ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 1.98
Theta: -4.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5362.80 | 187.85 | -69.65 | 23.08 | 306 | -67 | 723 | |||||||||
| 21 Sept | 5436.90 | 258.35 | -4.05 | 13.07 | 173 | -47 | 795 | |||||||||
| 18 Sept | 5436.00 | 259 | 32.3 | 21.61 | 461 | -46 | 839 | |||||||||
| 14 Sept | 5248.60 | 134 | 5.8 | 20.47 | 3,214 | -171 | 1,839 | |||||||||
| 17 Aug | 5030.00 | 190 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 5200 expiring on 30SEP2025
Delta for 5200 CE is 0.83
Historical price for 5200 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 187.85, which was -69.65 lower than the previous day. The implied volatity was 23.08, the open interest changed by -67 which decreased total open position to 723
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 258.35, which was -4.05 lower than the previous day. The implied volatity was 13.07, the open interest changed by -47 which decreased total open position to 795
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 259, which was 32.3 higher than the previous day. The implied volatity was 21.61, the open interest changed by -46 which decreased total open position to 839
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 134, which was 5.8 higher than the previous day. The implied volatity was 20.47, the open interest changed by -171 which decreased total open position to 1839
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 190, 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
| ABB 30SEP2025 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 2.06
Theta: -2.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 18.6 | 4.8 | 24.14 | 1,088 | -53 | 817 |
| 21 Sept | 5436.90 | 13.65 | -3.95 | 24.16 | 554 | -20 | 872 |
| 18 Sept | 5436.00 | 17.65 | -9.8 | 24.39 | 1,051 | -1 | 890 |
| 14 Sept | 5248.60 | 76.7 | -17.65 | 23.04 | 1,023 | 135 | 927 |
| 17 Aug | 5030.00 | 270 | 0 | 0.00 | 0 | 0 | 0 |
For Abb India Limited - strike price 5200 expiring on 30SEP2025
Delta for 5200 PE is -0.18
Historical price for 5200 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 18.6, which was 4.8 higher than the previous day. The implied volatity was 24.14, the open interest changed by -53 which decreased total open position to 817
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 13.65, which was -3.95 lower than the previous day. The implied volatity was 24.16, the open interest changed by -20 which decreased total open position to 872
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 17.65, which was -9.8 lower than the previous day. The implied volatity was 24.39, the open interest changed by -1 which decreased total open position to 890
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 76.7, which was -17.65 lower than the previous day. The implied volatity was 23.04, the open interest changed by 135 which increased total open position to 927
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 270, 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
