ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:35 AM IST
| ANGELONE 26DEC2024 3300 CE | ||||||||||
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Delta: 0.72
Vega: 2.27
Theta: -3.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3427.25 | 186.5 | 6.65 | 38.40 | 82 | -17 | 589 | |||
| 11 Dec | 3399.55 | 179.85 | -0.95 | 40.62 | 351 | -78 | 606 | |||
| 10 Dec | 3392.20 | 180.8 | -33.20 | 40.80 | 630 | -121 | 686 | |||
| 9 Dec | 3425.35 | 214 | 83.00 | 44.73 | 3,708 | -306 | 807 | |||
| 6 Dec | 3292.80 | 131 | 26.50 | 42.92 | 10,731 | 364 | 1,116 | |||
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| 5 Dec | 3221.70 | 104.5 | 74.50 | 42.62 | 6,161 | 502 | 750 | |||
| 4 Dec | 3032.05 | 30 | -17.20 | 36.14 | 637 | 85 | 248 | |||
| 3 Dec | 3077.05 | 47.2 | 38.80 | 1,081 | 162 | 162 | ||||
For Angel One Limited - strike price 3300 expiring on 26DEC2024
Delta for 3300 CE is 0.72
Historical price for 3300 CE is as follows
On 12 Dec ANGELONE was trading at 3427.25. The strike last trading price was 186.5, which was 6.65 higher than the previous day. The implied volatity was 38.40, the open interest changed by -17 which decreased total open position to 589
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 179.85, which was -0.95 lower than the previous day. The implied volatity was 40.62, the open interest changed by -78 which decreased total open position to 606
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 180.8, which was -33.20 lower than the previous day. The implied volatity was 40.80, the open interest changed by -121 which decreased total open position to 686
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 214, which was 83.00 higher than the previous day. The implied volatity was 44.73, the open interest changed by -306 which decreased total open position to 807
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 131, which was 26.50 higher than the previous day. The implied volatity was 42.92, the open interest changed by 364 which increased total open position to 1116
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 104.5, which was 74.50 higher than the previous day. The implied volatity was 42.62, the open interest changed by 502 which increased total open position to 750
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 30, which was -17.20 lower than the previous day. The implied volatity was 36.14, the open interest changed by 85 which increased total open position to 248
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 47.2, which was lower than the previous day. The implied volatity was 38.80, the open interest changed by 162 which increased total open position to 162
| ANGELONE 26DEC2024 3300 PE | |||||||
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Delta: -0.28
Vega: 2.28
Theta: -2.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3427.25 | 48 | -8.95 | 39.11 | 228 | 35 | 464 |
| 11 Dec | 3399.55 | 56.95 | -9.05 | 39.25 | 810 | 22 | 430 |
| 10 Dec | 3392.20 | 66 | 0.00 | 41.05 | 1,525 | -169 | 416 |
| 9 Dec | 3425.35 | 66 | -59.45 | 43.32 | 3,556 | 354 | 579 |
| 6 Dec | 3292.80 | 125.45 | -36.30 | 40.80 | 988 | 164 | 228 |
| 5 Dec | 3221.70 | 161.75 | -100.05 | 41.58 | 53 | 11 | 63 |
| 4 Dec | 3032.05 | 261.8 | -0.20 | 30.95 | 24 | 1 | 51 |
| 3 Dec | 3077.05 | 262 | 42.84 | 50 | 0 | 0 | |
For Angel One Limited - strike price 3300 expiring on 26DEC2024
Delta for 3300 PE is -0.28
Historical price for 3300 PE is as follows
On 12 Dec ANGELONE was trading at 3427.25. The strike last trading price was 48, which was -8.95 lower than the previous day. The implied volatity was 39.11, the open interest changed by 35 which increased total open position to 464
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 56.95, which was -9.05 lower than the previous day. The implied volatity was 39.25, the open interest changed by 22 which increased total open position to 430
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 41.05, the open interest changed by -169 which decreased total open position to 416
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 66, which was -59.45 lower than the previous day. The implied volatity was 43.32, the open interest changed by 354 which increased total open position to 579
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 125.45, which was -36.30 lower than the previous day. The implied volatity was 40.80, the open interest changed by 164 which increased total open position to 228
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 161.75, which was -100.05 lower than the previous day. The implied volatity was 41.58, the open interest changed by 11 which increased total open position to 63
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 261.8, which was -0.20 lower than the previous day. The implied volatity was 30.95, the open interest changed by 1 which increased total open position to 51
On 3 Dec ANGELONE was trading at 3077.05. The strike last trading price was 262, which was lower than the previous day. The implied volatity was 42.84, the open interest changed by 0 which decreased total open position to 0
