360ONE
360 One Wam Limited
Historical option data for 360ONE
21 Sep 2025 04:15 PM IST
| 360ONE 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.40
Vega: 0.72
Theta: -1.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1080.80 | 13.95 | -9.95 | 27.12 | 620 | -3 | 628 | |||||||||
| 14 Sept | 1068.80 | 13 | 1.4 | 25.00 | 560 | -29 | 691 | |||||||||
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| 17 Aug | 1038.50 | 69.65 | 0 | 3.94 | 0 | 0 | 0 | |||||||||
For 360 One Wam Limited - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.40
Historical price for 1100 CE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 13.95, which was -9.95 lower than the previous day. The implied volatity was 27.12, the open interest changed by -3 which decreased total open position to 628
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 13, which was 1.4 higher than the previous day. The implied volatity was 25.00, the open interest changed by -29 which decreased total open position to 691
On 17 Aug 360ONE was trading at 1038.50. The strike last trading price was 69.65, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
| 360ONE 30SEP2025 1100 PE | |||||||
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Delta: -0.63
Vega: 0.71
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1080.80 | 25.3 | 8.15 | 22.47 | 141 | 1 | 337 |
| 14 Sept | 1068.80 | 41.05 | -8.05 | 26.79 | 15 | 0 | 336 |
| 17 Aug | 1038.50 | 54.5 | -0.15 | 0.00 | 0 | 0 | 0 |
For 360 One Wam Limited - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.63
Historical price for 1100 PE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 25.3, which was 8.15 higher than the previous day. The implied volatity was 22.47, the open interest changed by 1 which increased total open position to 337
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 41.05, which was -8.05 lower than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 336
On 17 Aug 360ONE was trading at 1038.50. The strike last trading price was 54.5, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
