ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 1950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2266.60 | 315.6 | 0 | 0.00 | 0 | 0 | 1 | |||||||||
| 14 Sept | 2222.30 | 315.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 1950 expiring on 30SEP2025
Delta for 1950 CE is 0.00
Historical price for 1950 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 315.6, 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 1
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 315.6, 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
| ANGELONE 30SEP2025 1950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.32
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2266.60 | 3.1 | -2.9 | 50.93 | 3 | -3 | 148 |
| 14 Sept | 2222.30 | 16.25 | -6.9 | 54.72 | 560 | 92 | 305 |
For Angel One Limited - strike price 1950 expiring on 30SEP2025
Delta for 1950 PE is -0.04
Historical price for 1950 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 3.1, which was -2.9 lower than the previous day. The implied volatity was 50.93, the open interest changed by -3 which decreased total open position to 148
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 16.25, which was -6.9 lower than the previous day. The implied volatity was 54.72, the open interest changed by 92 which increased total open position to 305
