ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 6000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.41
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 2.3 | -1.75 | 36.52 | 766 | -218 | 764 | |||||||||
| 21 Sept | 5436.90 | 3.85 | -0.95 | 29.71 | 590 | -85 | 982 | |||||||||
| 18 Sept | 5436.00 | 4.65 | 0 | 29.92 | 1,710 | -104 | 1,068 | |||||||||
| 14 Sept | 5248.60 | 3.9 | -0.2 | 30.30 | 444 | -26 | 725 | |||||||||
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| 17 Aug | 5030.00 | 16.4 | -3.9 | 29.96 | 7 | 0 | 129 | |||||||||
For Abb India Limited - strike price 6000 expiring on 30SEP2025
Delta for 6000 CE is 0.02
Historical price for 6000 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 2.3, which was -1.75 lower than the previous day. The implied volatity was 36.52, the open interest changed by -218 which decreased total open position to 764
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 3.85, which was -0.95 lower than the previous day. The implied volatity was 29.71, the open interest changed by -85 which decreased total open position to 982
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 29.92, the open interest changed by -104 which decreased total open position to 1068
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 3.9, which was -0.2 lower than the previous day. The implied volatity was 30.30, the open interest changed by -26 which decreased total open position to 725
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 16.4, which was -3.9 lower than the previous day. The implied volatity was 29.96, the open interest changed by 0 which decreased total open position to 129
| ABB 30SEP2025 6000 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 | 607.05 | 55.05 | - | 48 | -16 | 187 |
| 21 Sept | 5436.90 | 552 | -11 | 37.47 | 46 | -23 | 203 |
| 18 Sept | 5436.00 | 563 | -35.2 | 36.89 | 8 | -4 | 225 |
| 14 Sept | 5248.60 | 738 | -31.6 | 37.90 | 9 | -7 | 243 |
| 17 Aug | 5030.00 | 870 | 0 | 0.00 | 0 | 0 | 0 |
For Abb India Limited - strike price 6000 expiring on 30SEP2025
Delta for 6000 PE is -
Historical price for 6000 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 607.05, which was 55.05 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 187
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 552, which was -11 lower than the previous day. The implied volatity was 37.47, the open interest changed by -23 which decreased total open position to 203
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 563, which was -35.2 lower than the previous day. The implied volatity was 36.89, the open interest changed by -4 which decreased total open position to 225
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 738, which was -31.6 lower than the previous day. The implied volatity was 37.90, the open interest changed by -7 which decreased total open position to 243
On 17 Aug ABB was trading at 5030.00. The strike last trading price was 870, 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
