Related Pages for ANGELONE
[--[65.84.65.76]--]
ANGELONE
Angel One Limited
2248 -18.60 (-0.82%)

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Historical option data for ANGELONE

21 Sep 2025 04:15 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ANGELONE 30SEP2025 2200 CE
Delta: 0.74
Vega: 1.26
Theta: -2.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2266.60 88.15 -1.85 28.72 50 -40 706
14 Sept 2222.30 102 4.1 41.93 2,348 -28 771

For Angel One Limited - strike price 2200 expiring on 30SEP2025

Delta for 2200 CE is 0.74

Historical price for 2200 CE is as follows

On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 88.15, which was -1.85 lower than the previous day. The implied volatity was 28.72, the open interest changed by -40 which decreased total open position to 706


On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 102, which was 4.1 higher than the previous day. The implied volatity was 41.93, the open interest changed by -28 which decreased total open position to 771


ANGELONE 30SEP2025 2200 PE
Delta: -0.32
Vega: 1.41
Theta: -2.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2266.60 37 1.7 43.00 89 -86 1,426
14 Sept 2222.30 72.8 -15.9 46.15 4,024 -114 1,589

For Angel One Limited - strike price 2200 expiring on 30SEP2025

Delta for 2200 PE is -0.32

Historical price for 2200 PE is as follows

On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 37, which was 1.7 higher than the previous day. The implied volatity was 43.00, the open interest changed by -86 which decreased total open position to 1426


On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 72.8, which was -15.9 lower than the previous day. The implied volatity was 46.15, the open interest changed by -114 which decreased total open position to 1589