ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 8200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 1.70
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 9.15 | -387.35 | 30.49 | 194 | 116 | 116 | |||
| 26 Dec | 6945.30 | 396.5 | 0.00 | 12.00 | 0 | 0 | 0 | |||
| 24 Dec | 6878.20 | 396.5 | 0.00 | 11.88 | 0 | 0 | 0 | |||
| 23 Dec | 6959.20 | 396.5 | 0.00 | 11.32 | 0 | 0 | 0 | |||
| 20 Dec | 6921.25 | 396.5 | 0.00 | 10.92 | 0 | 0 | 0 | |||
| 19 Dec | 7351.90 | 396.5 | 0.00 | 6.89 | 0 | 0 | 0 | |||
| 18 Dec | 7657.15 | 396.5 | 0.00 | 3.98 | 0 | 0 | 0 | |||
| 17 Dec | 7817.45 | 396.5 | 0.00 | 2.54 | 0 | 0 | 0 | |||
| 16 Dec | 7890.35 | 396.5 | 396.50 | 1.92 | 0 | 0 | 0 | |||
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| 28 Nov | 7394.85 | 0 | 0.00 | 5.04 | 0 | 0 | 0 | |||
| 27 Nov | 7496.20 | 0 | 0.00 | 4.14 | 0 | 0 | 0 | |||
| 26 Nov | 7329.70 | 0 | 0.00 | 5.38 | 0 | 0 | 0 | |||
| 25 Nov | 7259.85 | 0 | 0.00 | 6.02 | 0 | 0 | 0 | |||
| 11 Nov | 7237.80 | 0 | 0.00 | 5.27 | 0 | 0 | 0 | |||
| 4 Nov | 7360.85 | 0 | 4.11 | 0 | 0 | 0 | ||||
For Abb India Limited - strike price 8200 expiring on 30JAN2025
Delta for 8200 CE is 0.04
Historical price for 8200 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 9.15, which was -387.35 lower than the previous day. The implied volatity was 30.49, the open interest changed by 116 which increased total open position to 116
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 396.5, which was 0.00 lower than the previous day. The implied volatity was 12.00, the open interest changed by 0 which decreased total open position to 0
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 396.5, which was 0.00 lower than the previous day. The implied volatity was 11.88, 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 396.5, which was 0.00 lower than the previous day. The implied volatity was 11.32, 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 396.5, which was 0.00 lower than the previous day. The implied volatity was 10.92, 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 396.5, which was 0.00 lower than the previous day. The implied volatity was 6.89, 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 396.5, which was 0.00 lower than the previous day. The implied volatity was 3.98, 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 396.5, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 396.5, which was 396.50 higher than the previous day. The implied volatity was 1.92, 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 5.04, 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 4.14, 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 5.38, 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 6.02, 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 5.27, 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 4.11, the open interest changed by 0 which decreased total open position to 0
| ABB 30JAN2025 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6846.90 | 1270 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 6945.30 | 1270 | 0.00 | 0.00 | 0 | 1 | 0 |
| 24 Dec | 6878.20 | 1270 | 250.45 | 38.71 | 1 | 0 | 0 |
| 23 Dec | 6959.20 | 1019.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6921.25 | 1019.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 7351.90 | 1019.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7657.15 | 1019.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7817.45 | 1019.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7890.35 | 1019.55 | 1019.55 | - | 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 |
| 4 Nov | 7360.85 | 0 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 8200 expiring on 30JAN2025
Delta for 8200 PE is 0.00
Historical price for 8200 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 1270, 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 26 Dec ABB was trading at 6945.30. The strike last trading price was 1270, 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 24 Dec ABB was trading at 6878.20. The strike last trading price was 1270, which was 250.45 higher than the previous day. The implied volatity was 38.71, 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 1019.55, 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 1019.55, 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 1019.55, 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 1019.55, 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 1019.55, 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 1019.55, which was 1019.55 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 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
