Historical option data for ABB
26 May 2026 04:10 PM IST
| ABB 30-Jun-2026 (34d) 6700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.08
Theta: -3.01
Gamma: 0.00076
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 6804.00 | 278 | 29 (11.65%) | 23.21 | 682 | -37 | 288 | |||||||||
| 25 May | 6755.00 | 249 | 11 (4.62%) | 23.67 | 460 | 32 | 323 | |||||||||
| 22 May | 6689.50 | 240 | 36 (17.65%) | 25.27 | 758 | 125 | 281 | |||||||||
| 21 May | 6598.00 | 203 | -12 (-5.58%) | 26.99 | 390 | 118 | 157 | |||||||||
| 20 May | 6605.00 | 208.35 | 71.35 (52.08%) | 26.03 | 65 | 31 | 39 | |||||||||
| 19 May | 6329.00 | 137 | -42 (-23.46%) | 30.65 | 1 | 0 | 9 | |||||||||
| 18 May | 6413.50 | 179.25 | 0.25 (0.14%) | - | 0 | 0 | 9 | |||||||||
| 15 May | 6381.00 | 179.25 | -10.35 (-5.46%) | 30.35 | 5 | 3 | 9 | |||||||||
| 14 May | 6429.00 | 189.6 | -517.4 (-73.18%) | 31.24 | 8 | 4 | 5 | |||||||||
| 13 May | 6305.00 | 707 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 6328.50 | 707 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 6387.50 | 707 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 7012.50 | 707 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 7188.00 | 707 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 7182.50 | 707 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 5 May | 7328.00 | 707 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 17 Apr | 7029.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 6883.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 6873.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 6828.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 6859.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 6614.00 | 0 | 0 (0.00%) | 0.08 | 0 | 0 | 0 | |||||||||
| 8 Apr | 6565.00 | 0 | 0 (0.00%) | 0.11 | 0 | 0 | 0 | |||||||||
| 7 Apr | 6269.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 6193.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 6700 expiring on 30JUN2026
Delta for 6700 CE is 0.63
Historical price for 6700 CE is as follows
On 26 May ABB was trading at 6804.00. The strike last trading price was 278, which was 29 higher than the previous day. The implied volatity was 23.21, the open interest changed by -37 which decreased total open position to 288
On 25 May ABB was trading at 6755.00. The strike last trading price was 249, which was 11 higher than the previous day. The implied volatity was 23.67, the open interest changed by 32 which increased total open position to 323
On 22 May ABB was trading at 6689.50. The strike last trading price was 240, which was 36 higher than the previous day. The implied volatity was 25.27, the open interest changed by 125 which increased total open position to 281
On 21 May ABB was trading at 6598.00. The strike last trading price was 203, which was -12 lower than the previous day. The implied volatity was 26.99, the open interest changed by 118 which increased total open position to 157
On 20 May ABB was trading at 6605.00. The strike last trading price was 208.35, which was 71.35 higher than the previous day. The implied volatity was 26.03, the open interest changed by 31 which increased total open position to 39
On 19 May ABB was trading at 6329.00. The strike last trading price was 137, which was -42 lower than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 9
On 18 May ABB was trading at 6413.50. The strike last trading price was 179.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 15 May ABB was trading at 6381.00. The strike last trading price was 179.25, which was -10.35 lower than the previous day. The implied volatity was 30.35, the open interest changed by 3 which increased total open position to 9
On 14 May ABB was trading at 6429.00. The strike last trading price was 189.6, which was -517.4 lower than the previous day. The implied volatity was 31.24, the open interest changed by 4 which increased total open position to 5
On 13 May ABB was trading at 6305.00. The strike last trading price was 707, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May ABB was trading at 6328.50. The strike last trading price was 707, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May ABB was trading at 6387.50. The strike last trading price was 707, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May ABB was trading at 7012.50. The strike last trading price was 707, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May ABB was trading at 7188.00. The strike last trading price was 707, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May ABB was trading at 7182.50. The strike last trading price was 707, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May ABB was trading at 7328.00. The strike last trading price was 707, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr ABB was trading at 7029.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr ABB was trading at 6883.50. The strike last trading price was 0, 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
On 15 Apr ABB was trading at 6873.00. The strike last trading price was 0, 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
On 13 Apr ABB was trading at 6828.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ABB was trading at 6859.50. The strike last trading price was 0, 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
On 9 Apr ABB was trading at 6614.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 8 Apr ABB was trading at 6565.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 7 Apr ABB was trading at 6269.00. The strike last trading price was 0, 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
On 6 Apr ABB was trading at 6193.50. The strike last trading price was 0, 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
| ABB 30-Jun-2026 (34d) 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.08
Theta: -2.89
Gamma: 0.0006
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 6804.00 | 187.8 | -65.05 (-25.73%) | 30.38 | 199 | 33 | 220 |
| 25 May | 6755.00 | 258.65 | -27.65 (-9.66%) | 35.81 | 126 | 42 | 186 |
| 22 May | 6689.50 | 280.75 | -58.75 (-17.30%) | 34.06 | 153 | 71 | 143 |
| 21 May | 6598.00 | 343.95 | -2.25 (-0.65%) | 34.9 | 86 | 13 | 72 |
| 20 May | 6605.00 | 342.9 | -149.55 (-30.37%) | 35.74 | 46 | 44 | 59 |
| 19 May | 6329.00 | 492.4 | 34.25 (7.48%) | 33.99 | 26 | 11 | 14 |
| 18 May | 6413.50 | 458.15 | 458.15 (0.00%) | - | 0 | 0 | 3 |
| 15 May | 6381.00 | 458.15 | -389.55 (-45.95%) | 32.7 | 3 | 2 | 2 |
| 14 May | 6429.00 | 0 | -847.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 6305.00 | 0 | -847.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 6328.50 | 0 | -847.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 6387.50 | 0 | -847.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 7012.50 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 7188.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 7182.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 7328.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 7029.50 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 6883.50 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 6873.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 6828.50 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 6859.50 | 0 | 0 (0.00%) | 0.77 | 0 | 0 | 0 |
| 9 Apr | 6614.00 | 0 | 0 (0.00%) | 0.57 | 0 | 0 | 0 |
| 8 Apr | 6565.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 6269.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 6193.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Abb India Limited - strike price 6700 expiring on 30JUN2026
Delta for 6700 PE is -0.39
Historical price for 6700 PE is as follows
On 26 May ABB was trading at 6804.00. The strike last trading price was 187.8, which was -65.05 lower than the previous day. The implied volatity was 30.38, the open interest changed by 33 which increased total open position to 220
On 25 May ABB was trading at 6755.00. The strike last trading price was 258.65, which was -27.65 lower than the previous day. The implied volatity was 35.81, the open interest changed by 42 which increased total open position to 186
On 22 May ABB was trading at 6689.50. The strike last trading price was 280.75, which was -58.75 lower than the previous day. The implied volatity was 34.06, the open interest changed by 71 which increased total open position to 143
On 21 May ABB was trading at 6598.00. The strike last trading price was 343.95, which was -2.25 lower than the previous day. The implied volatity was 34.9, the open interest changed by 13 which increased total open position to 72
On 20 May ABB was trading at 6605.00. The strike last trading price was 342.9, which was -149.55 lower than the previous day. The implied volatity was 35.74, the open interest changed by 44 which increased total open position to 59
On 19 May ABB was trading at 6329.00. The strike last trading price was 492.4, which was 34.25 higher than the previous day. The implied volatity was 33.99, the open interest changed by 11 which increased total open position to 14
On 18 May ABB was trading at 6413.50. The strike last trading price was 458.15, which was 458.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May ABB was trading at 6381.00. The strike last trading price was 458.15, which was -389.55 lower than the previous day. The implied volatity was 32.7, the open interest changed by 2 which increased total open position to 2
On 14 May ABB was trading at 6429.00. The strike last trading price was 0, which was -847.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ABB was trading at 6305.00. The strike last trading price was 0, which was -847.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ABB was trading at 6328.50. The strike last trading price was 0, which was -847.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ABB was trading at 6387.50. The strike last trading price was 0, which was -847.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ABB was trading at 7012.50. The strike last trading price was 0, 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
On 7 May ABB was trading at 7188.00. The strike last trading price was 0, 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
On 6 May ABB was trading at 7182.50. The strike last trading price was 0, 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
On 5 May ABB was trading at 7328.00. The strike last trading price was 0, 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
On 17 Apr ABB was trading at 7029.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr ABB was trading at 6883.50. The strike last trading price was 0, 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
On 15 Apr ABB was trading at 6873.00. The strike last trading price was 0, 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
On 13 Apr ABB was trading at 6828.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ABB was trading at 6859.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ABB was trading at 6614.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 8 Apr ABB was trading at 6565.00. The strike last trading price was 0, 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
On 7 Apr ABB was trading at 6269.00. The strike last trading price was 0, 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
On 6 Apr ABB was trading at 6193.50. The strike last trading price was 0, 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
