Historical option data for 360ONE
11 Jun 2026 04:15 PM IST
| 360ONE 30-Jun-2026 (18d) 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.01
Theta: -0.73
Gamma: 0.00512
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 1064.10 | 15.35 | 1.45 (10.43%) | 29.11 | 342 | -23 | 453 | |||||||||
| 10 Jun | 1052.00 | 14.35 | -8.7 (-37.74%) | 30.55 | 257 | -9 | 476 | |||||||||
| 9 Jun | 1075.00 | 24.7 | 6.7 (37.22%) | 30.75 | 268 | 46 | 481 | |||||||||
| 8 Jun | 1054.90 | 17 | -10 (-37.04%) | 32.73 | 315 | -55 | 434 | |||||||||
| 5 Jun | 1073.90 | 27.05 | 0.05 (0.19%) | 31.48 | 625 | 158 | 492 | |||||||||
| 4 Jun | 1071.80 | 28.8 | -0.2 (-0.69%) | 34.06 | 236 | 45 | 333 | |||||||||
| 3 Jun | 1072.50 | 28.65 | -9.35 (-24.61%) | 33.84 | 460 | 45 | 289 | |||||||||
| 2 Jun | 1089.20 | 37 | 5 (15.63%) | 33.84 | 376 | -50 | 234 | |||||||||
| 1 Jun | 1078.80 | 34.5 | -13.5 (-28.13%) | 31.94 | 278 | 11 | 283 | |||||||||
| 29 May | 1104.50 | 51.45 | -1.55 (-2.92%) | 34.36 | 137 | 4 | 271 | |||||||||
| 27 May | 1112.10 | 51.75 | -10.25 (-16.53%) | 30.97 | 127 | 54 | 266 | |||||||||
| 26 May | 1125.30 | 61.2 | -12.8 (-17.30%) | 32.02 | 267 | 10 | 212 | |||||||||
| 25 May | 1142.40 | 75 | 19 (33.93%) | 33.54 | 302 | 166 | 203 | |||||||||
| 22 May | 1112.40 | 56 | -3 (-5.08%) | 31.32 | 44 | 17 | 32 | |||||||||
| 21 May | 1111.80 | 58.95 | -0.05 (-0.08%) | 33.76 | 28 | 2 | 14 | |||||||||
| 20 May | 1107.40 | 59 | 6 (11.32%) | 33.92 | 5 | 0 | 7 | |||||||||
| 19 May | 1098.40 | 53 | -2 (-3.64%) | 35.14 | 10 | 1 | 6 | |||||||||
| 18 May | 1104.90 | 55 | 4 (7.84%) | 33.33 | 3 | 2 | 4 | |||||||||
| 15 May | 1093.80 | 51.45 | -3.35 (-6.11%) | 32.07 | 1 | 0 | 2 | |||||||||
| 14 May | 1102.10 | 54.8 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 1077.50 | 54.8 | 9.8 (21.78%) | 0 | 1 | 0 | 2 | |||||||||
| 12 May | 1078.10 | 45 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 11 May | 1115.30 | 45 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 8 May | 1118.50 | 45 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 7 May | 1111.70 | 45 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 6 May | 1084.10 | 45 | 0 (0.00%) | 32.57 | 0 | 0 | 2 | |||||||||
| 5 May | 1070.70 | 45 | -6.5 (-12.62%) | 32.57 | 2 | 1 | 1 | |||||||||
| 4 May | 1066.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1034.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For 360 One Wam Limited - strike price 1100 expiring on 30JUN2026
Delta for 1100 CE is 0.34
Historical price for 1100 CE is as follows
On 11 Jun 360ONE was trading at 1064.10. The strike last trading price was 15.35, which was 1.45 higher than the previous day. The implied volatity was 29.11, the open interest changed by -23 which decreased total open position to 453
On 10 Jun 360ONE was trading at 1052.00. The strike last trading price was 14.35, which was -8.7 lower than the previous day. The implied volatity was 30.55, the open interest changed by -9 which decreased total open position to 476
On 9 Jun 360ONE was trading at 1075.00. The strike last trading price was 24.7, which was 6.7 higher than the previous day. The implied volatity was 30.75, the open interest changed by 46 which increased total open position to 481
On 8 Jun 360ONE was trading at 1054.90. The strike last trading price was 17, which was -10 lower than the previous day. The implied volatity was 32.73, the open interest changed by -55 which decreased total open position to 434
On 5 Jun 360ONE was trading at 1073.90. The strike last trading price was 27.05, which was 0.05 higher than the previous day. The implied volatity was 31.48, the open interest changed by 158 which increased total open position to 492
On 4 Jun 360ONE was trading at 1071.80. The strike last trading price was 28.8, which was -0.2 lower than the previous day. The implied volatity was 34.06, the open interest changed by 45 which increased total open position to 333
On 3 Jun 360ONE was trading at 1072.50. The strike last trading price was 28.65, which was -9.35 lower than the previous day. The implied volatity was 33.84, the open interest changed by 45 which increased total open position to 289
On 2 Jun 360ONE was trading at 1089.20. The strike last trading price was 37, which was 5 higher than the previous day. The implied volatity was 33.84, the open interest changed by -50 which decreased total open position to 234
On 1 Jun 360ONE was trading at 1078.80. The strike last trading price was 34.5, which was -13.5 lower than the previous day. The implied volatity was 31.94, the open interest changed by 11 which increased total open position to 283
On 29 May 360ONE was trading at 1104.50. The strike last trading price was 51.45, which was -1.55 lower than the previous day. The implied volatity was 34.36, the open interest changed by 4 which increased total open position to 271
On 27 May 360ONE was trading at 1112.10. The strike last trading price was 51.75, which was -10.25 lower than the previous day. The implied volatity was 30.97, the open interest changed by 54 which increased total open position to 266
On 26 May 360ONE was trading at 1125.30. The strike last trading price was 61.2, which was -12.8 lower than the previous day. The implied volatity was 32.02, the open interest changed by 10 which increased total open position to 212
On 25 May 360ONE was trading at 1142.40. The strike last trading price was 75, which was 19 higher than the previous day. The implied volatity was 33.54, the open interest changed by 166 which increased total open position to 203
On 22 May 360ONE was trading at 1112.40. The strike last trading price was 56, which was -3 lower than the previous day. The implied volatity was 31.32, the open interest changed by 17 which increased total open position to 32
On 21 May 360ONE was trading at 1111.80. The strike last trading price was 58.95, which was -0.05 lower than the previous day. The implied volatity was 33.76, the open interest changed by 2 which increased total open position to 14
On 20 May 360ONE was trading at 1107.40. The strike last trading price was 59, which was 6 higher than the previous day. The implied volatity was 33.92, the open interest changed by 0 which decreased total open position to 7
On 19 May 360ONE was trading at 1098.40. The strike last trading price was 53, which was -2 lower than the previous day. The implied volatity was 35.14, the open interest changed by 1 which increased total open position to 6
On 18 May 360ONE was trading at 1104.90. The strike last trading price was 55, which was 4 higher than the previous day. The implied volatity was 33.33, the open interest changed by 2 which increased total open position to 4
On 15 May 360ONE was trading at 1093.80. The strike last trading price was 51.45, which was -3.35 lower than the previous day. The implied volatity was 32.07, the open interest changed by 0 which decreased total open position to 2
On 14 May 360ONE was trading at 1102.10. The strike last trading price was 54.8, 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 360ONE was trading at 1077.50. The strike last trading price was 54.8, which was 9.8 higher 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 360ONE was trading at 1078.10. The strike last trading price was 45, 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 11 May 360ONE was trading at 1115.30. The strike last trading price was 45, 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 8 May 360ONE was trading at 1118.50. The strike last trading price was 45, 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 7 May 360ONE was trading at 1111.70. The strike last trading price was 45, 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 6 May 360ONE was trading at 1084.10. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 2
On 5 May 360ONE was trading at 1070.70. The strike last trading price was 45, which was -6.5 lower than the previous day. The implied volatity was 32.57, the open interest changed by 1 which increased total open position to 1
On 4 May 360ONE was trading at 1066.50. 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 30 Apr 360ONE was trading at 1034.65. 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
| 360ONE 30-Jun-2026 (18d) 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.01
Theta: -0.56
Gamma: 0.00522
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 1064.10 | 47 | -4 (-7.84%) | 28.74 | 24 | -9 | 190 |
| 10 Jun | 1052.00 | 51 | 11 (27.50%) | 28.1 | 17 | -3 | 198 |
| 9 Jun | 1075.00 | 39.85 | -20.85 (-34.35%) | 29.47 | 49 | -17 | 200 |
| 8 Jun | 1054.90 | 60.9 | 16.6 (37.47%) | 32.95 | 20 | -13 | 221 |
| 5 Jun | 1073.90 | 43.7 | -3.35 (-7.12%) | 28.74 | 35 | -14 | 235 |
| 4 Jun | 1071.80 | 47.05 | -1.65 (-3.39%) | 28.29 | 10 | 0 | 250 |
| 3 Jun | 1072.50 | 47.15 | 9.95 (26.75%) | 30.68 | 128 | 10 | 251 |
| 2 Jun | 1089.20 | 36.2 | -9.35 (-20.53%) | 28.65 | 70 | 5 | 245 |
| 1 Jun | 1078.80 | 45.55 | 13.75 (43.24%) | 32.08 | 105 | -5 | 240 |
| 29 May | 1104.50 | 31.35 | -0.15 (-0.48%) | 27.93 | 118 | 45 | 246 |
| 27 May | 1112.10 | 31.8 | 3.3 (11.58%) | 29.93 | 132 | 17 | 198 |
| 26 May | 1125.30 | 27.05 | 2.75 (11.32%) | 30.49 | 178 | 35 | 183 |
| 25 May | 1142.40 | 23.6 | -8.4 (-26.25%) | 31.19 | 170 | 115 | 148 |
| 22 May | 1112.40 | 31.05 | -6.45 (-17.20%) | 27.75 | 45 | 28 | 33 |
| 21 May | 1111.80 | 37.5 | -17.5 (-31.82%) | 31.19 | 4 | 0 | 5 |
| 20 May | 1107.40 | 55 | 55 | - | 1 | 0 | 5 |
| 19 May | 1098.40 | 55 | 55 | - | 1 | 0 | 5 |
| 18 May | 1104.90 | 55 | 55 (0.00%) | - | 1 | 0 | 5 |
| 15 May | 1093.80 | 55 | 0 (0.00%) | - | 0 | 0 | 5 |
| 14 May | 1102.10 | 55 | 0 (0.00%) | 0 | 0 | 0 | 5 |
| 13 May | 1077.50 | 55 | 0 (0.00%) | 0 | 1 | 0 | 5 |
| 12 May | 1078.10 | 55 | -7.5 (-12.00%) | 0 | 1 | 1 | 5 |
| 11 May | 1115.30 | 62.5 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 8 May | 1118.50 | 62.5 | 62.5 | - | 0 | 0 | 4 |
| 7 May | 1111.70 | 62.5 | 62.5 | - | 0 | 0 | 4 |
| 6 May | 1084.10 | 62.5 | 62.5 (-38.48%) | 30.68 | 0 | 0 | 4 |
| 5 May | 1070.70 | 62.5 | -39.1 (-38.48%) | 30.68 | 4 | 3 | 3 |
| 4 May | 1066.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1034.65 | 0 | 0 | - | 0 | 0 | 0 |
For 360 One Wam Limited - strike price 1100 expiring on 30JUN2026
Delta for 1100 PE is -0.66
Historical price for 1100 PE is as follows
On 11 Jun 360ONE was trading at 1064.10. The strike last trading price was 47, which was -4 lower than the previous day. The implied volatity was 28.74, the open interest changed by -9 which decreased total open position to 190
On 10 Jun 360ONE was trading at 1052.00. The strike last trading price was 51, which was 11 higher than the previous day. The implied volatity was 28.1, the open interest changed by -3 which decreased total open position to 198
On 9 Jun 360ONE was trading at 1075.00. The strike last trading price was 39.85, which was -20.85 lower than the previous day. The implied volatity was 29.47, the open interest changed by -17 which decreased total open position to 200
On 8 Jun 360ONE was trading at 1054.90. The strike last trading price was 60.9, which was 16.6 higher than the previous day. The implied volatity was 32.95, the open interest changed by -13 which decreased total open position to 221
On 5 Jun 360ONE was trading at 1073.90. The strike last trading price was 43.7, which was -3.35 lower than the previous day. The implied volatity was 28.74, the open interest changed by -14 which decreased total open position to 235
On 4 Jun 360ONE was trading at 1071.80. The strike last trading price was 47.05, which was -1.65 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 250
On 3 Jun 360ONE was trading at 1072.50. The strike last trading price was 47.15, which was 9.95 higher than the previous day. The implied volatity was 30.68, the open interest changed by 10 which increased total open position to 251
On 2 Jun 360ONE was trading at 1089.20. The strike last trading price was 36.2, which was -9.35 lower than the previous day. The implied volatity was 28.65, the open interest changed by 5 which increased total open position to 245
On 1 Jun 360ONE was trading at 1078.80. The strike last trading price was 45.55, which was 13.75 higher than the previous day. The implied volatity was 32.08, the open interest changed by -5 which decreased total open position to 240
On 29 May 360ONE was trading at 1104.50. The strike last trading price was 31.35, which was -0.15 lower than the previous day. The implied volatity was 27.93, the open interest changed by 45 which increased total open position to 246
On 27 May 360ONE was trading at 1112.10. The strike last trading price was 31.8, which was 3.3 higher than the previous day. The implied volatity was 29.93, the open interest changed by 17 which increased total open position to 198
On 26 May 360ONE was trading at 1125.30. The strike last trading price was 27.05, which was 2.75 higher than the previous day. The implied volatity was 30.49, the open interest changed by 35 which increased total open position to 183
On 25 May 360ONE was trading at 1142.40. The strike last trading price was 23.6, which was -8.4 lower than the previous day. The implied volatity was 31.19, the open interest changed by 115 which increased total open position to 148
On 22 May 360ONE was trading at 1112.40. The strike last trading price was 31.05, which was -6.45 lower than the previous day. The implied volatity was 27.75, the open interest changed by 28 which increased total open position to 33
On 21 May 360ONE was trading at 1111.80. The strike last trading price was 37.5, which was -17.5 lower than the previous day. The implied volatity was 31.19, the open interest changed by 0 which decreased total open position to 5
On 20 May 360ONE was trading at 1107.40. The strike last trading price was 55, which was 55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 May 360ONE was trading at 1098.40. The strike last trading price was 55, which was 55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 May 360ONE was trading at 1104.90. The strike last trading price was 55, which was 55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 May 360ONE was trading at 1093.80. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 14 May 360ONE was trading at 1102.10. The strike last trading price was 55, 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 5
On 13 May 360ONE was trading at 1077.50. The strike last trading price was 55, 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 5
On 12 May 360ONE was trading at 1078.10. The strike last trading price was 55, which was -7.5 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 5
On 11 May 360ONE was trading at 1115.30. The strike last trading price was 62.5, 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 4
On 8 May 360ONE was trading at 1118.50. The strike last trading price was 62.5, which was 62.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 May 360ONE was trading at 1111.70. The strike last trading price was 62.5, which was 62.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 May 360ONE was trading at 1084.10. The strike last trading price was 62.5, which was 62.5 higher than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 4
On 5 May 360ONE was trading at 1070.70. The strike last trading price was 62.5, which was -39.1 lower than the previous day. The implied volatity was 30.68, the open interest changed by 3 which increased total open position to 3
On 4 May 360ONE was trading at 1066.50. 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 30 Apr 360ONE was trading at 1034.65. 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
