ABB India Limited

Capital Goods · Electrical Equipment

NSE: ABB BSE: 500002

₹6895.00

Oct. 5, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +40.00

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	6905.0000	-3.50	1563375	-3000	Long Unwinding
Nov. 23, 2026	6927.0000	-7.00	31375	625	Short Buildup
Nov. 26, 2026	6949.2500	-9.20	0	0	—
Dec. 29, 2026	6935.0000	+0.50	2125	500	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	7007.5000	7007.5000	6934.5000	6935.0000	2125	500
Oct. 5, 2026	Nov. 26, 2026	0.0000	0.0000	0.0000	6949.2500	0	0
Oct. 5, 2026	Nov. 23, 2026	7000.0000	7029.0000	6917.0000	6927.0000	31375	625
Oct. 5, 2026	Oct. 27, 2026	6979.5000	7018.5000	6882.0000	6905.0000	1563375	-3000
Oct. 1, 2026	Dec. 29, 2026	6913.0000	6999.5000	6860.0000	6934.5000	1625	1375
Oct. 1, 2026	Nov. 26, 2026	0.0000	0.0000	0.0000	6958.4500	0	0
Oct. 1, 2026	Nov. 23, 2026	6896.0000	7000.0000	6820.0000	6934.0000	30750	0
Oct. 1, 2026	Oct. 27, 2026	6824.0000	6991.5000	6772.0000	6908.5000	1566375	-13375
Sept. 30, 2026	Dec. 29, 2026	6938.5000	6938.5000	6898.0000	6898.0000	250	250
Sept. 30, 2026	Nov. 26, 2026	0.0000	0.0000	0.0000	6834.4500	0	0

Options Chain

As of Oct. 1, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.753

Max Pain 7000.0000

Open Interest by Strike (Max Pain: 7000.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	1597.4000	138.98	0.747	5800.0000	-0.116	59.74	66.7500	0	0
500	125	917.6000	—		6000.0000	-0.061	36.07	18.2500	1375	21750
0	0	1622.6000	170.28	0.694	6100.0000	-0.077	34.68	23.0500	4250	4875
875	0	700.0000	—		6200.0000	-0.101	33.86	31.0000	3750	19625
125	0	880.0000	72.43	0.722	6300.0000	-0.128	32.68	39.9500	1375	12375
250	0	560.0000	27.16	0.871	6400.0000	-0.168	32.38	55.4500	-1750	10500
875	0	432.3000	14.32	0.955	6500.0000	-0.212	31.61	72.8000	-1375	31250
3375	375	401.3000	27.24	0.760	6600.0000	-0.265	31.18	96.7000	-3250	33375
6250	1125	330.8000	27.13	0.692	6700.0000	-0.325	30.64	125.4500	-4625	95750
17125	2625	268.6000	27.17	0.617	6800.0000	-0.393	30.72	164.8000	3250	28875
36625	-5500	217.5500	27.66	0.538	6900.0000	-0.463	30.02	205.5500	6750	99875
154875	9375	171.2000	27.7	0.460	7000.0000	-0.538	28.57	247.7000	3000	78375
45375	-1375	132.9000	27.83	0.386	7100.0000	-0.603	30.16	319.0500	-1750	38625
48625	-20250	100.5500	27.8	0.316	7200.0000	-0.663	31.12	391.7500	0	19875
126250	2750	76.6000	28.12	0.256	7300.0000	-0.723	30.88	462.0000	-250	9750
11500	2000	58.4000	28.55	0.205	7400.0000	-0.689	44.47	621.7500	0	6625
77750	500	42.6000	28.62	0.159	7500.0000	-0.906	22.0	585.0000	250	10375
29625	2125	31.2000	28.85	0.123	7600.0000	-0.723	52.21	820.0000	0	875
8125	7250	23.8000	29.45	0.096	7700.0000		—	755.0000	0	3625
64125	49125	16.8000	29.52	0.072	7800.0000	-0.770	54.62	991.5500	750	1375
1875	-750	15.8500	31.51	0.065	7900.0000
51625	-11875	12.0000	31.96	0.050	8000.0000		—	1063.3500	-125	3625
1375	125	10.4500	33.24	0.043	8100.0000		—	1130.0000	0	125
13750	-750	11.6500	36.04	0.044	8200.0000		—	1082.0500	0	250
125	0	7.0500	34.91	0.029	8300.0000		—	1300.0000	0	250
4625	0	5.5500	35.44	0.023	8400.0000	-0.990	30.31	1465.0000	0	625
4000	625	3.8500	37.01	0.016	8600.0000		—	1630.0000	0	1500