ABB
Abb India Limited
Historical option data for ABB
22 Sep 2025 08:01 PM IST
| ABB 30SEP2025 6400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.17
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5362.80 | 0.95 | -0.85 | 48.13 | 6 | -1 | 159 | |||||||||
| 21 Sept | 5436.90 | 1.8 | -0.1 | 41.14 | 2 | 1 | 160 | |||||||||
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| 18 Sept | 5436.00 | 1.9 | -0.05 | 39.98 | 50 | 4 | 160 | |||||||||
| 14 Sept | 5248.60 | 0.4 | -0.6 | 31.98 | 1 | 0 | 107 | |||||||||
For Abb India Limited - strike price 6400 expiring on 30SEP2025
Delta for 6400 CE is 0.01
Historical price for 6400 CE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 48.13, the open interest changed by -1 which decreased total open position to 159
On 21 Sept ABB was trading at 5436.90. The strike last trading price was 1.8, which was -0.1 lower than the previous day. The implied volatity was 41.14, the open interest changed by 1 which increased total open position to 160
On 18 Sept ABB was trading at 5436.00. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 39.98, the open interest changed by 4 which increased total open position to 160
On 14 Sept ABB was trading at 5248.60. The strike last trading price was 0.4, which was -0.6 lower than the previous day. The implied volatity was 31.98, the open interest changed by 0 which decreased total open position to 107
| ABB 30SEP2025 6400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 1008.55 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 5436.90 | 1008.55 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 5436.00 | 1008.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5248.60 | 1240 | 0 | 0.00 | 0 | 0 | 0 |
For Abb India Limited - strike price 6400 expiring on 30SEP2025
Delta for 6400 PE is 0.00
Historical price for 6400 PE is as follows
On 22 Sept ABB was trading at 5362.80. The strike last trading price was 1008.55, 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 21 Sept ABB was trading at 5436.90. The strike last trading price was 1008.55, 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 18 Sept ABB was trading at 5436.00. The strike last trading price was 1008.55, 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 14 Sept ABB was trading at 5248.60. The strike last trading price was 1240, 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
