`
Related Pages for ANGELONE
[--[65.84.65.76]--]
ANGELONE
Angel One Limited
3457 57.45 (1.69%)

Back to Option Chain

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 3150 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3467.00 288.25 -4.90 - 9 -2 99
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
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 -

Historical price for 3150 CE is as follows

On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 288.25, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 99


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
Delta: -0.11
Vega: 1.28
Theta: -1.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3467.00 15.8 -7.70 42.13 93 9 196
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 -0.11

Historical price for 3150 PE is as follows

On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 15.8, which was -7.70 lower than the previous day. The implied volatity was 42.13, the open interest changed by 9 which increased total open position to 196


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