ABBOTINDIA
Abbott India Limited
Historical option data for ABBOTINDIA
20 Dec 2024 04:11 PM IST
| ABBOTINDIA 26DEC2024 28750 CE | ||||||||||
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Delta: 0.44
Vega: 14.49
Theta: -23.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 28655.35 | 200.05 | -371.50 | 16.59 | 29 | -4 | 31 | |||
| 19 Dec | 29053.85 | 571.55 | 356.55 | 23.01 | 280 | 4 | 34 | |||
| 18 Dec | 28109.60 | 215 | 77.95 | 26.61 | 23 | 4 | 23 | |||
| 17 Dec | 27995.45 | 137.05 | -133.05 | 21.73 | 19 | -7 | 19 | |||
| 16 Dec | 28251.25 | 270.1 | -96.20 | 23.16 | 59 | 12 | 25 | |||
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| 13 Dec | 28648.75 | 366.3 | -86.85 | 14.46 | 2 | 1 | 14 | |||
| 12 Dec | 28748.30 | 453.15 | -166.85 | 17.40 | 5 | -1 | 13 | |||
| 11 Dec | 28872.30 | 620 | 388.25 | 20.11 | 27 | 7 | 13 | |||
| 10 Dec | 28994.25 | 231.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 29111.30 | 231.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 29035.25 | 231.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 29040.00 | 231.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 28850.00 | 231.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 28441.05 | 231.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 28053.10 | 231.75 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 29 Nov | 27723.40 | 231.75 | -1230.65 | 16.97 | 6 | 5 | 5 | |||
| 28 Nov | 27378.30 | 1462.4 | 0.00 | 3.52 | 0 | 0 | 0 | |||
| 27 Nov | 27496.20 | 1462.4 | 0.00 | 2.85 | 0 | 0 | 0 | |||
| 26 Nov | 27503.75 | 1462.4 | 0.00 | 2.90 | 0 | 0 | 0 | |||
| 12 Nov | 28597.85 | 1462.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 28553.05 | 1462.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 28314.00 | 1462.4 | 0.00 | 0.45 | 0 | 0 | 0 | |||
| 6 Nov | 29145.05 | 1462.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 29329.20 | 1462.4 | 1462.40 | - | 0 | 0 | 0 | |||
| 1 Nov | 29295.50 | 0 | - | 0 | 0 | 0 | ||||
For Abbott India Limited - strike price 28750 expiring on 26DEC2024
Delta for 28750 CE is 0.44
Historical price for 28750 CE is as follows
On 20 Dec ABBOTINDIA was trading at 28655.35. The strike last trading price was 200.05, which was -371.50 lower than the previous day. The implied volatity was 16.59, the open interest changed by -4 which decreased total open position to 31
On 19 Dec ABBOTINDIA was trading at 29053.85. The strike last trading price was 571.55, which was 356.55 higher than the previous day. The implied volatity was 23.01, the open interest changed by 4 which increased total open position to 34
On 18 Dec ABBOTINDIA was trading at 28109.60. The strike last trading price was 215, which was 77.95 higher than the previous day. The implied volatity was 26.61, the open interest changed by 4 which increased total open position to 23
On 17 Dec ABBOTINDIA was trading at 27995.45. The strike last trading price was 137.05, which was -133.05 lower than the previous day. The implied volatity was 21.73, the open interest changed by -7 which decreased total open position to 19
On 16 Dec ABBOTINDIA was trading at 28251.25. The strike last trading price was 270.1, which was -96.20 lower than the previous day. The implied volatity was 23.16, the open interest changed by 12 which increased total open position to 25
On 13 Dec ABBOTINDIA was trading at 28648.75. The strike last trading price was 366.3, which was -86.85 lower than the previous day. The implied volatity was 14.46, the open interest changed by 1 which increased total open position to 14
On 12 Dec ABBOTINDIA was trading at 28748.30. The strike last trading price was 453.15, which was -166.85 lower than the previous day. The implied volatity was 17.40, the open interest changed by -1 which decreased total open position to 13
On 11 Dec ABBOTINDIA was trading at 28872.30. The strike last trading price was 620, which was 388.25 higher than the previous day. The implied volatity was 20.11, the open interest changed by 7 which increased total open position to 13
On 10 Dec ABBOTINDIA was trading at 28994.25. The strike last trading price was 231.75, 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 9 Dec ABBOTINDIA was trading at 29111.30. The strike last trading price was 231.75, 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 6 Dec ABBOTINDIA was trading at 29035.25. The strike last trading price was 231.75, 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 Dec ABBOTINDIA was trading at 29040.00. The strike last trading price was 231.75, 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 Dec ABBOTINDIA was trading at 28850.00. The strike last trading price was 231.75, 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 3 Dec ABBOTINDIA was trading at 28441.05. The strike last trading price was 231.75, 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 2 Dec ABBOTINDIA was trading at 28053.10. The strike last trading price was 231.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 29 Nov ABBOTINDIA was trading at 27723.40. The strike last trading price was 231.75, which was -1230.65 lower than the previous day. The implied volatity was 16.97, the open interest changed by 5 which increased total open position to 5
On 28 Nov ABBOTINDIA was trading at 27378.30. The strike last trading price was 1462.4, which was 0.00 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ABBOTINDIA was trading at 27496.20. The strike last trading price was 1462.4, which was 0.00 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ABBOTINDIA was trading at 27503.75. The strike last trading price was 1462.4, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 1462.4, 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 1462.4, 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 1462.4, which was 0.00 lower than the previous day. The implied volatity was 0.45, 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 1462.4, 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 1462.4, which was 1462.40 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ABBOTINDIA 26DEC2024 28750 PE | |||||||
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Delta: -0.54
Vega: 14.58
Theta: -24.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 28655.35 | 398 | 92.80 | 23.89 | 86 | -4 | 14 |
| 19 Dec | 29053.85 | 305.2 | -302.90 | 28.91 | 77 | 7 | 20 |
| 18 Dec | 28109.60 | 608.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 27995.45 | 608.1 | 62.70 | - | 4 | -1 | 12 |
| 16 Dec | 28251.25 | 545.4 | -89.60 | 16.85 | 8 | -2 | 13 |
| 13 Dec | 28648.75 | 635 | 198.05 | 29.15 | 19 | 9 | 18 |
| 12 Dec | 28748.30 | 436.95 | 57.95 | 22.06 | 6 | 4 | 11 |
| 11 Dec | 28872.30 | 379 | -762.70 | 21.74 | 22 | 1 | 8 |
| 10 Dec | 28994.25 | 1141.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 29111.30 | 1141.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 29035.25 | 1141.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 29040.00 | 1141.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 28850.00 | 1141.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 28441.05 | 1141.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 28053.10 | 1141.7 | 0.00 | 0.00 | 0 | 7 | 0 |
| 29 Nov | 27723.40 | 1141.7 | 227.30 | 23.39 | 10 | 5 | 5 |
| 28 Nov | 27378.30 | 914.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 27496.20 | 914.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 27503.75 | 914.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 28597.85 | 914.4 | 0.00 | 0.29 | 0 | 0 | 0 |
| 8 Nov | 28553.05 | 914.4 | 0.00 | 0.33 | 0 | 0 | 0 |
| 7 Nov | 28314.00 | 914.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 29145.05 | 914.4 | 0.00 | 1.65 | 0 | 0 | 0 |
| 5 Nov | 29329.20 | 914.4 | 914.40 | 2.07 | 0 | 0 | 0 |
| 1 Nov | 29295.50 | 0 | 2.15 | 0 | 0 | 0 | |
For Abbott India Limited - strike price 28750 expiring on 26DEC2024
Delta for 28750 PE is -0.54
Historical price for 28750 PE is as follows
On 20 Dec ABBOTINDIA was trading at 28655.35. The strike last trading price was 398, which was 92.80 higher than the previous day. The implied volatity was 23.89, the open interest changed by -4 which decreased total open position to 14
On 19 Dec ABBOTINDIA was trading at 29053.85. The strike last trading price was 305.2, which was -302.90 lower than the previous day. The implied volatity was 28.91, the open interest changed by 7 which increased total open position to 20
On 18 Dec ABBOTINDIA was trading at 28109.60. The strike last trading price was 608.1, 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 17 Dec ABBOTINDIA was trading at 27995.45. The strike last trading price was 608.1, which was 62.70 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 12
On 16 Dec ABBOTINDIA was trading at 28251.25. The strike last trading price was 545.4, which was -89.60 lower than the previous day. The implied volatity was 16.85, the open interest changed by -2 which decreased total open position to 13
On 13 Dec ABBOTINDIA was trading at 28648.75. The strike last trading price was 635, which was 198.05 higher than the previous day. The implied volatity was 29.15, the open interest changed by 9 which increased total open position to 18
On 12 Dec ABBOTINDIA was trading at 28748.30. The strike last trading price was 436.95, which was 57.95 higher than the previous day. The implied volatity was 22.06, the open interest changed by 4 which increased total open position to 11
On 11 Dec ABBOTINDIA was trading at 28872.30. The strike last trading price was 379, which was -762.70 lower than the previous day. The implied volatity was 21.74, the open interest changed by 1 which increased total open position to 8
On 10 Dec ABBOTINDIA was trading at 28994.25. The strike last trading price was 1141.7, 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 9 Dec ABBOTINDIA was trading at 29111.30. The strike last trading price was 1141.7, 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 6 Dec ABBOTINDIA was trading at 29035.25. The strike last trading price was 1141.7, 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 5 Dec ABBOTINDIA was trading at 29040.00. The strike last trading price was 1141.7, 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 Dec ABBOTINDIA was trading at 28850.00. The strike last trading price was 1141.7, 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 3 Dec ABBOTINDIA was trading at 28441.05. The strike last trading price was 1141.7, 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 2 Dec ABBOTINDIA was trading at 28053.10. The strike last trading price was 1141.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 29 Nov ABBOTINDIA was trading at 27723.40. The strike last trading price was 1141.7, which was 227.30 higher than the previous day. The implied volatity was 23.39, the open interest changed by 5 which increased total open position to 5
On 28 Nov ABBOTINDIA was trading at 27378.30. The strike last trading price was 914.4, 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 27 Nov ABBOTINDIA was trading at 27496.20. The strike last trading price was 914.4, 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 26 Nov ABBOTINDIA was trading at 27503.75. The strike last trading price was 914.4, 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 914.4, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 914.4, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 914.4, 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 914.4, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 914.4, which was 914.40 higher than the previous day. The implied volatity was 2.07, 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 0, which was lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
