ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.33
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2266.60 | 2.6 | -1.4 | 43.44 | 60 | -60 | 1,441 | |||||||||
| 14 Sept | 2222.30 | 7.45 | 0.05 | 45.67 | 996 | -46 | 1,956 | |||||||||
| 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 0.04
Historical price for 2600 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 2.6, which was -1.4 lower than the previous day. The implied volatity was 43.44, the open interest changed by -60 which decreased total open position to 1441
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 7.45, which was 0.05 higher than the previous day. The implied volatity was 45.67, the open interest changed by -46 which decreased total open position to 1956
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: -0.73
Vega: 1.30
Theta: -5.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2266.60 | 393.55 | 38.5 | 110.22 | 2 | -2 | 377 |
| 14 Sept | 2222.30 | 376 | -27.75 | 54.83 | 63 | -4 | 393 |
| 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 -0.73
Historical price for 2600 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 393.55, which was 38.5 higher than the previous day. The implied volatity was 110.22, the open interest changed by -2 which decreased total open position to 377
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 376, which was -27.75 lower than the previous day. The implied volatity was 54.83, the open interest changed by -4 which decreased total open position to 393
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
