ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2500 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.53
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2266.60 | 4.35 | -1.2 | 36.85 | 152 | -145 | 1,712 | |||||||||
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| 14 Sept | 2222.30 | 13.6 | -0.25 | 42.98 | 2,641 | 232 | 2,525 | |||||||||
| 17 Aug | 2642.20 | 598.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2500 expiring on 30SEP2025
Delta for 2500 CE is 0.07
Historical price for 2500 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 4.35, which was -1.2 lower than the previous day. The implied volatity was 36.85, the open interest changed by -145 which decreased total open position to 1712
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 13.6, which was -0.25 lower than the previous day. The implied volatity was 42.98, the open interest changed by 232 which increased total open position to 2525
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 598.25, 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 2500 PE | |||||||
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Delta: -0.76
Vega: 1.22
Theta: -3.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2266.60 | 256.85 | 0 | 69.13 | 1 | -1 | 673 |
| 14 Sept | 2222.30 | 282.7 | -23.95 | 49.77 | 47 | 11 | 664 |
| 17 Aug | 2642.20 | 72.25 | 0 | 0.00 | 0 | 0 | 0 |
For Angel One Limited - strike price 2500 expiring on 30SEP2025
Delta for 2500 PE is -0.76
Historical price for 2500 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 256.85, which was 0 lower than the previous day. The implied volatity was 69.13, the open interest changed by -1 which decreased total open position to 673
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 282.7, which was -23.95 lower than the previous day. The implied volatity was 49.77, the open interest changed by 11 which increased total open position to 664
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 72.25, 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
