[--[65.84.65.76]--]

ABB

Abb India Limited
7338 -237.50 (-3.14%)
L: 7318.5 H: 7594

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Historical option data for ABB

24 Apr 2026 01:33 PM IST
ABB 28-Apr-2026 (4d) 7800 CE
Delta: 0.07
Vega: 0.01
Theta: -4.49
Gamma: 0.00045
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 7338.50 8.6 -40.15 36.34 2,724 -65 1,026
23 Apr 7575.50 48.5 -27.75 35.53 3,490 -100 1,096
22 Apr 7587.00 81.9 68.25 37.59 24,042 599 1,195
21 Apr 7255.00 15.35 0.5 36.05 675 -7 605
20 Apr 7158.00 16 7.699999999999999 39.78 2,654 426 596
17 Apr 7029.50 8.75 2.75 34.33 642 32 170
16 Apr 6883.50 6 -1.9000000000000004 36.21 365 30 137
15 Apr 6873.00 7.8 -0.8500000000000005 37.45 235 56 97
13 Apr 6828.50 8.85 -5.35 36.26 119 40 40


For Abb India Limited - strike price 7800 expiring on 28APR2026

Delta for 7800 CE is 0.07

Historical price for 7800 CE is as follows

On 24 Apr ABB was trading at 7338.50. The strike last trading price was 8.6, which was -40.15 lower than the previous day. The implied volatity was 36.34, the open interest changed by -65 which decreased total open position to 1026


On 23 Apr ABB was trading at 7575.50. The strike last trading price was 48.5, which was -27.75 lower than the previous day. The implied volatity was 35.53, the open interest changed by -100 which decreased total open position to 1096


On 22 Apr ABB was trading at 7587.00. The strike last trading price was 81.9, which was 68.25 higher than the previous day. The implied volatity was 37.59, the open interest changed by 599 which increased total open position to 1195


On 21 Apr ABB was trading at 7255.00. The strike last trading price was 15.35, which was 0.5 higher than the previous day. The implied volatity was 36.05, the open interest changed by -7 which decreased total open position to 605


On 20 Apr ABB was trading at 7158.00. The strike last trading price was 16, which was 7.699999999999999 higher than the previous day. The implied volatity was 39.78, the open interest changed by 426 which increased total open position to 596


On 17 Apr ABB was trading at 7029.50. The strike last trading price was 8.75, which was 2.75 higher than the previous day. The implied volatity was 34.33, the open interest changed by 32 which increased total open position to 170


On 16 Apr ABB was trading at 6883.50. The strike last trading price was 6, which was -1.9000000000000004 lower than the previous day. The implied volatity was 36.21, the open interest changed by 30 which increased total open position to 137


On 15 Apr ABB was trading at 6873.00. The strike last trading price was 7.8, which was -0.8500000000000005 lower than the previous day. The implied volatity was 37.45, the open interest changed by 56 which increased total open position to 97


On 13 Apr ABB was trading at 6828.50. The strike last trading price was 8.85, which was -5.35 lower than the previous day. The implied volatity was 36.26, the open interest changed by 40 which increased total open position to 40


ABB 28-Apr-2026 (4d) 7800 PE
Delta: -0.93
Vega: 0.01
Theta: -4.77
Gamma: 0.00047
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 7338.50 442.5 200.15 36.49 32 -6 101
23 Apr 7575.50 242.35 -24.549999999999983 28.42 140 5 107
22 Apr 7587.00 250.4 -597.7 37.03 1,460 104 105
21 Apr 7255.00 848.1 848.1 - 0 0 1
20 Apr 7158.00 848.1 848.1 - 0 0 1
17 Apr 7029.50 848.1 848.1 - 0 0 1
16 Apr 6883.50 848.1 848.1 37.47 0 0 1
15 Apr 6873.00 848.1 -1374.65 37.47 2 1 1
13 Apr 6828.50 0 0 - 0 0 0


For Abb India Limited - strike price 7800 expiring on 28APR2026

Delta for 7800 PE is -0.93

Historical price for 7800 PE is as follows

On 24 Apr ABB was trading at 7338.50. The strike last trading price was 442.5, which was 200.15 higher than the previous day. The implied volatity was 36.49, the open interest changed by -6 which decreased total open position to 101


On 23 Apr ABB was trading at 7575.50. The strike last trading price was 242.35, which was -24.549999999999983 lower than the previous day. The implied volatity was 28.42, the open interest changed by 5 which increased total open position to 107


On 22 Apr ABB was trading at 7587.00. The strike last trading price was 250.4, which was -597.7 lower than the previous day. The implied volatity was 37.03, the open interest changed by 104 which increased total open position to 105


On 21 Apr ABB was trading at 7255.00. The strike last trading price was 848.1, which was 848.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Apr ABB was trading at 7158.00. The strike last trading price was 848.1, which was 848.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Apr ABB was trading at 7029.50. The strike last trading price was 848.1, which was 848.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Apr ABB was trading at 6883.50. The strike last trading price was 848.1, which was 848.1 higher than the previous day. The implied volatity was 37.47, the open interest changed by 0 which decreased total open position to 1


On 15 Apr ABB was trading at 6873.00. The strike last trading price was 848.1, which was -1374.65 lower than the previous day. The implied volatity was 37.47, the open interest changed by 1 which increased total open position to 1


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