ANGELONE
Angel One Limited
Historical option data for ANGELONE
21 Sep 2025 04:15 PM IST
| ANGELONE 30SEP2025 2700 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.23
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2266.60 | 1.8 | 0.35 | 49.84 | 22 | -22 | 771 | |||||||||
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| 14 Sept | 2222.30 | 4.1 | -0.05 | 48.04 | 705 | -63 | 984 | |||||||||
| 17 Aug | 2642.20 | 480.2 | 0 | 0.62 | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2700 expiring on 30SEP2025
Delta for 2700 CE is 0.03
Historical price for 2700 CE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 49.84, the open interest changed by -22 which decreased total open position to 771
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 4.1, which was -0.05 lower than the previous day. The implied volatity was 48.04, the open interest changed by -63 which decreased total open position to 984
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 480.2, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 30SEP2025 2700 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 | 434.15 | 0 | 0.00 | 0 | 0 | 71 |
| 14 Sept | 2222.30 | 460.5 | -33.5 | 32.86 | 4 | 4 | 63 |
| 17 Aug | 2642.20 | 233.95 | 0 | - | 0 | 0 | 0 |
For Angel One Limited - strike price 2700 expiring on 30SEP2025
Delta for 2700 PE is 0.00
Historical price for 2700 PE is as follows
On 21 Sept ANGELONE was trading at 2266.60. The strike last trading price was 434.15, 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 71
On 14 Sept ANGELONE was trading at 2222.30. The strike last trading price was 460.5, which was -33.5 lower than the previous day. The implied volatity was 32.86, the open interest changed by 4 which increased total open position to 63
On 17 Aug ANGELONE was trading at 2642.20. The strike last trading price was 233.95, 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
