ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 12:54 PM IST
| ANGELONE 26DEC2024 3700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 1.71
Theta: -2.57
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3413.25 | 23.8 | -3.55 | 39.85 | 592 | -75 | 930 | |||
| 11 Dec | 3399.55 | 27.35 | -8.45 | 41.13 | 1,914 | 57 | 1,005 | |||
|
|
||||||||||
| 10 Dec | 3392.20 | 35.8 | -12.20 | 44.52 | 3,684 | 48 | 945 | |||
| 9 Dec | 3425.35 | 48 | 45.68 | 9,895 | 906 | 906 | ||||
For Angel One Limited - strike price 3700 expiring on 26DEC2024
Delta for 3700 CE is 0.17
Historical price for 3700 CE is as follows
On 12 Dec ANGELONE was trading at 3413.25. The strike last trading price was 23.8, which was -3.55 lower than the previous day. The implied volatity was 39.85, the open interest changed by -75 which decreased total open position to 930
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 27.35, which was -8.45 lower than the previous day. The implied volatity was 41.13, the open interest changed by 57 which increased total open position to 1005
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 35.8, which was -12.20 lower than the previous day. The implied volatity was 44.52, the open interest changed by 48 which increased total open position to 945
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 48, which was lower than the previous day. The implied volatity was 45.68, the open interest changed by 906 which increased total open position to 906
| ANGELONE 26DEC2024 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3413.25 | 337 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 3399.55 | 337 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 3392.20 | 337 | 37.05 | 52.99 | 3 | 1 | 5 |
| 9 Dec | 3425.35 | 299.95 | 44.89 | 9 | 5 | 5 | |
For Angel One Limited - strike price 3700 expiring on 26DEC2024
Delta for 3700 PE is 0.00
Historical price for 3700 PE is as follows
On 12 Dec ANGELONE was trading at 3413.25. The strike last trading price was 337, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 337, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 337, which was 37.05 higher than the previous day. The implied volatity was 52.99, the open interest changed by 1 which increased total open position to 5
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 299.95, which was lower than the previous day. The implied volatity was 44.89, the open interest changed by 5 which increased total open position to 5
