ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 5600 CE | ||||||||||||||||
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Delta: 0.14
Vega: 1.79
Theta: -3.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 14.8 | -15.3 | 25.89 | 1,412 | 81 | 831 | |||||||||
| 21 Sept | 5436.90 | 29 | -7.5 | 21.14 | 1,505 | -2 | 757 | |||||||||
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| 18 Sept | 5436.00 | 35.05 | 2.7 | 23.00 | 3,093 | -15 | 756 | |||||||||
| 14 Sept | 5248.60 | 17.6 | -0.4 | 23.68 | 518 | 9 | 397 | |||||||||
| 17 Aug | 5030.00 | 779.55 | 0 | 6.27 | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 5600 expiring on 30SEP2025
Delta for 5600 CE is 0.14
Historical price for 5600 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 14.8, which was -15.3 lower than the previous day. The implied volatity was 25.89, the open interest changed by 81 which increased total open position to 831
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 29, which was -7.5 lower than the previous day. The implied volatity was 21.14, the open interest changed by -2 which decreased total open position to 757
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 35.05, which was 2.7 higher than the previous day. The implied volatity was 23.00, the open interest changed by -15 which decreased total open position to 756
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 17.6, which was -0.4 lower than the previous day. The implied volatity was 23.68, the open interest changed by 9 which increased total open position to 397
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 779.55, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
| ABB 30SEP2025 5600 PE | |||||||
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Delta: -0.83
Vega: 2.01
Theta: -2.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 248.25 | 62.15 | 28.88 | 166 | -13 | 94 |
| 21 Sept | 5436.90 | 186.7 | -3.45 | 26.40 | 75 | 30 | 106 |
| 18 Sept | 5436.00 | 193.6 | -36.6 | 25.12 | 112 | 19 | 78 |
| 14 Sept | 5248.60 | 361.75 | -91.05 | 29.62 | 21 | -4 | 56 |
| 17 Aug | 5030.00 | 309 | 0 | 0.00 | 0 | 0 | 0 |
For Abb India Limited - strike price 5600 expiring on 30SEP2025
Delta for 5600 PE is -0.83
Historical price for 5600 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 248.25, which was 62.15 higher than the previous day. The implied volatity was 28.88, the open interest changed by -13 which decreased total open position to 94
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 186.7, which was -3.45 lower than the previous day. The implied volatity was 26.40, the open interest changed by 30 which increased total open position to 106
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 193.6, which was -36.6 lower than the previous day. The implied volatity was 25.12, the open interest changed by 19 which increased total open position to 78
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 361.75, which was -91.05 lower than the previous day. The implied volatity was 29.62, the open interest changed by -4 which decreased total open position to 56
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 309, 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
