ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2050 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 | |||||||||
| 21 Sept | 2266.60 | 224.85 | 0 | 0.00 | 0 | 0 | 33 | |||||||||
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| 14 Sept | 2222.30 | 206 | 10.25 | 42.68 | 6 | 0 | 23 | |||||||||
For Angel One Limited - strike price 2050 expiring on 30SEP2025
Delta for 2050 CE is 0.00
Historical price for 2050 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 224.85, 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 33
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 206, which was 10.25 higher than the previous day. The implied volatity was 42.68, the open interest changed by 0 which decreased total open position to 23
| ANGELONE 30SEP2025 2050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.69
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2266.60 | 9.1 | 0.05 | 47.62 | 14 | -13 | 326 |
| 14 Sept | 2222.30 | 28.8 | -11 | 49.85 | 903 | -45 | 232 |
For Angel One Limited - strike price 2050 expiring on 30SEP2025
Delta for 2050 PE is -0.10
Historical price for 2050 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 9.1, which was 0.05 higher than the previous day. The implied volatity was 47.62, the open interest changed by -13 which decreased total open position to 326
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 28.8, which was -11 lower than the previous day. The implied volatity was 49.85, the open interest changed by -45 which decreased total open position to 232
