ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2150 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 | 121 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2222.30 | 133.75 | 7.25 | 42.97 | 84 | -5 | 80 | |||||||||
For Angel One Limited - strike price 2150 expiring on 30SEP2025
Delta for 2150 CE is 0.00
Historical price for 2150 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 121, which was -0.05 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 133.75, which was 7.25 higher than the previous day. The implied volatity was 42.97, the open interest changed by -5 which decreased total open position to 80
| ANGELONE 30SEP2025 2150 PE | |||||||
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Delta: -0.24
Vega: 1.23
Theta: -2.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2266.60 | 28 | 5.1 | 47.76 | 57 | -57 | 580 |
| 14 Sept | 2222.30 | 55 | -14.1 | 47.63 | 1,565 | 114 | 560 |
For Angel One Limited - strike price 2150 expiring on 30SEP2025
Delta for 2150 PE is -0.24
Historical price for 2150 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 28, which was 5.1 higher than the previous day. The implied volatity was 47.76, the open interest changed by -57 which decreased total open position to 580
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 55, which was -14.1 lower than the previous day. The implied volatity was 47.63, the open interest changed by 114 which increased total open position to 560
