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Related Pages for ANGELONE
[--[65.84.65.76]--]
ANGELONE
Angel One Limited
3416.35 16.80 (0.49%)

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Historical option data for ANGELONE

12 Dec 2024 12:54 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ANGELONE 26DEC2024 3550 CE
Delta: 0.34
Vega: 2.45
Theta: -3.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3413.25 57 -4.25 39.63 325 -22 406
11 Dec 3399.55 61.25 -7.00 40.82 638 10 427
10 Dec 3392.20 68.25 -19.75 42.73 778 84 417
9 Dec 3425.35 88 41.75 44.67 3,752 274 332
6 Dec 3292.80 46.25 14.95 42.86 355 61 61
5 Dec 3221.70 31.3 9.79 0 0 0

For Angel One Limited - strike price 3550 expiring on 26DEC2024

Delta for 3550 CE is 0.34

Historical price for 3550 CE is as follows

On 12 Dec ANGELONE was trading at 3413.25. The strike last trading price was 57, which was -4.25 lower than the previous day. The implied volatity was 39.63, the open interest changed by -22 which decreased total open position to 406


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 61.25, which was -7.00 lower than the previous day. The implied volatity was 40.82, the open interest changed by 10 which increased total open position to 427


On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 68.25, which was -19.75 lower than the previous day. The implied volatity was 42.73, the open interest changed by 84 which increased total open position to 417


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 88, which was 41.75 higher than the previous day. The implied volatity was 44.67, the open interest changed by 274 which increased total open position to 332


On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 46.25, which was 14.95 higher than the previous day. The implied volatity was 42.86, the open interest changed by 61 which increased total open position to 61


On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 31.3, which was lower than the previous day. The implied volatity was 9.79, the open interest changed by 0 which decreased total open position to 0


ANGELONE 26DEC2024 3550 PE
Delta: -0.65
Vega: 2.49
Theta: -3.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3413.25 189.8 -2.75 43.07 17 11 26
11 Dec 3399.55 192.55 -12.15 41.55 18 4 12
10 Dec 3392.20 204.7 7.10 43.85 34 4 8
9 Dec 3425.35 197.6 -480.70 46.45 17 4 4
6 Dec 3292.80 678.3 0.00 - 0 0 0
5 Dec 3221.70 678.3 - 0 0 0

For Angel One Limited - strike price 3550 expiring on 26DEC2024

Delta for 3550 PE is -0.65

Historical price for 3550 PE is as follows

On 12 Dec ANGELONE was trading at 3413.25. The strike last trading price was 189.8, which was -2.75 lower than the previous day. The implied volatity was 43.07, the open interest changed by 11 which increased total open position to 26


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 192.55, which was -12.15 lower than the previous day. The implied volatity was 41.55, the open interest changed by 4 which increased total open position to 12


On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 204.7, which was 7.10 higher than the previous day. The implied volatity was 43.85, the open interest changed by 4 which increased total open position to 8


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 197.6, which was -480.70 lower than the previous day. The implied volatity was 46.45, the open interest changed by 4 which increased total open position to 4


On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 678.3, 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 678.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0