ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 7800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 3.15
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 20.5 | -4.75 | 27.43 | 258 | 119 | 226 | |||
| 26 Dec | 6945.30 | 25.25 | -4.75 | 26.32 | 43 | 1 | 106 | |||
| 24 Dec | 6878.20 | 30 | -24.50 | 27.75 | 87 | 28 | 105 | |||
| 23 Dec | 6959.20 | 54.5 | -20.50 | 31.11 | 60 | 31 | 76 | |||
| 20 Dec | 6921.25 | 75 | -67.55 | 33.26 | 22 | -1 | 45 | |||
| 19 Dec | 7351.90 | 142.55 | -137.40 | 28.50 | 47 | 23 | 44 | |||
| 18 Dec | 7657.15 | 279.95 | -86.50 | 28.71 | 16 | 6 | 20 | |||
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| 17 Dec | 7817.45 | 366.45 | -23.55 | 29.58 | 4 | 0 | 15 | |||
| 16 Dec | 7890.35 | 390 | 126.00 | 26.66 | 16 | 6 | 15 | |||
| 13 Dec | 7703.25 | 264 | -4.65 | 23.11 | 9 | 7 | 8 | |||
| 12 Dec | 7657.05 | 268.65 | -268.15 | 24.99 | 5 | 3 | 3 | |||
| 11 Dec | 7728.75 | 536.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 7693.25 | 536.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 7537.55 | 536.8 | 0.00 | 1.24 | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 536.8 | 0.00 | 1.54 | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 536.8 | 0.00 | 2.12 | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 536.8 | 0.00 | 2.20 | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 536.8 | 536.80 | 1.24 | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 0 | 0.00 | 2.60 | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 0 | 0.00 | 3.31 | 0 | 0 | 0 | |||
| 22 Nov | 6904.65 | 0 | 0.00 | 5.71 | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 0 | 0.00 | 6.05 | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 0 | 0.00 | 4.54 | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 0 | 0.00 | 2.77 | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 0 | 0.00 | 3.94 | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 0 | 0.00 | 4.29 | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 0 | 0.00 | 3.20 | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 0 | 0.00 | 3.16 | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 0 | 1.64 | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7800 expiring on 30JAN2025
Delta for 7800 CE is 0.08
Historical price for 7800 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 20.5, which was -4.75 lower than the previous day. The implied volatity was 27.43, the open interest changed by 119 which increased total open position to 226
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 25.25, which was -4.75 lower than the previous day. The implied volatity was 26.32, the open interest changed by 1 which increased total open position to 106
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 30, which was -24.50 lower than the previous day. The implied volatity was 27.75, the open interest changed by 28 which increased total open position to 105
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 54.5, which was -20.50 lower than the previous day. The implied volatity was 31.11, the open interest changed by 31 which increased total open position to 76
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 75, which was -67.55 lower than the previous day. The implied volatity was 33.26, the open interest changed by -1 which decreased total open position to 45
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 142.55, which was -137.40 lower than the previous day. The implied volatity was 28.50, the open interest changed by 23 which increased total open position to 44
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 279.95, which was -86.50 lower than the previous day. The implied volatity was 28.71, the open interest changed by 6 which increased total open position to 20
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 366.45, which was -23.55 lower than the previous day. The implied volatity was 29.58, the open interest changed by 0 which decreased total open position to 15
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 390, which was 126.00 higher than the previous day. The implied volatity was 26.66, the open interest changed by 6 which increased total open position to 15
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 264, which was -4.65 lower than the previous day. The implied volatity was 23.11, the open interest changed by 7 which increased total open position to 8
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 268.65, which was -268.15 lower than the previous day. The implied volatity was 24.99, the open interest changed by 3 which increased total open position to 3
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 536.8, 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 536.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 536.8, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 536.8, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 536.8, which was 0.00 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 536.8, which was 0.00 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 536.8, which was 536.80 higher than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.05, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.77, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.20, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 0, which was lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
| ABB 30JAN2025 7800 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 | 790 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 6945.30 | 790 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 6878.20 | 790 | 0.00 | 0.00 | 0 | 1 | 0 |
| 23 Dec | 6959.20 | 790 | 22.95 | 20.41 | 1 | 0 | 0 |
| 20 Dec | 6921.25 | 767.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 7351.90 | 767.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7657.15 | 767.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7817.45 | 767.05 | 0.00 | 0.93 | 0 | 0 | 0 |
| 16 Dec | 7890.35 | 767.05 | 0.00 | 1.75 | 0 | 0 | 0 |
| 13 Dec | 7703.25 | 767.05 | 0.00 | 0.14 | 0 | 0 | 0 |
| 12 Dec | 7657.05 | 767.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 7728.75 | 767.05 | 0.00 | 0.18 | 0 | 0 | 0 |
| 10 Dec | 7693.25 | 767.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 7537.55 | 767.05 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 7490.75 | 767.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 7421.25 | 767.05 | 767.05 | - | 0 | 0 | 0 |
| 28 Nov | 7394.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 7496.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 7329.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 7259.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6904.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 0 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7800 expiring on 30JAN2025
Delta for 7800 PE is 0.00
Historical price for 7800 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 790, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 790, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 790, 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 23 Dec ABB was trading at 6959.20. The strike last trading price was 790, which was 22.95 higher than the previous day. The implied volatity was 20.41, the open interest changed by 0 which decreased total open position to 0
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 767.05, 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 Dec ABB was trading at 7351.90. The strike last trading price was 767.05, 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 Dec ABB was trading at 7657.15. The strike last trading price was 767.05, 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 17 Dec ABB was trading at 7817.45. The strike last trading price was 767.05, which was 0.00 lower than the previous day. The implied volatity was 0.93, 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 767.05, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 767.05, which was 0.00 lower than the previous day. The implied volatity was 0.14, 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 767.05, 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 Dec ABB was trading at 7728.75. The strike last trading price was 767.05, which was 0.00 lower than the previous day. The implied volatity was 0.18, 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 767.05, 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 3 Dec ABB was trading at 7537.55. The strike last trading price was 767.05, 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 2 Dec ABB was trading at 7490.75. The strike last trading price was 767.05, 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 29 Nov ABB was trading at 7421.25. The strike last trading price was 767.05, which was 767.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 0, 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 27 Nov ABB was trading at 7496.20. The strike last trading price was 0, 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 26 Nov ABB was trading at 7329.70. The strike last trading price was 0, 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 25 Nov ABB was trading at 7259.85. The strike last trading price was 0, 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 22 Nov ABB was trading at 6904.65. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
