ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 5300 CE | ||||||||||||||||
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Delta: 0.66
Vega: 2.90
Theta: -5.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 112 | -61.3 | 22.42 | 790 | -22 | 505 | |||||||||
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| 21 Sept | 5436.90 | 167 | -10.1 | 15.02 | 699 | -47 | 531 | |||||||||
| 18 Sept | 5436.00 | 175 | 23.7 | 20.86 | 2,534 | -200 | 574 | |||||||||
| 14 Sept | 5248.60 | 83.45 | 2.1 | 20.86 | 3,106 | 96 | 984 | |||||||||
| 17 Aug | 5030.00 | 496.55 | 0 | 2.89 | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 5300 expiring on 30SEP2025
Delta for 5300 CE is 0.66
Historical price for 5300 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 112, which was -61.3 lower than the previous day. The implied volatity was 22.42, the open interest changed by -22 which decreased total open position to 505
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 167, which was -10.1 lower than the previous day. The implied volatity was 15.02, the open interest changed by -47 which decreased total open position to 531
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 175, which was 23.7 higher than the previous day. The implied volatity was 20.86, the open interest changed by -200 which decreased total open position to 574
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 83.45, which was 2.1 higher than the previous day. The implied volatity was 20.86, the open interest changed by 96 which increased total open position to 984
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 496.55, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
| ABB 30SEP2025 5300 PE | |||||||
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Delta: -0.34
Vega: 2.91
Theta: -3.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 42.5 | 13.75 | 23.14 | 1,209 | -55 | 418 |
| 21 Sept | 5436.90 | 27.45 | -7.05 | 22.56 | 604 | -51 | 473 |
| 18 Sept | 5436.00 | 34.55 | -17.55 | 23.13 | 1,590 | -143 | 516 |
| 14 Sept | 5248.60 | 125.8 | -21.9 | 23.78 | 336 | 44 | 220 |
| 17 Aug | 5030.00 | 232.8 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 5300 expiring on 30SEP2025
Delta for 5300 PE is -0.34
Historical price for 5300 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 42.5, which was 13.75 higher than the previous day. The implied volatity was 23.14, the open interest changed by -55 which decreased total open position to 418
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 27.45, which was -7.05 lower than the previous day. The implied volatity was 22.56, the open interest changed by -51 which decreased total open position to 473
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 34.55, which was -17.55 lower than the previous day. The implied volatity was 23.13, the open interest changed by -143 which decreased total open position to 516
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 125.8, which was -21.9 lower than the previous day. The implied volatity was 23.78, the open interest changed by 44 which increased total open position to 220
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 232.8, 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
