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 2350 CE
Delta: 0.31
Vega: 1.39
Theta: -2.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2266.60 28.85 -0.25 37.84 157 -123 1,156
14 Sept 2222.30 38.8 0.55 41.09 2,713 -32 1,278

For Angel One Limited - strike price 2350 expiring on 30SEP2025

Delta for 2350 CE is 0.31

Historical price for 2350 CE is as follows

On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 28.85, which was -0.25 lower than the previous day. The implied volatity was 37.84, the open interest changed by -123 which decreased total open position to 1156


On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 38.8, which was 0.55 higher than the previous day. The implied volatity was 41.09, the open interest changed by -32 which decreased total open position to 1278


ANGELONE 30SEP2025 2350 PE
Delta: -0.59
Vega: 1.53
Theta: -4.38
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2266.60 154.05 -4.05 69.00 3 -3 229
14 Sept 2222.30 158.45 -19.2 45.44 86 -17 201

For Angel One Limited - strike price 2350 expiring on 30SEP2025

Delta for 2350 PE is -0.59

Historical price for 2350 PE is as follows

On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 154.05, which was -4.05 lower than the previous day. The implied volatity was 69.00, the open interest changed by -3 which decreased total open position to 229


On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 158.45, which was -19.2 lower than the previous day. The implied volatity was 45.44, the open interest changed by -17 which decreased total open position to 201