ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2250 CE | ||||||||||||||||
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Delta: 0.57
Vega: 1.54
Theta: -2.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2266.60 | 66.1 | -1.9 | 35.38 | 45 | -36 | 652 | |||||||||
| 14 Sept | 2222.30 | 76 | 2.7 | 41.50 | 6,311 | 369 | 1,274 | |||||||||
For Angel One Limited - strike price 2250 expiring on 30SEP2025
Delta for 2250 CE is 0.57
Historical price for 2250 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 66.1, which was -1.9 lower than the previous day. The implied volatity was 35.38, the open interest changed by -36 which decreased total open position to 652
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 76, which was 2.7 higher than the previous day. The implied volatity was 41.50, the open interest changed by 369 which increased total open position to 1274
| ANGELONE 30SEP2025 2250 PE | |||||||
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Delta: -0.44
Vega: 1.55
Theta: -3.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2266.60 | 70.5 | 15.45 | 51.51 | 72 | -71 | 663 |
| 14 Sept | 2222.30 | 98.2 | -17.4 | 46.46 | 2,287 | 120 | 795 |
For Angel One Limited - strike price 2250 expiring on 30SEP2025
Delta for 2250 PE is -0.44
Historical price for 2250 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 70.5, which was 15.45 higher than the previous day. The implied volatity was 51.51, the open interest changed by -71 which decreased total open position to 663
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 98.2, which was -17.4 lower than the previous day. The implied volatity was 46.46, the open interest changed by 120 which increased total open position to 795
