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

3449.9 50.35 (1.48%)

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Historical option data for ANGELONE

12 Dec 2024 01:24 PM IST
ANGELONE 26DEC2024 3750 CE
Delta: 0.17
Vega: 1.73
Theta: -2.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3457.00 24 3.25 39.72 51 -16 70
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 0.17

Historical price for 3750 CE is as follows

On 12 Dec ANGELONE was trading at 3457.00. The strike last trading price was 24, which was 3.25 higher than the previous day. The implied volatity was 39.72, the open interest changed by -16 which decreased total open position to 70


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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3457.00 324.1 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 3457.00. 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