ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 01:14 PM IST
| ANGELONE 26DEC2024 3850 CE | ||||||||||
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Delta: 0.10
Vega: 1.21
Theta: -1.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 3467.00 | 12.45 | 0.45 | 39.16 | 15 | 1 | 50 | |||
| 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 0.10
Historical price for 3850 CE is as follows
On 12 Dec ANGELONE was trading at 3467.00. The strike last trading price was 12.45, which was 0.45 higher than the previous day. The implied volatity was 39.16, the open interest changed by 1 which increased total open position to 50
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3467.00 | 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 3467.00. 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
