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Related Pages for ABB
[--[65.84.65.76]--]
ABB
Abb India Limited
6846.9 -98.40 (-1.42%)

Option Chain for ABB

27 Dec 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 - 1638.95 0.00 6000 5.05 19.95 31.88 121 23 98 -0.07
- 0 0 0 - 1444.90 0.00 6100 0.00 73.65 9.95 0 0 0 -0.00
- 0 0 0 - 1479.05 0.00 6200 6.55 31.60 29.42 374 93 293 -0.10
- 0 0 0 - 1280.20 0.00 6300 0.00 106.45 7.58 0 0 0 -0.00
- 0 0 0 - 1327.50 0.00 6400 11.45 58.50 28.48 309 59 179 -0.18
- 0 0 0 - 1125.00 0.00 6500 16.40 77.85 28.01 340 63 192 -0.22
- 0 0 0 - 1185.15 0.00 6600 18.35 101.00 27.40 143 32 150 -0.27
0.67 10 0 5 26.56 341.00 -54.00 6700 12.75 120.55 25.60 281 94 140 -0.33
0.60 30 8 52 24.97 268.50 -51.50 6800 25.80 166.00 26.40 358 108 301 -0.40
0.53 175 89 337 24.54 212.05 -46.10 6900 22.85 200.00 24.90 376 55 230 -0.47
0.45 676 327 1,467 24.34 164.90 -40.55 7000 42.80 266.40 26.44 346 36 441 -0.54
0.38 221 90 271 24.91 131.45 -27.75 7100 1.95 280.85 20.61 29 15 39 -0.65
0.30 401 120 734 23.64 90.80 -27.25 7200 47.00 377.00 24.19 148 -38 121 -0.69
0.25 47 34 121 24.67 73.25 -22.15 7300 -22.20 383.50 9.32 2 0 25 -0.97
0.20 674 395 937 24.75 54.00 -18.00 7400 21.50 516.50 21.45 92 84 198 -0.84
0.15 599 152 977 25.22 41.15 -13.85 7500 45.00 600.00 20.53 8 -2 137 -0.90
0.13 109 26 153 26.09 33.00 -11.60 7600 0.00 714.00 0.00 0 2 0 0.00
0.10 86 23 156 26.42 24.70 -9.80 7700 0.00 701.40 0.00 0 1 0 0.00
0.08 226 119 258 27.43 20.50 -4.75 7800 0.00 790.00 0.00 0 0 0 0.00
0.07 179 99 222 28.08 16.25 -6.25 7900 0.00 990.00 0.00 0 1 0 0.00
0.06 1,204 439 846 29.08 13.75 -5.70 8000 78.00 1100.00 33.21 4 2 54 -0.92
0.00 0 0 0 11.95 296.30 0.00 8100 0.00 900.05 - 0 0 0 -
0.04 116 116 194 30.49 9.15 -387.35 8200 0.00 1270.00 0.00 0 0 0 0.00
0.00 0 0 0 14.04 242.35 0.00 8300 0.00 1043.60 - 0 0 0 -
0.00 0 0 0 14.71 338.50 0.00 8400 0.00 1158.00 - 0 0 0 -
0.03 213 62 121 34.05 6.95 -0.30 8500 0.00 1560.00 0.00 0 0 0 0.00
4,966 2,598
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.