ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 12:54 PM IST
| ANGELONE 26DEC2024 3900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.77
Theta: -1.17
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 12 Dec | 3413.25 | 6.5 | -2.80 | 40.81 | 528 | -14 | 310 | |||
| 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 0.06
Historical price for 3900 CE is as follows
On 12 Dec ANGELONE was trading at 3413.25. The strike last trading price was 6.5, which was -2.80 lower than the previous day. The implied volatity was 40.81, the open interest changed by -14 which decreased total open position to 310
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 | 3413.25 | 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 3413.25. 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
