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Related Pages for ANGELONE
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ANGELONE
Angel One Limited
3466.7 67.15 (1.98%)

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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 3050 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3467.00 386.75 -63.25 - 3 0 59
11 Dec 3399.55 450 0.00 0.00 0 0 0
10 Dec 3392.20 450 0.00 0.00 0 -3 0
9 Dec 3425.35 450 160.00 69.48 11 -3 59
6 Dec 3292.80 290 45.00 44.28 65 -11 66
5 Dec 3221.70 245 137.20 43.42 386 -13 78
4 Dec 3032.05 107.8 -34.15 35.20 243 28 92
3 Dec 3077.05 141.95 7.15 38.80 419 65 65
2 Dec 2935.50 134.8 0.00 3.22 0 0 0
29 Nov 2897.10 134.8 4.27 0 0 0

For Angel One Limited - strike price 3050 expiring on 26DEC2024

Delta for 3050 CE is -

Historical price for 3050 CE is as follows

On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 386.75, which was -63.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 450, 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 450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 450, which was 160.00 higher than the previous day. The implied volatity was 69.48, the open interest changed by -3 which decreased total open position to 59


On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 290, which was 45.00 higher than the previous day. The implied volatity was 44.28, the open interest changed by -11 which decreased total open position to 66


On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 245, which was 137.20 higher than the previous day. The implied volatity was 43.42, the open interest changed by -13 which decreased total open position to 78


On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 107.8, which was -34.15 lower than the previous day. The implied volatity was 35.20, the open interest changed by 28 which increased total open position to 92


On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 141.95, which was 7.15 higher than the previous day. The implied volatity was 38.80, the open interest changed by 65 which increased total open position to 65


On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 134.8, which was lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0


ANGELONE 26DEC2024 3050 PE
Delta: -0.06
Vega: 0.80
Theta: -1.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3467.00 7.7 -5.55 43.53 47 -4 164
11 Dec 3399.55 13.25 -3.15 43.77 53 -18 164
10 Dec 3392.20 16.4 -2.55 44.63 114 -15 183
9 Dec 3425.35 18.95 -21.05 47.46 638 87 199
6 Dec 3292.80 40 -15.65 43.22 1,175 16 111
5 Dec 3221.70 55.65 -61.35 42.94 340 65 94
4 Dec 3032.05 117 4.95 40.43 98 0 29
3 Dec 3077.05 112.05 -172.50 43.51 88 25 25
2 Dec 2935.50 284.55 0.00 - 0 0 0
29 Nov 2897.10 284.55 - 0 0 0

For Angel One Limited - strike price 3050 expiring on 26DEC2024

Delta for 3050 PE is -0.06

Historical price for 3050 PE is as follows

On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 7.7, which was -5.55 lower than the previous day. The implied volatity was 43.53, the open interest changed by -4 which decreased total open position to 164


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 13.25, which was -3.15 lower than the previous day. The implied volatity was 43.77, the open interest changed by -18 which decreased total open position to 164


On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 16.4, which was -2.55 lower than the previous day. The implied volatity was 44.63, the open interest changed by -15 which decreased total open position to 183


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 18.95, which was -21.05 lower than the previous day. The implied volatity was 47.46, the open interest changed by 87 which increased total open position to 199


On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 40, which was -15.65 lower than the previous day. The implied volatity was 43.22, the open interest changed by 16 which increased total open position to 111


On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 55.65, which was -61.35 lower than the previous day. The implied volatity was 42.94, the open interest changed by 65 which increased total open position to 94


On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 117, which was 4.95 higher than the previous day. The implied volatity was 40.43, the open interest changed by 0 which decreased total open position to 29


On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 112.05, which was -172.50 lower than the previous day. The implied volatity was 43.51, the open interest changed by 25 which increased total open position to 25


On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 284.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 284.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0