ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:25 AM IST
| ANGELONE 26DEC2024 3150 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3427.40 | 293.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3399.55 | 293.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 10 Dec | 3392.20 | 293.15 | -28.85 | 42.38 | 13 | 1 | 100 | |||
| 9 Dec | 3425.35 | 322 | 97.00 | 43.72 | 55 | -5 | 100 | |||
| 6 Dec | 3292.80 | 225 | 46.15 | 44.74 | 1,863 | -50 | 104 | |||
| 5 Dec | 3221.70 | 178.85 | 112.85 | 42.69 | 3,118 | 130 | 158 | |||
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| 4 Dec | 3032.05 | 66 | -29.50 | 35.13 | 62 | 25 | 28 | |||
| 3 Dec | 3077.05 | 95.5 | -7.80 | 39.00 | 3 | 2 | 2 | |||
| 2 Dec | 2935.50 | 103.3 | 0.00 | 6.29 | 0 | 0 | 0 | |||
| 29 Nov | 2897.10 | 103.3 | 6.86 | 0 | 0 | 0 | ||||
For Angel One Limited - strike price 3150 expiring on 26DEC2024
Delta for 3150 CE is 0.00
Historical price for 3150 CE is as follows
On 12 Dec ANGELONE was trading at 3427.40. The strike last trading price was 293.15, 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 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 293.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 293.15, which was -28.85 lower than the previous day. The implied volatity was 42.38, the open interest changed by 1 which increased total open position to 100
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 322, which was 97.00 higher than the previous day. The implied volatity was 43.72, the open interest changed by -5 which decreased total open position to 100
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 225, which was 46.15 higher than the previous day. The implied volatity was 44.74, the open interest changed by -50 which decreased total open position to 104
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 178.85, which was 112.85 higher than the previous day. The implied volatity was 42.69, the open interest changed by 130 which increased total open position to 158
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 66, which was -29.50 lower than the previous day. The implied volatity was 35.13, the open interest changed by 25 which increased total open position to 28
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 95.5, which was -7.80 lower than the previous day. The implied volatity was 39.00, the open interest changed by 2 which increased total open position to 2
On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 103.3, which was 0.00 lower than the previous day. The implied volatity was 6.29, 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 103.3, which was lower than the previous day. The implied volatity was 6.86, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 26DEC2024 3150 PE | |||||||
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Delta: -0.13
Vega: 1.41
Theta: -1.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3427.40 | 18.3 | -5.20 | 40.98 | 13 | 0 | 187 |
| 11 Dec | 3399.55 | 23.5 | -7.35 | 41.26 | 123 | -6 | 186 |
| 10 Dec | 3392.20 | 30.85 | -4.00 | 43.74 | 104 | 11 | 187 |
| 9 Dec | 3425.35 | 34.85 | -32.30 | 47.21 | 301 | 14 | 174 |
| 6 Dec | 3292.80 | 67.15 | -23.85 | 42.71 | 1,065 | -5 | 164 |
| 5 Dec | 3221.70 | 91 | -82.00 | 42.99 | 673 | 162 | 170 |
| 4 Dec | 3032.05 | 173 | 21.70 | 40.01 | 8 | 4 | 9 |
| 3 Dec | 3077.05 | 151.3 | -201.20 | 39.73 | 7 | 1 | 1 |
| 2 Dec | 2935.50 | 352.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 2897.10 | 352.5 | - | 0 | 0 | 0 | |
For Angel One Limited - strike price 3150 expiring on 26DEC2024
Delta for 3150 PE is -0.13
Historical price for 3150 PE is as follows
On 12 Dec ANGELONE was trading at 3427.40. The strike last trading price was 18.3, which was -5.20 lower than the previous day. The implied volatity was 40.98, the open interest changed by 0 which decreased total open position to 187
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 23.5, which was -7.35 lower than the previous day. The implied volatity was 41.26, the open interest changed by -6 which decreased total open position to 186
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 30.85, which was -4.00 lower than the previous day. The implied volatity was 43.74, the open interest changed by 11 which increased total open position to 187
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 34.85, which was -32.30 lower than the previous day. The implied volatity was 47.21, the open interest changed by 14 which increased total open position to 174
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 67.15, which was -23.85 lower than the previous day. The implied volatity was 42.71, the open interest changed by -5 which decreased total open position to 164
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 91, which was -82.00 lower than the previous day. The implied volatity was 42.99, the open interest changed by 162 which increased total open position to 170
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 173, which was 21.70 higher than the previous day. The implied volatity was 40.01, the open interest changed by 4 which increased total open position to 9
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 151.3, which was -201.20 lower than the previous day. The implied volatity was 39.73, the open interest changed by 1 which increased total open position to 1
On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 352.5, 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 352.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
