ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 7700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 3.62
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 24.7 | -9.80 | 26.42 | 156 | 23 | 86 | |||
| 26 Dec | 6945.30 | 34.5 | -8.05 | 26.22 | 59 | 5 | 63 | |||
| 24 Dec | 6878.20 | 42.55 | -35.35 | 28.22 | 86 | 45 | 58 | |||
| 23 Dec | 6959.20 | 77.9 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 20 Dec | 6921.25 | 77.9 | -127.10 | 31.15 | 35 | 13 | 16 | |||
| 19 Dec | 7351.90 | 205 | -119.00 | 31.89 | 4 | -1 | 3 | |||
| 18 Dec | 7657.15 | 324 | -73.90 | 28.36 | 3 | 1 | 3 | |||
| 17 Dec | 7817.45 | 397.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 7890.35 | 397.9 | 83.75 | 21.40 | 1 | 0 | 1 | |||
| 13 Dec | 7703.25 | 314.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 7657.05 | 314.15 | -120.10 | 24.68 | 4 | 2 | 2 | |||
| 11 Dec | 7728.75 | 434.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 7693.25 | 434.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7537.55 | 434.25 | 0.00 | 0.41 | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 434.25 | 0.00 | 0.95 | 0 | 0 | 0 | |||
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| 29 Nov | 7421.25 | 434.25 | 1.45 | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7700 expiring on 30JAN2025
Delta for 7700 CE is 0.10
Historical price for 7700 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 24.7, which was -9.80 lower than the previous day. The implied volatity was 26.42, the open interest changed by 23 which increased total open position to 86
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 34.5, which was -8.05 lower than the previous day. The implied volatity was 26.22, the open interest changed by 5 which increased total open position to 63
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 42.55, which was -35.35 lower than the previous day. The implied volatity was 28.22, the open interest changed by 45 which increased total open position to 58
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 77.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 77.9, which was -127.10 lower than the previous day. The implied volatity was 31.15, the open interest changed by 13 which increased total open position to 16
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 205, which was -119.00 lower than the previous day. The implied volatity was 31.89, the open interest changed by -1 which decreased total open position to 3
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 324, which was -73.90 lower than the previous day. The implied volatity was 28.36, the open interest changed by 1 which increased total open position to 3
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 397.9, 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 16 Dec ABB was trading at 7890.35. The strike last trading price was 397.9, which was 83.75 higher than the previous day. The implied volatity was 21.40, the open interest changed by 0 which decreased total open position to 1
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 314.15, 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 12 Dec ABB was trading at 7657.05. The strike last trading price was 314.15, which was -120.10 lower than the previous day. The implied volatity was 24.68, the open interest changed by 2 which increased total open position to 2
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 434.25, 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 10 Dec ABB was trading at 7693.25. The strike last trading price was 434.25, 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 3 Dec ABB was trading at 7537.55. The strike last trading price was 434.25, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 434.25, which was 0.00 lower than the previous day. The implied volatity was 0.95, 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 434.25, which was lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
| ABB 30JAN2025 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 |
| 27 Dec | 6846.90 | 701.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Dec | 6945.30 | 701.4 | -3.60 | 16.69 | 3 | 0 | 7 |
| 24 Dec | 6878.20 | 705 | 0.00 | 0.00 | 0 | 7 | 0 |
| 23 Dec | 6959.20 | 705 | 62.00 | 22.53 | 7 | 6 | 6 |
| 20 Dec | 6921.25 | 643 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 7351.90 | 643 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7657.15 | 643 | 0.00 | 0.55 | 0 | 0 | 0 |
| 17 Dec | 7817.45 | 643 | 0.00 | 1.80 | 0 | 0 | 0 |
| 16 Dec | 7890.35 | 643 | 0.00 | 2.55 | 0 | 0 | 0 |
| 13 Dec | 7703.25 | 643 | 0.00 | 1.09 | 0 | 0 | 0 |
| 12 Dec | 7657.05 | 643 | 0.00 | 0.59 | 0 | 0 | 0 |
| 11 Dec | 7728.75 | 643 | 0.00 | 1.12 | 0 | 0 | 0 |
| 10 Dec | 7693.25 | 643 | 0.00 | 0.92 | 0 | 0 | 0 |
| 3 Dec | 7537.55 | 643 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 7490.75 | 643 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 7421.25 | 643 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7700 expiring on 30JAN2025
Delta for 7700 PE is 0.00
Historical price for 7700 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 701.4, 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 26 Dec ABB was trading at 6945.30. The strike last trading price was 701.4, which was -3.60 lower than the previous day. The implied volatity was 16.69, the open interest changed by 0 which decreased total open position to 7
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 705, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 705, which was 62.00 higher than the previous day. The implied volatity was 22.53, the open interest changed by 6 which increased total open position to 6
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 643, 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 643, 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 643, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 643, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 643, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 643, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 643, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 643, which was 0.00 lower than the previous day. The implied volatity was 1.12, 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 643, which was 0.00 lower than the previous day. The implied volatity was 0.92, 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 643, 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 643, 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 643, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
