ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 01:14 PM IST
| ANGELONE 26DEC2024 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3467.00 | 592 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3399.55 | 592 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 3392.20 | 592 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 3425.35 | 592 | 173.00 | - | 3 | -1 | 104 | |||
| 6 Dec | 3292.80 | 419 | 49.00 | 48.40 | 27 | -1 | 105 | |||
| 5 Dec | 3221.70 | 370 | 171.00 | 48.69 | 12 | 0 | 101 | |||
| 4 Dec | 3032.05 | 199 | -37.00 | 35.61 | 22 | -5 | 101 | |||
| 3 Dec | 3077.05 | 236 | 92.00 | 38.37 | 365 | 36 | 107 | |||
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| 2 Dec | 2935.50 | 144 | 15.05 | 38.47 | 400 | 40 | 78 | |||
| 29 Nov | 2897.10 | 128.95 | 38.86 | 71 | 38 | 38 | ||||
For Angel One Limited - strike price 2900 expiring on 26DEC2024
Delta for 2900 CE is 0.00
Historical price for 2900 CE is as follows
On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 592, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 592, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 592, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 592, which was 173.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 104
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 419, which was 49.00 higher than the previous day. The implied volatity was 48.40, the open interest changed by -1 which decreased total open position to 105
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 370, which was 171.00 higher than the previous day. The implied volatity was 48.69, the open interest changed by 0 which decreased total open position to 101
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 199, which was -37.00 lower than the previous day. The implied volatity was 35.61, the open interest changed by -5 which decreased total open position to 101
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 236, which was 92.00 higher than the previous day. The implied volatity was 38.37, the open interest changed by 36 which increased total open position to 107
On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 144, which was 15.05 higher than the previous day. The implied volatity was 38.47, the open interest changed by 40 which increased total open position to 78
On 29 Nov ANGELONE was trading at 2897.10. The strike last trading price was 128.95, which was lower than the previous day. The implied volatity was 38.86, the open interest changed by 38 which increased total open position to 38
| ANGELONE 26DEC2024 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.42
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3467.00 | 3.55 | 0.00 | 48.96 | 31 | -8 | 278 |
| 11 Dec | 3399.55 | 3.55 | -3.30 | 44.06 | 182 | -66 | 287 |
| 10 Dec | 3392.20 | 6.85 | -2.20 | 48.04 | 291 | -26 | 348 |
| 9 Dec | 3425.35 | 9.05 | -10.00 | 51.39 | 779 | 41 | 373 |
| 6 Dec | 3292.80 | 19.05 | -6.30 | 46.27 | 1,487 | 111 | 330 |
| 5 Dec | 3221.70 | 25.35 | -27.15 | 44.56 | 609 | 38 | 218 |
| 4 Dec | 3032.05 | 52.5 | 8.15 | 39.24 | 245 | 5 | 182 |
| 3 Dec | 3077.05 | 44.35 | -41.70 | 39.02 | 502 | 87 | 177 |
| 2 Dec | 2935.50 | 86.05 | -29.05 | 37.46 | 143 | 70 | 90 |
| 29 Nov | 2897.10 | 115.1 | 39.03 | 33 | 19 | 19 | |
For Angel One Limited - strike price 2900 expiring on 26DEC2024
Delta for 2900 PE is -0.03
Historical price for 2900 PE is as follows
On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 48.96, the open interest changed by -8 which decreased total open position to 278
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 3.55, which was -3.30 lower than the previous day. The implied volatity was 44.06, the open interest changed by -66 which decreased total open position to 287
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 6.85, which was -2.20 lower than the previous day. The implied volatity was 48.04, the open interest changed by -26 which decreased total open position to 348
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 9.05, which was -10.00 lower than the previous day. The implied volatity was 51.39, the open interest changed by 41 which increased total open position to 373
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 19.05, which was -6.30 lower than the previous day. The implied volatity was 46.27, the open interest changed by 111 which increased total open position to 330
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 25.35, which was -27.15 lower than the previous day. The implied volatity was 44.56, the open interest changed by 38 which increased total open position to 218
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 52.5, which was 8.15 higher than the previous day. The implied volatity was 39.24, the open interest changed by 5 which increased total open position to 182
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 44.35, which was -41.70 lower than the previous day. The implied volatity was 39.02, the open interest changed by 87 which increased total open position to 177
On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 86.05, which was -29.05 lower than the previous day. The implied volatity was 37.46, the open interest changed by 70 which increased total open position to 90
On 29 Nov ANGELONE was trading at 2897.10. The strike last trading price was 115.1, which was lower than the previous day. The implied volatity was 39.03, the open interest changed by 19 which increased total open position to 19
