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View Put Call Ratio

Call Option Chain  of ABB Ltd. (ABB) with Implied Volatility & Greeks

   Spot Close : 2873.35   Expiry date :          

ABB Ltd. for Expiry Date 23/02/2023

Strike Price Close / OHL Change/ Change % Open Interest / Change Contracts/ % Change Turnover (in Lac) Implied Volatility / Prev Interpretation Signal PCR OI PCR Vol Greeks Delta / All
2900.00
85.45
C- 85.45
O-161.65
H-161.65
L-77.80
-34.55/ -28.79 % 5750.00/ 5000.00 28/ 2700.00 % 209.00 28.32 / 26.12 Short Build Up Bearish 1.09 0.107
0.494
Delta : 0.494
Theta : -1.81
Rho : 1.06
Vega : 3.23
Gamma : 0.0017
3000.00
49.00
C- 49.00
O-69.85
H-70.00
L-45.00
-20.85/ -29.85 % 45.25 K/ 11500.00 197/ 194.03 % 1503.00 28.77 / 26.08 Short Build Up Bearish 0 0
0.333
Delta : 0.333
Theta : -1.62
Rho : 0.721
Vega : 2.94
Gamma : 0.0016
3100.00
24.50
C- 24.50
O-28.90
H-29.00
L-21.05
-12.50/ -33.78 % 3000.00/ 1500.00 13/ 225.00 % 102.00 28.42 / 26.14 Short Build Up Bearish 0 0
0.198
Delta : 0.198
Theta : -1.20
Rho : 0.433
Vega : 2.26
Gamma : 0.0012
3200.00
10.95
C- 10.95
O-7.70
H-12.60
L-6.05
NA 6250.00/ 0.000 30/NA 241.00 28.11 / 0 NA NA 0.320 0.067
0.104
Delta : 0.104
Theta : -0.759
Rho : 0.229
Vega : 1.46
Gamma : 0.0008
3300.00
5.00
C- 5.00
O-11.40
H-11.40
L-4.70
-6.40/ -56.14 % 11.25 K/ 5500.00 46/ 91.67 % 380.00 28.58 / 28.90 Short Build Up Bearish 0 0
0.053
Delta : 0.053
Theta : -0.455
Rho : 0.117
Vega : 0.872
Gamma : 0.0005
Risk Free rate : 6.25%, Dividend Yield : 0.180 %

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(Intraday Analysis/Screener are on Real Time (updated every 5 Mins) and End of Trade day's Value expected tto be updated between 5 to 5.30 PM exchange time Zone)


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