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Related Pages for ANGELONE
[--[65.84.65.76]--]
ANGELONE
Angel One Limited
3428.45 28.90 (0.85%)

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Historical option data for ANGELONE

12 Dec 2024 10:05 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ANGELONE 26DEC2024 3350 CE
Delta: 0.64
Vega: 2.53
Theta: -4.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3424.25 158 10.75 40.76 56 -2 125
11 Dec 3399.55 147.25 -4.60 39.94 177 5 127
10 Dec 3392.20 151.85 -30.15 41.28 383 -88 124
9 Dec 3425.35 182 72.60 44.41 1,846 22 212
6 Dec 3292.80 109.4 24.85 43.16 1,456 86 189
5 Dec 3221.70 84.55 26.20 42.26 375 102 102
4 Dec 3032.05 58.35 9.61 0 0 0

For Angel One Limited - strike price 3350 expiring on 26DEC2024

Delta for 3350 CE is 0.64

Historical price for 3350 CE is as follows

On 12 Dec ANGELONE was trading at 3424.25. The strike last trading price was 158, which was 10.75 higher than the previous day. The implied volatity was 40.76, the open interest changed by -2 which decreased total open position to 125


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 147.25, which was -4.60 lower than the previous day. The implied volatity was 39.94, the open interest changed by 5 which increased total open position to 127


On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 151.85, which was -30.15 lower than the previous day. The implied volatity was 41.28, the open interest changed by -88 which decreased total open position to 124


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 182, which was 72.60 higher than the previous day. The implied volatity was 44.41, the open interest changed by 22 which increased total open position to 212


On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 109.4, which was 24.85 higher than the previous day. The implied volatity was 43.16, the open interest changed by 86 which increased total open position to 189


On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 84.55, which was 26.20 higher than the previous day. The implied volatity was 42.26, the open interest changed by 102 which increased total open position to 102


On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 58.35, which was lower than the previous day. The implied volatity was 9.61, the open interest changed by 0 which decreased total open position to 0


ANGELONE 26DEC2024 3350 PE
Delta: -0.35
Vega: 2.50
Theta: -2.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3424.25 62.25 -17.55 37.59 29 2 122
11 Dec 3399.55 79.8 -8.35 40.80 170 2 121
10 Dec 3392.20 88.15 4.00 41.99 639 -54 119
9 Dec 3425.35 84.15 -65.05 43.23 1,151 167 174
6 Dec 3292.80 149.2 -82.00 39.59 7 3 6
5 Dec 3221.70 231.2 -275.25 54.44 13 4 4
4 Dec 3032.05 506.45 - 0 0 0

For Angel One Limited - strike price 3350 expiring on 26DEC2024

Delta for 3350 PE is -0.35

Historical price for 3350 PE is as follows

On 12 Dec ANGELONE was trading at 3424.25. The strike last trading price was 62.25, which was -17.55 lower than the previous day. The implied volatity was 37.59, the open interest changed by 2 which increased total open position to 122


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 79.8, which was -8.35 lower than the previous day. The implied volatity was 40.80, the open interest changed by 2 which increased total open position to 121


On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 88.15, which was 4.00 higher than the previous day. The implied volatity was 41.99, the open interest changed by -54 which decreased total open position to 119


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 84.15, which was -65.05 lower than the previous day. The implied volatity was 43.23, the open interest changed by 167 which increased total open position to 174


On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 149.2, which was -82.00 lower than the previous day. The implied volatity was 39.59, the open interest changed by 3 which increased total open position to 6


On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 231.2, which was -275.25 lower than the previous day. The implied volatity was 54.44, the open interest changed by 4 which increased total open position to 4


On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 506.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0