ANGELONE
Angel One Limited
Historical option data for ANGELONE
28 Sep 2025 10:10 PM IST
| ANGELONE 28-OCT-2025 2200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 2.51
Theta: -1.45
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 28 Sept | 2136.40 | 61.5 | -34.35 | 30.76 | 899 | 291 | 655 | |||||||||
| 21 Sept | 2266.60 | 158.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2222.30 | 141 | 6.65 | 35.95 | 47 | 7 | 75 | |||||||||
| 17 Aug | 2642.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2200 expiring on 28OCT2025
Delta for 2200 CE is 0.44
Historical price for 2200 CE is as follows
On 28 Sept ANGELONE was trading at 2136.40. The strike last trading price was 61.5, which was -34.35 lower than the previous day. The implied volatity was 30.76, the open interest changed by 291 which increased total open position to 655
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 158.1, 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 141, which was 6.65 higher than the previous day. The implied volatity was 35.95, the open interest changed by 7 which increased total open position to 75
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 28OCT2025 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 2.53
Theta: -2.31
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 2136.40 | 190.1 | 54.6 | 67.09 | 286 | 38 | 387 |
| 21 Sept | 2266.60 | 83.9 | -2.05 | 42.67 | 2 | -2 | 139 |
| 14 Sept | 2222.30 | 113.7 | -14.6 | 44.69 | 126 | 0 | 134 |
| 17 Aug | 2642.20 | 0 | 0 | 11.25 | 0 | 0 | 0 |
For Angel One Limited - strike price 2200 expiring on 28OCT2025
Delta for 2200 PE is -0.49
Historical price for 2200 PE is as follows
On 28 Sept ANGELONE was trading at 2136.40. The strike last trading price was 190.1, which was 54.6 higher than the previous day. The implied volatity was 67.09, the open interest changed by 38 which increased total open position to 387
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 83.9, which was -2.05 lower than the previous day. The implied volatity was 42.67, the open interest changed by -2 which decreased total open position to 139
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 113.7, which was -14.6 lower than the previous day. The implied volatity was 44.69, the open interest changed by 0 which decreased total open position to 134
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 11.25, the open interest changed by 0 which decreased total open position to 0
