ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2000 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 | 267.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2222.30 | 244.45 | 8.7 | 38.68 | 51 | 13 | 52 | |||||||||
For Angel One Limited - strike price 2000 expiring on 30SEP2025
Delta for 2000 CE is 0.00
Historical price for 2000 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 267.3, 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
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 244.45, which was 8.7 higher than the previous day. The implied volatity was 38.68, the open interest changed by 13 which increased total open position to 52
| ANGELONE 30SEP2025 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.44
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2266.60 | 4.5 | -2.15 | 47.22 | 104 | -104 | 643 |
| 14 Sept | 2222.30 | 23 | -6.85 | 53.41 | 3,059 | -81 | 1,269 |
For Angel One Limited - strike price 2000 expiring on 30SEP2025
Delta for 2000 PE is -0.06
Historical price for 2000 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 4.5, which was -2.15 lower than the previous day. The implied volatity was 47.22, the open interest changed by -104 which decreased total open position to 643
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 23, which was -6.85 lower than the previous day. The implied volatity was 53.41, the open interest changed by -81 which decreased total open position to 1269
