ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 1.37
Theta: -6.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 593.75 | 24.05 | 60.95 | 33 | 4 | 55 | |||||||||
| 21 Sept | 5436.90 | 569.6 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 5436.00 | 569.6 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5248.60 | 468.8 | 23.8 | 14.53 | 5 | 2 | 87 | |||||||||
| 17 Aug | 5030.00 | 1362.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 4800 expiring on 30SEP2025
Delta for 4800 CE is 0.90
Historical price for 4800 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 593.75, which was 24.05 higher than the previous day. The implied volatity was 60.95, the open interest changed by 4 which increased total open position to 55
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 569.6, 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 569.6, 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 468.8, which was 23.8 higher than the previous day. The implied volatity was 14.53, the open interest changed by 2 which increased total open position to 87
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 1362.05, 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 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.40
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 2.35 | -0.6 | 37.84 | 14 | -8 | 228 |
| 21 Sept | 5436.90 | 2.95 | -0.15 | 37.36 | 33 | -28 | 246 |
| 18 Sept | 5436.00 | 3.05 | -0.55 | 35.52 | 140 | 6 | 265 |
| 14 Sept | 5248.60 | 10.05 | -1.85 | 28.71 | 174 | -32 | 310 |
| 17 Aug | 5030.00 | 90 | 9 | 29.10 | 8 | 7 | 35 |
For Abb India Limited - strike price 4800 expiring on 30SEP2025
Delta for 4800 PE is -0.02
Historical price for 4800 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 2.35, which was -0.6 lower than the previous day. The implied volatity was 37.84, the open interest changed by -8 which decreased total open position to 228
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 37.36, the open interest changed by -28 which decreased total open position to 246
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 35.52, the open interest changed by 6 which increased total open position to 265
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 10.05, which was -1.85 lower than the previous day. The implied volatity was 28.71, the open interest changed by -32 which decreased total open position to 310
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 90, which was 9 higher than the previous day. The implied volatity was 29.10, the open interest changed by 7 which increased total open position to 35
