ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 5100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.97
Theta: -2.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 276.15 | -75.55 | 23.06 | 107 | -32 | 402 | |||||||||
| 21 Sept | 5436.90 | 351.75 | -1.4 | - | 74 | -42 | 436 | |||||||||
| 18 Sept | 5436.00 | 351.5 | 35.3 | 22.00 | 98 | -44 | 477 | |||||||||
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| 14 Sept | 5248.60 | 199.05 | 8.7 | 19.54 | 293 | -38 | 642 | |||||||||
| 17 Aug | 5030.00 | 186.7 | -46.1 | 26.25 | 10 | 6 | 24 | |||||||||
For Abb India Limited - strike price 5100 expiring on 30SEP2025
Delta for 5100 CE is 0.94
Historical price for 5100 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 276.15, which was -75.55 lower than the previous day. The implied volatity was 23.06, the open interest changed by -32 which decreased total open position to 402
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 351.75, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 436
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 351.5, which was 35.3 higher than the previous day. The implied volatity was 22.00, the open interest changed by -44 which decreased total open position to 477
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 199.05, which was 8.7 higher than the previous day. The implied volatity was 19.54, the open interest changed by -38 which decreased total open position to 642
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 186.7, which was -46.1 lower than the previous day. The implied volatity was 26.25, the open interest changed by 6 which increased total open position to 24
| ABB 30SEP2025 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 1.27
Theta: -1.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 8.7 | 1 | 26.36 | 574 | -149 | 612 |
| 21 Sept | 5436.90 | 7.25 | -2.3 | 26.31 | 267 | -36 | 763 |
| 18 Sept | 5436.00 | 10.3 | -4.5 | 26.85 | 789 | -91 | 799 |
| 14 Sept | 5248.60 | 44.15 | -12.85 | 23.78 | 369 | -85 | 621 |
| 17 Aug | 5030.00 | 191.95 | -8.05 | 26.32 | 1 | 0 | 5 |
For Abb India Limited - strike price 5100 expiring on 30SEP2025
Delta for 5100 PE is -0.09
Historical price for 5100 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 8.7, which was 1 higher than the previous day. The implied volatity was 26.36, the open interest changed by -149 which decreased total open position to 612
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 7.25, which was -2.3 lower than the previous day. The implied volatity was 26.31, the open interest changed by -36 which decreased total open position to 763
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 10.3, which was -4.5 lower than the previous day. The implied volatity was 26.85, the open interest changed by -91 which decreased total open position to 799
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 44.15, which was -12.85 lower than the previous day. The implied volatity was 23.78, the open interest changed by -85 which decreased total open position to 621
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 191.95, which was -8.05 lower than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 5
