ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 7900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 2.66
Theta: -1.22
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 27 Dec | 6846.90 | 16.25 | -6.25 | 28.08 | 222 | 99 | 179 | |||
| 26 Dec | 6945.30 | 22.5 | -2.05 | 27.74 | 43 | 26 | 74 | |||
| 24 Dec | 6878.20 | 24.55 | -18.20 | 28.48 | 37 | 13 | 47 | |||
| 23 Dec | 6959.20 | 42.75 | -22.25 | 31.15 | 20 | 10 | 36 | |||
| 20 Dec | 6921.25 | 65 | -115.00 | 34.02 | 15 | 11 | 25 | |||
| 19 Dec | 7351.90 | 180 | -122.45 | 35.84 | 2 | -1 | 13 | |||
| 18 Dec | 7657.15 | 302.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 17 Dec | 7817.45 | 302.45 | -42.55 | 28.24 | 5 | 1 | 14 | |||
| 16 Dec | 7890.35 | 345 | -15.10 | 27.54 | 17 | 12 | 12 | |||
| 13 Dec | 7703.25 | 360.1 | 0.00 | 0.82 | 0 | 0 | 0 | |||
| 12 Dec | 7657.05 | 360.1 | 0.00 | 1.16 | 0 | 0 | 0 | |||
| 11 Dec | 7728.75 | 360.1 | 0.00 | 0.64 | 0 | 0 | 0 | |||
| 10 Dec | 7693.25 | 360.1 | 0.00 | 0.91 | 0 | 0 | 0 | |||
| 3 Dec | 7537.55 | 360.1 | 0.00 | 2.01 | 0 | 0 | 0 | |||
| 2 Dec | 7490.75 | 360.1 | 0.00 | 2.37 | 0 | 0 | 0 | |||
| 29 Nov | 7421.25 | 360.1 | 2.83 | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 7900 expiring on 30JAN2025
Delta for 7900 CE is 0.07
Historical price for 7900 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 16.25, which was -6.25 lower than the previous day. The implied volatity was 28.08, the open interest changed by 99 which increased total open position to 179
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 22.5, which was -2.05 lower than the previous day. The implied volatity was 27.74, the open interest changed by 26 which increased total open position to 74
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 24.55, which was -18.20 lower than the previous day. The implied volatity was 28.48, the open interest changed by 13 which increased total open position to 47
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 42.75, which was -22.25 lower than the previous day. The implied volatity was 31.15, the open interest changed by 10 which increased total open position to 36
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 65, which was -115.00 lower than the previous day. The implied volatity was 34.02, the open interest changed by 11 which increased total open position to 25
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 180, which was -122.45 lower than the previous day. The implied volatity was 35.84, the open interest changed by -1 which decreased total open position to 13
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 302.45, 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 17 Dec ABB was trading at 7817.45. The strike last trading price was 302.45, which was -42.55 lower than the previous day. The implied volatity was 28.24, the open interest changed by 1 which increased total open position to 14
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 345, which was -15.10 lower than the previous day. The implied volatity was 27.54, the open interest changed by 12 which increased total open position to 12
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 360.1, which was 0.00 lower than the previous day. The implied volatity was 0.82, 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 360.1, which was 0.00 lower than the previous day. The implied volatity was 1.16, 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 360.1, which was 0.00 lower than the previous day. The implied volatity was 0.64, 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 360.1, which was 0.00 lower than the previous day. The implied volatity was 0.91, 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 360.1, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 360.1, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 360.1, which was lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
| ABB 30JAN2025 7900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 990 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Dec | 6945.30 | 990 | 5.00 | 42.83 | 1 | 0 | 1 |
| 24 Dec | 6878.20 | 985 | 218.65 | 34.82 | 1 | 0 | 0 |
| 23 Dec | 6959.20 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6921.25 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 7351.90 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7657.15 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7817.45 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7890.35 | 766.35 | 0.00 | 0.79 | 0 | 0 | 0 |
| 13 Dec | 7703.25 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7657.05 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 7728.75 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 7693.25 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 7537.55 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 7490.75 | 766.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 7421.25 | 766.35 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 7900 expiring on 30JAN2025
Delta for 7900 PE is 0.00
Historical price for 7900 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 990, 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 26 Dec ABB was trading at 6945.30. The strike last trading price was 990, which was 5.00 higher than the previous day. The implied volatity was 42.83, the open interest changed by 0 which decreased total open position to 1
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 985, which was 218.65 higher than the previous day. The implied volatity was 34.82, the open interest changed by 0 which decreased total open position to 0
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 766.35, 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 Dec ABB was trading at 6921.25. The strike last trading price was 766.35, 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 766.35, 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 766.35, 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 766.35, 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 16 Dec ABB was trading at 7890.35. The strike last trading price was 766.35, which was 0.00 lower than the previous day. The implied volatity was 0.79, 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 766.35, 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 Dec ABB was trading at 7657.05. The strike last trading price was 766.35, 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 766.35, 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 766.35, 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 766.35, 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 766.35, 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 766.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
