`
Related Pages for ANGELONE
[--[65.84.65.76]--]
ANGELONE
Angel One Limited
3457 57.45 (1.69%)

Back to Option Chain

Historical option data for ANGELONE

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ANGELONE 26DEC2024 2950 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3467.00 488.25 -46.00 - 1 0 54
11 Dec 3399.55 534.25 0.00 0.00 0 0 0
10 Dec 3392.20 534.25 0.00 0.00 0 -4 0
9 Dec 3425.35 534.25 192.80 69.03 16 -3 55
6 Dec 3292.80 341.45 17.30 - 5 0 59
5 Dec 3221.70 324.15 149.45 45.59 10 -2 59
4 Dec 3032.05 174.7 -25.30 39.05 10 6 61
3 Dec 3077.05 200 80.10 37.98 189 26 54
2 Dec 2935.50 119.9 23.85 39.08 96 13 28
29 Nov 2897.10 96.05 35.73 23 16 16

For Angel One Limited - strike price 2950 expiring on 26DEC2024

Delta for 2950 CE is -

Historical price for 2950 CE is as follows

On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 488.25, which was -46.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 534.25, 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 534.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 534.25, which was 192.80 higher than the previous day. The implied volatity was 69.03, the open interest changed by -3 which decreased total open position to 55


On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 341.45, which was 17.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59


On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 324.15, which was 149.45 higher than the previous day. The implied volatity was 45.59, the open interest changed by -2 which decreased total open position to 59


On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 174.7, which was -25.30 lower than the previous day. The implied volatity was 39.05, the open interest changed by 6 which increased total open position to 61


On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 200, which was 80.10 higher than the previous day. The implied volatity was 37.98, the open interest changed by 26 which increased total open position to 54


On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 119.9, which was 23.85 higher than the previous day. The implied volatity was 39.08, the open interest changed by 13 which increased total open position to 28


On 29 Nov ANGELONE was trading at 2897.10. The strike last trading price was 96.05, which was lower than the previous day. The implied volatity was 35.73, the open interest changed by 16 which increased total open position to 16


ANGELONE 26DEC2024 2950 PE
Delta: -0.03
Vega: 0.49
Theta: -0.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3467.00 4.05 -0.35 46.09 17 -1 124
11 Dec 3399.55 4.4 -6.55 41.82 38 7 126
10 Dec 3392.20 10.95 -0.40 48.81 65 -14 119
9 Dec 3425.35 11.35 -13.30 49.80 409 51 133
6 Dec 3292.80 24.65 -10.15 45.30 302 20 83
5 Dec 3221.70 34.8 -33.35 44.71 148 60 63
4 Dec 3032.05 68.15 -155.50 38.75 4 2 2
3 Dec 3077.05 223.65 0.00 4.90 0 0 0
2 Dec 2935.50 223.65 0.00 0.24 0 0 0
29 Nov 2897.10 223.65 - 0 0 0

For Angel One Limited - strike price 2950 expiring on 26DEC2024

Delta for 2950 PE is -0.03

Historical price for 2950 PE is as follows

On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 4.05, which was -0.35 lower than the previous day. The implied volatity was 46.09, the open interest changed by -1 which decreased total open position to 124


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 4.4, which was -6.55 lower than the previous day. The implied volatity was 41.82, the open interest changed by 7 which increased total open position to 126


On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 10.95, which was -0.40 lower than the previous day. The implied volatity was 48.81, the open interest changed by -14 which decreased total open position to 119


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 11.35, which was -13.30 lower than the previous day. The implied volatity was 49.80, the open interest changed by 51 which increased total open position to 133


On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 24.65, which was -10.15 lower than the previous day. The implied volatity was 45.30, the open interest changed by 20 which increased total open position to 83


On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 34.8, which was -33.35 lower than the previous day. The implied volatity was 44.71, the open interest changed by 60 which increased total open position to 63


On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 68.15, which was -155.50 lower than the previous day. The implied volatity was 38.75, the open interest changed by 2 which increased total open position to 2


On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 223.65, which was 0.00 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0


On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 223.65, which was 0.00 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0


On 29 Nov ANGELONE was trading at 2897.10. The strike last trading price was 223.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0