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 2300 CE
Delta: 0.42
Vega: 1.54
Theta: -2.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2266.60 38 -10.7 32.53 494 -458 2,729
14 Sept 2222.30 54.95 1.3 41.18 4,624 259 1,760

For Angel One Limited - strike price 2300 expiring on 30SEP2025

Delta for 2300 CE is 0.42

Historical price for 2300 CE is as follows

On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 38, which was -10.7 lower than the previous day. The implied volatity was 32.53, the open interest changed by -458 which decreased total open position to 2729


On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 54.95, which was 1.3 higher than the previous day. The implied volatity was 41.18, the open interest changed by 259 which increased total open position to 1760


ANGELONE 30SEP2025 2300 PE
Delta: -0.55
Vega: 1.56
Theta: -2.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2266.60 88.5 -1.5 46.23 22 -22 1,400
14 Sept 2222.30 127.45 -17.95 46.56 853 -128 1,052

For Angel One Limited - strike price 2300 expiring on 30SEP2025

Delta for 2300 PE is -0.55

Historical price for 2300 PE is as follows

On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 88.5, which was -1.5 lower than the previous day. The implied volatity was 46.23, the open interest changed by -22 which decreased total open position to 1400


On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 127.45, which was -17.95 lower than the previous day. The implied volatity was 46.56, the open interest changed by -128 which decreased total open position to 1052