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[--[65.84.65.76]--]
ANGELONE
Angel One Limited

3422.55 23.00 (0.68%)

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Historical option data for ANGELONE

12 Dec 2024 10:35 AM IST
ANGELONE 26DEC2024 3600 CE
Delta: 0.29
Vega: 2.31
Theta: -3.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3427.25 45.5 -0.50 38.64 682 45 1,097
11 Dec 3399.55 46 -8.95 40.30 2,055 82 1,054
10 Dec 3392.20 54.95 -15.85 43.19 2,897 45 970
9 Dec 3425.35 70.8 33.35 43.68 10,303 570 930
6 Dec 3292.80 37.45 8.05 43.32 2,379 293 357
5 Dec 3221.70 29.4 43.80 250 63 63


For Angel One Limited - strike price 3600 expiring on 26DEC2024

Delta for 3600 CE is 0.29

Historical price for 3600 CE is as follows

On 12 Dec ANGELONE was trading at 3427.25. The strike last trading price was 45.5, which was -0.50 lower than the previous day. The implied volatity was 38.64, the open interest changed by 45 which increased total open position to 1097


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 46, which was -8.95 lower than the previous day. The implied volatity was 40.30, the open interest changed by 82 which increased total open position to 1054


On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 54.95, which was -15.85 lower than the previous day. The implied volatity was 43.19, the open interest changed by 45 which increased total open position to 970


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 70.8, which was 33.35 higher than the previous day. The implied volatity was 43.68, the open interest changed by 570 which increased total open position to 930


On 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 37.45, which was 8.05 higher than the previous day. The implied volatity was 43.32, the open interest changed by 293 which increased total open position to 357


On 5 Dec ANGELONE was trading at 3221.70. The strike last trading price was 29.4, which was lower than the previous day. The implied volatity was 43.80, the open interest changed by 63 which increased total open position to 63


ANGELONE 26DEC2024 3600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3427.25 723.35 0.00 - 0 0 0
11 Dec 3399.55 723.35 0.00 - 0 0 0
10 Dec 3392.20 723.35 0.00 - 0 0 0
9 Dec 3425.35 723.35 0.00 - 0 0 0
6 Dec 3292.80 723.35 0.00 - 0 0 0
5 Dec 3221.70 723.35 - 0 0 0


For Angel One Limited - strike price 3600 expiring on 26DEC2024

Delta for 3600 PE is -

Historical price for 3600 PE is as follows

On 12 Dec ANGELONE was trading at 3427.25. The strike last trading price was 723.35, 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 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 723.35, 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 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 723.35, 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 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 723.35, 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 6 Dec ANGELONE was trading at 3292.80. The strike last trading price was 723.35, 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 723.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0