ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 28OCT2025 5400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 6.70
Theta: -2.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5362.80 | 168.55 | -44.15 | 24.15 | 70 | 27 | 173 | |||||||||
| 21 Sept | 5436.90 | 214.5 | -3.15 | 22.75 | 74 | 11 | 145 | |||||||||
| 18 Sept | 5436.00 | 216.4 | 21.4 | 23.62 | 148 | 33 | 136 | |||||||||
| 14 Sept | 5248.60 | 525.8 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
| 17 Aug | 5030.00 | 525.8 | 0 | 2.70 | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 5400 expiring on 28OCT2025
Delta for 5400 CE is 0.53
Historical price for 5400 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 168.55, which was -44.15 lower than the previous day. The implied volatity was 24.15, the open interest changed by 27 which increased total open position to 173
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 214.5, which was -3.15 lower than the previous day. The implied volatity was 22.75, the open interest changed by 11 which increased total open position to 145
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 216.4, which was 21.4 higher than the previous day. The implied volatity was 23.62, the open interest changed by 33 which increased total open position to 136
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 525.8, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 525.8, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
| ABB 28OCT2025 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 6.70
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 167.35 | 33.9 | 25.91 | 65 | 17 | 134 |
| 21 Sept | 5436.90 | 131.65 | -5.85 | 25.17 | 41 | 19 | 117 |
| 18 Sept | 5436.00 | 136.4 | -28.2 | 24.93 | 30 | 7 | 97 |
| 14 Sept | 5248.60 | 240 | -20.9 | 25.81 | 6 | 4 | 15 |
| 17 Aug | 5030.00 | 0 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 5400 expiring on 28OCT2025
Delta for 5400 PE is -0.47
Historical price for 5400 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 167.35, which was 33.9 higher than the previous day. The implied volatity was 25.91, the open interest changed by 17 which increased total open position to 134
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 131.65, which was -5.85 lower than the previous day. The implied volatity was 25.17, the open interest changed by 19 which increased total open position to 117
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 136.4, which was -28.2 lower than the previous day. The implied volatity was 24.93, the open interest changed by 7 which increased total open position to 97
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 240, which was -20.9 lower than the previous day. The implied volatity was 25.81, the open interest changed by 4 which increased total open position to 15
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 0, 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
