ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 5800 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.82
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 5.05 | -4.3 | 31.05 | 876 | -100 | 668 | |||||||||
| 21 Sept | 5436.90 | 8.65 | -3.4 | 24.79 | 655 | -131 | 801 | |||||||||
| 18 Sept | 5436.00 | 11.9 | 0.25 | 26.35 | 1,688 | -31 | 911 | |||||||||
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| 14 Sept | 5248.60 | 7 | -0.7 | 26.43 | 106 | 1 | 184 | |||||||||
| 17 Aug | 5030.00 | 664 | 0 | 8.81 | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 5800 expiring on 30SEP2025
Delta for 5800 CE is 0.05
Historical price for 5800 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 5.05, which was -4.3 lower than the previous day. The implied volatity was 31.05, the open interest changed by -100 which decreased total open position to 668
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 8.65, which was -3.4 lower than the previous day. The implied volatity was 24.79, the open interest changed by -131 which decreased total open position to 801
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 11.9, which was 0.25 higher than the previous day. The implied volatity was 26.35, the open interest changed by -31 which decreased total open position to 911
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 7, which was -0.7 lower than the previous day. The implied volatity was 26.43, the open interest changed by 1 which increased total open position to 184
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 664, which was 0 lower than the previous day. The implied volatity was 8.81, the open interest changed by 0 which decreased total open position to 0
| ABB 30SEP2025 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 412.65 | 54.8 | - | 59 | 19 | 83 |
| 21 Sept | 5436.90 | 357.85 | -7.75 | 29.86 | 34 | 13 | 66 |
| 18 Sept | 5436.00 | 367.1 | -39.1 | 28.65 | 32 | 8 | 52 |
| 14 Sept | 5248.60 | 550.5 | -23.2 | 35.69 | 4 | -2 | 42 |
| 17 Aug | 5030.00 | 358.6 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 5800 expiring on 30SEP2025
Delta for 5800 PE is -
Historical price for 5800 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 412.65, which was 54.8 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 83
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 357.85, which was -7.75 lower than the previous day. The implied volatity was 29.86, the open interest changed by 13 which increased total open position to 66
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 367.1, which was -39.1 lower than the previous day. The implied volatity was 28.65, the open interest changed by 8 which increased total open position to 52
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 550.5, which was -23.2 lower than the previous day. The implied volatity was 35.69, the open interest changed by -2 which decreased total open position to 42
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 358.6, 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
