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

3424.35 24.80 (0.73%)

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Historical option data for ANGELONE

12 Dec 2024 10:05 AM IST
ANGELONE 26DEC2024 3900 CE
Delta: 0.07
Vega: 0.91
Theta: -1.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3424.25 8.5 -0.80 42.05 105 20 344
11 Dec 3399.55 9.3 -4.55 43.16 1,072 80 324
10 Dec 3392.20 13.85 -6.35 46.28 1,259 116 241
9 Dec 3425.35 20.2 47.28 485 125 125


For Angel One Limited - strike price 3900 expiring on 26DEC2024

Delta for 3900 CE is 0.07

Historical price for 3900 CE is as follows

On 12 Dec ANGELONE was trading at 3424.25. The strike last trading price was 8.5, which was -0.80 lower than the previous day. The implied volatity was 42.05, the open interest changed by 20 which increased total open position to 344


On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 9.3, which was -4.55 lower than the previous day. The implied volatity was 43.16, the open interest changed by 80 which increased total open position to 324


On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 13.85, which was -6.35 lower than the previous day. The implied volatity was 46.28, the open interest changed by 116 which increased total open position to 241


On 9 Dec ANGELONE was trading at 3425.35. The strike last trading price was 20.2, which was lower than the previous day. The implied volatity was 47.28, the open interest changed by 125 which increased total open position to 125


ANGELONE 26DEC2024 3900 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3424.25 1004.6 0.00 - 0 0 0
11 Dec 3399.55 1004.6 0.00 - 0 0 0
10 Dec 3392.20 1004.6 0.00 - 0 0 0
9 Dec 3425.35 1004.6 - 0 0 0


For Angel One Limited - strike price 3900 expiring on 26DEC2024

Delta for 3900 PE is -

Historical price for 3900 PE is as follows

On 12 Dec ANGELONE was trading at 3424.25. The strike last trading price was 1004.6, 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 1004.6, 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 1004.6, 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 1004.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0