360ONE
360 One Wam Limited
Historical option data for 360ONE
21 Sep 2025 04:15 PM IST
| 360ONE 28OCT2025 1100 CE | ||||||||||||||||
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Delta: 0.49
Vega: 1.41
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1080.80 | 36.5 | -11.5 | 27.98 | 32 | 24 | 33 | |||||||||
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| 14 Sept | 1068.80 | 63.25 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
For 360 One Wam Limited - strike price 1100 expiring on 28OCT2025
Delta for 1100 CE is 0.49
Historical price for 1100 CE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 36.5, which was -11.5 lower than the previous day. The implied volatity was 27.98, the open interest changed by 24 which increased total open position to 33
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 63.25, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
| 360ONE 28OCT2025 1100 PE | |||||||
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Delta: -0.51
Vega: 1.41
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1080.80 | 43.5 | 10.85 | 28.47 | 25 | 1 | 45 |
| 14 Sept | 1068.80 | 52.8 | -6.7 | 28.29 | 4 | 4 | 24 |
For 360 One Wam Limited - strike price 1100 expiring on 28OCT2025
Delta for 1100 PE is -0.51
Historical price for 1100 PE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 43.5, which was 10.85 higher than the previous day. The implied volatity was 28.47, the open interest changed by 1 which increased total open position to 45
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 52.8, which was -6.7 lower than the previous day. The implied volatity was 28.29, the open interest changed by 4 which increased total open position to 24
