ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:14 AM IST
| ANGELONE 26DEC2024 3400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 2.65
Theta: -4.06
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3423.35 | 121.05 | 1.10 | 38.19 | 1,086 | 6 | 1,075 | |||
| 11 Dec | 3399.55 | 119.95 | -7.05 | 39.95 | 4,831 | 286 | 1,073 | |||
| 10 Dec | 3392.20 | 127 | -27.20 | 41.97 | 4,136 | 87 | 795 | |||
| 9 Dec | 3425.35 | 154.2 | 65.20 | 43.34 | 13,944 | -21 | 706 | |||
| 6 Dec | 3292.80 | 89 | 20.00 | 42.85 | 4,873 | 414 | 691 | |||
| 5 Dec | 3221.70 | 69 | 53.40 | 42.46 | 2,660 | 215 | 272 | |||
|
|
||||||||||
| 4 Dec | 3032.05 | 15.6 | 35.94 | 84 | 56 | 56 | ||||
For Angel One Limited - strike price 3400 expiring on 26DEC2024
Delta for 3400 CE is 0.57
Historical price for 3400 CE is as follows
On 12 Dec ANGELONE was trading at 3423.35. The strike last trading price was 121.05, which was 1.10 higher than the previous day. The implied volatity was 38.19, the open interest changed by 6 which increased total open position to 1075
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 119.95, which was -7.05 lower than the previous day. The implied volatity was 39.95, the open interest changed by 286 which increased total open position to 1073
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 127, which was -27.20 lower than the previous day. The implied volatity was 41.97, the open interest changed by 87 which increased total open position to 795
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 154.2, which was 65.20 higher than the previous day. The implied volatity was 43.34, the open interest changed by -21 which decreased total open position to 706
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 89, which was 20.00 higher than the previous day. The implied volatity was 42.85, the open interest changed by 414 which increased total open position to 691
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 69, which was 53.40 higher than the previous day. The implied volatity was 42.46, the open interest changed by 215 which increased total open position to 272
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 15.6, which was lower than the previous day. The implied volatity was 35.94, the open interest changed by 56 which increased total open position to 56
| ANGELONE 26DEC2024 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 2.65
Theta: -3.12
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3423.35 | 84.85 | -15.35 | 38.06 | 453 | 21 | 678 |
| 11 Dec | 3399.55 | 100.2 | -10.80 | 40.02 | 1,996 | 54 | 657 |
| 10 Dec | 3392.20 | 111 | 6.00 | 42.89 | 2,909 | 79 | 610 |
| 9 Dec | 3425.35 | 105 | -75.00 | 43.02 | 4,614 | 527 | 529 |
| 6 Dec | 3292.80 | 180 | -368.00 | 39.67 | 2 | 1 | 1 |
| 5 Dec | 3221.70 | 548 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 3032.05 | 548 | - | 0 | 0 | 0 | |
For Angel One Limited - strike price 3400 expiring on 26DEC2024
Delta for 3400 PE is -0.43
Historical price for 3400 PE is as follows
On 12 Dec ANGELONE was trading at 3423.35. The strike last trading price was 84.85, which was -15.35 lower than the previous day. The implied volatity was 38.06, the open interest changed by 21 which increased total open position to 678
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 100.2, which was -10.80 lower than the previous day. The implied volatity was 40.02, the open interest changed by 54 which increased total open position to 657
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 111, which was 6.00 higher than the previous day. The implied volatity was 42.89, the open interest changed by 79 which increased total open position to 610
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 105, which was -75.00 lower than the previous day. The implied volatity was 43.02, the open interest changed by 527 which increased total open position to 529
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 180, which was -368.00 lower than the previous day. The implied volatity was 39.67, the open interest changed by 1 which increased total open position to 1
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 548, 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 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 548, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
