ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:35 AM IST
ANGELONE 26DEC2024 3600 CE | ||||||||||
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Delta: 0.29
Vega: 2.31
Theta: -3.40
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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