ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:25 AM IST
| ANGELONE 26DEC2024 3200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 1.77
Theta: -3.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3427.40 | 270 | 18.95 | 42.14 | 14 | -3 | 544 | |||
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| 11 Dec | 3399.55 | 251.05 | -6.55 | 40.50 | 139 | -44 | 550 | |||
| 10 Dec | 3392.20 | 257.6 | -30.45 | 43.98 | 265 | -100 | 594 | |||
| 9 Dec | 3425.35 | 288.05 | 100.40 | 46.31 | 843 | -77 | 694 | |||
| 6 Dec | 3292.80 | 187.65 | 37.45 | 43.97 | 8,068 | -168 | 772 | |||
| 5 Dec | 3221.70 | 150.2 | 98.70 | 42.38 | 13,156 | 591 | 939 | |||
| 4 Dec | 3032.05 | 51.5 | -23.50 | 35.56 | 987 | 46 | 349 | |||
| 3 Dec | 3077.05 | 75 | 39.15 | 38.41 | 3,045 | 175 | 288 | |||
| 2 Dec | 2935.50 | 35.85 | 4.40 | 38.49 | 534 | 62 | 115 | |||
| 29 Nov | 2897.10 | 31.45 | 38.12 | 107 | 53 | 53 | ||||
For Angel One Limited - strike price 3200 expiring on 26DEC2024
Delta for 3200 CE is 0.82
Historical price for 3200 CE is as follows
On 12 Dec ANGELONE was trading at 3427.40. The strike last trading price was 270, which was 18.95 higher than the previous day. The implied volatity was 42.14, the open interest changed by -3 which decreased total open position to 544
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 251.05, which was -6.55 lower than the previous day. The implied volatity was 40.50, the open interest changed by -44 which decreased total open position to 550
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 257.6, which was -30.45 lower than the previous day. The implied volatity was 43.98, the open interest changed by -100 which decreased total open position to 594
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 288.05, which was 100.40 higher than the previous day. The implied volatity was 46.31, the open interest changed by -77 which decreased total open position to 694
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 187.65, which was 37.45 higher than the previous day. The implied volatity was 43.97, the open interest changed by -168 which decreased total open position to 772
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 150.2, which was 98.70 higher than the previous day. The implied volatity was 42.38, the open interest changed by 591 which increased total open position to 939
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 51.5, which was -23.50 lower than the previous day. The implied volatity was 35.56, the open interest changed by 46 which increased total open position to 349
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 75, which was 39.15 higher than the previous day. The implied volatity was 38.41, the open interest changed by 175 which increased total open position to 288
On 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 35.85, which was 4.40 higher than the previous day. The implied volatity was 38.49, the open interest changed by 62 which increased total open position to 115
On 29 Nov ANGELONE was trading at 2897.10. The strike last trading price was 31.45, which was lower than the previous day. The implied volatity was 38.12, the open interest changed by 53 which increased total open position to 53
| ANGELONE 26DEC2024 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 1.69
Theta: -2.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3427.40 | 24.9 | -6.50 | 39.91 | 195 | -34 | 474 |
| 11 Dec | 3399.55 | 31.4 | -7.10 | 40.22 | 808 | 108 | 507 |
| 10 Dec | 3392.20 | 38.5 | -2.50 | 42.03 | 945 | -44 | 398 |
| 9 Dec | 3425.35 | 41 | -41.75 | 44.83 | 2,409 | 66 | 441 |
| 6 Dec | 3292.80 | 82.75 | -29.25 | 41.74 | 3,177 | 167 | 375 |
| 5 Dec | 3221.70 | 112 | -277.00 | 42.65 | 789 | 206 | 206 |
| 4 Dec | 3032.05 | 389 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 3077.05 | 389 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 2935.50 | 389 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 2897.10 | 389 | - | 0 | 0 | 0 | |
For Angel One Limited - strike price 3200 expiring on 26DEC2024
Delta for 3200 PE is -0.17
Historical price for 3200 PE is as follows
On 12 Dec ANGELONE was trading at 3427.40. The strike last trading price was 24.9, which was -6.50 lower than the previous day. The implied volatity was 39.91, the open interest changed by -34 which decreased total open position to 474
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 31.4, which was -7.10 lower than the previous day. The implied volatity was 40.22, the open interest changed by 108 which increased total open position to 507
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 38.5, which was -2.50 lower than the previous day. The implied volatity was 42.03, the open interest changed by -44 which decreased total open position to 398
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 41, which was -41.75 lower than the previous day. The implied volatity was 44.83, the open interest changed by 66 which increased total open position to 441
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 82.75, which was -29.25 lower than the previous day. The implied volatity was 41.74, the open interest changed by 167 which increased total open position to 375
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 112, which was -277.00 lower than the previous day. The implied volatity was 42.65, the open interest changed by 206 which increased total open position to 206
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 389, 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 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 389, 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 2 Dec ANGELONE was trading at 2935.50. The strike last trading price was 389, 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 389, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
