ABB
Abb India Limited
Historical option data for ABB
24 Apr 2026 01:33 PM IST
| ABB 28-Apr-2026 (4d) 7800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.01
Theta: -4.49
Gamma: 0.00045
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.01
Theta: -4.77
Gamma: 0.00047
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| 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
