ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 4700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5362.80 | 667.8 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 5436.90 | 667.8 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 5436.00 | 667.8 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5248.60 | 465.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 5030.00 | 921.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 4700 expiring on 30SEP2025
Delta for 4700 CE is 0.00
Historical price for 4700 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 667.8, which was -0.1 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 667.8, which was -0.1 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 667.8, which was -0.1 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 465.9, 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 921.45, 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 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.35
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 2.35 | -0.05 | 43.82 | 29 | -1 | 390 |
| 21 Sept | 5436.90 | 2.4 | -0.5 | 41.09 | 6 | -5 | 394 |
| 18 Sept | 5436.00 | 2.9 | -0.2 | 40.18 | 257 | 40 | 396 |
| 14 Sept | 5248.60 | 7.2 | -0.85 | 31.38 | 131 | 73 | 338 |
| 17 Aug | 5030.00 | 63.8 | 0 | 5.73 | 0 | 0 | 0 |
For Abb India Limited - strike price 4700 expiring on 30SEP2025
Delta for 4700 PE is -0.02
Historical price for 4700 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was 43.82, the open interest changed by -1 which decreased total open position to 390
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 2.4, which was -0.5 lower than the previous day. The implied volatity was 41.09, the open interest changed by -5 which decreased total open position to 394
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 2.9, which was -0.2 lower than the previous day. The implied volatity was 40.18, the open interest changed by 40 which increased total open position to 396
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 7.2, which was -0.85 lower than the previous day. The implied volatity was 31.38, the open interest changed by 73 which increased total open position to 338
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 63.8, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
