ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:14 AM IST
| ANGELONE 26DEC2024 3250 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 | 3423.35 | 212.7 | 0.00 | 0.00 | 0 | -3 | 0 | |||
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| 11 Dec | 3399.55 | 212.7 | -3.80 | 40.03 | 8 | -3 | 129 | |||
| 10 Dec | 3392.20 | 216.5 | -29.20 | 41.73 | 21 | -9 | 132 | |||
| 9 Dec | 3425.35 | 245.7 | 86.90 | 43.77 | 203 | -33 | 142 | |||
| 6 Dec | 3292.80 | 158.8 | 33.80 | 43.75 | 3,583 | -83 | 173 | |||
| 5 Dec | 3221.70 | 125 | 84.50 | 42.22 | 1,954 | 241 | 264 | |||
| 4 Dec | 3032.05 | 40.5 | -12.45 | 36.26 | 33 | 14 | 23 | |||
| 3 Dec | 3077.05 | 52.95 | 36.12 | 22 | 9 | 9 | ||||
For Angel One Limited - strike price 3250 expiring on 26DEC2024
Delta for 3250 CE is 0.00
Historical price for 3250 CE is as follows
On 12 Dec ANGELONE was trading at 3423.35. The strike last trading price was 212.7, 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 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 212.7, which was -3.80 lower than the previous day. The implied volatity was 40.03, the open interest changed by -3 which decreased total open position to 129
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 216.5, which was -29.20 lower than the previous day. The implied volatity was 41.73, the open interest changed by -9 which decreased total open position to 132
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 245.7, which was 86.90 higher than the previous day. The implied volatity was 43.77, the open interest changed by -33 which decreased total open position to 142
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 158.8, which was 33.80 higher than the previous day. The implied volatity was 43.75, the open interest changed by -83 which decreased total open position to 173
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 125, which was 84.50 higher than the previous day. The implied volatity was 42.22, the open interest changed by 241 which increased total open position to 264
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 40.5, which was -12.45 lower than the previous day. The implied volatity was 36.26, the open interest changed by 14 which increased total open position to 23
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 52.95, which was lower than the previous day. The implied volatity was 36.12, the open interest changed by 9 which increased total open position to 9
| ANGELONE 26DEC2024 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 2.00
Theta: -2.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3423.35 | 34.4 | -8.95 | 38.66 | 8 | -5 | 205 |
| 11 Dec | 3399.55 | 43.35 | -7.25 | 40.02 | 108 | 1 | 210 |
| 10 Dec | 3392.20 | 50.6 | -1.40 | 41.44 | 306 | -42 | 209 |
| 9 Dec | 3425.35 | 52 | -49.00 | 43.94 | 959 | 163 | 252 |
| 6 Dec | 3292.80 | 101 | -29.80 | 40.74 | 598 | 67 | 90 |
| 5 Dec | 3221.70 | 130.8 | -296.10 | 40.63 | 59 | 15 | 15 |
| 4 Dec | 3032.05 | 426.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 3077.05 | 426.9 | - | 0 | 0 | 0 | |
For Angel One Limited - strike price 3250 expiring on 26DEC2024
Delta for 3250 PE is -0.22
Historical price for 3250 PE is as follows
On 12 Dec ANGELONE was trading at 3423.35. The strike last trading price was 34.4, which was -8.95 lower than the previous day. The implied volatity was 38.66, the open interest changed by -5 which decreased total open position to 205
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 43.35, which was -7.25 lower than the previous day. The implied volatity was 40.02, the open interest changed by 1 which increased total open position to 210
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 50.6, which was -1.40 lower than the previous day. The implied volatity was 41.44, the open interest changed by -42 which decreased total open position to 209
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 52, which was -49.00 lower than the previous day. The implied volatity was 43.94, the open interest changed by 163 which increased total open position to 252
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 101, which was -29.80 lower than the previous day. The implied volatity was 40.74, the open interest changed by 67 which increased total open position to 90
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 130.8, which was -296.10 lower than the previous day. The implied volatity was 40.63, the open interest changed by 15 which increased total open position to 15
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 426.9, 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 426.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
