Historical option data for ABB
11 Jun 2026 04:11 PM IST
| ABB 30-Jun-2026 (18d) 6900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0.06
Theta: -4.77
Gamma: 0.00086
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 6719.00 | 115.6 | -26.4 (-18.59%) | 28.58 | 360 | 38 | 270 | |||||||||
| 10 Jun | 6801.00 | 145.75 | -71.25 (-32.83%) | 28.34 | 822 | 72 | 231 | |||||||||
| 9 Jun | 6931.00 | 212.75 | -35.25 (-14.21%) | 28.37 | 118 | 11 | 158 | |||||||||
| 8 Jun | 6958.00 | 247.55 | -136.45 (-35.53%) | 33.11 | 3 | 0 | 146 | |||||||||
| 5 Jun | 7167.50 | 383.55 | -0.45 (-0.12%) | 26.55 | 4 | 0 | 146 | |||||||||
| 4 Jun | 7156.00 | 376 | -73 (-16.26%) | 26.55 | 4 | 0 | 147 | |||||||||
| 3 Jun | 7196.00 | 449.35 | 44.35 (10.95%) | 31.21 | 2 | 0 | 147 | |||||||||
| 2 Jun | 7146.00 | 404.55 | 89.55 (28.43%) | 31.74 | 84 | -12 | 148 | |||||||||
| 1 Jun | 7027.50 | 317.2 | -98.8 (-23.75%) | 27.59 | 192 | -17 | 159 | |||||||||
| 29 May | 7253.00 | 416 | -14 (-3.26%) | 19.16 | 82 | 14 | 174 | |||||||||
| 27 May | 7219.00 | 429 | 245 (133.15%) | 23.71 | 1,494 | 33 | 163 | |||||||||
| 26 May | 6804.00 | 183.8 | 15.8 (9.40%) | 24 | 383 | -7 | 131 | |||||||||
| 25 May | 6755.00 | 167.5 | 2.5 (1.52%) | 25.32 | 256 | 83 | 132 | |||||||||
| 22 May | 6689.50 | 165 | 27 (19.57%) | 26.51 | 70 | 29 | 49 | |||||||||
| 21 May | 6598.00 | 134 | -15 (-10.07%) | 27.99 | 33 | 14 | 21 | |||||||||
| 20 May | 6605.00 | 151.8 | 17.8 (13.28%) | 28.58 | 12 | 4 | 6 | |||||||||
| 19 May | 6329.00 | 134.25 | 0.25 (0.19%) | - | 2 | 0 | 2 | |||||||||
| 18 May | 6413.50 | 134.25 | 0.25 (0.19%) | - | 2 | 0 | 2 | |||||||||
| 15 May | 6381.00 | 134.25 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 14 May | 6429.00 | 134.25 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 6305.00 | 134.25 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 12 May | 6328.50 | 134.25 | -29.4 (-17.97%) | 32.87 | 2 | 0 | 0 | |||||||||
| 11 May | 6387.50 | 0 | -164 (-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 | |||||||||
| 13 Apr | 6828.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 6859.50 | 0 | 0 (0.00%) | 0.9 | 0 | 0 | 0 | |||||||||
| 9 Apr | 6614.00 | 0 | 0 (0.00%) | 1.09 | 0 | 0 | 0 | |||||||||
| 8 Apr | 6565.00 | 0 | 0 (0.00%) | 1.63 | 0 | 0 | 0 | |||||||||
For Abb India Limited - strike price 6900 expiring on 30JUN2026
Delta for 6900 CE is 0.39
Historical price for 6900 CE is as follows
On 11 Jun ABB was trading at 6719.00. The strike last trading price was 115.6, which was -26.4 lower than the previous day. The implied volatity was 28.58, the open interest changed by 38 which increased total open position to 270
On 10 Jun ABB was trading at 6801.00. The strike last trading price was 145.75, which was -71.25 lower than the previous day. The implied volatity was 28.34, the open interest changed by 72 which increased total open position to 231
On 9 Jun ABB was trading at 6931.00. The strike last trading price was 212.75, which was -35.25 lower than the previous day. The implied volatity was 28.37, the open interest changed by 11 which increased total open position to 158
On 8 Jun ABB was trading at 6958.00. The strike last trading price was 247.55, which was -136.45 lower than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 146
On 5 Jun ABB was trading at 7167.50. The strike last trading price was 383.55, which was -0.45 lower than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 146
On 4 Jun ABB was trading at 7156.00. The strike last trading price was 376, which was -73 lower than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 147
On 3 Jun ABB was trading at 7196.00. The strike last trading price was 449.35, which was 44.35 higher than the previous day. The implied volatity was 31.21, the open interest changed by 0 which decreased total open position to 147
On 2 Jun ABB was trading at 7146.00. The strike last trading price was 404.55, which was 89.55 higher than the previous day. The implied volatity was 31.74, the open interest changed by -12 which decreased total open position to 148
On 1 Jun ABB was trading at 7027.50. The strike last trading price was 317.2, which was -98.8 lower than the previous day. The implied volatity was 27.59, the open interest changed by -17 which decreased total open position to 159
On 29 May ABB was trading at 7253.00. The strike last trading price was 416, which was -14 lower than the previous day. The implied volatity was 19.16, the open interest changed by 14 which increased total open position to 174
On 27 May ABB was trading at 7219.00. The strike last trading price was 429, which was 245 higher than the previous day. The implied volatity was 23.71, the open interest changed by 33 which increased total open position to 163
On 26 May ABB was trading at 6804.00. The strike last trading price was 183.8, which was 15.8 higher than the previous day. The implied volatity was 24, the open interest changed by -7 which decreased total open position to 131
On 25 May ABB was trading at 6755.00. The strike last trading price was 167.5, which was 2.5 higher than the previous day. The implied volatity was 25.32, the open interest changed by 83 which increased total open position to 132
On 22 May ABB was trading at 6689.50. The strike last trading price was 165, which was 27 higher than the previous day. The implied volatity was 26.51, the open interest changed by 29 which increased total open position to 49
On 21 May ABB was trading at 6598.00. The strike last trading price was 134, which was -15 lower than the previous day. The implied volatity was 27.99, the open interest changed by 14 which increased total open position to 21
On 20 May ABB was trading at 6605.00. The strike last trading price was 151.8, which was 17.8 higher than the previous day. The implied volatity was 28.58, the open interest changed by 4 which increased total open position to 6
On 19 May ABB was trading at 6329.00. The strike last trading price was 134.25, 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 2
On 18 May ABB was trading at 6413.50. The strike last trading price was 134.25, 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 2
On 15 May ABB was trading at 6381.00. The strike last trading price was 134.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May ABB was trading at 6429.00. The strike last trading price was 134.25, 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 2
On 13 May ABB was trading at 6305.00. The strike last trading price was 134.25, 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 2
On 12 May ABB was trading at 6328.50. The strike last trading price was 134.25, which was -29.4 lower than the previous day. The implied volatity was 32.87, 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 -164 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 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 0.9, 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 1.09, 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 1.63, the open interest changed by 0 which decreased total open position to 0
| ABB 30-Jun-2026 (18d) 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.06
Theta: -3.66
Gamma: 0.00084
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 6719.00 | 278.65 | 25.75 (10.18%) | 28.81 | 39 | 1 | 134 |
| 10 Jun | 6801.00 | 258 | 77.7 (43.09%) | 33.59 | 363 | -5 | 134 |
| 9 Jun | 6931.00 | 183.4 | -13.85 (-7.02%) | 30.64 | 194 | -2 | 138 |
| 8 Jun | 6958.00 | 210 | 102.3 (94.99%) | 33.8 | 231 | 16 | 138 |
| 5 Jun | 7167.50 | 107.35 | -10.7 (-9.06%) | 30.57 | 154 | -10 | 123 |
| 4 Jun | 7156.00 | 118.8 | 12.95 (12.23%) | 31.06 | 127 | -10 | 134 |
| 3 Jun | 7196.00 | 107.2 | -9.4 (-8.06%) | 29.88 | 175 | 1 | 145 |
| 2 Jun | 7146.00 | 115.7 | -58.8 (-33.70%) | 29.63 | 300 | 3 | 144 |
| 1 Jun | 7027.50 | 167.85 | 39.95 (31.24%) | 30.14 | 350 | -8 | 141 |
| 29 May | 7253.00 | 114.7 | -9.45 (-7.61%) | 32.17 | 486 | -19 | 150 |
| 27 May | 7219.00 | 118.4 | -173.35 (-59.42%) | 29.76 | 843 | 145 | 169 |
| 26 May | 6804.00 | 290 | -41 (-12.39%) | 30.7 | 48 | 15 | 24 |
| 25 May | 6755.00 | 331 | -44 (-11.73%) | 32.26 | 9 | 0 | 4 |
| 22 May | 6689.50 | 375 | -85 (-18.48%) | 34.94 | 1 | 0 | 3 |
| 21 May | 6598.00 | 460 | -110 (-19.30%) | 37.39 | 1 | 0 | 2 |
| 20 May | 6605.00 | 570 | -84 (-12.84%) | 38.27 | 1 | 1 | 2 |
| 19 May | 6329.00 | 654 | 654 | - | 1 | 0 | 1 |
| 18 May | 6413.50 | 654 | 654 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 6381.00 | 654 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 6429.00 | 654 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 6305.00 | 654 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 6328.50 | 654 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 6387.50 | 654 | -344.55 (-34.51%) | 35.7 | 1 | 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 |
| 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 | 0 | 0 |
| 8 Apr | 6565.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Abb India Limited - strike price 6900 expiring on 30JUN2026
Delta for 6900 PE is -0.64
Historical price for 6900 PE is as follows
On 11 Jun ABB was trading at 6719.00. The strike last trading price was 278.65, which was 25.75 higher than the previous day. The implied volatity was 28.81, the open interest changed by 1 which increased total open position to 134
On 10 Jun ABB was trading at 6801.00. The strike last trading price was 258, which was 77.7 higher than the previous day. The implied volatity was 33.59, the open interest changed by -5 which decreased total open position to 134
On 9 Jun ABB was trading at 6931.00. The strike last trading price was 183.4, which was -13.85 lower than the previous day. The implied volatity was 30.64, the open interest changed by -2 which decreased total open position to 138
On 8 Jun ABB was trading at 6958.00. The strike last trading price was 210, which was 102.3 higher than the previous day. The implied volatity was 33.8, the open interest changed by 16 which increased total open position to 138
On 5 Jun ABB was trading at 7167.50. The strike last trading price was 107.35, which was -10.7 lower than the previous day. The implied volatity was 30.57, the open interest changed by -10 which decreased total open position to 123
On 4 Jun ABB was trading at 7156.00. The strike last trading price was 118.8, which was 12.95 higher than the previous day. The implied volatity was 31.06, the open interest changed by -10 which decreased total open position to 134
On 3 Jun ABB was trading at 7196.00. The strike last trading price was 107.2, which was -9.4 lower than the previous day. The implied volatity was 29.88, the open interest changed by 1 which increased total open position to 145
On 2 Jun ABB was trading at 7146.00. The strike last trading price was 115.7, which was -58.8 lower than the previous day. The implied volatity was 29.63, the open interest changed by 3 which increased total open position to 144
On 1 Jun ABB was trading at 7027.50. The strike last trading price was 167.85, which was 39.95 higher than the previous day. The implied volatity was 30.14, the open interest changed by -8 which decreased total open position to 141
On 29 May ABB was trading at 7253.00. The strike last trading price was 114.7, which was -9.45 lower than the previous day. The implied volatity was 32.17, the open interest changed by -19 which decreased total open position to 150
On 27 May ABB was trading at 7219.00. The strike last trading price was 118.4, which was -173.35 lower than the previous day. The implied volatity was 29.76, the open interest changed by 145 which increased total open position to 169
On 26 May ABB was trading at 6804.00. The strike last trading price was 290, which was -41 lower than the previous day. The implied volatity was 30.7, the open interest changed by 15 which increased total open position to 24
On 25 May ABB was trading at 6755.00. The strike last trading price was 331, which was -44 lower than the previous day. The implied volatity was 32.26, the open interest changed by 0 which decreased total open position to 4
On 22 May ABB was trading at 6689.50. The strike last trading price was 375, which was -85 lower than the previous day. The implied volatity was 34.94, the open interest changed by 0 which decreased total open position to 3
On 21 May ABB was trading at 6598.00. The strike last trading price was 460, which was -110 lower than the previous day. The implied volatity was 37.39, the open interest changed by 0 which decreased total open position to 2
On 20 May ABB was trading at 6605.00. The strike last trading price was 570, which was -84 lower than the previous day. The implied volatity was 38.27, the open interest changed by 1 which increased total open position to 2
On 19 May ABB was trading at 6329.00. The strike last trading price was 654, which was 654 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May ABB was trading at 6413.50. The strike last trading price was 654, which was 654 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May ABB was trading at 6381.00. The strike last trading price was 654, 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 14 May ABB was trading at 6429.00. The strike last trading price was 654, 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 13 May ABB was trading at 6305.00. The strike last trading price was 654, 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 654, 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 654, which was -344.55 lower than the previous day. The implied volatity was 35.7, 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 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 -, 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
