ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 01:04 PM IST
| ANGELONE 26DEC2024 2950 CE | ||||||||||
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Delta: 0.95
Vega: 0.68
Theta: -1.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3420.75 | 488.25 | -46.00 | 48.09 | 1 | 0 | 54 | |||
| 11 Dec | 3399.55 | 534.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 0.95
Historical price for 2950 CE is as follows
On 12 Dec ANGELONE was trading at 3420.75. The strike last trading price was 488.25, which was -46.00 lower than the previous day. The implied volatity was 48.09, 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.52
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3420.75 | 4.15 | -0.25 | 43.55 | 5 | 0 | 125 |
| 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 3420.75. The strike last trading price was 4.15, which was -0.25 lower than the previous day. The implied volatity was 43.55, the open interest changed by 0 which decreased total open position to 125
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
