ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 1.07
Theta: -1.81
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2266.60 | 14 | -2.1 | 35.10 | 288 | -142 | 2,300 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 2222.30 | 27.95 | 0.65 | 41.89 | 3,817 | 17 | 2,031 | |||||||||
| 17 Aug | 2642.20 | 664.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2400 expiring on 30SEP2025
Delta for 2400 CE is 0.19
Historical price for 2400 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 14, which was -2.1 lower than the previous day. The implied volatity was 35.10, the open interest changed by -142 which decreased total open position to 2300
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 27.95, which was 0.65 higher than the previous day. The implied volatity was 41.89, the open interest changed by 17 which increased total open position to 2031
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 664.3, 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 30SEP2025 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 1.42
Theta: -3.66
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2266.60 | 180 | 25 | 63.87 | 2 | -2 | 695 |
| 14 Sept | 2222.30 | 197.25 | -19.75 | 46.70 | 103 | 3 | 719 |
| 17 Aug | 2642.20 | 38.55 | -12.65 | 36.96 | 6 | 4 | 27 |
For Angel One Limited - strike price 2400 expiring on 30SEP2025
Delta for 2400 PE is -0.67
Historical price for 2400 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 180, which was 25 higher than the previous day. The implied volatity was 63.87, the open interest changed by -2 which decreased total open position to 695
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 197.25, which was -19.75 lower than the previous day. The implied volatity was 46.70, the open interest changed by 3 which increased total open position to 719
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 38.55, which was -12.65 lower than the previous day. The implied volatity was 36.96, the open interest changed by 4 which increased total open position to 27
