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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 3950 CE
Delta: 0.06
Vega: 0.81
Theta: -1.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3424.25 7.55 0.45 44.26 10 2 144
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 3424.25. The strike last trading price was 7.55, which was 0.45 higher than the previous day. The implied volatity was 44.26, the open interest changed by 2 which increased total open position to 144


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 3424.25 868.05 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 3424.25. 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