ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 5000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.94
Theta: -3.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 377.45 | -72.2 | 31.53 | 70 | -10 | 424 | |||||||||
| 21 Sept | 5436.90 | 451.65 | 3 | - | 24 | -17 | 439 | |||||||||
| 18 Sept | 5436.00 | 446.55 | 35.65 | 17.13 | 42 | -5 | 452 | |||||||||
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| 14 Sept | 5248.60 | 283.35 | 18.1 | 22.10 | 99 | -21 | 469 | |||||||||
| 17 Aug | 5030.00 | 1199.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 5000 expiring on 30SEP2025
Delta for 5000 CE is 0.94
Historical price for 5000 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 377.45, which was -72.2 lower than the previous day. The implied volatity was 31.53, the open interest changed by -10 which decreased total open position to 424
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 451.65, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 439
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 446.55, which was 35.65 higher than the previous day. The implied volatity was 17.13, the open interest changed by -5 which decreased total open position to 452
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 283.35, which was 18.1 higher than the previous day. The implied volatity was 22.10, the open interest changed by -21 which decreased total open position to 469
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 1199.95, 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 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.82
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 5 | -0.3 | 29.81 | 383 | -39 | 992 |
| 21 Sept | 5436.90 | 5 | -1.05 | 29.83 | 118 | -18 | 1,039 |
| 18 Sept | 5436.00 | 6.15 | -2.45 | 29.25 | 577 | -59 | 1,049 |
| 14 Sept | 5248.60 | 25 | -8.35 | 24.68 | 435 | 16 | 1,013 |
| 17 Aug | 5030.00 | 164.9 | 2.85 | 29.25 | 8 | 4 | 58 |
For Abb India Limited - strike price 5000 expiring on 30SEP2025
Delta for 5000 PE is -0.05
Historical price for 5000 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 5, which was -0.3 lower than the previous day. The implied volatity was 29.81, the open interest changed by -39 which decreased total open position to 992
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 5, which was -1.05 lower than the previous day. The implied volatity was 29.83, the open interest changed by -18 which decreased total open position to 1039
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 6.15, which was -2.45 lower than the previous day. The implied volatity was 29.25, the open interest changed by -59 which decreased total open position to 1049
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 25, which was -8.35 lower than the previous day. The implied volatity was 24.68, the open interest changed by 16 which increased total open position to 1013
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 164.9, which was 2.85 higher than the previous day. The implied volatity was 29.25, the open interest changed by 4 which increased total open position to 58
