ABB
Abb India Limited
Historical option data for ABB
27 Dec 2024 04:11 PM IST
| ABB 30JAN2025 8500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 1.29
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6846.90 | 6.95 | -0.30 | 34.05 | 121 | 62 | 213 | |||
| 26 Dec | 6945.30 | 7.25 | -1.45 | 32.14 | 35 | 3 | 153 | |||
| 24 Dec | 6878.20 | 8.7 | -7.50 | 32.95 | 47 | 17 | 150 | |||
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| 23 Dec | 6959.20 | 16.2 | -3.80 | 35.24 | 35 | 17 | 133 | |||
| 20 Dec | 6921.25 | 20 | -12.05 | 35.28 | 68 | 2 | 116 | |||
| 19 Dec | 7351.90 | 32.05 | -47.95 | 29.44 | 68 | 51 | 113 | |||
| 18 Dec | 7657.15 | 80 | -20.05 | 29.43 | 32 | 12 | 61 | |||
| 17 Dec | 7817.45 | 100.05 | -30.00 | 27.84 | 15 | 12 | 48 | |||
| 16 Dec | 7890.35 | 130.05 | 28.38 | 52 | 36 | 36 | ||||
For Abb India Limited - strike price 8500 expiring on 30JAN2025
Delta for 8500 CE is 0.03
Historical price for 8500 CE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 6.95, which was -0.30 lower than the previous day. The implied volatity was 34.05, the open interest changed by 62 which increased total open position to 213
On 26 Dec ABB was trading at 6945.30. The strike last trading price was 7.25, which was -1.45 lower than the previous day. The implied volatity was 32.14, the open interest changed by 3 which increased total open position to 153
On 24 Dec ABB was trading at 6878.20. The strike last trading price was 8.7, which was -7.50 lower than the previous day. The implied volatity was 32.95, the open interest changed by 17 which increased total open position to 150
On 23 Dec ABB was trading at 6959.20. The strike last trading price was 16.2, which was -3.80 lower than the previous day. The implied volatity was 35.24, the open interest changed by 17 which increased total open position to 133
On 20 Dec ABB was trading at 6921.25. The strike last trading price was 20, which was -12.05 lower than the previous day. The implied volatity was 35.28, the open interest changed by 2 which increased total open position to 116
On 19 Dec ABB was trading at 7351.90. The strike last trading price was 32.05, which was -47.95 lower than the previous day. The implied volatity was 29.44, the open interest changed by 51 which increased total open position to 113
On 18 Dec ABB was trading at 7657.15. The strike last trading price was 80, which was -20.05 lower than the previous day. The implied volatity was 29.43, the open interest changed by 12 which increased total open position to 61
On 17 Dec ABB was trading at 7817.45. The strike last trading price was 100.05, which was -30.00 lower than the previous day. The implied volatity was 27.84, the open interest changed by 12 which increased total open position to 48
On 16 Dec ABB was trading at 7890.35. The strike last trading price was 130.05, which was lower than the previous day. The implied volatity was 28.38, the open interest changed by 36 which increased total open position to 36
| ABB 30JAN2025 8500 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 | 1560 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 6945.30 | 1560 | 0.00 | 0.00 | 0 | 1 | 0 |
| 24 Dec | 6878.20 | 1560 | 364.50 | 43.94 | 1 | 0 | 0 |
| 23 Dec | 6959.20 | 1195.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6921.25 | 1195.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 7351.90 | 1195.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7657.15 | 1195.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7817.45 | 1195.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7890.35 | 1195.5 | - | 0 | 0 | 0 | |
For Abb India Limited - strike price 8500 expiring on 30JAN2025
Delta for 8500 PE is 0.00
Historical price for 8500 PE is as follows
On 27 Dec ABB was trading at 6846.90. The strike last trading price was 1560, 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 1560, 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 1560, which was 364.50 higher than the previous day. The implied volatity was 43.94, 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 1195.5, 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 1195.5, 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 1195.5, 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 1195.5, 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 1195.5, 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 1195.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
