ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 01:14 PM IST
| ANGELONE 26DEC2024 3800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 1.46
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3467.00 | 17 | 1.00 | 38.81 | 703 | 53 | 399 | |||
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| 11 Dec | 3399.55 | 16 | -5.95 | 42.10 | 728 | 58 | 348 | |||
| 10 Dec | 3392.20 | 21.95 | -8.65 | 45.10 | 677 | 101 | 287 | |||
| 9 Dec | 3425.35 | 30.6 | 46.08 | 1,104 | 185 | 185 | ||||
For Angel One Limited - strike price 3800 expiring on 26DEC2024
Delta for 3800 CE is 0.13
Historical price for 3800 CE is as follows
On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 17, which was 1.00 higher than the previous day. The implied volatity was 38.81, the open interest changed by 53 which increased total open position to 399
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 16, which was -5.95 lower than the previous day. The implied volatity was 42.10, the open interest changed by 58 which increased total open position to 348
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 21.95, which was -8.65 lower than the previous day. The implied volatity was 45.10, the open interest changed by 101 which increased total open position to 287
On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 30.6, which was lower than the previous day. The implied volatity was 46.08, the open interest changed by 185 which increased total open position to 185
| ANGELONE 26DEC2024 3800 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 | 3467.00 | 363 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 3399.55 | 363 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 3392.20 | 363 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 3425.35 | 363 | 34.47 | 2 | 1 | 1 | |
For Angel One Limited - strike price 3800 expiring on 26DEC2024
Delta for 3800 PE is 0.00
Historical price for 3800 PE is as follows
On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 363, 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 363, 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 363, 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 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 363, which was lower than the previous day. The implied volatity was 34.47, the open interest changed by 1 which increased total open position to 1
