ABB
Abb India Limited
Historical option data for ABB
24 Apr 2026 01:31 PM IST
| ABB 28-Apr-2026 (4d) 8000 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.01
Theta: -2.99
Gamma: 0.00023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 7341.00 | 4.5 | -15.55 | 41.71 | 2,805 | -67 | 1,183 | |||||||||
| 23 Apr | 7575.50 | 19.75 | -17.200000000000003 | 36.72 | 3,770 | 75 | 1,245 | |||||||||
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| 22 Apr | 7587.00 | 39.9 | 33.6 | 39.64 | 30,430 | 741 | 1,164 | |||||||||
| 21 Apr | 7255.00 | 6.9 | -1.1999999999999993 | 38.48 | 1,321 | 12 | 424 | |||||||||
| 20 Apr | 7158.00 | 8.5 | -3.8499999999999996 | 42.48 | 2,049 | 395 | 395 | |||||||||
For Abb India Limited - strike price 8000 expiring on 28APR2026
Delta for 8000 CE is 0.03
Historical price for 8000 CE is as follows
On 24 Apr ABB was trading at 7341.00. The strike last trading price was 4.5, which was -15.55 lower than the previous day. The implied volatity was 41.71, the open interest changed by -67 which decreased total open position to 1183
On 23 Apr ABB was trading at 7575.50. The strike last trading price was 19.75, which was -17.200000000000003 lower than the previous day. The implied volatity was 36.72, the open interest changed by 75 which increased total open position to 1245
On 22 Apr ABB was trading at 7587.00. The strike last trading price was 39.9, which was 33.6 higher than the previous day. The implied volatity was 39.64, the open interest changed by 741 which increased total open position to 1164
On 21 Apr ABB was trading at 7255.00. The strike last trading price was 6.9, which was -1.1999999999999993 lower than the previous day. The implied volatity was 38.48, the open interest changed by 12 which increased total open position to 424
On 20 Apr ABB was trading at 7158.00. The strike last trading price was 8.5, which was -3.8499999999999996 lower than the previous day. The implied volatity was 42.48, the open interest changed by 395 which increased total open position to 395
| ABB 28-Apr-2026 (4d) 8000 PE | |||||||
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Delta: -0.9
Vega: 0.01
Theta: -6.16
Gamma: 0.00044
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 7341.00 | 550 | 100 | 46.25 | 2 | 0 | 2 |
| 23 Apr | 7575.50 | 450 | 7.449999999999989 | 30.03 | 3 | 0 | 2 |
| 22 Apr | 7587.00 | 442.55 | -1872.2500000000002 | 50.4 | 19 | 2 | 2 |
| 21 Apr | 7255.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 7158.00 | 0 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 8000 expiring on 28APR2026
Delta for 8000 PE is -0.9
Historical price for 8000 PE is as follows
On 24 Apr ABB was trading at 7341.00. The strike last trading price was 550, which was 100 higher than the previous day. The implied volatity was 46.25, the open interest changed by 0 which decreased total open position to 2
On 23 Apr ABB was trading at 7575.50. The strike last trading price was 450, which was 7.449999999999989 higher than the previous day. The implied volatity was 30.03, the open interest changed by 0 which decreased total open position to 2
On 22 Apr ABB was trading at 7587.00. The strike last trading price was 442.55, which was -1872.2500000000002 lower than the previous day. The implied volatity was 50.4, the open interest changed by 2 which increased total open position to 2
On 21 Apr ABB was trading at 7255.00. 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
On 20 Apr ABB was trading at 7158.00. 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
