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[--[65.84.65.76]--]
ABB
Abb India Limited

6680.15 -121.85 (-1.79%)

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Historical option data for ABB

14 Nov 2024 04:11 PM IST
ABB 28NOV2024 8200 CE
Delta: 0.02
Vega: 0.62
Theta: -1.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6680.15 4.4 -0.85 48.40 507 -27 820
13 Nov 6802.00 5.25 -2.00 43.87 509 -21 848
12 Nov 6964.25 7.25 -5.80 40.91 814 73 852
11 Nov 7237.80 13.05 1.60 35.01 707 -135 779
8 Nov 7045.45 11.45 -1.70 37.22 669 107 901
7 Nov 6999.75 13.15 -8.05 38.01 804 179 797
6 Nov 7164.05 21.2 -5.40 35.43 846 37 618
5 Nov 7132.85 26.6 -66.45 37.89 1,834 332 582
4 Nov 7360.85 93.05 -17.80 46.15 405 150 249
1 Nov 7430.40 110.85 -10.10 43.51 23 3 100
31 Oct 7429.45 120.95 0.45 - 121 13 94
30 Oct 7426.90 120.5 1.10 - 88 10 79
29 Oct 7492.50 119.4 24.40 - 44 7 69
28 Oct 7338.95 95 -15.00 - 9 2 61
25 Oct 7521.65 110 -53.00 - 42 -9 59
24 Oct 7648.10 163 -42.05 - 61 22 52
23 Oct 7703.80 205.05 -189.95 - 48 16 29
22 Oct 8177.55 395 -114.25 - 8 4 11
21 Oct 8279.70 509.25 -180.80 - 1 0 6
18 Oct 8783.00 690.05 0.00 - 0 0 0
17 Oct 8690.70 690.05 0.00 - 0 -1 0
16 Oct 8769.35 690.05 110.05 - 1 0 7
11 Oct 8553.70 580 0.00 - 0 0 0
10 Oct 8510.30 580 0.00 - 0 -15 0
9 Oct 8458.05 580 166.00 - 29 -15 7
8 Oct 8154.65 414 163.10 - 11 -9 21
7 Oct 7758.30 250.9 -54.10 - 9 3 31
4 Oct 7930.40 305 -105.00 - 14 8 28
3 Oct 8110.30 410 -89.40 - 25 18 20
1 Oct 8268.10 499.4 -98.20 - 4 1 2
26 Sept 8070.40 597.6 0.00 - 0 0 0
25 Sept 8178.35 597.6 0.00 - 0 0 0
24 Sept 8078.20 597.6 0.00 - 0 0 0
23 Sept 7939.65 597.6 597.60 - 0 0 0
20 Sept 7695.75 0 0.00 - 0 0 0
19 Sept 7502.70 0 0.00 - 0 0 0
18 Sept 7785.25 0 0.00 - 0 0 0
17 Sept 7873.65 0 0.00 - 0 0 0
16 Sept 7765.20 0 0.00 - 0 0 0
13 Sept 7684.40 0 0.00 - 0 0 0
12 Sept 7720.20 0 0.00 - 0 0 0
11 Sept 7568.95 0 0.00 - 0 0 0
10 Sept 7535.70 0 0.00 - 0 0 0
9 Sept 7600.90 0 0.00 - 0 0 0
6 Sept 7516.40 0 0.00 - 0 0 0
5 Sept 7650.10 0 0.00 - 0 0 0
4 Sept 7639.05 0 0.00 - 0 0 0
3 Sept 7767.90 0 0.00 - 0 0 0
2 Sept 7699.25 0 - 0 0 0


For Abb India Limited - strike price 8200 expiring on 28NOV2024

Delta for 8200 CE is 0.02

Historical price for 8200 CE is as follows

On 14 Nov ABB was trading at 6680.15. The strike last trading price was 4.4, which was -0.85 lower than the previous day. The implied volatity was 48.40, the open interest changed by -27 which decreased total open position to 820


On 13 Nov ABB was trading at 6802.00. The strike last trading price was 5.25, which was -2.00 lower than the previous day. The implied volatity was 43.87, the open interest changed by -21 which decreased total open position to 848


On 12 Nov ABB was trading at 6964.25. The strike last trading price was 7.25, which was -5.80 lower than the previous day. The implied volatity was 40.91, the open interest changed by 73 which increased total open position to 852


On 11 Nov ABB was trading at 7237.80. The strike last trading price was 13.05, which was 1.60 higher than the previous day. The implied volatity was 35.01, the open interest changed by -135 which decreased total open position to 779


On 8 Nov ABB was trading at 7045.45. The strike last trading price was 11.45, which was -1.70 lower than the previous day. The implied volatity was 37.22, the open interest changed by 107 which increased total open position to 901


On 7 Nov ABB was trading at 6999.75. The strike last trading price was 13.15, which was -8.05 lower than the previous day. The implied volatity was 38.01, the open interest changed by 179 which increased total open position to 797


On 6 Nov ABB was trading at 7164.05. The strike last trading price was 21.2, which was -5.40 lower than the previous day. The implied volatity was 35.43, the open interest changed by 37 which increased total open position to 618


On 5 Nov ABB was trading at 7132.85. The strike last trading price was 26.6, which was -66.45 lower than the previous day. The implied volatity was 37.89, the open interest changed by 332 which increased total open position to 582


On 4 Nov ABB was trading at 7360.85. The strike last trading price was 93.05, which was -17.80 lower than the previous day. The implied volatity was 46.15, the open interest changed by 150 which increased total open position to 249


On 1 Nov ABB was trading at 7430.40. The strike last trading price was 110.85, which was -10.10 lower than the previous day. The implied volatity was 43.51, the open interest changed by 3 which increased total open position to 100


On 31 Oct ABB was trading at 7429.45. The strike last trading price was 120.95, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ABB was trading at 7426.90. The strike last trading price was 120.5, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ABB was trading at 7492.50. The strike last trading price was 119.4, which was 24.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ABB was trading at 7338.95. The strike last trading price was 95, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ABB was trading at 7521.65. The strike last trading price was 110, which was -53.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ABB was trading at 7648.10. The strike last trading price was 163, which was -42.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ABB was trading at 7703.80. The strike last trading price was 205.05, which was -189.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ABB was trading at 8177.55. The strike last trading price was 395, which was -114.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ABB was trading at 8279.70. The strike last trading price was 509.25, which was -180.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ABB was trading at 8783.00. The strike last trading price was 690.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ABB was trading at 8690.70. The strike last trading price was 690.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ABB was trading at 8769.35. The strike last trading price was 690.05, which was 110.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ABB was trading at 8553.70. The strike last trading price was 580, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct ABB was trading at 8510.30. The strike last trading price was 580, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ABB was trading at 8458.05. The strike last trading price was 580, which was 166.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct ABB was trading at 8154.65. The strike last trading price was 414, which was 163.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct ABB was trading at 7758.30. The strike last trading price was 250.9, which was -54.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ABB was trading at 7930.40. The strike last trading price was 305, which was -105.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ABB was trading at 8110.30. The strike last trading price was 410, which was -89.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ABB was trading at 8268.10. The strike last trading price was 499.4, which was -98.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept ABB was trading at 8070.40. The strike last trading price was 597.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept ABB was trading at 8178.35. The strike last trading price was 597.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept ABB was trading at 8078.20. The strike last trading price was 597.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept ABB was trading at 7939.65. The strike last trading price was 597.6, which was 597.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept ABB was trading at 7695.75. 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 which decreased total open position to


On 19 Sept ABB was trading at 7502.70. 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 which decreased total open position to


On 18 Sept ABB was trading at 7785.25. 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 which decreased total open position to


On 17 Sept ABB was trading at 7873.65. 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 which decreased total open position to


On 16 Sept ABB was trading at 7765.20. 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 which decreased total open position to


On 13 Sept ABB was trading at 7684.40. 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 which decreased total open position to


On 12 Sept ABB was trading at 7720.20. 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 which decreased total open position to


On 11 Sept ABB was trading at 7568.95. 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 which decreased total open position to


On 10 Sept ABB was trading at 7535.70. 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 which decreased total open position to


On 9 Sept ABB was trading at 7600.90. 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 which decreased total open position to


On 6 Sept ABB was trading at 7516.40. 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 which decreased total open position to


On 5 Sept ABB was trading at 7650.10. 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 which decreased total open position to


On 4 Sept ABB was trading at 7639.05. 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 which decreased total open position to


On 3 Sept ABB was trading at 7767.90. 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 which decreased total open position to


On 2 Sept ABB was trading at 7699.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ABB 28NOV2024 8200 PE
Delta: -0.99
Vega: 0.23
Theta: 1.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6680.15 1490 307.00 40.49 1 0 30
13 Nov 6802.00 1183 0.00 0.00 0 0 0
12 Nov 6964.25 1183 0.00 0.00 0 0 0
11 Nov 7237.80 1183 0.00 0.00 0 0 0
8 Nov 7045.45 1183 0.00 0.00 0 0 0
7 Nov 6999.75 1183 0.00 0.00 0 0 0
6 Nov 7164.05 1183 0.00 0.00 0 -2 0
5 Nov 7132.85 1183 225.00 69.02 2 -1 31
4 Nov 7360.85 958 115.25 54.78 1 0 32
1 Nov 7430.40 842.75 0.00 0.00 0 7 0
31 Oct 7429.45 842.75 52.75 - 8 6 31
30 Oct 7426.90 790 9.90 - 11 8 24
29 Oct 7492.50 780.1 -44.90 - 2 0 14
28 Oct 7338.95 825 146.10 - 12 4 4
25 Oct 7521.65 678.9 0.00 - 0 0 0
24 Oct 7648.10 678.9 0.00 - 0 -2 0
23 Oct 7703.80 678.9 354.90 - 7 -2 4
22 Oct 8177.55 324 4.40 - 8 3 5
21 Oct 8279.70 319.6 -454.00 - 2 1 1
18 Oct 8783.00 773.6 0.00 - 0 0 0
17 Oct 8690.70 773.6 0.00 - 0 0 0
16 Oct 8769.35 773.6 0.00 - 0 0 0
11 Oct 8553.70 773.6 0.00 - 0 0 0
10 Oct 8510.30 773.6 0.00 - 0 0 0
9 Oct 8458.05 773.6 0.00 - 0 0 0
8 Oct 8154.65 773.6 0.00 - 0 0 0
7 Oct 7758.30 773.6 0.00 - 0 0 0
4 Oct 7930.40 773.6 0.00 - 0 0 0
3 Oct 8110.30 773.6 0.00 - 0 0 0
1 Oct 8268.10 773.6 773.60 - 0 0 0
26 Sept 8070.40 0 0.00 - 0 0 0
25 Sept 8178.35 0 0.00 - 0 0 0
24 Sept 8078.20 0 0.00 - 0 0 0
23 Sept 7939.65 0 0.00 - 0 0 0
20 Sept 7695.75 0 0.00 - 0 0 0
19 Sept 7502.70 0 0.00 - 0 0 0
18 Sept 7785.25 0 0.00 - 0 0 0
17 Sept 7873.65 0 0.00 - 0 0 0
16 Sept 7765.20 0 0.00 - 0 0 0
13 Sept 7684.40 0 0.00 - 0 0 0
12 Sept 7720.20 0 0.00 - 0 0 0
11 Sept 7568.95 0 0.00 - 0 0 0
10 Sept 7535.70 0 0.00 - 0 0 0
9 Sept 7600.90 0 0.00 - 0 0 0
6 Sept 7516.40 0 0.00 - 0 0 0
5 Sept 7650.10 0 0.00 - 0 0 0
4 Sept 7639.05 0 0.00 - 0 0 0
3 Sept 7767.90 0 0.00 - 0 0 0
2 Sept 7699.25 0 - 0 0 0


For Abb India Limited - strike price 8200 expiring on 28NOV2024

Delta for 8200 PE is -0.99

Historical price for 8200 PE is as follows

On 14 Nov ABB was trading at 6680.15. The strike last trading price was 1490, which was 307.00 higher than the previous day. The implied volatity was 40.49, the open interest changed by 0 which decreased total open position to 30


On 13 Nov ABB was trading at 6802.00. The strike last trading price was 1183, 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 12 Nov ABB was trading at 6964.25. The strike last trading price was 1183, 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 11 Nov ABB was trading at 7237.80. The strike last trading price was 1183, 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 8 Nov ABB was trading at 7045.45. The strike last trading price was 1183, 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 7 Nov ABB was trading at 6999.75. The strike last trading price was 1183, 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 6 Nov ABB was trading at 7164.05. The strike last trading price was 1183, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 5 Nov ABB was trading at 7132.85. The strike last trading price was 1183, which was 225.00 higher than the previous day. The implied volatity was 69.02, the open interest changed by -1 which decreased total open position to 31


On 4 Nov ABB was trading at 7360.85. The strike last trading price was 958, which was 115.25 higher than the previous day. The implied volatity was 54.78, the open interest changed by 0 which decreased total open position to 32


On 1 Nov ABB was trading at 7430.40. The strike last trading price was 842.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 31 Oct ABB was trading at 7429.45. The strike last trading price was 842.75, which was 52.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ABB was trading at 7426.90. The strike last trading price was 790, which was 9.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ABB was trading at 7492.50. The strike last trading price was 780.1, which was -44.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ABB was trading at 7338.95. The strike last trading price was 825, which was 146.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ABB was trading at 7521.65. The strike last trading price was 678.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ABB was trading at 7648.10. The strike last trading price was 678.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ABB was trading at 7703.80. The strike last trading price was 678.9, which was 354.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ABB was trading at 8177.55. The strike last trading price was 324, which was 4.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ABB was trading at 8279.70. The strike last trading price was 319.6, which was -454.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ABB was trading at 8783.00. The strike last trading price was 773.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ABB was trading at 8690.70. The strike last trading price was 773.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ABB was trading at 8769.35. The strike last trading price was 773.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ABB was trading at 8553.70. The strike last trading price was 773.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct ABB was trading at 8510.30. The strike last trading price was 773.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ABB was trading at 8458.05. The strike last trading price was 773.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct ABB was trading at 8154.65. The strike last trading price was 773.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct ABB was trading at 7758.30. The strike last trading price was 773.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ABB was trading at 7930.40. The strike last trading price was 773.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ABB was trading at 8110.30. The strike last trading price was 773.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ABB was trading at 8268.10. The strike last trading price was 773.6, which was 773.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept ABB was trading at 8070.40. 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 which decreased total open position to


On 25 Sept ABB was trading at 8178.35. 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 which decreased total open position to


On 24 Sept ABB was trading at 8078.20. 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 which decreased total open position to


On 23 Sept ABB was trading at 7939.65. 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 which decreased total open position to


On 20 Sept ABB was trading at 7695.75. 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 which decreased total open position to


On 19 Sept ABB was trading at 7502.70. 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 which decreased total open position to


On 18 Sept ABB was trading at 7785.25. 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 which decreased total open position to


On 17 Sept ABB was trading at 7873.65. 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 which decreased total open position to


On 16 Sept ABB was trading at 7765.20. 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 which decreased total open position to


On 13 Sept ABB was trading at 7684.40. 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 which decreased total open position to


On 12 Sept ABB was trading at 7720.20. 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 which decreased total open position to


On 11 Sept ABB was trading at 7568.95. 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 which decreased total open position to


On 10 Sept ABB was trading at 7535.70. 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 which decreased total open position to


On 9 Sept ABB was trading at 7600.90. 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 which decreased total open position to


On 6 Sept ABB was trading at 7516.40. 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 which decreased total open position to


On 5 Sept ABB was trading at 7650.10. 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 which decreased total open position to


On 4 Sept ABB was trading at 7639.05. 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 which decreased total open position to


On 3 Sept ABB was trading at 7767.90. 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 which decreased total open position to


On 2 Sept ABB was trading at 7699.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to