ABBOTINDIA
Abbott India Limited
Historical option data for ABBOTINDIA
21 Nov 2024 04:11 PM IST
| ABBOTINDIA 28NOV2024 27500 CE | ||||||||||
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Delta: 0.35
Vega: 13.88
Theta: -23.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 27114.70 | 184.05 | -55.95 | 21.33 | 290 | -30 | 128 | |||
| 20 Nov | 27224.35 | 240 | 0.00 | 21.28 | 613 | 37 | 159 | |||
| 19 Nov | 27224.35 | 240 | -30.00 | 21.28 | 613 | 38 | 159 | |||
| 18 Nov | 27187.40 | 270 | -170.05 | 19.42 | 185 | 47 | 121 | |||
| 14 Nov | 27351.20 | 440.05 | -176.20 | 19.11 | 134 | 46 | 72 | |||
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| 13 Nov | 27629.80 | 616.25 | -686.00 | 18.33 | 28 | 21 | 22 | |||
| 12 Nov | 28597.85 | 1302.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 28724.30 | 1302.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 28553.05 | 1302.25 | -2151.80 | 20.88 | 1 | 0 | 0 | |||
| 7 Nov | 28314.00 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 29145.05 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 29329.20 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 29460.45 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 29295.50 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 28978.70 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 28406.90 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 28473.05 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 28371.70 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 28640.85 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 28551.25 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 28104.55 | 3454.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 28267.05 | 3454.05 | 3454.05 | - | 0 | 0 | 0 | |||
| 20 Sept | 28207.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 28860.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 29559.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 29690.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 29532.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 29895.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 29664.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 29690.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 29979.00 | 0 | - | 0 | 0 | 0 | ||||
For Abbott India Limited - strike price 27500 expiring on 28NOV2024
Delta for 27500 CE is 0.35
Historical price for 27500 CE is as follows
On 21 Nov ABBOTINDIA was trading at 27114.70. The strike last trading price was 184.05, which was -55.95 lower than the previous day. The implied volatity was 21.33, the open interest changed by -30 which decreased total open position to 128
On 20 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 240, which was 0.00 lower than the previous day. The implied volatity was 21.28, the open interest changed by 37 which increased total open position to 159
On 19 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 240, which was -30.00 lower than the previous day. The implied volatity was 21.28, the open interest changed by 38 which increased total open position to 159
On 18 Nov ABBOTINDIA was trading at 27187.40. The strike last trading price was 270, which was -170.05 lower than the previous day. The implied volatity was 19.42, the open interest changed by 47 which increased total open position to 121
On 14 Nov ABBOTINDIA was trading at 27351.20. The strike last trading price was 440.05, which was -176.20 lower than the previous day. The implied volatity was 19.11, the open interest changed by 46 which increased total open position to 72
On 13 Nov ABBOTINDIA was trading at 27629.80. The strike last trading price was 616.25, which was -686.00 lower than the previous day. The implied volatity was 18.33, the open interest changed by 21 which increased total open position to 22
On 12 Nov ABBOTINDIA was trading at 28597.85. The strike last trading price was 1302.25, 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 11 Nov ABBOTINDIA was trading at 28724.30. The strike last trading price was 1302.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov ABBOTINDIA was trading at 28553.05. The strike last trading price was 1302.25, which was -2151.80 lower than the previous day. The implied volatity was 20.88, 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 3454.05, 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 3454.05, 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 3454.05, 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 3454.05, 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 3454.05, 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 3454.05, 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 3454.05, 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 3454.05, 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 3454.05, 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 9 Oct ABBOTINDIA was trading at 28640.85. The strike last trading price was 3454.05, 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 8 Oct ABBOTINDIA was trading at 28551.25. The strike last trading price was 3454.05, 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 3454.05, 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 3454.05, which was 3454.05 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept ABBOTINDIA was trading at 29559.00. 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 12 Sept ABBOTINDIA was trading at 29690.65. 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 11 Sept ABBOTINDIA was trading at 29532.80. 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 6 Sept ABBOTINDIA was trading at 29895.75. 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 5 Sept ABBOTINDIA was trading at 29664.10. 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 3 Sept ABBOTINDIA was trading at 29690.45. 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 2 Sept ABBOTINDIA was trading at 29979.00. 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 27500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 14.35
Theta: -23.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 27114.70 | 600.35 | 45.85 | 27.63 | 73 | -38 | 59 |
| 20 Nov | 27224.35 | 554.5 | 0.00 | 23.25 | 153 | 4 | 99 |
| 19 Nov | 27224.35 | 554.5 | 4.50 | 23.25 | 153 | 6 | 99 |
| 18 Nov | 27187.40 | 550 | 30.00 | 25.34 | 186 | 32 | 94 |
| 14 Nov | 27351.20 | 520 | 78.30 | 25.64 | 18 | -2 | 62 |
| 13 Nov | 27629.80 | 441.7 | 332.70 | 27.20 | 41 | 7 | 63 |
| 12 Nov | 28597.85 | 109 | -51.55 | 20.36 | 42 | 1 | 56 |
| 11 Nov | 28724.30 | 160.55 | -94.40 | 25.50 | 40 | -27 | 59 |
| 8 Nov | 28553.05 | 254.95 | -134.60 | 26.13 | 52 | 2 | 86 |
| 7 Nov | 28314.00 | 389.55 | -310.45 | 27.62 | 99 | 54 | 84 |
| 6 Nov | 29145.05 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 29329.20 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 29460.45 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 29295.50 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 28978.70 | 700 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 28406.90 | 700 | 0.00 | - | 0 | 30 | 0 |
| 29 Oct | 28473.05 | 700 | 224.30 | - | 30 | 0 | 0 |
| 17 Oct | 28371.70 | 475.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 28640.85 | 475.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 28551.25 | 475.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 28104.55 | 475.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 28267.05 | 475.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 28207.90 | 475.7 | 475.70 | - | 0 | 0 | 0 |
| 17 Sept | 28860.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 29559.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 29690.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 29532.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 29895.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 29664.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 29690.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 29979.00 | 0 | - | 0 | 0 | 0 | |
For Abbott India Limited - strike price 27500 expiring on 28NOV2024
Delta for 27500 PE is -0.62
Historical price for 27500 PE is as follows
On 21 Nov ABBOTINDIA was trading at 27114.70. The strike last trading price was 600.35, which was 45.85 higher than the previous day. The implied volatity was 27.63, the open interest changed by -38 which decreased total open position to 59
On 20 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 554.5, which was 0.00 lower than the previous day. The implied volatity was 23.25, the open interest changed by 4 which increased total open position to 99
On 19 Nov ABBOTINDIA was trading at 27224.35. The strike last trading price was 554.5, which was 4.50 higher than the previous day. The implied volatity was 23.25, the open interest changed by 6 which increased total open position to 99
On 18 Nov ABBOTINDIA was trading at 27187.40. The strike last trading price was 550, which was 30.00 higher than the previous day. The implied volatity was 25.34, the open interest changed by 32 which increased total open position to 94
On 14 Nov ABBOTINDIA was trading at 27351.20. The strike last trading price was 520, which was 78.30 higher than the previous day. The implied volatity was 25.64, the open interest changed by -2 which decreased total open position to 62
On 13 Nov ABBOTINDIA was trading at 27629.80. The strike last trading price was 441.7, which was 332.70 higher than the previous day. The implied volatity was 27.20, the open interest changed by 7 which increased total open position to 63
On 12 Nov ABBOTINDIA was trading at 28597.85. The strike last trading price was 109, which was -51.55 lower than the previous day. The implied volatity was 20.36, the open interest changed by 1 which increased total open position to 56
On 11 Nov ABBOTINDIA was trading at 28724.30. The strike last trading price was 160.55, which was -94.40 lower than the previous day. The implied volatity was 25.50, the open interest changed by -27 which decreased total open position to 59
On 8 Nov ABBOTINDIA was trading at 28553.05. The strike last trading price was 254.95, which was -134.60 lower than the previous day. The implied volatity was 26.13, the open interest changed by 2 which increased total open position to 86
On 7 Nov ABBOTINDIA was trading at 28314.00. The strike last trading price was 389.55, which was -310.45 lower than the previous day. The implied volatity was 27.62, the open interest changed by 54 which increased total open position to 84
On 6 Nov ABBOTINDIA was trading at 29145.05. The strike last trading price was 700, 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 5 Nov ABBOTINDIA was trading at 29329.20. The strike last trading price was 700, 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 700, 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 700, 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 31 Oct ABBOTINDIA was trading at 28978.70. The strike last trading price was 700, 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 700, 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 700, which was 224.30 higher 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 475.7, 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 9 Oct ABBOTINDIA was trading at 28640.85. The strike last trading price was 475.7, 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 8 Oct ABBOTINDIA was trading at 28551.25. The strike last trading price was 475.7, 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 475.7, 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 475.7, 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 475.7, which was 475.70 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept ABBOTINDIA was trading at 29559.00. 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 12 Sept ABBOTINDIA was trading at 29690.65. 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 11 Sept ABBOTINDIA was trading at 29532.80. 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 6 Sept ABBOTINDIA was trading at 29895.75. 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 5 Sept ABBOTINDIA was trading at 29664.10. 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 3 Sept ABBOTINDIA was trading at 29690.45. 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 2 Sept ABBOTINDIA was trading at 29979.00. 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
