Historical option data for 360ONE
29 Jun 2026 10:50 AM IST
| 360ONE 28-Jul-2026 (27d) 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.01
Theta: -0.73
Gamma: 0.00403
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1084.80 | 35.05 | 3.05 (9.53%) | 32 | 35 | 14 | 37 | |||||||||
| 25 Jun | 1085.40 | 32.35 | -9.65 (-22.98%) | 28.63 | 31 | 6 | 22 | |||||||||
| 24 Jun | 1099.90 | 41.6 | -33.4 (-44.53%) | 29.19 | 22 | 11 | 14 | |||||||||
| 23 Jun | 1116.90 | 75 | 0 (0.00%) | - | 1 | 0 | 3 | |||||||||
| 22 Jun | 1139.20 | 75 | 0 (0.00%) | - | 1 | 0 | 3 | |||||||||
| 19 Jun | 1145.10 | 75 | 0 (0.00%) | 27.77 | 1 | 0 | 3 | |||||||||
| 18 Jun | 1141.30 | 75 | 10 (15.38%) | 27.77 | 1 | 0 | 3 | |||||||||
| 17 Jun | 1136.90 | 70.05 | 0.05 (0.07%) | 26.52 | 2 | 1 | 3 | |||||||||
| 16 Jun | 1133.60 | 70.05 | 0.05 (0.07%) | 32.07 | 2 | 0 | 2 | |||||||||
| 15 Jun | 1130.80 | 70.05 | 22.05 (45.94%) | 32.07 | 2 | -1 | 2 | |||||||||
| 12 Jun | 1096.80 | 48 | 2 (4.35%) | 30.96 | 3 | 0 | 2 | |||||||||
| 11 Jun | 1064.10 | 46 | 0 (0.00%) | - | 1 | 0 | 2 | |||||||||
| 10 Jun | 1052.00 | 46 | 0 (0.00%) | - | 1 | 0 | 2 | |||||||||
| 9 Jun | 1075.00 | 46 | 0 (0.00%) | - | 1 | 0 | 2 | |||||||||
| 8 Jun | 1054.90 | 46 | 0 (0.00%) | - | 1 | 0 | 2 | |||||||||
| 5 Jun | 1073.90 | 46 | 0 (0.00%) | 33.71 | 1 | 0 | 2 | |||||||||
| 4 Jun | 1071.80 | 46 | -2 (-4.17%) | 33.71 | 1 | 1 | 2 | |||||||||
| 3 Jun | 1072.50 | 48 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 2 Jun | 1089.20 | 48 | 0 (0.00%) | 29.51 | 1 | 0 | 1 | |||||||||
| 1 Jun | 1078.80 | 48 | -47 (-49.47%) | 29.51 | 1 | 0 | 0 | |||||||||
| 29 May | 1104.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For 360 One Wam Limited - strike price 1100 expiring on 28JUL2026
Delta for 1100 CE is 0.48
Historical price for 1100 CE is as follows
On 29 Jun 360ONE was trading at 1084.80. The strike last trading price was 35.05, which was 3.05 higher than the previous day. The implied volatity was 32, the open interest changed by 14 which increased total open position to 37
On 25 Jun 360ONE was trading at 1085.40. The strike last trading price was 32.35, which was -9.65 lower than the previous day. The implied volatity was 28.63, the open interest changed by 6 which increased total open position to 22
On 24 Jun 360ONE was trading at 1099.90. The strike last trading price was 41.6, which was -33.4 lower than the previous day. The implied volatity was 29.19, the open interest changed by 11 which increased total open position to 14
On 23 Jun 360ONE was trading at 1116.90. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Jun 360ONE was trading at 1139.20. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jun 360ONE was trading at 1145.10. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 3
On 18 Jun 360ONE was trading at 1141.30. The strike last trading price was 75, which was 10 higher than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 3
On 17 Jun 360ONE was trading at 1136.90. The strike last trading price was 70.05, which was 0.05 higher than the previous day. The implied volatity was 26.52, the open interest changed by 1 which increased total open position to 3
On 16 Jun 360ONE was trading at 1133.60. The strike last trading price was 70.05, which was 0.05 higher than the previous day. The implied volatity was 32.07, the open interest changed by 0 which decreased total open position to 2
On 15 Jun 360ONE was trading at 1130.80. The strike last trading price was 70.05, which was 22.05 higher than the previous day. The implied volatity was 32.07, the open interest changed by -1 which decreased total open position to 2
On 12 Jun 360ONE was trading at 1096.80. The strike last trading price was 48, which was 2 higher than the previous day. The implied volatity was 30.96, the open interest changed by 0 which decreased total open position to 2
On 11 Jun 360ONE was trading at 1064.10. The strike last trading price was 46, 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 10 Jun 360ONE was trading at 1052.00. The strike last trading price was 46, 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 9 Jun 360ONE was trading at 1075.00. The strike last trading price was 46, 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 8 Jun 360ONE was trading at 1054.90. The strike last trading price was 46, 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 5 Jun 360ONE was trading at 1073.90. The strike last trading price was 46, which was 0 lower than the previous day. The implied volatity was 33.71, the open interest changed by 0 which decreased total open position to 2
On 4 Jun 360ONE was trading at 1071.80. The strike last trading price was 46, which was -2 lower than the previous day. The implied volatity was 33.71, the open interest changed by 1 which increased total open position to 2
On 3 Jun 360ONE was trading at 1072.50. The strike last trading price was 48, 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 2 Jun 360ONE was trading at 1089.20. The strike last trading price was 48, which was 0 lower than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 1
On 1 Jun 360ONE was trading at 1078.80. The strike last trading price was 48, which was -47 lower than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 0
On 29 May 360ONE was trading at 1104.50. 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
| 360ONE 28-Jul-2026 (27d) 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.01
Theta: -0.5
Gamma: 0.00445
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1084.80 | 41.15 | -1.85 (-4.30%) | 29 | 14 | 1 | 32 |
| 25 Jun | 1085.40 | 43 | 11.35 (35.86%) | 27.34 | 11 | 2 | 30 |
| 24 Jun | 1099.90 | 31.65 | 2.85 (9.90%) | 27.36 | 24 | 12 | 27 |
| 23 Jun | 1116.90 | 30.5 | 0.5 (1.67%) | 28.93 | 11 | 9 | 15 |
| 22 Jun | 1139.20 | 30 | 30 | - | 1 | 0 | 6 |
| 19 Jun | 1145.10 | 30 | 30 | - | 1 | 0 | 6 |
| 18 Jun | 1141.30 | 30 | 30 | - | 1 | 0 | 6 |
| 17 Jun | 1136.90 | 30 | 30 | - | 1 | 0 | 6 |
| 16 Jun | 1133.60 | 30 | 30 (-53.85%) | 28.94 | 1 | 0 | 6 |
| 15 Jun | 1130.80 | 30 | -35 (-53.85%) | 28.94 | 1 | 1 | 6 |
| 12 Jun | 1096.80 | 65 | 65 | - | 1 | 0 | 5 |
| 11 Jun | 1064.10 | 65 | 65 | - | 1 | 0 | 5 |
| 10 Jun | 1052.00 | 65 | 65 (-7.14%) | 30.82 | 1 | 0 | 5 |
| 9 Jun | 1075.00 | 65 | -5 (-7.14%) | 30.82 | 1 | 1 | 5 |
| 8 Jun | 1054.90 | 70 | 12 (20.69%) | 32.46 | 1 | 0 | 3 |
| 5 Jun | 1073.90 | 58 | 58 (41.64%) | 27.64 | 1 | 0 | 3 |
| 4 Jun | 1071.80 | 58 | 17.05 (41.64%) | 27.64 | 1 | 1 | 3 |
| 3 Jun | 1072.50 | 40.95 | 40.95 | - | 2 | 0 | 2 |
| 2 Jun | 1089.20 | 40.95 | 40.95 (0.00%) | - | 2 | 0 | 2 |
| 1 Jun | 1078.80 | 40.95 | 0 (0.00%) | 26.94 | 2 | 0 | 2 |
| 29 May | 1104.50 | 40.95 | -17.4 (-29.82%) | 26.94 | 2 | 2 | 2 |
For 360 One Wam Limited - strike price 1100 expiring on 28JUL2026
Delta for 1100 PE is -0.53
Historical price for 1100 PE is as follows
On 29 Jun 360ONE was trading at 1084.80. The strike last trading price was 41.15, which was -1.85 lower than the previous day. The implied volatity was 29, the open interest changed by 1 which increased total open position to 32
On 25 Jun 360ONE was trading at 1085.40. The strike last trading price was 43, which was 11.35 higher than the previous day. The implied volatity was 27.34, the open interest changed by 2 which increased total open position to 30
On 24 Jun 360ONE was trading at 1099.90. The strike last trading price was 31.65, which was 2.85 higher than the previous day. The implied volatity was 27.36, the open interest changed by 12 which increased total open position to 27
On 23 Jun 360ONE was trading at 1116.90. The strike last trading price was 30.5, which was 0.5 higher than the previous day. The implied volatity was 28.93, the open interest changed by 9 which increased total open position to 15
On 22 Jun 360ONE was trading at 1139.20. The strike last trading price was 30, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Jun 360ONE was trading at 1145.10. The strike last trading price was 30, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Jun 360ONE was trading at 1141.30. The strike last trading price was 30, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Jun 360ONE was trading at 1136.90. The strike last trading price was 30, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Jun 360ONE was trading at 1133.60. The strike last trading price was 30, which was 30 higher than the previous day. The implied volatity was 28.94, the open interest changed by 0 which decreased total open position to 6
On 15 Jun 360ONE was trading at 1130.80. The strike last trading price was 30, which was -35 lower than the previous day. The implied volatity was 28.94, the open interest changed by 1 which increased total open position to 6
On 12 Jun 360ONE was trading at 1096.80. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Jun 360ONE was trading at 1064.10. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Jun 360ONE was trading at 1052.00. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 5
On 9 Jun 360ONE was trading at 1075.00. The strike last trading price was 65, which was -5 lower than the previous day. The implied volatity was 30.82, the open interest changed by 1 which increased total open position to 5
On 8 Jun 360ONE was trading at 1054.90. The strike last trading price was 70, which was 12 higher than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 3
On 5 Jun 360ONE was trading at 1073.90. The strike last trading price was 58, which was 58 higher than the previous day. The implied volatity was 27.64, the open interest changed by 0 which decreased total open position to 3
On 4 Jun 360ONE was trading at 1071.80. The strike last trading price was 58, which was 17.05 higher than the previous day. The implied volatity was 27.64, the open interest changed by 1 which increased total open position to 3
On 3 Jun 360ONE was trading at 1072.50. The strike last trading price was 40.95, which was 40.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun 360ONE was trading at 1089.20. The strike last trading price was 40.95, which was 40.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jun 360ONE was trading at 1078.80. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 26.94, the open interest changed by 0 which decreased total open position to 2
On 29 May 360ONE was trading at 1104.50. The strike last trading price was 40.95, which was -17.4 lower than the previous day. The implied volatity was 26.94, the open interest changed by 2 which increased total open position to 2
