ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 8000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 2.33
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 13.75 | -5.70 | 29.08 | 846 | 439 | 1,204 | |||
| 26 Dec | 6945.30 | 19.45 | 0.75 | 28.87 | 318 | 123 | 766 | |||
| 24 Dec | 6878.20 | 18.7 | -18.20 | 28.69 | 406 | 176 | 643 | |||
| 23 Dec | 6959.20 | 36.9 | -13.20 | 32.06 | 452 | 131 | 465 | |||
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| 20 Dec | 6921.25 | 50.1 | -48.05 | 33.52 | 501 | 163 | 331 | |||
| 19 Dec | 7351.90 | 98.15 | -90.20 | 29.08 | 213 | 84 | 163 | |||
| 18 Dec | 7657.15 | 188.35 | -76.65 | 27.59 | 84 | 18 | 78 | |||
| 17 Dec | 7817.45 | 265 | -27.60 | 28.91 | 49 | 1 | 59 | |||
| 16 Dec | 7890.35 | 292.6 | 102.60 | 27.24 | 110 | 37 | 59 | |||
| 13 Dec | 7703.25 | 190 | 5.00 | 24.13 | 24 | 8 | 20 | |||
| 12 Dec | 7657.05 | 185 | -43.30 | 24.80 | 11 | 1 | 11 | |||
| 11 Dec | 7728.75 | 228.3 | 6.35 | 26.68 | 8 | 0 | 9 | |||
| 10 Dec | 7693.25 | 221.95 | -240.45 | 26.75 | 17 | 8 | 8 | |||
| 3 Dec | 7537.55 | 462.4 | 0.00 | 2.77 | 0 | 0 | 0 | |||
| 28 Nov | 7394.85 | 462.4 | 0.00 | 3.31 | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 462.4 | 0.00 | 2.78 | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 462.4 | 0.00 | 3.88 | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 462.4 | 0.00 | 4.71 | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 462.4 | 0.00 | 4.06 | 0 | 0 | 0 | |||
| 8 Nov | 7045.45 | 462.4 | 0.00 | 5.17 | 0 | 0 | 0 | |||
| 6 Nov | 7164.05 | 462.4 | 0.00 | 4.44 | 0 | 0 | 0 | |||
| 5 Nov | 7132.85 | 462.4 | 0.00 | 5.80 | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 462.4 | 3.21 | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 8000 expiring on 30JAN2025
Delta for 8000 CE is 0.06
Historical price for 8000 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 13.75, which was -5.70 lower than the previous day. The implied volatity was 29.08, the open interest changed by 439 which increased total open position to 1204
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 19.45, which was 0.75 higher than the previous day. The implied volatity was 28.87, the open interest changed by 123 which increased total open position to 766
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 18.7, which was -18.20 lower than the previous day. The implied volatity was 28.69, the open interest changed by 176 which increased total open position to 643
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 36.9, which was -13.20 lower than the previous day. The implied volatity was 32.06, the open interest changed by 131 which increased total open position to 465
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 50.1, which was -48.05 lower than the previous day. The implied volatity was 33.52, the open interest changed by 163 which increased total open position to 331
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 98.15, which was -90.20 lower than the previous day. The implied volatity was 29.08, the open interest changed by 84 which increased total open position to 163
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 188.35, which was -76.65 lower than the previous day. The implied volatity was 27.59, the open interest changed by 18 which increased total open position to 78
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 265, which was -27.60 lower than the previous day. The implied volatity was 28.91, the open interest changed by 1 which increased total open position to 59
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 292.6, which was 102.60 higher than the previous day. The implied volatity was 27.24, the open interest changed by 37 which increased total open position to 59
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 190, which was 5.00 higher than the previous day. The implied volatity was 24.13, the open interest changed by 8 which increased total open position to 20
On 12 Dec ABB was trading at 7657.05. The strike last trading price was 185, which was -43.30 lower than the previous day. The implied volatity was 24.80, the open interest changed by 1 which increased total open position to 11
On 11 Dec ABB was trading at 7728.75. The strike last trading price was 228.3, which was 6.35 higher than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 9
On 10 Dec ABB was trading at 7693.25. The strike last trading price was 221.95, which was -240.45 lower than the previous day. The implied volatity was 26.75, the open interest changed by 8 which increased total open position to 8
On 3 Dec ABB was trading at 7537.55. The strike last trading price was 462.4, 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 28 Nov ABB was trading at 7394.85. The strike last trading price was 462.4, 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 27 Nov ABB was trading at 7496.20. The strike last trading price was 462.4, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 462.4, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 462.4, which was 0.00 lower than the previous day. The implied volatity was 4.71, 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 462.4, which was 0.00 lower than the previous day. The implied volatity was 4.06, 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 462.4, which was 0.00 lower than the previous day. The implied volatity was 5.17, 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 462.4, which was 0.00 lower than the previous day. The implied volatity was 4.44, 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 462.4, which was 0.00 lower than the previous day. The implied volatity was 5.80, 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 462.4, which was lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
| ABB 30JAN2025 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 3.19
Theta: 0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 1100 | 78.00 | 33.21 | 4 | 2 | 54 |
| 26 Dec | 6945.30 | 1022 | -22.60 | 31.53 | 46 | 38 | 52 |
| 24 Dec | 6878.20 | 1044.6 | -20.40 | 27.47 | 4 | 1 | 13 |
| 23 Dec | 6959.20 | 1065 | 191.15 | 41.96 | 1 | 0 | 11 |
| 20 Dec | 6921.25 | 873.85 | 213.85 | - | 2 | 0 | 11 |
| 19 Dec | 7351.90 | 660 | 190.00 | 28.41 | 3 | 1 | 10 |
| 18 Dec | 7657.15 | 470 | 113.00 | 31.41 | 6 | 2 | 9 |
| 17 Dec | 7817.45 | 357 | 47.00 | 27.79 | 6 | 4 | 6 |
| 16 Dec | 7890.35 | 310 | -579.05 | 26.92 | 2 | 1 | 1 |
| 13 Dec | 7703.25 | 889.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7657.05 | 889.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 7728.75 | 889.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 7693.25 | 889.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 7537.55 | 889.05 | 889.05 | - | 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 |
| 11 Nov | 7237.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7045.45 | 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 8000 expiring on 30JAN2025
Delta for 8000 PE is -0.92
Historical price for 8000 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 1100, which was 78.00 higher than the previous day. The implied volatity was 33.21, the open interest changed by 2 which increased total open position to 54
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 1022, which was -22.60 lower than the previous day. The implied volatity was 31.53, the open interest changed by 38 which increased total open position to 52
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 1044.6, which was -20.40 lower than the previous day. The implied volatity was 27.47, the open interest changed by 1 which increased total open position to 13
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 1065, which was 191.15 higher than the previous day. The implied volatity was 41.96, the open interest changed by 0 which decreased total open position to 11
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 873.85, which was 213.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 660, which was 190.00 higher than the previous day. The implied volatity was 28.41, the open interest changed by 1 which increased total open position to 10
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 470, which was 113.00 higher than the previous day. The implied volatity was 31.41, the open interest changed by 2 which increased total open position to 9
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 357, which was 47.00 higher than the previous day. The implied volatity was 27.79, the open interest changed by 4 which increased total open position to 6
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 310, which was -579.05 lower than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 1
On 13 Dec ABB was trading at 7703.25. The strike last trading price was 889.05, 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 12 Dec ABB was trading at 7657.05. The strike last trading price was 889.05, 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 889.05, 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 10 Dec ABB was trading at 7693.25. The strike last trading price was 889.05, 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 889.05, which was 889.05 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 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 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
