ABB
Abb India Limited
Historical option data for ABB
21 Nov 2024 04:11 PM IST
| ABB 28NOV2024 7700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.47
Theta: -1.56
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6760.80 | 3.2 | 0.10 | 45.26 | 484 | -54 | 536 | |||
| 20 Nov | 6701.60 | 3.1 | 0.00 | 41.41 | 538 | -64 | 589 | |||
| 19 Nov | 6701.60 | 3.1 | -1.45 | 41.41 | 538 | -65 | 589 | |||
| 18 Nov | 6625.90 | 4.55 | -2.65 | 44.72 | 485 | -69 | 654 | |||
| 14 Nov | 6680.15 | 7.2 | -4.80 | 38.36 | 648 | -6 | 723 | |||
| 13 Nov | 6802.00 | 12 | -8.40 | 35.96 | 790 | -94 | 729 | |||
| 12 Nov | 6964.25 | 20.4 | -22.65 | 34.48 | 1,391 | 96 | 932 | |||
| 11 Nov | 7237.80 | 43.05 | 12.55 | 28.97 | 966 | 54 | 837 | |||
| 8 Nov | 7045.45 | 30.5 | -6.00 | 31.52 | 795 | -21 | 782 | |||
| 7 Nov | 6999.75 | 36.5 | -26.65 | 33.00 | 938 | 49 | 803 | |||
| 6 Nov | 7164.05 | 63.15 | -7.50 | 31.36 | 1,316 | 156 | 754 | |||
| 5 Nov | 7132.85 | 70.65 | -146.10 | 33.59 | 5,130 | 350 | 593 | |||
| 4 Nov | 7360.85 | 216.75 | -31.25 | 46.21 | 471 | 100 | 241 | |||
| 1 Nov | 7430.40 | 248 | -12.00 | 43.31 | 94 | 14 | 140 | |||
| 31 Oct | 7429.45 | 260 | -7.75 | - | 141 | 29 | 125 | |||
| 30 Oct | 7426.90 | 267.75 | 2.85 | - | 134 | 38 | 95 | |||
| 29 Oct | 7492.50 | 264.9 | 40.35 | - | 58 | -8 | 56 | |||
| 28 Oct | 7338.95 | 224.55 | -65.70 | - | 44 | 22 | 63 | |||
| 25 Oct | 7521.65 | 290.25 | -75.75 | - | 26 | 3 | 41 | |||
| 24 Oct | 7648.10 | 366 | -62.20 | - | 48 | 32 | 38 | |||
| 23 Oct | 7703.80 | 428.2 | -384.90 | - | 6 | 3 | 3 | |||
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| 22 Oct | 8177.55 | 813.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 8279.70 | 813.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 8783.00 | 813.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 8690.70 | 813.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 8769.35 | 813.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 8154.65 | 813.1 | - | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7700 expiring on 28NOV2024
Delta for 7700 CE is 0.02
Historical price for 7700 CE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 3.2, which was 0.10 higher than the previous day. The implied volatity was 45.26, the open interest changed by -54 which decreased total open position to 536
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 41.41, the open interest changed by -64 which decreased total open position to 589
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 3.1, which was -1.45 lower than the previous day. The implied volatity was 41.41, the open interest changed by -65 which decreased total open position to 589
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 4.55, which was -2.65 lower than the previous day. The implied volatity was 44.72, the open interest changed by -69 which decreased total open position to 654
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 7.2, which was -4.80 lower than the previous day. The implied volatity was 38.36, the open interest changed by -6 which decreased total open position to 723
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 12, which was -8.40 lower than the previous day. The implied volatity was 35.96, the open interest changed by -94 which decreased total open position to 729
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 20.4, which was -22.65 lower than the previous day. The implied volatity was 34.48, the open interest changed by 96 which increased total open position to 932
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 43.05, which was 12.55 higher than the previous day. The implied volatity was 28.97, the open interest changed by 54 which increased total open position to 837
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 30.5, which was -6.00 lower than the previous day. The implied volatity was 31.52, the open interest changed by -21 which decreased total open position to 782
On 7 Nov ABB was trading at 6999.75. The strike last trading price was 36.5, which was -26.65 lower than the previous day. The implied volatity was 33.00, the open interest changed by 49 which increased total open position to 803
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 63.15, which was -7.50 lower than the previous day. The implied volatity was 31.36, the open interest changed by 156 which increased total open position to 754
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 70.65, which was -146.10 lower than the previous day. The implied volatity was 33.59, the open interest changed by 350 which increased total open position to 593
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 216.75, which was -31.25 lower than the previous day. The implied volatity was 46.21, the open interest changed by 100 which increased total open position to 241
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 248, which was -12.00 lower than the previous day. The implied volatity was 43.31, the open interest changed by 14 which increased total open position to 140
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 260, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ABB was trading at 7426.90. The strike last trading price was 267.75, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ABB was trading at 7492.50. The strike last trading price was 264.9, which was 40.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ABB was trading at 7338.95. The strike last trading price was 224.55, which was -65.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ABB was trading at 7521.65. The strike last trading price was 290.25, which was -75.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ABB was trading at 7648.10. The strike last trading price was 366, which was -62.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ABB was trading at 7703.80. The strike last trading price was 428.2, which was -384.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ABB was trading at 8177.55. The strike last trading price was 813.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ABB was trading at 8279.70. The strike last trading price was 813.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ABB was trading at 8783.00. The strike last trading price was 813.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ABB was trading at 8690.70. The strike last trading price was 813.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ABB was trading at 8769.35. The strike last trading price was 813.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ABB was trading at 8154.65. The strike last trading price was 813.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABB 28NOV2024 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 21 Nov | 6760.80 | 920 | 0.00 | 0.00 | 0 | -2 | 0 |
| 20 Nov | 6701.60 | 920 | 0.00 | - | 3 | -2 | 117 |
| 19 Nov | 6701.60 | 920 | -130.00 | - | 3 | -1 | 117 |
| 18 Nov | 6625.90 | 1050 | 136.35 | - | 3 | 0 | 118 |
| 14 Nov | 6680.15 | 913.65 | 118.65 | - | 5 | -4 | 118 |
| 13 Nov | 6802.00 | 795 | 200.00 | - | 1 | 0 | 123 |
| 12 Nov | 6964.25 | 595 | 105.05 | - | 2 | 0 | 123 |
| 11 Nov | 7237.80 | 489.95 | -220.05 | 30.79 | 23 | 16 | 122 |
| 8 Nov | 7045.45 | 710 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 6999.75 | 710 | 119.25 | 36.03 | 22 | 2 | 107 |
| 6 Nov | 7164.05 | 590.75 | 0.00 | 0.00 | 0 | 8 | 0 |
| 5 Nov | 7132.85 | 590.75 | 61.20 | 33.87 | 10 | 6 | 103 |
| 4 Nov | 7360.85 | 529.55 | 54.55 | 45.27 | 12 | 5 | 90 |
| 1 Nov | 7430.40 | 475 | 0.00 | 0.00 | 0 | -53 | 0 |
| 31 Oct | 7429.45 | 475 | 18.95 | - | 169 | -58 | 80 |
| 30 Oct | 7426.90 | 456.05 | 31.65 | - | 8 | 1 | 135 |
| 29 Oct | 7492.50 | 424.4 | -82.65 | - | 29 | 2 | 132 |
| 28 Oct | 7338.95 | 507.05 | 53.40 | - | 25 | 0 | 131 |
| 25 Oct | 7521.65 | 453.65 | 126.20 | - | 16 | 2 | 131 |
| 24 Oct | 7648.10 | 327.45 | -87.25 | - | 162 | 105 | 123 |
| 23 Oct | 7703.80 | 414.7 | 68.45 | - | 18 | 15 | 15 |
| 22 Oct | 8177.55 | 346.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 8279.70 | 346.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 8783.00 | 346.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 8690.70 | 346.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 8769.35 | 346.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 8154.65 | 346.25 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7700 expiring on 28NOV2024
Delta for 7700 PE is 0.00
Historical price for 7700 PE is as follows
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 920, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 920, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 117
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 920, which was -130.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 117
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 1050, which was 136.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 913.65, which was 118.65 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 118
On 13 Nov ABB was trading at 6802.00. The strike last trading price was 795, which was 200.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 123
On 12 Nov ABB was trading at 6964.25. The strike last trading price was 595, which was 105.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 123
On 11 Nov ABB was trading at 7237.80. The strike last trading price was 489.95, which was -220.05 lower than the previous day. The implied volatity was 30.79, the open interest changed by 16 which increased total open position to 122
On 8 Nov ABB was trading at 7045.45. The strike last trading price was 710, 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 7 Nov ABB was trading at 6999.75. The strike last trading price was 710, which was 119.25 higher than the previous day. The implied volatity was 36.03, the open interest changed by 2 which increased total open position to 107
On 6 Nov ABB was trading at 7164.05. The strike last trading price was 590.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Nov ABB was trading at 7132.85. The strike last trading price was 590.75, which was 61.20 higher than the previous day. The implied volatity was 33.87, the open interest changed by 6 which increased total open position to 103
On 4 Nov ABB was trading at 7360.85. The strike last trading price was 529.55, which was 54.55 higher than the previous day. The implied volatity was 45.27, the open interest changed by 5 which increased total open position to 90
On 1 Nov ABB was trading at 7430.40. The strike last trading price was 475, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -53 which decreased total open position to 0
On 31 Oct ABB was trading at 7429.45. The strike last trading price was 475, which was 18.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ABB was trading at 7426.90. The strike last trading price was 456.05, which was 31.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ABB was trading at 7492.50. The strike last trading price was 424.4, which was -82.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ABB was trading at 7338.95. The strike last trading price was 507.05, which was 53.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ABB was trading at 7521.65. The strike last trading price was 453.65, which was 126.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ABB was trading at 7648.10. The strike last trading price was 327.45, which was -87.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ABB was trading at 7703.80. The strike last trading price was 414.7, which was 68.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ABB was trading at 8177.55. The strike last trading price was 346.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ABB was trading at 8279.70. The strike last trading price was 346.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ABB was trading at 8783.00. The strike last trading price was 346.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ABB was trading at 8690.70. The strike last trading price was 346.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ABB was trading at 8769.35. The strike last trading price was 346.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ABB was trading at 8154.65. The strike last trading price was 346.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
