ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2100 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.59
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2266.60 | 175 | 1 | 32.88 | 3 | -3 | 82 | |||||||||
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| 14 Sept | 2222.30 | 168.65 | 9.8 | 43.38 | 78 | 5 | 92 | |||||||||
For Angel One Limited - strike price 2100 expiring on 30SEP2025
Delta for 2100 CE is 0.92
Historical price for 2100 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 175, which was 1 higher than the previous day. The implied volatity was 32.88, the open interest changed by -3 which decreased total open position to 82
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 168.65, which was 9.8 higher than the previous day. The implied volatity was 43.38, the open interest changed by 5 which increased total open position to 92
| ANGELONE 30SEP2025 2100 PE | |||||||
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Delta: -0.15
Vega: 0.92
Theta: -1.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2266.60 | 14.4 | 0.15 | 45.26 | 57 | -30 | 831 |
| 14 Sept | 2222.30 | 41.95 | -10.4 | 49.79 | 2,279 | -30 | 947 |
For Angel One Limited - strike price 2100 expiring on 30SEP2025
Delta for 2100 PE is -0.15
Historical price for 2100 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 14.4, which was 0.15 higher than the previous day. The implied volatity was 45.26, the open interest changed by -30 which decreased total open position to 831
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 41.95, which was -10.4 lower than the previous day. The implied volatity was 49.79, the open interest changed by -30 which decreased total open position to 947
