ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.73
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2266.60 | 7 | -3.5 | 34.72 | 48 | -48 | 737 | |||||||||
| 14 Sept | 2222.30 | 19.2 | -0.15 | 42.12 | 876 | -35 | 804 | |||||||||
| 17 Aug | 2642.20 | 337.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2450 expiring on 30SEP2025
Delta for 2450 CE is 0.11
Historical price for 2450 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 7, which was -3.5 lower than the previous day. The implied volatity was 34.72, the open interest changed by -48 which decreased total open position to 737
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 19.2, which was -0.15 lower than the previous day. The implied volatity was 42.12, the open interest changed by -35 which decreased total open position to 804
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 337.8, 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 2450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 207.75 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2222.30 | 240.15 | -20 | 49.02 | 10 | 1 | 137 |
| 17 Aug | 2642.20 | 162.05 | 0 | 6.10 | 0 | 0 | 0 |
For Angel One Limited - strike price 2450 expiring on 30SEP2025
Delta for 2450 PE is 0.00
Historical price for 2450 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 207.75, 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 240.15, which was -20 lower than the previous day. The implied volatity was 49.02, the open interest changed by 1 which increased total open position to 137
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 162.05, which was 0 lower than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 0
