ABBOTINDIA
Abbott India Limited
Historical option data for ABBOTINDIA
21 Nov 2024 04:11 PM IST
| ABBOTINDIA 28NOV2024 27000 CE | ||||||||||
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Delta: 0.60
Vega: 14.49
Theta: -23.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 27114.70 | 374.1 | -320.10 | 18.74 | 75 | 39 | 65 | |||
| 20 Nov | 27224.35 | 694.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 27224.35 | 694.2 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 18 Nov | 27187.40 | 694.2 | -1417.75 | 28.86 | 6 | 3 | 26 | |||
| 14 Nov | 27351.20 | 2111.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 27629.80 | 2111.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 28597.85 | 2111.95 | 141.95 | 48.12 | 1 | 0 | 23 | |||
| 11 Nov | 28724.30 | 1970 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 8 Nov | 28553.05 | 1970 | 464.35 | 35.66 | 1 | 0 | 24 | |||
| 7 Nov | 28314.00 | 1505.65 | -994.35 | 23.70 | 27 | 7 | 24 | |||
| 6 Nov | 29145.05 | 2500 | 127.30 | 36.24 | 22 | 13 | 16 | |||
| 5 Nov | 29329.20 | 2372.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 4 Nov | 29460.45 | 2372.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 29295.50 | 2372.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 28978.70 | 2372.7 | -1465.55 | - | 4 | 2 | 2 | |||
| 30 Oct | 28406.90 | 3838.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 28473.05 | 3838.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 28104.55 | 3838.25 | 3838.25 | - | 0 | 0 | 0 | |||
| 20 Sept | 28207.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 28860.75 | 0 | - | 0 | 0 | 0 | ||||
For Abbott India Limited - strike price 27000 expiring on 28NOV2024
Delta for 27000 CE is 0.60
Historical price for 27000 CE is as follows
On 21 Nov ABBOTINDIA was trading at 27114.70. The strike last trading price was 374.1, which was -320.10 lower than the previous day. The implied volatity was 18.74, the open interest changed by 39 which increased total open position to 65
On 20 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 694.2, 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 19 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 694.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Nov ABBOTINDIA was trading at 27187.40. The strike last trading price was 694.2, which was -1417.75 lower than the previous day. The implied volatity was 28.86, the open interest changed by 3 which increased total open position to 26
On 14 Nov ABBOTINDIA was trading at 27351.20. The strike last trading price was 2111.95, 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 13 Nov ABBOTINDIA was trading at 27629.80. The strike last trading price was 2111.95, 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 12 Nov ABBOTINDIA was trading at 28597.85. The strike last trading price was 2111.95, which was 141.95 higher than the previous day. The implied volatity was 48.12, the open interest changed by 0 which decreased total open position to 23
On 11 Nov ABBOTINDIA was trading at 28724.30. The strike last trading price was 1970, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Nov ABBOTINDIA was trading at 28553.05. The strike last trading price was 1970, which was 464.35 higher than the previous day. The implied volatity was 35.66, the open interest changed by 0 which decreased total open position to 24
On 7 Nov ABBOTINDIA was trading at 28314.00. The strike last trading price was 1505.65, which was -994.35 lower than the previous day. The implied volatity was 23.70, the open interest changed by 7 which increased total open position to 24
On 6 Nov ABBOTINDIA was trading at 29145.05. The strike last trading price was 2500, which was 127.30 higher than the previous day. The implied volatity was 36.24, the open interest changed by 13 which increased total open position to 16
On 5 Nov ABBOTINDIA was trading at 29329.20. The strike last trading price was 2372.7, 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 4 Nov ABBOTINDIA was trading at 29460.45. The strike last trading price was 2372.7, 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 1 Nov ABBOTINDIA was trading at 29295.50. The strike last trading price was 2372.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct ABBOTINDIA was trading at 28978.70. The strike last trading price was 2372.7, which was -1465.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ABBOTINDIA was trading at 28406.90. The strike last trading price was 3838.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ABBOTINDIA was trading at 28473.05. The strike last trading price was 3838.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct ABBOTINDIA was trading at 28104.55. The strike last trading price was 3838.25, which was 3838.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept ABBOTINDIA was trading at 28207.90. 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 which decreased total open position to
On 17 Sept ABBOTINDIA was trading at 28860.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABBOTINDIA 28NOV2024 27000 PE | |||||||
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Delta: -0.41
Vega: 14.64
Theta: -20.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 27114.70 | 264 | -37.40 | 22.97 | 283 | -17 | 201 |
| 20 Nov | 27224.35 | 301.4 | 0.00 | 23.64 | 188 | -12 | 221 |
| 19 Nov | 27224.35 | 301.4 | 6.95 | 23.64 | 188 | -9 | 221 |
| 18 Nov | 27187.40 | 294.45 | 53.35 | 24.46 | 460 | 22 | 230 |
| 14 Nov | 27351.20 | 241.1 | 17.45 | 22.05 | 883 | 64 | 209 |
| 13 Nov | 27629.80 | 223.65 | 143.70 | 24.93 | 224 | -3 | 146 |
| 12 Nov | 28597.85 | 79.95 | -3.45 | 23.76 | 169 | 0 | 149 |
| 11 Nov | 28724.30 | 83.4 | -71.60 | 25.50 | 116 | -17 | 151 |
| 8 Nov | 28553.05 | 155 | -136.70 | 26.55 | 540 | -75 | 168 |
| 7 Nov | 28314.00 | 291.7 | 79.95 | 29.84 | 1,377 | 20 | 258 |
| 6 Nov | 29145.05 | 211.75 | -73.35 | 34.27 | 723 | 3 | 238 |
| 5 Nov | 29329.20 | 285.1 | 112.15 | 39.47 | 259 | 181 | 235 |
| 4 Nov | 29460.45 | 172.95 | -127.00 | 35.08 | 3 | 1 | 54 |
| 1 Nov | 29295.50 | 299.95 | 3.40 | 37.47 | 4 | 0 | 52 |
| 31 Oct | 28978.70 | 296.55 | -68.95 | - | 18 | 6 | 52 |
| 30 Oct | 28406.90 | 365.5 | -75.60 | - | 10 | 1 | 46 |
| 29 Oct | 28473.05 | 441.1 | 72.20 | - | 92 | 39 | 39 |
| 4 Oct | 28104.55 | 368.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 28207.90 | 368.9 | 368.90 | - | 0 | 0 | 0 |
| 17 Sept | 28860.75 | 0 | - | 0 | 0 | 0 | |
For Abbott India Limited - strike price 27000 expiring on 28NOV2024
Delta for 27000 PE is -0.41
Historical price for 27000 PE is as follows
On 21 Nov ABBOTINDIA was trading at 27114.70. The strike last trading price was 264, which was -37.40 lower than the previous day. The implied volatity was 22.97, the open interest changed by -17 which decreased total open position to 201
On 20 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 301.4, which was 0.00 lower than the previous day. The implied volatity was 23.64, the open interest changed by -12 which decreased total open position to 221
On 19 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 301.4, which was 6.95 higher than the previous day. The implied volatity was 23.64, the open interest changed by -9 which decreased total open position to 221
On 18 Nov ABBOTINDIA was trading at 27187.40. The strike last trading price was 294.45, which was 53.35 higher than the previous day. The implied volatity was 24.46, the open interest changed by 22 which increased total open position to 230
On 14 Nov ABBOTINDIA was trading at 27351.20. The strike last trading price was 241.1, which was 17.45 higher than the previous day. The implied volatity was 22.05, the open interest changed by 64 which increased total open position to 209
On 13 Nov ABBOTINDIA was trading at 27629.80. The strike last trading price was 223.65, which was 143.70 higher than the previous day. The implied volatity was 24.93, the open interest changed by -3 which decreased total open position to 146
On 12 Nov ABBOTINDIA was trading at 28597.85. The strike last trading price was 79.95, which was -3.45 lower than the previous day. The implied volatity was 23.76, the open interest changed by 0 which decreased total open position to 149
On 11 Nov ABBOTINDIA was trading at 28724.30. The strike last trading price was 83.4, which was -71.60 lower than the previous day. The implied volatity was 25.50, the open interest changed by -17 which decreased total open position to 151
On 8 Nov ABBOTINDIA was trading at 28553.05. The strike last trading price was 155, which was -136.70 lower than the previous day. The implied volatity was 26.55, the open interest changed by -75 which decreased total open position to 168
On 7 Nov ABBOTINDIA was trading at 28314.00. The strike last trading price was 291.7, which was 79.95 higher than the previous day. The implied volatity was 29.84, the open interest changed by 20 which increased total open position to 258
On 6 Nov ABBOTINDIA was trading at 29145.05. The strike last trading price was 211.75, which was -73.35 lower than the previous day. The implied volatity was 34.27, the open interest changed by 3 which increased total open position to 238
On 5 Nov ABBOTINDIA was trading at 29329.20. The strike last trading price was 285.1, which was 112.15 higher than the previous day. The implied volatity was 39.47, the open interest changed by 181 which increased total open position to 235
On 4 Nov ABBOTINDIA was trading at 29460.45. The strike last trading price was 172.95, which was -127.00 lower than the previous day. The implied volatity was 35.08, the open interest changed by 1 which increased total open position to 54
On 1 Nov ABBOTINDIA was trading at 29295.50. The strike last trading price was 299.95, which was 3.40 higher than the previous day. The implied volatity was 37.47, the open interest changed by 0 which decreased total open position to 52
On 31 Oct ABBOTINDIA was trading at 28978.70. The strike last trading price was 296.55, which was -68.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ABBOTINDIA was trading at 28406.90. The strike last trading price was 365.5, which was -75.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ABBOTINDIA was trading at 28473.05. The strike last trading price was 441.1, which was 72.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct ABBOTINDIA was trading at 28104.55. The strike last trading price was 368.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept ABBOTINDIA was trading at 28207.90. The strike last trading price was 368.9, which was 368.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept ABBOTINDIA was trading at 28860.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
