ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 01:14 PM IST
| ANGELONE 26DEC2024 3650 CE | ||||||||||
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Delta: 0.27
Vega: 2.26
Theta: -3.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 3467.00 | 42.2 | 6.20 | 38.66 | 144 | -20 | 76 | |||
| 11 Dec | 3399.55 | 36 | -9.20 | 40.90 | 305 | 58 | 97 | |||
| 10 Dec | 3392.20 | 45.2 | -12.50 | 44.20 | 57 | 33 | 39 | |||
| 9 Dec | 3425.35 | 57.7 | 44.79 | 19 | 6 | 6 | ||||
For Angel One Limited - strike price 3650 expiring on 26DEC2024
Delta for 3650 CE is 0.27
Historical price for 3650 CE is as follows
On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 42.2, which was 6.20 higher than the previous day. The implied volatity was 38.66, the open interest changed by -20 which decreased total open position to 76
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 36, which was -9.20 lower than the previous day. The implied volatity was 40.90, the open interest changed by 58 which increased total open position to 97
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 45.2, which was -12.50 lower than the previous day. The implied volatity was 44.20, the open interest changed by 33 which increased total open position to 39
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 57.7, which was lower than the previous day. The implied volatity was 44.79, the open interest changed by 6 which increased total open position to 6
| ANGELONE 26DEC2024 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3467.00 | 769 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 3399.55 | 769 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 3392.20 | 769 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 3425.35 | 769 | - | 0 | 0 | 0 | |
For Angel One Limited - strike price 3650 expiring on 26DEC2024
Delta for 3650 PE is -
Historical price for 3650 PE is as follows
On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 769, 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 769, 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 769, 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 769, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
