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Related Pages for ABB
[--[65.84.65.76]--]
ABB
Abb India Limited
6726.2 -75.80 (-1.11%)

Option Chain for ABB

14 Nov 2024 12:01 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 125
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 2044.40 0.00 6000 1.55 12.65 38.83 460 19 221 -0.06
- 0 0 0 - 2071.20 0.00 6100 0.00 24.45 12.32 0 0 0 -0.00
0.00 0 0 0 0.00 843.90 0.00 6200 4.25 20.70 34.11 743 32 373 -0.10
- 0 0 0 - 1887.40 0.00 6300 6.35 32.15 33.63 455 49 155 -0.14
0.00 0 0 0 0.00 489.45 0.00 6400 6.60 40.60 30.80 831 -24 407 -0.18
0.77 66 -21 55 28.21 308.00 -73.00 6500 9.90 61.50 30.29 1,599 18 900 -0.25
0.66 25 5 119 31.32 252.15 -114.25 6600 17.15 89.15 29.55 2,115 157 345 -0.33
0.57 123 56 1,112 29.88 186.40 -51.60 6700 21.15 125.05 28.77 3,128 141 361 -0.43
0.47 329 172 2,014 28.78 131.40 -52.10 6800 24.75 172.05 28.07 1,191 7 353 -0.54
0.37 369 109 999 29.66 97.00 -38.95 6900 53.95 249.95 31.61 222 -22 287 -0.62
0.28 1,319 173 2,108 29.73 66.60 -29.40 7000 40.15 302.00 27.74 369 -45 1,256 -0.73
0.21 1,059 95 1,265 30.32 46.80 -22.10 7100 50.00 375.00 26.42 43 -20 552 -0.82
0.16 1,246 -28 1,421 31.83 35.00 -14.20 7200 80.55 488.90 34.92 40 -14 524 -0.81
0.12 1,077 -2 960 32.52 24.65 -11.70 7300 74.45 579.75 37.17 17 -3 364 -0.85
0.09 1,484 122 1,349 33.18 17.00 -9.95 7400 108.55 688.00 43.84 20 -1 302 -0.84
0.07 2,322 -18 1,929 34.59 13.10 -8.45 7500 94.30 783.00 46.89 16 -7 438 -0.86
0.05 735 -62 490 35.93 10.00 -4.30 7600 0.00 778.20 0.00 0 -7 0 0.00
0.04 685 -44 451 37.97 8.70 -3.30 7700 118.65 913.65 - 5 -4 118 -
0.03 817 -88 489 39.44 7.00 -1.10 7800 0.00 847.25 0.00 0 0 0 0.00
0.03 452 37 200 40.91 5.80 -2.00 7900 0.00 900.00 0.00 0 0 0 0.00
0.02 2,545 -221 1,016 42.70 5.05 -1.90 8000 0.00 1088.20 0.00 0 -4 0 0.00
0.02 271 -6 57 43.78 4.05 -1.75 8100 0.00 700.00 0.00 0 0 0 0.00
0.02 817 -30 178 46.30 4.05 -1.20 8200 307.00 1490.00 - 1 0 30 -
0.00 0 0 0 0.00 508.60 0.00 8300 0.00 1480.00 0.00 0 -4 0 0.00
0.01 337 -27 342 49.16 3.05 -0.75 8400 0.00 1441.00 0.00 0 0 0 0.00
0.01 1,017 20 185 51.04 2.90 -0.65 8500 0.00 1250.00 0.00 0 0 0 0.00
- 143 0 6 - 2.20 -0.70 8600 0.00 1180.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 4.35 0.00 8700 0.00 879.80 0.00 0 0 0 0.00
- 203 -4 13 - 2.00 -1.00 8800 0.00 1374.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 3.00 0.00 8900 0.00 1480.00 0.00 0 0 0 0.00
- 428 -18 28 - 2.35 -0.60 9000 0.00 1850.00 0.00 0 0 0 0.00
0.00 1 0 0 0.00 145.00 0.00 9100 0.00 1163.05 0.00 0 0 0 0.00
- 77 0 1 - 3.50 2.00 9200 0.00 1445.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 203.50 0.00 9300 0.00 1316.65 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2.30 0.00 9400 0.00 1599.90 0.00 0 0 0 0.00
- 37 0 1 - 2.70 -0.05 9500 0.00 1476.65 0.00 0 0 0 0.00
17,984 6,986
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.