360ONE
360 One Wam Limited
Historical option data for 360ONE
21 Sep 2025 04:15 PM IST
| 360ONE 30SEP2025 1120 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.61
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1080.80 | 7.9 | -6.6 | 27.31 | 389 | 40 | 324 | |||||||||
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| 14 Sept | 1068.80 | 8.2 | 1.15 | 25.65 | 108 | 6 | 145 | |||||||||
| 17 Aug | 1038.50 | 151.45 | 0 | 5.25 | 0 | 0 | 0 | |||||||||
For 360 One Wam Limited - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.26
Historical price for 1120 CE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 7.9, which was -6.6 lower than the previous day. The implied volatity was 27.31, the open interest changed by 40 which increased total open position to 324
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 8.2, which was 1.15 higher than the previous day. The implied volatity was 25.65, the open interest changed by 6 which increased total open position to 145
On 17 Aug 360ONE was trading at 1038.50. The strike last trading price was 151.45, which was 0 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
| 360ONE 30SEP2025 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.61
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1080.80 | 42.25 | 15.3 | 26.85 | 6 | -2 | 15 |
| 14 Sept | 1068.80 | 62 | -1 | 35.46 | 3 | 2 | 15 |
| 17 Aug | 1038.50 | 88.65 | 0 | - | 0 | 0 | 0 |
For 360 One Wam Limited - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.74
Historical price for 1120 PE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 42.25, which was 15.3 higher than the previous day. The implied volatity was 26.85, the open interest changed by -2 which decreased total open position to 15
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 62, which was -1 lower than the previous day. The implied volatity was 35.46, the open interest changed by 2 which increased total open position to 15
On 17 Aug 360ONE was trading at 1038.50. The strike last trading price was 88.65, 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
