ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:25 AM IST
| ANGELONE 26DEC2024 3450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 2.70
Theta: -4.15
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3427.40 | 100.85 | 3.35 | 39.11 | 931 | -60 | 752 | |||
| 11 Dec | 3399.55 | 97.5 | -6.75 | 40.42 | 3,583 | 273 | 814 | |||
|
|
||||||||||
| 10 Dec | 3392.20 | 104.25 | -25.65 | 41.20 | 2,829 | 95 | 535 | |||
| 9 Dec | 3425.35 | 129.9 | 57.95 | 43.77 | 8,058 | 305 | 441 | |||
| 6 Dec | 3292.80 | 71.95 | 16.45 | 42.73 | 773 | 88 | 129 | |||
| 5 Dec | 3221.70 | 55.5 | 7.20 | 42.53 | 183 | 41 | 42 | |||
| 4 Dec | 3032.05 | 48.3 | 57.04 | 1 | 0 | 0 | ||||
For Angel One Limited - strike price 3450 expiring on 26DEC2024
Delta for 3450 CE is 0.50
Historical price for 3450 CE is as follows
On 12 Dec ANGELONE was trading at 3427.40. The strike last trading price was 100.85, which was 3.35 higher than the previous day. The implied volatity was 39.11, the open interest changed by -60 which decreased total open position to 752
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 97.5, which was -6.75 lower than the previous day. The implied volatity was 40.42, the open interest changed by 273 which increased total open position to 814
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 104.25, which was -25.65 lower than the previous day. The implied volatity was 41.20, the open interest changed by 95 which increased total open position to 535
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 129.9, which was 57.95 higher than the previous day. The implied volatity was 43.77, the open interest changed by 305 which increased total open position to 441
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 71.95, which was 16.45 higher than the previous day. The implied volatity was 42.73, the open interest changed by 88 which increased total open position to 129
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 55.5, which was 7.20 higher than the previous day. The implied volatity was 42.53, the open interest changed by 41 which increased total open position to 42
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 48.3, which was lower than the previous day. The implied volatity was 57.04, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 26DEC2024 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 2.70
Theta: -3.21
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3427.40 | 110.45 | -16.60 | 39.07 | 150 | 27 | 243 |
| 11 Dec | 3399.55 | 127.05 | -7.55 | 40.31 | 456 | -13 | 216 |
| 10 Dec | 3392.20 | 134.6 | 4.60 | 40.95 | 1,095 | 18 | 230 |
| 9 Dec | 3425.35 | 130 | -460.55 | 43.17 | 1,879 | 210 | 210 |
| 6 Dec | 3292.80 | 590.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 3221.70 | 590.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 3032.05 | 590.55 | - | 0 | 0 | 0 | |
For Angel One Limited - strike price 3450 expiring on 26DEC2024
Delta for 3450 PE is -0.50
Historical price for 3450 PE is as follows
On 12 Dec ANGELONE was trading at 3427.40. The strike last trading price was 110.45, which was -16.60 lower than the previous day. The implied volatity was 39.07, the open interest changed by 27 which increased total open position to 243
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 127.05, which was -7.55 lower than the previous day. The implied volatity was 40.31, the open interest changed by -13 which decreased total open position to 216
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 134.6, which was 4.60 higher than the previous day. The implied volatity was 40.95, the open interest changed by 18 which increased total open position to 230
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 130, which was -460.55 lower than the previous day. The implied volatity was 43.17, the open interest changed by 210 which increased total open position to 210
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 590.55, 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 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 590.55, 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 590.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
