ANGELONE
Angel One Limited
Historical option data for ANGELONE
17 Aug 2025 12:58 AM IST
| ANGELONE 30SEP2025 2600 CE | ||||||||||||||||
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Delta: 0.63
Vega: 3.59
Theta: -1.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 2642.20 | 159 | 4 | 30.85 | 19 | -3 | 44 | |||||||||
For Angel One Limited - strike price 2600 expiring on 30SEP2025
Delta for 2600 CE is 0.63
Historical price for 2600 CE is as follows
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 159, which was 4 higher than the previous day. The implied volatity was 30.85, the open interest changed by -3 which decreased total open position to 44
| ANGELONE 30SEP2025 2600 PE | |||||||
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Delta: -0.39
Vega: 3.63
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 2642.20 | 102.8 | -6.8 | 36.71 | 15 | -1 | 20 |
For Angel One Limited - strike price 2600 expiring on 30SEP2025
Delta for 2600 PE is -0.39
Historical price for 2600 PE is as follows
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 102.8, which was -6.8 lower than the previous day. The implied volatity was 36.71, the open interest changed by -1 which decreased total open position to 20
