ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 5900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.59
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 3.5 | -2.3 | 34.11 | 233 | 18 | 86 | |||||||||
| 21 Sept | 5436.90 | 5.5 | -1.95 | 27.15 | 140 | 5 | 68 | |||||||||
| 18 Sept | 5436.00 | 7.05 | -0.1 | 27.89 | 249 | 14 | 63 | |||||||||
| 14 Sept | 5248.60 | 226.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 5030.00 | 226.4 | 0 | 9.81 | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 5900 expiring on 30SEP2025
Delta for 5900 CE is 0.03
Historical price for 5900 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 3.5, which was -2.3 lower than the previous day. The implied volatity was 34.11, the open interest changed by 18 which increased total open position to 86
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 5.5, which was -1.95 lower than the previous day. The implied volatity was 27.15, the open interest changed by 5 which increased total open position to 68
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 7.05, which was -0.1 lower than the previous day. The implied volatity was 27.89, the open interest changed by 14 which increased total open position to 63
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 226.4, 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
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 226.4, which was 0 lower than the previous day. The implied volatity was 9.81, the open interest changed by 0 which decreased total open position to 0
| ABB 30SEP2025 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5362.80 | 500.8 | -0.05 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 5436.90 | 500.8 | -0.05 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 5436.00 | 500.8 | -0.05 | 0.00 | 0 | -1 | 0 |
| 14 Sept | 5248.60 | 882 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5030.00 | 556.55 | 0 | - | 0 | 0 | 0 |
For Abb India Limited - strike price 5900 expiring on 30SEP2025
Delta for 5900 PE is 0.00
Historical price for 5900 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 500.8, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 500.8, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 500.8, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 882, 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
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 556.55, 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
