ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:14 AM IST
| ANGELONE 26DEC2024 3000 CE | ||||||||||
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Delta: 0.90
Vega: 1.17
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3423.35 | 453 | 33.00 | 55.60 | 8 | -4 | 380 | |||
| 11 Dec | 3399.55 | 420 | -5.50 | 32.09 | 10 | -1 | 383 | |||
| 10 Dec | 3392.20 | 425.5 | -37.35 | 44.84 | 124 | -26 | 386 | |||
| 9 Dec | 3425.35 | 462.85 | 124.85 | 52.84 | 103 | -15 | 418 | |||
| 6 Dec | 3292.80 | 338 | 57.00 | 48.82 | 364 | -14 | 432 | |||
| 5 Dec | 3221.70 | 281 | 145.75 | 43.35 | 1,089 | 60 | 444 | |||
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| 4 Dec | 3032.05 | 135.25 | -32.75 | 35.58 | 581 | -90 | 387 | |||
| 3 Dec | 3077.05 | 168 | 73.00 | 37.95 | 6,151 | 313 | 480 | |||
| 2 Dec | 2935.50 | 95 | 13.30 | 38.29 | 545 | 70 | 167 | |||
| 29 Nov | 2897.10 | 81.7 | 37.50 | 230 | 96 | 96 | ||||
For Angel One Limited - strike price 3000 expiring on 26DEC2024
Delta for 3000 CE is 0.90
Historical price for 3000 CE is as follows
On 12 Dec ANGELONE was trading at 3423.35. The strike last trading price was 453, which was 33.00 higher than the previous day. The implied volatity was 55.60, the open interest changed by -4 which decreased total open position to 380
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 420, which was -5.50 lower than the previous day. The implied volatity was 32.09, the open interest changed by -1 which decreased total open position to 383
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 425.5, which was -37.35 lower than the previous day. The implied volatity was 44.84, the open interest changed by -26 which decreased total open position to 386
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 462.85, which was 124.85 higher than the previous day. The implied volatity was 52.84, the open interest changed by -15 which decreased total open position to 418
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 338, which was 57.00 higher than the previous day. The implied volatity was 48.82, the open interest changed by -14 which decreased total open position to 432
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 281, which was 145.75 higher than the previous day. The implied volatity was 43.35, the open interest changed by 60 which increased total open position to 444
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 135.25, which was -32.75 lower than the previous day. The implied volatity was 35.58, the open interest changed by -90 which decreased total open position to 387
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 168, which was 73.00 higher than the previous day. The implied volatity was 37.95, the open interest changed by 313 which increased total open position to 480
On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 95, which was 13.30 higher than the previous day. The implied volatity was 38.29, the open interest changed by 70 which increased total open position to 167
On 29 Nov ANGELONE was trading at 2897.10. The strike last trading price was 81.7, which was lower than the previous day. The implied volatity was 37.50, the open interest changed by 96 which increased total open position to 96
| ANGELONE 26DEC2024 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.69
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3423.35 | 6.1 | -1.85 | 42.72 | 172 | -21 | 845 |
| 11 Dec | 3399.55 | 7.95 | -3.85 | 42.84 | 829 | 78 | 868 |
| 10 Dec | 3392.20 | 11.8 | -3.85 | 45.25 | 745 | 40 | 791 |
| 9 Dec | 3425.35 | 15.65 | -16.90 | 49.44 | 2,433 | 259 | 749 |
| 6 Dec | 3292.80 | 32.55 | -12.40 | 44.79 | 3,672 | 107 | 488 |
| 5 Dec | 3221.70 | 44.95 | -45.05 | 44.15 | 1,021 | 207 | 373 |
| 4 Dec | 3032.05 | 90 | 12.10 | 39.32 | 721 | -52 | 166 |
| 3 Dec | 3077.05 | 77.9 | -51.30 | 39.25 | 773 | 213 | 220 |
| 2 Dec | 2935.50 | 129.2 | -123.95 | 34.89 | 15 | 2 | 2 |
| 29 Nov | 2897.10 | 253.15 | - | 0 | 0 | 0 | |
For Angel One Limited - strike price 3000 expiring on 26DEC2024
Delta for 3000 PE is -0.05
Historical price for 3000 PE is as follows
On 12 Dec ANGELONE was trading at 3423.35. The strike last trading price was 6.1, which was -1.85 lower than the previous day. The implied volatity was 42.72, the open interest changed by -21 which decreased total open position to 845
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 7.95, which was -3.85 lower than the previous day. The implied volatity was 42.84, the open interest changed by 78 which increased total open position to 868
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 11.8, which was -3.85 lower than the previous day. The implied volatity was 45.25, the open interest changed by 40 which increased total open position to 791
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 15.65, which was -16.90 lower than the previous day. The implied volatity was 49.44, the open interest changed by 259 which increased total open position to 749
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 32.55, which was -12.40 lower than the previous day. The implied volatity was 44.79, the open interest changed by 107 which increased total open position to 488
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 44.95, which was -45.05 lower than the previous day. The implied volatity was 44.15, the open interest changed by 207 which increased total open position to 373
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 90, which was 12.10 higher than the previous day. The implied volatity was 39.32, the open interest changed by -52 which decreased total open position to 166
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 77.9, which was -51.30 lower than the previous day. The implied volatity was 39.25, the open interest changed by 213 which increased total open position to 220
On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 129.2, which was -123.95 lower than the previous day. The implied volatity was 34.89, the open interest changed by 2 which increased total open position to 2
On 29 Nov ANGELONE was trading at 2897.10. The strike last trading price was 253.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
