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Related Pages for ABB
[--[65.84.65.76]--]
ABB
Abb India Limited
6760.8 59.20 (0.88%)

Option Chain for ABB

21 Nov 2024 04:11 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 -3.70 7.25 49.75 338 38 379 -0.04
- 0 0 0 - 2071.20 0.00 6100 -3.30 8.50 45.48 30 -1 29 -0.05
0.00 0 0 0 0.00 843.90 0.00 6200 -6.60 12.30 43.03 469 75 426 -0.07
- 0 0 0 - 1887.40 0.00 6300 -8.75 17.50 40.32 320 39 366 -0.10
0.78 6 2 5 54.66 431.00 41.00 6400 -17.55 21.05 35.52 497 84 590 -0.12
0.81 79 1 117 33.03 295.90 38.15 6500 -22.15 37.85 35.31 981 -33 705 -0.20
0.69 170 29 346 36.94 233.60 50.30 6600 -26.60 58.70 33.61 1,312 -4 447 -0.29
0.60 543 29 2,139 30.98 150.00 25.65 6700 -52.70 81.40 29.79 1,605 83 599 -0.40
0.46 761 31 2,759 30.18 96.00 12.45 6800 -48.60 141.05 32.75 554 21 402 -0.54
0.33 447 4 1,542 31.72 63.80 10.80 6900 -76.65 193.30 29.99 81 -9 255 -0.68
0.22 1,359 -45 2,412 31.38 36.65 3.25 7000 -61.45 278.80 33.84 144 -5 1,067 -0.76
0.14 993 -173 1,535 32.31 22.00 0.70 7100 -101.55 340.00 22.03 15 -5 516 -0.94
0.10 1,119 -155 1,520 34.41 14.80 -0.65 7200 -50.95 449.05 34.10 62 -32 385 -0.90
0.07 876 -66 967 35.96 9.55 -0.35 7300 -69.15 550.85 40.82 9 -6 309 -0.91
0.05 1,373 -53 927 38.34 7.00 -0.45 7400 -20.95 621.95 - 23 -7 283 -
0.04 2,053 -160 1,095 40.79 5.35 0.00 7500 -80.00 720.00 - 5 -3 362 -
0.03 656 -90 723 43.06 4.10 0.20 7600 0.00 778.20 0.00 0 0 0 0.00
0.02 536 -54 484 45.26 3.20 0.10 7700 0.00 920.00 0.00 0 -2 0 0.00
0.02 804 -15 213 48.57 3.00 -0.05 7800 0.00 847.25 0.00 0 0 0 0.00
0.01 375 -11 33 49.87 2.15 -0.60 7900 0.00 900.00 0.00 0 0 0 0.00
0.01 2,053 -266 759 53.95 2.35 0.00 8000 -18.70 1220.00 - 4 0 211 -
- 187 -12 23 - 1.90 -0.10 8100 0.00 700.00 0.00 0 0 0 0.00
- 364 -143 270 - 0.75 -1.25 8200 -76.35 1413.65 - 2 0 29 -
0.00 0 0 0 0.00 508.60 0.00 8300 0.00 1480.00 0.00 0 0 0 0.00
- 200 -9 34 - 1.65 -0.20 8400 0.00 1441.00 0.00 0 0 0 0.00
- 793 -21 36 - 1.70 -0.30 8500 -88.35 1731.65 - 2 0 42 -
- 119 -7 8 - 1.25 -0.80 8600 0.00 1180.00 0.00 0 0 0 0.00
- 11 0 1 - 1.10 -3.25 8700 0.00 879.80 0.00 0 0 0 0.00
- 175 -8 20 - 0.40 -1.50 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
- 369 -19 27 - 1.10 -0.45 9000 0.00 1850.00 0.00 0 0 0 0.00
16,421 7,402
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.