ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2024 01:24 PM IST
| ANGELONE 26DEC2024 3950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.78
Theta: -1.18
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3457.00 | 6.6 | -0.50 | 40.61 | 100 | -1 | 141 | |||
| 11 Dec | 3399.55 | 7.1 | -4.70 | 43.73 | 362 | 65 | 138 | |||
|
|
||||||||||
| 10 Dec | 3392.20 | 11.8 | 47.65 | 260 | 72 | 72 | ||||
For Angel One Limited - strike price 3950 expiring on 26DEC2024
Delta for 3950 CE is 0.06
Historical price for 3950 CE is as follows
On 12 Dec ANGELONE was trading at 3457.00. The strike last trading price was 6.6, which was -0.50 lower than the previous day. The implied volatity was 40.61, the open interest changed by -1 which decreased total open position to 141
On 11 Dec ANGELONE was trading at 3399.55. The strike last trading price was 7.1, which was -4.70 lower than the previous day. The implied volatity was 43.73, the open interest changed by 65 which increased total open position to 138
On 10 Dec ANGELONE was trading at 3392.20. The strike last trading price was 11.8, which was lower than the previous day. The implied volatity was 47.65, the open interest changed by 72 which increased total open position to 72
| ANGELONE 26DEC2024 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3457.00 | 868.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 3399.55 | 868.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 3392.20 | 868.05 | - | 0 | 0 | 0 | |
For Angel One Limited - strike price 3950 expiring on 26DEC2024
Delta for 3950 PE is -
Historical price for 3950 PE is as follows
On 12 Dec ANGELONE was trading at 3457.00. The strike last trading price was 868.05, 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 868.05, 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 868.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
