360ONE
360 One Wam Limited
Historical option data for 360ONE
21 Sep 2025 04:15 PM IST
| 360ONE 30SEP2025 1000 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.39
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1080.80 | 90.15 | -15.85 | 42.45 | 18 | 0 | 15 | |||||||||
| 14 Sept | 1068.80 | 77.55 | 1.15 | 28.95 | 16 | -6 | 22 | |||||||||
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| 17 Aug | 1038.50 | 224.2 | 0 | - | 0 | 0 | 0 | |||||||||
For 360 One Wam Limited - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.87
Historical price for 1000 CE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 90.15, which was -15.85 lower than the previous day. The implied volatity was 42.45, the open interest changed by 0 which decreased total open position to 15
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 77.55, which was 1.15 higher than the previous day. The implied volatity was 28.95, the open interest changed by -6 which decreased total open position to 22
On 17 Aug 360ONE was trading at 1038.50. The strike last trading price was 224.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| 360ONE 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.26
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1080.80 | 2.05 | 0.25 | 33.01 | 46 | 4 | 363 |
| 14 Sept | 1068.80 | 6.2 | -2.85 | 32.10 | 114 | -42 | 359 |
| 17 Aug | 1038.50 | 43.35 | 0 | 4.00 | 0 | 0 | 0 |
For 360 One Wam Limited - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.07
Historical price for 1000 PE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 33.01, the open interest changed by 4 which increased total open position to 363
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 6.2, which was -2.85 lower than the previous day. The implied volatity was 32.10, the open interest changed by -42 which decreased total open position to 359
On 17 Aug 360ONE was trading at 1038.50. The strike last trading price was 43.35, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
