ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 4500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5362.80 | 1091.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 5436.00 | 1091.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 5248.60 | 1091.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 4500 expiring on 30SEP2025
Delta for 4500 CE is -
Historical price for 4500 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 1091.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 1091.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 1091.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ABB 30SEP2025 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.23
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 1.65 | -0.25 | 53.33 | 112 | -87 | 129 |
| 18 Sept | 5436.00 | 1.9 | -0.35 | 47.31 | 17 | -8 | 218 |
| 14 Sept | 5248.60 | 3.75 | -0.8 | 36.43 | 453 | -37 | 281 |
For Abb India Limited - strike price 4500 expiring on 30SEP2025
Delta for 4500 PE is -0.01
Historical price for 4500 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 53.33, the open interest changed by -87 which decreased total open position to 129
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 47.31, the open interest changed by -8 which decreased total open position to 218
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 3.75, which was -0.8 lower than the previous day. The implied volatity was 36.43, the open interest changed by -37 which decreased total open position to 281
