ABB
Abb India Limited
Historical option data for ABB
03 Dec 2024 04:11 PM IST
| ABB 26DEC2024 7900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 6.37
Theta: -4.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 7537.55 | 85.75 | 9.50 | 26.99 | 538 | 18 | 397 | |||
| 2 Dec | 7490.75 | 76.25 | 6.15 | 26.96 | 205 | 13 | 378 | |||
| 29 Nov | 7421.25 | 70.1 | -20.75 | 27.16 | 243 | 27 | 364 | |||
| 28 Nov | 7394.85 | 90.85 | -24.15 | 29.44 | 123 | 2 | 337 | |||
| 27 Nov | 7496.20 | 115 | 26.10 | 28.79 | 233 | 10 | 334 | |||
| 26 Nov | 7329.70 | 88.9 | 8.55 | 30.36 | 93 | 22 | 323 | |||
| 25 Nov | 7259.85 | 80.35 | -262.60 | 31.13 | 464 | 301 | 301 | |||
| 22 Nov | 6904.65 | 342.95 | 0.00 | 9.83 | 0 | 0 | 0 | |||
| 21 Nov | 6760.80 | 342.95 | 0.00 | 11.01 | 0 | 0 | 0 | |||
| 20 Nov | 6701.60 | 342.95 | 0.00 | 11.31 | 0 | 0 | 0 | |||
| 19 Nov | 6701.60 | 342.95 | 0.00 | 11.31 | 0 | 0 | 0 | |||
| 18 Nov | 6625.90 | 342.95 | 0.00 | 11.30 | 0 | 0 | 0 | |||
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| 14 Nov | 6680.15 | 342.95 | 0.00 | 10.68 | 0 | 0 | 0 | |||
| 13 Nov | 6802.00 | 342.95 | 0.00 | 9.56 | 0 | 0 | 0 | |||
| 12 Nov | 6964.25 | 342.95 | 0.00 | 7.87 | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 342.95 | 0.00 | 5.29 | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 342.95 | 0.00 | 6.92 | 0 | 0 | 0 | |||
| 7 Nov | 6999.75 | 342.95 | 0.00 | 7.08 | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 342.95 | 0.00 | 5.42 | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 342.95 | 0.00 | 5.67 | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 342.95 | 3.97 | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7900 expiring on 26DEC2024
Delta for 7900 CE is 0.28
Historical price for 7900 CE is as follows
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 85.75, which was 9.50 higher than the previous day. The implied volatity was 26.99, the open interest changed by 18 which increased total open position to 397
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 76.25, which was 6.15 higher than the previous day. The implied volatity was 26.96, the open interest changed by 13 which increased total open position to 378
On 29 Nov ABB was trading at 7421.25. The strike last trading price was 70.1, which was -20.75 lower than the previous day. The implied volatity was 27.16, the open interest changed by 27 which increased total open position to 364
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 90.85, which was -24.15 lower than the previous day. The implied volatity was 29.44, the open interest changed by 2 which increased total open position to 337
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 115, which was 26.10 higher than the previous day. The implied volatity was 28.79, the open interest changed by 10 which increased total open position to 334
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 88.9, which was 8.55 higher than the previous day. The implied volatity was 30.36, the open interest changed by 22 which increased total open position to 323
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 80.35, which was -262.60 lower than the previous day. The implied volatity was 31.13, the open interest changed by 301 which increased total open position to 301
On 22 Nov ABB was trading at 6904.65. The strike last trading price was 342.95, which was 0.00 lower than the previous day. The implied volatity was 9.83, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ABB was trading at 6760.80. The strike last trading price was 342.95, which was 0.00 lower than the previous day. The implied volatity was 11.01, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ABB was trading at 6701.60. The strike last trading price was 342.95, which was 0.00 lower than the previous day. The implied volatity was 11.31, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ABB was trading at 6701.60. The strike last trading price was 342.95, which was 0.00 lower than the previous day. The implied volatity was 11.31, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ABB was trading at 6625.90. The strike last trading price was 342.95, which was 0.00 lower than the previous day. The implied volatity was 11.30, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ABB was trading at 6680.15. The strike last trading price was 342.95, which was 0.00 lower than the previous day. The implied volatity was 10.68, 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 342.95, which was 0.00 lower than the previous day. The implied volatity was 9.56, 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 342.95, which was 0.00 lower than the previous day. The implied volatity was 7.87, 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 342.95, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 342.95, which was 0.00 lower than the previous day. The implied volatity was 6.92, 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 342.95, which was 0.00 lower than the previous day. The implied volatity was 7.08, 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 342.95, which was 0.00 lower than the previous day. The implied volatity was 5.42, 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 342.95, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 342.95, which was lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
| ABB 26DEC2024 7900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 6.28
Theta: -1.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 7537.55 | 400 | -143.00 | 26.05 | 16 | 0 | 14 |
| 2 Dec | 7490.75 | 543 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 7421.25 | 543 | 0.00 | 0.00 | 0 | 4 | 0 |
| 28 Nov | 7394.85 | 543 | 75.70 | 32.31 | 12 | 6 | 16 |
| 27 Nov | 7496.20 | 467.3 | -120.70 | 30.74 | 7 | 6 | 9 |
| 26 Nov | 7329.70 | 588 | -137.75 | 32.40 | 3 | 2 | 2 |
| 25 Nov | 7259.85 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6904.65 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6760.80 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6701.60 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6701.60 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6625.90 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6680.15 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6802.00 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6964.25 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7237.80 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6999.75 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7164.05 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 7132.85 | 725.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 7360.85 | 725.75 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7900 expiring on 26DEC2024
Delta for 7900 PE is -0.73
Historical price for 7900 PE is as follows
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 400, which was -143.00 lower than the previous day. The implied volatity was 26.05, the open interest changed by 0 which decreased total open position to 14
On 2 Dec ABB was trading at 7490.75. The strike last trading price was 543, 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 29 Nov ABB was trading at 7421.25. The strike last trading price was 543, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Nov ABB was trading at 7394.85. The strike last trading price was 543, which was 75.70 higher than the previous day. The implied volatity was 32.31, the open interest changed by 6 which increased total open position to 16
On 27 Nov ABB was trading at 7496.20. The strike last trading price was 467.3, which was -120.70 lower than the previous day. The implied volatity was 30.74, the open interest changed by 6 which increased total open position to 9
On 26 Nov ABB was trading at 7329.70. The strike last trading price was 588, which was -137.75 lower than the previous day. The implied volatity was 32.40, the open interest changed by 2 which increased total open position to 2
On 25 Nov ABB was trading at 7259.85. The strike last trading price was 725.75, 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 725.75, 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 21 Nov ABB was trading at 6760.80. The strike last trading price was 725.75, 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 20 Nov ABB was trading at 6701.60. The strike last trading price was 725.75, 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 Nov ABB was trading at 6701.60. The strike last trading price was 725.75, 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 Nov ABB was trading at 6625.90. The strike last trading price was 725.75, 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 14 Nov ABB was trading at 6680.15. The strike last trading price was 725.75, 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 725.75, 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 725.75, 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 725.75, 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 725.75, 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 725.75, 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 725.75, 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 725.75, 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 725.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
