ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 4600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 755 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 5436.90 | 755 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 5436.00 | 755 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5248.60 | 590.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 5030.00 | 1533.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 4600 expiring on 30SEP2025
Delta for 4600 CE is 0.00
Historical price for 4600 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 755, which was 0 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 21 Sept ABB was trading at 5436.90. The strike last trading price was 755, which was 0 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 18 Sept ABB was trading at 5436.00. The strike last trading price was 755, which was 0 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 14 Sept ABB was trading at 5248.60. The strike last trading price was 590.6, which was 0 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 Aug ABB was trading at 5030.00. The strike last trading price was 1533.15, 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 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.29
Theta: -0.86
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 2 | -0.2 | 48.78 | 3 | -1 | 158 |
| 21 Sept | 5436.90 | 2.2 | -0.3 | 45.62 | 3 | 0 | 159 |
| 18 Sept | 5436.00 | 2.5 | 0 | 44.18 | 51 | -11 | 167 |
| 14 Sept | 5248.60 | 5 | -0.55 | 33.72 | 35 | -8 | 272 |
| 17 Aug | 5030.00 | 38.7 | -1 | 28.01 | 7 | 1 | 51 |
For Abb India Limited - strike price 4600 expiring on 30SEP2025
Delta for 4600 PE is -0.01
Historical price for 4600 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 48.78, the open interest changed by -1 which decreased total open position to 158
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 2.2, which was -0.3 lower than the previous day. The implied volatity was 45.62, the open interest changed by 0 which decreased total open position to 159
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 44.18, the open interest changed by -11 which decreased total open position to 167
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 5, which was -0.55 lower than the previous day. The implied volatity was 33.72, the open interest changed by -8 which decreased total open position to 272
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 38.7, which was -1 lower than the previous day. The implied volatity was 28.01, the open interest changed by 1 which increased total open position to 51
