ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.41
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2266.60 | 3.25 | -3.75 | 39.96 | 16 | -16 | 519 | |||||||||
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| 14 Sept | 2222.30 | 9.65 | -0.25 | 43.89 | 578 | 15 | 697 | |||||||||
| 17 Aug | 2642.20 | 284.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2550 expiring on 30SEP2025
Delta for 2550 CE is 0.05
Historical price for 2550 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 3.25, which was -3.75 lower than the previous day. The implied volatity was 39.96, the open interest changed by -16 which decreased total open position to 519
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 9.65, which was -0.25 lower than the previous day. The implied volatity was 43.89, the open interest changed by 15 which increased total open position to 697
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 284.85, 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 2550 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 | 312 | 0.05 | 0.00 | 0 | 0 | 51 |
| 14 Sept | 2222.30 | 330.35 | -17.2 | 53.55 | 17 | 5 | 39 |
| 17 Aug | 2642.20 | 208.1 | 0 | 3.41 | 0 | 0 | 0 |
For Angel One Limited - strike price 2550 expiring on 30SEP2025
Delta for 2550 PE is 0.00
Historical price for 2550 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 312, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 51
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 330.35, which was -17.2 lower than the previous day. The implied volatity was 53.55, the open interest changed by 5 which increased total open position to 39
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 208.1, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
