ABB
Abb India Limited
Historical option data for ABB
20 Dec 2024 04:11 PM IST
| ABB 26DEC2024 7900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.53
Theta: -2.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6921.25 | 4.2 | -9.00 | 50.24 | 3,666 | 210 | 1,311 | |||
| 19 Dec | 7351.90 | 13.2 | -40.20 | 36.09 | 3,225 | 90 | 1,103 | |||
| 18 Dec | 7657.15 | 53.4 | -58.10 | 29.58 | 1,430 | 137 | 1,015 | |||
| 17 Dec | 7817.45 | 111.5 | -28.50 | 30.20 | 4,251 | -31 | 881 | |||
| 16 Dec | 7890.35 | 140 | 68.75 | 26.28 | 9,466 | 350 | 911 | |||
| 13 Dec | 7703.25 | 71.25 | -2.20 | 23.34 | 375 | 27 | 561 | |||
| 12 Dec | 7657.05 | 73.45 | -21.15 | 25.11 | 276 | 13 | 535 | |||
| 11 Dec | 7728.75 | 94.6 | -13.65 | 24.76 | 860 | 30 | 526 | |||
| 10 Dec | 7693.25 | 108.25 | 29.30 | 28.03 | 732 | 54 | 495 | |||
| 9 Dec | 7569.75 | 78.95 | 8.10 | 27.81 | 188 | 9 | 439 | |||
| 6 Dec | 7552.40 | 70.85 | -7.00 | 25.98 | 233 | -15 | 431 | |||
| 5 Dec | 7488.40 | 77.85 | -48.15 | 28.38 | 699 | 35 | 446 | |||
| 4 Dec | 7664.20 | 126 | 40.25 | 27.68 | 1,108 | 13 | 410 | |||
| 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 | |||
| 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 | |||
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| 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 0.03
Historical price for 7900 CE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 4.2, which was -9.00 lower than the previous day. The implied volatity was 50.24, the open interest changed by 210 which increased total open position to 1311
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 13.2, which was -40.20 lower than the previous day. The implied volatity was 36.09, the open interest changed by 90 which increased total open position to 1103
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 53.4, which was -58.10 lower than the previous day. The implied volatity was 29.58, the open interest changed by 137 which increased total open position to 1015
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 111.5, which was -28.50 lower than the previous day. The implied volatity was 30.20, the open interest changed by -31 which decreased total open position to 881
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 140, which was 68.75 higher than the previous day. The implied volatity was 26.28, the open interest changed by 350 which increased total open position to 911
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 71.25, which was -2.20 lower than the previous day. The implied volatity was 23.34, the open interest changed by 27 which increased total open position to 561
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 73.45, which was -21.15 lower than the previous day. The implied volatity was 25.11, the open interest changed by 13 which increased total open position to 535
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 94.6, which was -13.65 lower than the previous day. The implied volatity was 24.76, the open interest changed by 30 which increased total open position to 526
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 108.25, which was 29.30 higher than the previous day. The implied volatity was 28.03, the open interest changed by 54 which increased total open position to 495
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 78.95, which was 8.10 higher than the previous day. The implied volatity was 27.81, the open interest changed by 9 which increased total open position to 439
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 70.85, which was -7.00 lower than the previous day. The implied volatity was 25.98, the open interest changed by -15 which decreased total open position to 431
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 77.85, which was -48.15 lower than the previous day. The implied volatity was 28.38, the open interest changed by 35 which increased total open position to 446
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 126, which was 40.25 higher than the previous day. The implied volatity was 27.68, the open interest changed by 13 which increased total open position to 410
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 1.31
Theta: -5.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6921.25 | 968.2 | 401.85 | 68.64 | 45 | -18 | 95 |
| 19 Dec | 7351.90 | 566.35 | 303.35 | 42.43 | 42 | -15 | 115 |
| 18 Dec | 7657.15 | 263 | 99.20 | 26.95 | 249 | -34 | 132 |
| 17 Dec | 7817.45 | 163.8 | 14.00 | 24.28 | 1,666 | 5 | 167 |
| 16 Dec | 7890.35 | 149.8 | -126.50 | 29.40 | 1,608 | 148 | 169 |
| 13 Dec | 7703.25 | 276.3 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Dec | 7657.05 | 276.3 | 31.00 | 26.02 | 1 | 0 | 22 |
| 11 Dec | 7728.75 | 245.3 | -48.60 | 25.93 | 16 | 3 | 21 |
| 10 Dec | 7693.25 | 293.9 | -116.60 | 30.00 | 3 | 1 | 17 |
| 9 Dec | 7569.75 | 410.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Dec | 7552.40 | 410.5 | 12.50 | 30.65 | 3 | 0 | 17 |
| 5 Dec | 7488.40 | 398 | 74.35 | 22.47 | 2 | 0 | 17 |
| 4 Dec | 7664.20 | 323.65 | -76.35 | 27.70 | 14 | 2 | 16 |
| 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 -0.92
Historical price for 7900 PE is as follows
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 968.2, which was 401.85 higher than the previous day. The implied volatity was 68.64, the open interest changed by -18 which decreased total open position to 95
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 566.35, which was 303.35 higher than the previous day. The implied volatity was 42.43, the open interest changed by -15 which decreased total open position to 115
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 263, which was 99.20 higher than the previous day. The implied volatity was 26.95, the open interest changed by -34 which decreased total open position to 132
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 163.8, which was 14.00 higher than the previous day. The implied volatity was 24.28, the open interest changed by 5 which increased total open position to 167
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 149.8, which was -126.50 lower than the previous day. The implied volatity was 29.40, the open interest changed by 148 which increased total open position to 169
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 276.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 276.3, which was 31.00 higher than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 22
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 245.3, which was -48.60 lower than the previous day. The implied volatity was 25.93, the open interest changed by 3 which increased total open position to 21
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 293.9, which was -116.60 lower than the previous day. The implied volatity was 30.00, the open interest changed by 1 which increased total open position to 17
On 9 Dec ABB was trading at 7569.75. The strike last trading price was 410.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec ABB was trading at 7552.40. The strike last trading price was 410.5, which was 12.50 higher than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 17
On 5 Dec ABB was trading at 7488.40. The strike last trading price was 398, which was 74.35 higher than the previous day. The implied volatity was 22.47, the open interest changed by 0 which decreased total open position to 17
On 4 Dec ABB was trading at 7664.20. The strike last trading price was 323.65, which was -76.35 lower than the previous day. The implied volatity was 27.70, the open interest changed by 2 which increased total open position to 16
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
