ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 10:05 AM IST
| ANGELONE 26DEC2024 3750 CE | ||||||||||
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Delta: 0.14
Vega: 1.53
Theta: -2.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 3424.25 | 19.2 | -1.55 | 39.88 | 20 | -11 | 75 | |||
| 11 Dec | 3399.55 | 20.75 | -6.85 | 41.48 | 170 | 9 | 86 | |||
| 10 Dec | 3392.20 | 27.6 | -13.30 | 44.52 | 165 | 49 | 77 | |||
| 9 Dec | 3425.35 | 40.9 | 47.02 | 84 | 28 | 28 | ||||
For Angel One Limited - strike price 3750 expiring on 26DEC2024
Delta for 3750 CE is 0.14
Historical price for 3750 CE is as follows
On 12 Dec ANGELONE was trading at 3424.25. The strike last trading price was 19.2, which was -1.55 lower than the previous day. The implied volatity was 39.88, the open interest changed by -11 which decreased total open position to 75
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 20.75, which was -6.85 lower than the previous day. The implied volatity was 41.48, the open interest changed by 9 which increased total open position to 86
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 27.6, which was -13.30 lower than the previous day. The implied volatity was 44.52, the open interest changed by 49 which increased total open position to 77
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 40.9, which was lower than the previous day. The implied volatity was 47.02, the open interest changed by 28 which increased total open position to 28
| ANGELONE 26DEC2024 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3424.25 | 324.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 3399.55 | 324.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 3392.20 | 324.1 | 0.00 | 0.00 | 0 | 3 | 0 |
| 9 Dec | 3425.35 | 324.1 | 36.40 | 3 | 0 | 0 | |
For Angel One Limited - strike price 3750 expiring on 26DEC2024
Delta for 3750 PE is 0.00
Historical price for 3750 PE is as follows
On 12 Dec ANGELONE was trading at 3424.25. The strike last trading price was 324.1, 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 324.1, 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 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 324.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 324.1, which was lower than the previous day. The implied volatity was 36.40, the open interest changed by 0 which decreased total open position to 0
