ABBOTINDIA
Abbott India Limited
Historical option data for ABBOTINDIA
21 Nov 2024 04:11 PM IST
| ABBOTINDIA 28NOV2024 27250 CE | ||||||||||
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Delta: 0.47
Vega: 14.93
Theta: -26.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 27114.70 | 288 | -132.50 | 21.69 | 129 | 36 | 49 | |||
| 20 Nov | 27224.35 | 420.5 | 0.00 | 25.67 | 26 | 9 | 11 | |||
| 19 Nov | 27224.35 | 420.5 | 30.65 | 25.67 | 26 | 7 | 11 | |||
| 18 Nov | 27187.40 | 389.85 | -2295.95 | 19.55 | 11 | 3 | 3 | |||
| 14 Nov | 27351.20 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 27629.80 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 28597.85 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 28724.30 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 28553.05 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 28314.00 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 29145.05 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 29329.20 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 29460.45 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 29295.50 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 28978.70 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 28406.90 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 28473.05 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 28371.70 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 28104.55 | 2685.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 28267.05 | 2685.8 | - | 0 | 0 | 0 | ||||
For Abbott India Limited - strike price 27250 expiring on 28NOV2024
Delta for 27250 CE is 0.47
Historical price for 27250 CE is as follows
On 21 Nov ABBOTINDIA was trading at 27114.70. The strike last trading price was 288, which was -132.50 lower than the previous day. The implied volatity was 21.69, the open interest changed by 36 which increased total open position to 49
On 20 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 420.5, which was 0.00 lower than the previous day. The implied volatity was 25.67, the open interest changed by 9 which increased total open position to 11
On 19 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 420.5, which was 30.65 higher than the previous day. The implied volatity was 25.67, the open interest changed by 7 which increased total open position to 11
On 18 Nov ABBOTINDIA was trading at 27187.40. The strike last trading price was 389.85, which was -2295.95 lower than the previous day. The implied volatity was 19.55, the open interest changed by 3 which increased total open position to 3
On 14 Nov ABBOTINDIA was trading at 27351.20. The strike last trading price was 2685.8, 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 13 Nov ABBOTINDIA was trading at 27629.80. The strike last trading price was 2685.8, 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 12 Nov ABBOTINDIA was trading at 28597.85. The strike last trading price was 2685.8, 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 11 Nov ABBOTINDIA was trading at 28724.30. The strike last trading price was 2685.8, 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 8 Nov ABBOTINDIA was trading at 28553.05. The strike last trading price was 2685.8, 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 7 Nov ABBOTINDIA was trading at 28314.00. The strike last trading price was 2685.8, 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 6 Nov ABBOTINDIA was trading at 29145.05. The strike last trading price was 2685.8, 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 5 Nov ABBOTINDIA was trading at 29329.20. The strike last trading price was 2685.8, 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 4 Nov ABBOTINDIA was trading at 29460.45. The strike last trading price was 2685.8, 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 1 Nov ABBOTINDIA was trading at 29295.50. The strike last trading price was 2685.8, 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 31 Oct ABBOTINDIA was trading at 28978.70. The strike last trading price was 2685.8, 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 30 Oct ABBOTINDIA was trading at 28406.90. The strike last trading price was 2685.8, 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 2685.8, 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 Oct ABBOTINDIA was trading at 28371.70. The strike last trading price was 2685.8, 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 2685.8, 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 3 Oct ABBOTINDIA was trading at 28267.05. The strike last trading price was 2685.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ABBOTINDIA 28NOV2024 27250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 14.97
Theta: -32.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 27114.70 | 546.25 | 126.25 | 33.75 | 8 | 0 | 32 |
| 20 Nov | 27224.35 | 420 | 0.00 | 23.70 | 39 | 11 | 31 |
| 19 Nov | 27224.35 | 420 | 8.00 | 23.70 | 39 | 10 | 31 |
| 18 Nov | 27187.40 | 412 | 20.60 | 24.95 | 12 | -1 | 13 |
| 14 Nov | 27351.20 | 391.4 | 320.35 | 24.66 | 4 | 0 | 14 |
| 13 Nov | 27629.80 | 71.05 | 0.00 | 0.00 | 0 | 11 | 0 |
| 12 Nov | 28597.85 | 71.05 | -38.95 | 20.32 | 19 | 5 | 8 |
| 11 Nov | 28724.30 | 110 | -104.65 | 24.99 | 2 | 0 | 2 |
| 8 Nov | 28553.05 | 214.65 | -56.15 | 27.52 | 3 | 0 | 3 |
| 7 Nov | 28314.00 | 270.8 | -139.10 | 25.74 | 25 | 3 | 3 |
| 6 Nov | 29145.05 | 409.9 | 0.00 | 6.73 | 0 | 0 | 0 |
| 5 Nov | 29329.20 | 409.9 | 0.00 | 6.97 | 0 | 0 | 0 |
| 4 Nov | 29460.45 | 409.9 | 0.00 | 7.45 | 0 | 0 | 0 |
| 1 Nov | 29295.50 | 409.9 | 0.00 | 6.48 | 0 | 0 | 0 |
| 31 Oct | 28978.70 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 28406.90 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 28473.05 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 28371.70 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 28104.55 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 28267.05 | 409.9 | - | 0 | 0 | 0 | |
For Abbott India Limited - strike price 27250 expiring on 28NOV2024
Delta for 27250 PE is -0.52
Historical price for 27250 PE is as follows
On 21 Nov ABBOTINDIA was trading at 27114.70. The strike last trading price was 546.25, which was 126.25 higher than the previous day. The implied volatity was 33.75, the open interest changed by 0 which decreased total open position to 32
On 20 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 420, which was 0.00 lower than the previous day. The implied volatity was 23.70, the open interest changed by 11 which increased total open position to 31
On 19 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 420, which was 8.00 higher than the previous day. The implied volatity was 23.70, the open interest changed by 10 which increased total open position to 31
On 18 Nov ABBOTINDIA was trading at 27187.40. The strike last trading price was 412, which was 20.60 higher than the previous day. The implied volatity was 24.95, the open interest changed by -1 which decreased total open position to 13
On 14 Nov ABBOTINDIA was trading at 27351.20. The strike last trading price was 391.4, which was 320.35 higher than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 14
On 13 Nov ABBOTINDIA was trading at 27629.80. The strike last trading price was 71.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 12 Nov ABBOTINDIA was trading at 28597.85. The strike last trading price was 71.05, which was -38.95 lower than the previous day. The implied volatity was 20.32, the open interest changed by 5 which increased total open position to 8
On 11 Nov ABBOTINDIA was trading at 28724.30. The strike last trading price was 110, which was -104.65 lower than the previous day. The implied volatity was 24.99, the open interest changed by 0 which decreased total open position to 2
On 8 Nov ABBOTINDIA was trading at 28553.05. The strike last trading price was 214.65, which was -56.15 lower than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 3
On 7 Nov ABBOTINDIA was trading at 28314.00. The strike last trading price was 270.8, which was -139.10 lower than the previous day. The implied volatity was 25.74, the open interest changed by 3 which increased total open position to 3
On 6 Nov ABBOTINDIA was trading at 29145.05. The strike last trading price was 409.9, which was 0.00 lower than the previous day. The implied volatity was 6.73, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ABBOTINDIA was trading at 29329.20. The strike last trading price was 409.9, which was 0.00 lower than the previous day. The implied volatity was 6.97, 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 409.9, which was 0.00 lower than the previous day. The implied volatity was 7.45, 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 409.9, which was 0.00 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ABBOTINDIA was trading at 28978.70. The strike last trading price was 409.9, 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 30 Oct ABBOTINDIA was trading at 28406.90. The strike last trading price was 409.9, 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 29 Oct ABBOTINDIA was trading at 28473.05. The strike last trading price was 409.9, 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 17 Oct ABBOTINDIA was trading at 28371.70. The strike last trading price was 409.9, 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 4 Oct ABBOTINDIA was trading at 28104.55. The strike last trading price was 409.9, 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 3 Oct ABBOTINDIA was trading at 28267.05. The strike last trading price was 409.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
