ABB
Abb India Limited
Historical option data for ABB
17 Aug 2025 12:55 AM IST
| ABB 30SEP2025 5100 CE | ||||||||||||||||
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Delta: 0.51
Vega: 7.20
Theta: -2.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.51
Historical price for 5100 CE is as follows
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: -0.49
Vega: 7.20
Theta: -1.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.49
Historical price for 5100 PE is as follows
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
