ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 4900 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 | 470.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 5436.90 | 470.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 5436.00 | 470.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5248.60 | 349.55 | -1.75 | - | 8 | -2 | 51 | |||||||||
| 17 Aug | 5030.00 | 763.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 4900 expiring on 30SEP2025
Delta for 4900 CE is 0.00
Historical price for 4900 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 470.85, 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 470.85, 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 470.85, 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 349.55, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 51
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 763.9, 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 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.57
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 3.4 | 0.1 | 33.93 | 46 | -17 | 160 |
| 21 Sept | 5436.90 | 3.3 | -0.95 | 32.83 | 27 | -10 | 178 |
| 18 Sept | 5436.00 | 4.5 | -0.65 | 32.71 | 261 | -68 | 187 |
| 14 Sept | 5248.60 | 15.2 | -3.8 | 26.42 | 242 | -29 | 311 |
| 17 Aug | 5030.00 | 104.2 | 0 | 2.86 | 0 | 0 | 0 |
For Abb India Limited - strike price 4900 expiring on 30SEP2025
Delta for 4900 PE is -0.03
Historical price for 4900 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 3.4, which was 0.1 higher than the previous day. The implied volatity was 33.93, the open interest changed by -17 which decreased total open position to 160
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 3.3, which was -0.95 lower than the previous day. The implied volatity was 32.83, the open interest changed by -10 which decreased total open position to 178
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 4.5, which was -0.65 lower than the previous day. The implied volatity was 32.71, the open interest changed by -68 which decreased total open position to 187
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 15.2, which was -3.8 lower than the previous day. The implied volatity was 26.42, the open interest changed by -29 which decreased total open position to 311
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 104.2, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
