360ONE
360 One Wam Limited
Historical option data for 360ONE
21 Sep 2025 04:15 PM IST
| 360ONE 30SEP2025 1080 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.74
Theta: -1.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1080.80 | 23 | -14 | 27.12 | 43 | -10 | 69 | |||||||||
| 14 Sept | 1068.80 | 21 | 2.85 | 25.45 | 195 | 40 | 183 | |||||||||
| 17 Aug | 1038.50 | 173.5 | 0 | 2.57 | 0 | 0 | 0 | |||||||||
For 360 One Wam Limited - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.55
Historical price for 1080 CE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 23, which was -14 lower than the previous day. The implied volatity was 27.12, the open interest changed by -10 which decreased total open position to 69
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 21, which was 2.85 higher than the previous day. The implied volatity was 25.45, the open interest changed by 40 which increased total open position to 183
On 17 Aug 360ONE was trading at 1038.50. The strike last trading price was 173.5, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
| 360ONE 30SEP2025 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.74
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1080.80 | 16.2 | 6 | 25.03 | 129 | 1 | 166 |
| 14 Sept | 1068.80 | 32.75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1038.50 | 46.65 | 0 | 0.00 | 0 | 0 | 0 |
For 360 One Wam Limited - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -0.45
Historical price for 1080 PE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 16.2, which was 6 higher than the previous day. The implied volatity was 25.03, the open interest changed by 1 which increased total open position to 166
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 32.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug 360ONE was trading at 1038.50. The strike last trading price was 46.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
