ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:25 AM IST
| ANGELONE 26DEC2024 3050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 1.54
Theta: -4.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3427.40 | 423.5 | -26.50 | 61.53 | 1 | 0 | 59 | |||
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| 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 0.85
Historical price for 3050 CE is as follows
On 12 Dec ANGELONE was trading at 3427.40. The strike last trading price was 423.5, which was -26.50 lower than the previous day. The implied volatity was 61.53, 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.94
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3427.40 | 9.9 | -3.35 | 43.45 | 3 | 0 | 168 |
| 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 -0.07
Historical price for 3050 PE is as follows
On 12 Dec ANGELONE was trading at 3427.40. The strike last trading price was 9.9, which was -3.35 lower than the previous day. The implied volatity was 43.45, the open interest changed by 0 which decreased total open position to 168
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
