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

3415.95 16.40 (0.48%)

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Historical option data for ANGELONE

12 Dec 2024 12:54 PM IST
ANGELONE 26DEC2024 3850 CE
Delta: 0.08
Vega: 0.99
Theta: -1.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3413.25 9.5 -2.50 40.95 14 0 49
11 Dec 3399.55 12 -5.55 42.44 33 -9 49
10 Dec 3392.20 17.55 7.65 45.77 126 58 58
9 Dec 3425.35 9.9 12.48 0 0 0


For Angel One Limited - strike price 3850 expiring on 26DEC2024

Delta for 3850 CE is 0.08

Historical price for 3850 CE is as follows

On 12 Dec ANGELONE was trading at 3413.25. The strike last trading price was 9.5, which was -2.50 lower than the previous day. The implied volatity was 40.95, the open interest changed by 0 which decreased total open position to 49


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 12, which was -5.55 lower than the previous day. The implied volatity was 42.44, the open interest changed by -9 which decreased total open position to 49


On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 17.55, which was 7.65 higher than the previous day. The implied volatity was 45.77, the open interest changed by 58 which increased total open position to 58


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 9.9, which was lower than the previous day. The implied volatity was 12.48, the open interest changed by 0 which decreased total open position to 0


ANGELONE 26DEC2024 3850 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3413.25 906.5 0.00 - 0 0 0
11 Dec 3399.55 906.5 0.00 - 0 0 0
10 Dec 3392.20 906.5 0.00 - 0 0 0
9 Dec 3425.35 906.5 - 0 0 0


For Angel One Limited - strike price 3850 expiring on 26DEC2024

Delta for 3850 PE is -

Historical price for 3850 PE is as follows

On 12 Dec ANGELONE was trading at 3413.25. The strike last trading price was 906.5, 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 906.5, 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 906.5, 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 906.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0