ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 2.56
Theta: -4.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5362.80 | 28.5 | -28.6 | 23.71 | 2,833 | -31 | 1,623 | |||||||||
| 21 Sept | 5436.90 | 56.1 | -9.15 | 19.83 | 2,359 | -137 | 1,653 | |||||||||
| 18 Sept | 5436.00 | 65 | 9.5 | 22.44 | 10,227 | 348 | 1,835 | |||||||||
| 14 Sept | 5248.60 | 29.6 | -0.2 | 22.57 | 1,358 | 71 | 1,294 | |||||||||
| 17 Aug | 5030.00 | 66 | -16 | 27.72 | 9 | 1 | 69 | |||||||||
For Abb India Limited - strike price 5500 expiring on 30SEP2025
Delta for 5500 CE is 0.26
Historical price for 5500 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 28.5, which was -28.6 lower than the previous day. The implied volatity was 23.71, the open interest changed by -31 which decreased total open position to 1623
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 56.1, which was -9.15 lower than the previous day. The implied volatity was 19.83, the open interest changed by -137 which decreased total open position to 1653
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 65, which was 9.5 higher than the previous day. The implied volatity was 22.44, the open interest changed by 348 which increased total open position to 1835
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 29.6, which was -0.2 lower than the previous day. The implied volatity was 22.57, the open interest changed by 71 which increased total open position to 1294
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 66, which was -16 lower than the previous day. The implied volatity was 27.72, the open interest changed by 1 which increased total open position to 69
| ABB 30SEP2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 2.61
Theta: -2.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 159.85 | 47.45 | 25.02 | 552 | -79 | 405 |
| 21 Sept | 5436.90 | 111 | -8.05 | 23.46 | 504 | -6 | 484 |
| 18 Sept | 5436.00 | 121.15 | -32.6 | 23.61 | 1,164 | 200 | 490 |
| 14 Sept | 5248.60 | 269 | -71.5 | 25.90 | 72 | -11 | 225 |
| 17 Aug | 5030.00 | 323.45 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 5500 expiring on 30SEP2025
Delta for 5500 PE is -0.73
Historical price for 5500 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 159.85, which was 47.45 higher than the previous day. The implied volatity was 25.02, the open interest changed by -79 which decreased total open position to 405
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 111, which was -8.05 lower than the previous day. The implied volatity was 23.46, the open interest changed by -6 which decreased total open position to 484
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 121.15, which was -32.6 lower than the previous day. The implied volatity was 23.61, the open interest changed by 200 which increased total open position to 490
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 269, which was -71.5 lower than the previous day. The implied volatity was 25.90, the open interest changed by -11 which decreased total open position to 225
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 323.45, 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
