ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:35 AM IST
| ANGELONE 26DEC2024 3500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 2.65
Theta: -3.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 3427.25 | 76.85 | -0.65 | 38.14 | 1,348 | 66 | 2,061 | |||
| 11 Dec | 3399.55 | 77.5 | -7.40 | 40.52 | 5,835 | 287 | 1,997 | |||
| 10 Dec | 3392.20 | 84.9 | -22.10 | 41.62 | 6,628 | 116 | 1,706 | |||
| 9 Dec | 3425.35 | 107 | 49.00 | 44.57 | 23,260 | 848 | 1,596 | |||
| 6 Dec | 3292.80 | 58 | 13.20 | 42.81 | 5,173 | 381 | 750 | |||
| 5 Dec | 3221.70 | 44.8 | 31.90 | 42.83 | 4,587 | 342 | 372 | |||
| 4 Dec | 3032.05 | 12.9 | 40.55 | 37 | 29 | 29 | ||||
For Angel One Limited - strike price 3500 expiring on 26DEC2024
Delta for 3500 CE is 0.42
Historical price for 3500 CE is as follows
On 12 Dec ANGELONE was trading at 3427.25. The strike last trading price was 76.85, which was -0.65 lower than the previous day. The implied volatity was 38.14, the open interest changed by 66 which increased total open position to 2061
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 77.5, which was -7.40 lower than the previous day. The implied volatity was 40.52, the open interest changed by 287 which increased total open position to 1997
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 84.9, which was -22.10 lower than the previous day. The implied volatity was 41.62, the open interest changed by 116 which increased total open position to 1706
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 107, which was 49.00 higher than the previous day. The implied volatity was 44.57, the open interest changed by 848 which increased total open position to 1596
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 58, which was 13.20 higher than the previous day. The implied volatity was 42.81, the open interest changed by 381 which increased total open position to 750
On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 44.8, which was 31.90 higher than the previous day. The implied volatity was 42.83, the open interest changed by 342 which increased total open position to 372
On 4 Dec ANGELONE was trading at 3032.05. The strike last trading price was 12.9, which was lower than the previous day. The implied volatity was 40.55, the open interest changed by 29 which increased total open position to 29
| ANGELONE 26DEC2024 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 2.66
Theta: -3.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3427.25 | 142.5 | -15.65 | 40.61 | 55 | -9 | 225 |
| 11 Dec | 3399.55 | 158.15 | -6.85 | 40.89 | 344 | -30 | 235 |
| 10 Dec | 3392.20 | 165 | 5.85 | 41.22 | 656 | 22 | 265 |
| 9 Dec | 3425.35 | 159.15 | -474.90 | 43.69 | 2,088 | 244 | 244 |
| 6 Dec | 3292.80 | 634.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 3221.70 | 634.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 3032.05 | 634.05 | - | 0 | 0 | 0 | |
For Angel One Limited - strike price 3500 expiring on 26DEC2024
Delta for 3500 PE is -0.57
Historical price for 3500 PE is as follows
On 12 Dec ANGELONE was trading at 3427.25. The strike last trading price was 142.5, which was -15.65 lower than the previous day. The implied volatity was 40.61, the open interest changed by -9 which decreased total open position to 225
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 158.15, which was -6.85 lower than the previous day. The implied volatity was 40.89, the open interest changed by -30 which decreased total open position to 235
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 165, which was 5.85 higher than the previous day. The implied volatity was 41.22, the open interest changed by 22 which increased total open position to 265
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 159.15, which was -474.90 lower than the previous day. The implied volatity was 43.69, the open interest changed by 244 which increased total open position to 244
On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 634.05, 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 634.05, 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 634.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
