ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.24
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2266.60 | 1.7 | -1.15 | 44.17 | 16 | -16 | 299 | |||||||||
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| 14 Sept | 2222.30 | 5.4 | -0.05 | 46.67 | 337 | 26 | 320 | |||||||||
| 17 Aug | 2642.20 | 238.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2650 expiring on 30SEP2025
Delta for 2650 CE is 0.03
Historical price for 2650 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 1.7, which was -1.15 lower than the previous day. The implied volatity was 44.17, the open interest changed by -16 which decreased total open position to 299
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 5.4, which was -0.05 lower than the previous day. The implied volatity was 46.67, the open interest changed by 26 which increased total open position to 320
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 238.35, 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 2650 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 | 393.5 | 0 | 0.00 | 0 | 0 | 41 |
| 14 Sept | 2222.30 | 421.65 | -9.4 | 54.99 | 14 | 0 | 30 |
| 17 Aug | 2642.20 | 260.55 | 0 | 0.87 | 0 | 0 | 0 |
For Angel One Limited - strike price 2650 expiring on 30SEP2025
Delta for 2650 PE is 0.00
Historical price for 2650 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 393.5, 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 41
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 421.65, which was -9.4 lower than the previous day. The implied volatity was 54.99, the open interest changed by 0 which decreased total open position to 30
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 260.55, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
