360ONE
360 One Wam Limited
Historical option data for 360ONE
21 Sep 2025 04:15 PM IST
| 360ONE 30SEP2025 1140 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.44
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1080.80 | 3.9 | -4.4 | 26.92 | 177 | 97 | 320 | |||||||||
| 14 Sept | 1068.80 | 5.1 | 0.65 | 26.40 | 139 | 7 | 87 | |||||||||
For 360 One Wam Limited - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.15
Historical price for 1140 CE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 3.9, which was -4.4 lower than the previous day. The implied volatity was 26.92, the open interest changed by 97 which increased total open position to 320
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 5.1, which was 0.65 higher than the previous day. The implied volatity was 26.40, the open interest changed by 7 which increased total open position to 87
| 360ONE 30SEP2025 1140 PE | |||||||
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Delta: -0.79
Vega: 0.54
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1080.80 | 61.65 | 20.15 | 33.39 | 17 | 0 | 18 |
| 14 Sept | 1068.80 | 77.25 | -2.6 | 35.82 | 6 | 0 | 18 |
For 360 One Wam Limited - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.79
Historical price for 1140 PE is as follows
On 21 Sept 360ONE was trading at 1080.80. The strike last trading price was 61.65, which was 20.15 higher than the previous day. The implied volatity was 33.39, the open interest changed by 0 which decreased total open position to 18
On 14 Sept 360ONE was trading at 1068.80. The strike last trading price was 77.25, which was -2.6 lower than the previous day. The implied volatity was 35.82, the open interest changed by 0 which decreased total open position to 18
