ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:14 AM IST
| ANGELONE 26DEC2024 3350 CE | ||||||||||
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Delta: 0.64
Vega: 2.52
Theta: -4.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3423.35 | 152.45 | 5.20 | 38.98 | 60 | -2 | 125 | |||
| 11 Dec | 3399.55 | 147.25 | -4.60 | 39.94 | 177 | 5 | 127 | |||
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| 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 3423.35. The strike last trading price was 152.45, which was 5.20 higher than the previous day. The implied volatity was 38.98, 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 | |||||||
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Delta: -0.36
Vega: 2.52
Theta: -3.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3423.35 | 65.8 | -14.00 | 38.79 | 36 | 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 -0.36
Historical price for 3350 PE is as follows
On 12 Dec ANGELONE was trading at 3423.35. The strike last trading price was 65.8, which was -14.00 lower than the previous day. The implied volatity was 38.79, 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
