ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 28OCT2025 2300 CE | ||||||||||||||||
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Delta: 0.51
Vega: 2.95
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2266.60 | 100 | 14.65 | 35.76 | 3 | -3 | 97 | |||||||||
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| 14 Sept | 2222.30 | 95 | 3.85 | 36.44 | 52 | 16 | 52 | |||||||||
| 17 Aug | 2642.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2300 expiring on 28OCT2025
Delta for 2300 CE is 0.51
Historical price for 2300 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 100, which was 14.65 higher than the previous day. The implied volatity was 35.76, the open interest changed by -3 which decreased total open position to 97
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 95, which was 3.85 higher than the previous day. The implied volatity was 36.44, the open interest changed by 16 which increased total open position to 52
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 2300 PE | |||||||
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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 |
| 21 Sept | 2266.60 | 150 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2222.30 | 161.05 | -24.1 | 43.23 | 6 | 2 | 57 |
| 17 Aug | 2642.20 | 0 | 0 | 8.63 | 0 | 0 | 0 |
For Angel One Limited - strike price 2300 expiring on 28OCT2025
Delta for 2300 PE is 0.00
Historical price for 2300 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 150, 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 161.05, which was -24.1 lower than the previous day. The implied volatity was 43.23, the open interest changed by 2 which increased total open position to 57
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 8.63, the open interest changed by 0 which decreased total open position to 0
