ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 01:04 PM IST
| ANGELONE 26DEC2024 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.92
Theta: -1.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3420.75 | 340 | 5.05 | 36.42 | 25 | -4 | 305 | |||
| 11 Dec | 3399.55 | 334.95 | 1.90 | 41.43 | 93 | -45 | 306 | |||
| 10 Dec | 3392.20 | 333.05 | -32.95 | 41.38 | 349 | 27 | 352 | |||
| 9 Dec | 3425.35 | 366 | 109.30 | 45.23 | 106 | -27 | 326 | |||
| 6 Dec | 3292.80 | 256.7 | 46.95 | 45.58 | 3,760 | -156 | 353 | |||
| 5 Dec | 3221.70 | 209.75 | 122.00 | 42.76 | 8,672 | 80 | 514 | |||
| 4 Dec | 3032.05 | 87.75 | -28.20 | 36.07 | 1,282 | 100 | 433 | |||
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| 3 Dec | 3077.05 | 115.95 | -2.25 | 38.52 | 2,170 | 327 | 327 | |||
| 2 Dec | 2935.50 | 118.2 | 0.00 | 4.80 | 0 | 0 | 0 | |||
| 29 Nov | 2897.10 | 118.2 | 5.78 | 0 | 0 | 0 | ||||
For Angel One Limited - strike price 3100 expiring on 26DEC2024
Delta for 3100 CE is 0.93
Historical price for 3100 CE is as follows
On 12 Dec ANGELONE was trading at 3420.75. The strike last trading price was 340, which was 5.05 higher than the previous day. The implied volatity was 36.42, the open interest changed by -4 which decreased total open position to 305
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 334.95, which was 1.90 higher than the previous day. The implied volatity was 41.43, the open interest changed by -45 which decreased total open position to 306
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 333.05, which was -32.95 lower than the previous day. The implied volatity was 41.38, the open interest changed by 27 which increased total open position to 352
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 366, which was 109.30 higher than the previous day. The implied volatity was 45.23, the open interest changed by -27 which decreased total open position to 326
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 256.7, which was 46.95 higher than the previous day. The implied volatity was 45.58, the open interest changed by -156 which decreased total open position to 353
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 209.75, which was 122.00 higher than the previous day. The implied volatity was 42.76, the open interest changed by 80 which increased total open position to 514
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 87.75, which was -28.20 lower than the previous day. The implied volatity was 36.07, the open interest changed by 100 which increased total open position to 433
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 115.95, which was -2.25 lower than the previous day. The implied volatity was 38.52, the open interest changed by 327 which increased total open position to 327
On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 118.2, which was 0.00 lower than the previous day. The implied volatity was 4.80, 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 118.2, which was lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 26DEC2024 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 1.21
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3420.75 | 14.6 | -1.80 | 42.55 | 290 | 39 | 719 |
| 11 Dec | 3399.55 | 16.4 | -6.20 | 41.55 | 639 | 28 | 679 |
| 10 Dec | 3392.20 | 22.6 | -2.50 | 44.12 | 796 | -63 | 656 |
| 9 Dec | 3425.35 | 25.1 | -26.45 | 46.80 | 1,793 | 198 | 717 |
| 6 Dec | 3292.80 | 51.55 | -19.45 | 42.66 | 4,850 | 189 | 519 |
| 5 Dec | 3221.70 | 71 | -78.65 | 42.65 | 1,744 | 231 | 323 |
| 4 Dec | 3032.05 | 149.65 | 25.65 | 42.33 | 128 | 34 | 91 |
| 3 Dec | 3077.05 | 124 | -193.65 | 39.34 | 97 | 55 | 55 |
| 2 Dec | 2935.50 | 317.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 2897.10 | 317.65 | - | 0 | 0 | 0 | |
For Angel One Limited - strike price 3100 expiring on 26DEC2024
Delta for 3100 PE is -0.10
Historical price for 3100 PE is as follows
On 12 Dec ANGELONE was trading at 3420.75. The strike last trading price was 14.6, which was -1.80 lower than the previous day. The implied volatity was 42.55, the open interest changed by 39 which increased total open position to 719
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 16.4, which was -6.20 lower than the previous day. The implied volatity was 41.55, the open interest changed by 28 which increased total open position to 679
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 22.6, which was -2.50 lower than the previous day. The implied volatity was 44.12, the open interest changed by -63 which decreased total open position to 656
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 25.1, which was -26.45 lower than the previous day. The implied volatity was 46.80, the open interest changed by 198 which increased total open position to 717
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 51.55, which was -19.45 lower than the previous day. The implied volatity was 42.66, the open interest changed by 189 which increased total open position to 519
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 71, which was -78.65 lower than the previous day. The implied volatity was 42.65, the open interest changed by 231 which increased total open position to 323
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 149.65, which was 25.65 higher than the previous day. The implied volatity was 42.33, the open interest changed by 34 which increased total open position to 91
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 124, which was -193.65 lower than the previous day. The implied volatity was 39.34, the open interest changed by 55 which increased total open position to 55
On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 317.65, 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 317.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
