | 1,729 | -37 | 553 | |||
| 12 Dec | 7657.05 | 149.2 | -33.20 | 24.79 | 1,362 | 39 | 589 | |||
|
|
||||||||||
| 11 Dec | 7728.75 | 182.4 | -9.60 | 24.60 | 2,815 | 64 | 551 | |||
| 10 Dec | 7693.25 | 192 | 50.20 | 27.91 | 4,683 | -8 | 488 | |||
| 9 Dec | 7569.75 | 141.8 | 16.10 | 27.01 | 1,148 | 14 | 500 | |||
| 6 Dec | 7552.40 | 125.7 | -15.05 | 24.86 | 789 | -14 | 488 | |||
| 5 Dec | 7488.40 | 140.75 | -68.85 | 28.78 | 1,691 | 21 | 504 | |||
| 4 Dec | 7664.20 | 209.6 | 55.80 | 27.88 | 3,748 | 276 | 478 | |||
| 3 Dec | 7537.55 | 153.8 | 19.80 | 27.49 | 870 | 45 | 201 | |||
| 2 Dec | 7490.75 | 134 | 11.00 | 26.87 | 181 | -8 | 155 | |||
| 29 Nov | 7421.25 | 123 | -18.00 | 27.31 | 186 | 51 | 163 | |||
| 28 Nov | 7394.85 | 141 | -31.30 | 28.61 | 160 | 8 | 114 | |||
| 27 Nov | 7496.20 | 172.3 | 32.80 | 27.66 | 237 | 47 | 105 | |||
| 26 Nov | 7329.70 | 139.5 | 10.60 | 30.12 | 66 | 35 | 59 | |||
| 25 Nov | 7259.85 | 128.9 | 78.90 | 31.33 | 44 | 23 | 23 | |||
| 22 Nov | 6904.65 | 50 | -368.05 | 30.53 | 2 | 1 | 1 | |||
| 21 Nov | 6760.80 | 418.05 | 0.00 | 9.49 | 0 | 0 | 0 | |||
| 20 Nov | 6701.60 | 418.05 | 0.00 | 9.68 | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 418.05 | 0.00 | 9.68 | 0 | 0 | 0 | |||
| 18 Nov | 6625.90 | 418.05 | 0.00 | 10.31 | 0 | 0 | 0 | |||
| 14 Nov | 6680.15 | 418.05 | 0.00 | 9.24 | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 418.05 | 0.00 | 7.48 | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 418.05 | 0.00 | 6.28 | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 418.05 | 0.00 | 3.59 | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 418.05 | 0.00 | 5.36 | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 418.05 | 0.00 | 5.44 | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 418.05 | 0.00 | 3.82 | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 418.05 | 0.00 | 4.11 | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 418.05 | 2.35 | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7700 expiring on 26DEC2024
Delta for 7700 CE is 0.04
Historical price for 7700 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 5.45, which was -20.45 lower than the previous day. The implied volatity was 43.66, the open interest changed by -126 which decreased total open position to 805
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 25.9, which was -87.10 lower than the previous day. The implied volatity was 31.84, the open interest changed by 519 which increased total open position to 937
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 113, which was -110.00 lower than the previous day. The implied volatity was 27.05, the open interest changed by 201 which increased total open position to 419
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 223, which was -35.15 lower than the previous day. The implied volatity was 32.25, the open interest changed by -65 which decreased total open position to 217
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 258.15, which was 110.15 higher than the previous day. The implied volatity was 25.33, the open interest changed by -268 which decreased total open position to 283
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 148, which was -1.20 lower than the previous day. The implied volatity was 22.09, the open interest changed by -37 which decreased total open position to 553
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 149.2, which was -33.20 lower than the previous day. The implied volatity was 24.79, the open interest changed by 39 which increased total open position to 589
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 182.4, which was -9.60 lower than the previous day. The implied volatity was 24.60, the open interest changed by 64 which increased total open position to 551
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 192, which was 50.20 higher than the previous day. The implied volatity was 27.91, the open interest changed by -8 which decreased total open position to 488
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 141.8, which was 16.10 higher than the previous day. The implied volatity was 27.01, the open interest changed by 14 which increased total open position to 500
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 125.7, which was -15.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by -14 which decreased total open position to 488
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 140.75, which was -68.85 lower than the previous day. The implied volatity was 28.78, the open interest changed by 21 which increased total open position to 504
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 209.6, which was 55.80 higher than the previous day. The implied volatity was 27.88, the open interest changed by 276 which increased total open position to 478
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 153.8, which was 19.80 higher than the previous day. The implied volatity was 27.49, the open interest changed by 45 which increased total open position to 201
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 134, which was 11.00 higher than the previous day. The implied volatity was 26.87, the open interest changed by -8 which decreased total open position to 155
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 123, which was -18.00 lower than the previous day. The implied volatity was 27.31, the open interest changed by 51 which increased total open position to 163
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 141, which was -31.30 lower than the previous day. The implied volatity was 28.61, the open interest changed by 8 which increased total open position to 114
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 172.3, which was 32.80 higher than the previous day. The implied volatity was 27.66, the open interest changed by 47 which increased total open position to 105
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 139.5, which was 10.60 higher than the previous day. The implied volatity was 30.12, the open interest changed by 35 which increased total open position to 59
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 128.9, which was 78.90 higher than the previous day. The implied volatity was 31.33, the open interest changed by 23 which increased total open position to 23
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 50, which was -368.05 lower than the previous day. The implied volatity was 30.53, the open interest changed by 1 which increased total open position to 1
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 418.05, which was 0.00 lower than the previous day. The implied volatity was 9.49, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 9.68, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 9.68, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 10.31, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 9.24, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 7.48, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 6.28, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 5.36, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 5.44, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 3.82, 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 418.05, which was 0.00 lower than the previous day. The implied volatity was 4.11, 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 418.05, which was lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
| ABB 26DEC2024 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.91
Theta: -1.56
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 755.8 | 375.80 | 47.39 | 102 | -32 | 375 |
| 19 Dec | 7351.90 | 380 | 255.00 | 36.40 | 411 | -55 | 407 |
| 18 Dec | 7657.15 | 125 | 54.00 | 25.36 | 2,673 | 40 | 468 |
| 17 Dec | 7817.45 | 71 | 4.40 | 25.02 | 1,116 | 100 | 430 |
| 16 Dec | 7890.35 | 66.6 | -57.95 | 28.65 | 1,922 | 105 | 334 |
| 13 Dec | 7703.25 | 124.55 | -38.55 | 24.68 | 619 | -69 | 230 |
| 12 Dec | 7657.05 | 163.1 | 24.10 | 27.32 | 1,391 | 26 | 313 |
| 11 Dec | 7728.75 | 139 | -20.75 | 26.55 | 1,009 | 81 | 289 |
| 10 Dec | 7693.25 | 159.75 | -73.40 | 26.85 | 491 | 34 | 208 |
| 9 Dec | 7569.75 | 233.15 | -30.55 | 29.34 | 37 | 0 | 173 |
| 6 Dec | 7552.40 | 263.7 | -36.35 | 28.50 | 13 | -4 | 172 |
| 5 Dec | 7488.40 | 300.05 | 79.05 | 29.57 | 256 | -37 | 176 |
| 4 Dec | 7664.20 | 221 | -56.00 | 29.57 | 655 | 165 | 214 |
| 3 Dec | 7537.55 | 277 | -47.80 | 27.73 | 56 | 31 | 48 |
| 2 Dec | 7490.75 | 324.8 | -37.85 | 29.75 | 14 | 7 | 18 |
| 29 Nov | 7421.25 | 362.65 | -27.35 | 27.22 | 15 | 4 | 11 |
| 28 Nov | 7394.85 | 390 | 35.60 | 31.29 | 15 | -2 | 6 |
| 27 Nov | 7496.20 | 354.4 | -80.30 | 32.82 | 6 | 2 | 8 |
| 26 Nov | 7329.70 | 434.7 | -64.00 | 31.17 | 10 | 6 | 6 |
| 25 Nov | 7259.85 | 498.7 | -104.35 | 30.56 | 4 | 2 | 2 |
| 22 Nov | 6904.65 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6760.80 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 603.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 603.05 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7700 expiring on 26DEC2024
Delta for 7700 PE is -0.95
Historical price for 7700 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 755.8, which was 375.80 higher than the previous day. The implied volatity was 47.39, the open interest changed by -32 which decreased total open position to 375
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 380, which was 255.00 higher than the previous day. The implied volatity was 36.40, the open interest changed by -55 which decreased total open position to 407
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 125, which was 54.00 higher than the previous day. The implied volatity was 25.36, the open interest changed by 40 which increased total open position to 468
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 71, which was 4.40 higher than the previous day. The implied volatity was 25.02, the open interest changed by 100 which increased total open position to 430
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 66.6, which was -57.95 lower than the previous day. The implied volatity was 28.65, the open interest changed by 105 which increased total open position to 334
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 124.55, which was -38.55 lower than the previous day. The implied volatity was 24.68, the open interest changed by -69 which decreased total open position to 230
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 163.1, which was 24.10 higher than the previous day. The implied volatity was 27.32, the open interest changed by 26 which increased total open position to 313
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 139, which was -20.75 lower than the previous day. The implied volatity was 26.55, the open interest changed by 81 which increased total open position to 289
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 159.75, which was -73.40 lower than the previous day. The implied volatity was 26.85, the open interest changed by 34 which increased total open position to 208
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 233.15, which was -30.55 lower than the previous day. The implied volatity was 29.34, the open interest changed by 0 which decreased total open position to 173
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 263.7, which was -36.35 lower than the previous day. The implied volatity was 28.50, the open interest changed by -4 which decreased total open position to 172
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 300.05, which was 79.05 higher than the previous day. The implied volatity was 29.57, the open interest changed by -37 which decreased total open position to 176
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 221, which was -56.00 lower than the previous day. The implied volatity was 29.57, the open interest changed by 165 which increased total open position to 214
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 277, which was -47.80 lower than the previous day. The implied volatity was 27.73, the open interest changed by 31 which increased total open position to 48
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 324.8, which was -37.85 lower than the previous day. The implied volatity was 29.75, the open interest changed by 7 which increased total open position to 18
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 362.65, which was -27.35 lower than the previous day. The implied volatity was 27.22, the open interest changed by 4 which increased total open position to 11
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 390, which was 35.60 higher than the previous day. The implied volatity was 31.29, the open interest changed by -2 which decreased total open position to 6
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 354.4, which was -80.30 lower than the previous day. The implied volatity was 32.82, the open interest changed by 2 which increased total open position to 8
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 434.7, which was -64.00 lower than the previous day. The implied volatity was 31.17, the open interest changed by 6 which increased total open position to 6
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 498.7, which was -104.35 lower than the previous day. The implied volatity was 30.56, the open interest changed by 2 which increased total open position to 2
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
