360ONE
360 One Wam Limited
Historical option data for 360ONE
21 Sep 2025 04:15 PM IST
| 360ONE 30SEP2025 1060 CE | ||||||||||||||||
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Delta: 0.69
Vega: 0.66
Theta: -1.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1080.80 | 35.95 | -17.05 | 28.35 | 30 | 1 | 171 | |||||||||
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| 14 Sept | 1068.80 | 31.2 | 3.55 | 25.48 | 223 | -12 | 329 | |||||||||
| 17 Aug | 1038.50 | 86.7 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
For 360 One Wam Limited - strike price 1060 expiring on 30SEP2025
Delta for 1060 CE is 0.69
Historical price for 1060 CE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 35.95, which was -17.05 lower than the previous day. The implied volatity was 28.35, the open interest changed by 1 which increased total open position to 171
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 31.2, which was 3.55 higher than the previous day. The implied volatity was 25.48, the open interest changed by -12 which decreased total open position to 329
On 17 Aug 360ONE was trading at 1038.50. The strike last trading price was 86.7, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
| 360ONE 30SEP2025 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.64
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1080.80 | 8.95 | 2.85 | 25.58 | 109 | -27 | 130 |
| 14 Sept | 1068.80 | 20.85 | -4.4 | 28.70 | 137 | 4 | 257 |
| 17 Aug | 1038.50 | 83.25 | 0 | - | 0 | 0 | 0 |
For 360 One Wam Limited - strike price 1060 expiring on 30SEP2025
Delta for 1060 PE is -0.29
Historical price for 1060 PE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 8.95, which was 2.85 higher than the previous day. The implied volatity was 25.58, the open interest changed by -27 which decreased total open position to 130
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 20.85, which was -4.4 lower than the previous day. The implied volatity was 28.70, the open interest changed by 4 which increased total open position to 257
On 17 Aug 360ONE was trading at 1038.50. The strike last trading price was 83.25, 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
