ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 5700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 1.23
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5362.80 | 8.7 | -7.5 | 28.72 | 926 | -53 | 603 | |||||||||
| 21 Sept | 5436.90 | 15.8 | -4.65 | 23.04 | 628 | 43 | 653 | |||||||||
| 18 Sept | 5436.00 | 19.7 | 0.5 | 24.41 | 2,023 | 249 | 614 | |||||||||
| 14 Sept | 5248.60 | 299.55 | 0 | 8.62 | 0 | 0 | 0 | |||||||||
| 17 Aug | 5030.00 | 299.55 | 0 | 7.75 | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 5700 expiring on 30SEP2025
Delta for 5700 CE is 0.08
Historical price for 5700 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 8.7, which was -7.5 lower than the previous day. The implied volatity was 28.72, the open interest changed by -53 which decreased total open position to 603
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 15.8, which was -4.65 lower than the previous day. The implied volatity was 23.04, the open interest changed by 43 which increased total open position to 653
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 19.7, which was 0.5 higher than the previous day. The implied volatity was 24.41, the open interest changed by 249 which increased total open position to 614
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 299.55, which was 0 lower than the previous day. The implied volatity was 8.62, 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 299.55, which was 0 lower than the previous day. The implied volatity was 7.75, the open interest changed by 0 which decreased total open position to 0
| ABB 30SEP2025 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 1.38
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 338.65 | 71.2 | 30.57 | 66 | 18 | 80 |
| 21 Sept | 5436.90 | 267.45 | -5.2 | 27.61 | 27 | 7 | 65 |
| 18 Sept | 5436.00 | 272.85 | -44 | 25.21 | 38 | 1 | 55 |
| 14 Sept | 5248.60 | 536.1 | 0.2 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5030.00 | 431.75 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 5700 expiring on 30SEP2025
Delta for 5700 PE is -0.90
Historical price for 5700 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 338.65, which was 71.2 higher than the previous day. The implied volatity was 30.57, the open interest changed by 18 which increased total open position to 80
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 267.45, which was -5.2 lower than the previous day. The implied volatity was 27.61, the open interest changed by 7 which increased total open position to 65
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 272.85, which was -44 lower than the previous day. The implied volatity was 25.21, the open interest changed by 1 which increased total open position to 55
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 536.1, which was 0.2 higher than the previous day. The implied volatity was 0.00, 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 431.75, 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
