ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 5400 CE | ||||||||||||||||
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Delta: 0.44
Vega: 3.13
Theta: -4.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 57.3 | -46.7 | 22.21 | 2,925 | 85 | 959 | |||||||||
| 21 Sept | 5436.90 | 102 | -10.05 | 18.41 | 2,005 | -161 | 874 | |||||||||
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| 18 Sept | 5436.00 | 110.5 | 16.55 | 21.61 | 8,579 | -303 | 1,011 | |||||||||
| 14 Sept | 5248.60 | 50.05 | 0.3 | 21.60 | 1,069 | 40 | 774 | |||||||||
| 17 Aug | 5030.00 | 110 | -73.4 | 31.01 | 1 | 1 | 1 | |||||||||
For Abb India Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is 0.44
Historical price for 5400 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 57.3, which was -46.7 lower than the previous day. The implied volatity was 22.21, the open interest changed by 85 which increased total open position to 959
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 102, which was -10.05 lower than the previous day. The implied volatity was 18.41, the open interest changed by -161 which decreased total open position to 874
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 110.5, which was 16.55 higher than the previous day. The implied volatity was 21.61, the open interest changed by -303 which decreased total open position to 1011
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 50.05, which was 0.3 higher than the previous day. The implied volatity was 21.60, the open interest changed by 40 which increased total open position to 774
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 110, which was -73.4 lower than the previous day. The implied volatity was 31.01, the open interest changed by 1 which increased total open position to 1
| ABB 30SEP2025 5400 PE | |||||||
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Delta: -0.55
Vega: 3.14
Theta: -3.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 88.35 | 28.55 | 23.13 | 1,988 | -134 | 661 |
| 21 Sept | 5436.90 | 60.9 | -5.85 | 23.19 | 1,021 | 30 | 795 |
| 18 Sept | 5436.00 | 67 | -28.2 | 22.72 | 2,196 | 182 | 764 |
| 14 Sept | 5248.60 | 190.75 | -25.6 | 24.54 | 36 | -5 | 193 |
| 17 Aug | 5030.00 | 356.9 | 0 | 0.00 | 0 | 0 | 0 |
For Abb India Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -0.55
Historical price for 5400 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 88.35, which was 28.55 higher than the previous day. The implied volatity was 23.13, the open interest changed by -134 which decreased total open position to 661
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 60.9, which was -5.85 lower than the previous day. The implied volatity was 23.19, the open interest changed by 30 which increased total open position to 795
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 67, which was -28.2 lower than the previous day. The implied volatity was 22.72, the open interest changed by 182 which increased total open position to 764
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 190.75, which was -25.6 lower than the previous day. The implied volatity was 24.54, the open interest changed by -5 which decreased total open position to 193
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 356.9, 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
