ABB ABB INDIA LIMITED
ABB INDIA LIMITED — on this desk since 2 Jan 2006.
Results meeting in 28 days Fri 13 Nov 2026, as the company announced it to NSE
Prices before Mon 6 Jan 2020 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 5,800 | 16,500 | +5,875 | 5.65 | long build-up |
| — | 828.70 | 0 | 500 | 6,000 | 33,250 | +1,875 | 11.35 | long build-up |
| — | 730.64 | 0 | 500 | 6,100 | 6,000 | +1,125 | 16.50 | long build-up |
| — | 634.27 | 0 | 875 | 6,200 | 28,000 | +2,625 | 22.55 | long build-up |
| — | 540.70 | 0 | 125 | 6,300 | 31,125 | +6,875 | 33.15 | long build-up |
| — | 451.35 | 0 | 625 | 6,400 | 39,625 | +4,125 | 45.60 | long build-up |
| short build-up | 396.60 | +3,125 | 4,250 | 6,500 | 55,375 | +9,750 | 64.35 | long build-up |
| short build-up | 332.05 | +4,375 | 17,250 | 6,600 | 63,125 | +10,625 | 90.30 | long build-up |
| short build-up | 265.65 | +3,875 | 25,125 | 6,700 | 1,08,500 | +7,750 | 121.95 | long build-up |
| short build-up | 206.55 | +25,750 | 49,625 | 6,800at the money | 80,375 | +21,875 | 161.30 | long build-up |
| short build-up | 156.95 | +55,250 | 1,09,750 | 6,900 | 66,125 | −19,500 | 210.05 | short covering |
| short build-up | 114.95 | +17,875 | 1,46,375 | 7,000 | wall1,40,500 | +375 | 268.65 | long build-up |
| short build-up | 83.35 | +9,750 | 75,750 | 7,100 | 34,000 | −2,500 | 336.00 | short covering |
| short build-up | 58.65 | +2,125 | 74,875 | 7,200 | 38,625 | −250 | 418.30 | short covering |
| long unwinding | 40.50 | −1,500 | 43,750 | 7,300 | 12,375 | −125 | 501.20 | short covering |
| short build-up | 28.55 | +1,875 | 62,500 | 7,400 | 8,250 | 0 | 584.04 | — |
| short build-up | 19.90 | +21,625 | 1,67,250wall | 7,500 | 10,375 | 0 | 677.98 | — |
| long unwinding | 13.50 | −875 | 50,875 | 7,600 | 875 | 0 | 774.21 | — |
| short build-up | 9.10 | +3,750 | 23,625 | 7,700 | 3,500 | 0 | 871.92 | — |
| — | 6.05 | 0 | 65,125 | 7,800 | 1,125 | 0 | 970.55 | — |
The options were priced for a move of about 5.4% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 153 of 317 times the close 5 sessions later was higher.
Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.40% above the share.
Not in the F&O ban this session; open interest stood at 46% of its market-wide limit.
Implied volatility
The options were priced for a move of about 5.4% by 27 Oct; over the sessions the desk holds it ranged 1.6–8.5%.
Option prices were dearer than 92 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short build | 5.4% | 0.40% | |
| Wed 14 Oct | long build | 5.0% | 0.07% | |
| Tue 13 Oct | long build | 5.1% | 0.23% | |
| Mon 12 Oct | long build | 5.4% | 0.58% | |
| Fri 9 Oct | long build | 5.7% | 0.38% | |
| Thu 8 Oct | long unwind | 6.2% | 0.28% | |
| Wed 7 Oct | short build | 5.9% | 0.12% | |
| Tue 6 Oct | short cover | 5.9% | 0.40% | |
| Mon 5 Oct | long unwind | 6.0% | 0.14% | |
| Thu 1 Oct | short cover | 6.1% | 0.12% | |
| Wed 30 Sep | short build | 6.0% | 0.83% | |
| Tue 29 Sep | short build | 6.6% | 2.93% | |
| Mon 28 Sep | long unwind | 6.2% | -0.22% | |
| Fri 25 Sep | long unwind | 1.8% | -0.04% | |
| Thu 24 Sep | short cover | 2.0% | 0.26% | |
| Wed 23 Sep | short build | 2.3% | -0.04% | |
| Tue 22 Sep | short build | 2.8% | 0.51% | |
| Mon 21 Sep | short cover | 2.7% | 0.25% | |
| Fri 18 Sep | short cover | 3.3% | -0.27% | |
| Thu 17 Sep | short cover | 3.5% | 0.03% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.