ANGELONE
Angel One Limited
Historical option data for ANGELONE
11 Apr 2025 04:14 PM IST
| ANGELONE 24APR2025 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 1.09
Theta: -2.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 2265.00 | 184.7 | 7.2 | 44.96 | 43 | 0 | 292 | |||
| 9 Apr | 2228.40 | 175.75 | -1.35 | 52.60 | 87 | 5 | 290 | |||
| 8 Apr | 2225.70 | 184 | 52.85 | 54.59 | 642 | -69 | 284 | |||
| 7 Apr | 2130.45 | 141 | -36 | 58.04 | 2,727 | 188 | 364 | |||
| 4 Apr | 2285.40 | 184.2 | -128.8 | - | 230 | 19 | 175 | |||
| 3 Apr | 2461.65 | 313 | 64.2 | - | 45 | -2 | 157 | |||
| 2 Apr | 2354.40 | 251 | 37.65 | - | 114 | -33 | 160 | |||
| 1 Apr | 2317.95 | 219.85 | 33.2 | - | 127 | 17 | 193 | |||
| 28 Mar | 2313.20 | 181.05 | -27.8 | - | 183 | 22 | 176 | |||
| 27 Mar | 2318.25 | 211.05 | 3.85 | - | 56 | 17 | 155 | |||
| 26 Mar | 2324.65 | 207.2 | 26.4 | - | 52 | 7 | 140 | |||
| 25 Mar | 2301.45 | 178.8 | -64.4 | - | 50 | 2 | 131 | |||
| 24 Mar | 2374.95 | 243.2 | 83.35 | - | 168 | -37 | 129 | |||
| 21 Mar | 2336.80 | 162.75 | 50.7 | - | 222 | -24 | 165 | |||
| 20 Mar | 2262.80 | 112.05 | -9.2 | - | 59 | -4 | 188 | |||
| 19 Mar | 2215.35 | 118 | 33.85 | 12.58 | 332 | 42 | 191 | |||
| 18 Mar | 2091.95 | 84 | 37.5 | 28.75 | 149 | 43 | 144 | |||
| 17 Mar | 1979.85 | 46.5 | 1.45 | 32.87 | 72 | 42 | 101 | |||
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| 13 Mar | 1953.50 | 45.05 | -12.95 | 34.38 | 28 | 7 | 58 | |||
| 12 Mar | 1962.30 | 58 | 0 | 0.00 | 0 | 1 | 0 | |||
| 11 Mar | 1998.60 | 58 | -11.95 | 30.47 | 27 | 2 | 52 | |||
| 10 Mar | 2044.10 | 69.95 | -10.25 | 29.30 | 54 | 29 | 50 | |||
| 7 Mar | 2098.00 | 82.15 | -19.65 | 23.35 | 19 | 9 | 21 | |||
| 6 Mar | 2118.75 | 101.8 | -12.45 | 23.55 | 15 | 8 | 11 | |||
| 5 Mar | 2104.10 | 114.25 | 23.25 | 30.18 | 8 | 1 | 2 | |||
| 3 Mar | 1978.05 | 269 | 0 | 3.14 | 0 | 0 | 0 | |||
| 28 Feb | 2169.15 | 269 | 0 | - | 0 | 0 | 0 | |||
For Angel One Limited - strike price 2100 expiring on 24APR2025
Delta for 2100 CE is 0.83
Historical price for 2100 CE is as follows
On 11 Apr ANGELONE was trading at 2265.00. The strike last trading price was 184.7, which was 7.2 higher than the previous day. The implied volatity was 44.96, the open interest changed by 0 which decreased total open position to 292
On 9 Apr ANGELONE was trading at 2228.40. The strike last trading price was 175.75, which was -1.35 lower than the previous day. The implied volatity was 52.60, the open interest changed by 5 which increased total open position to 290
On 8 Apr ANGELONE was trading at 2225.70. The strike last trading price was 184, which was 52.85 higher than the previous day. The implied volatity was 54.59, the open interest changed by -69 which decreased total open position to 284
On 7 Apr ANGELONE was trading at 2130.45. The strike last trading price was 141, which was -36 lower than the previous day. The implied volatity was 58.04, the open interest changed by 188 which increased total open position to 364
On 4 Apr ANGELONE was trading at 2285.40. The strike last trading price was 184.2, which was -128.8 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 175
On 3 Apr ANGELONE was trading at 2461.65. The strike last trading price was 313, which was 64.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 157
On 2 Apr ANGELONE was trading at 2354.40. The strike last trading price was 251, which was 37.65 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 160
On 1 Apr ANGELONE was trading at 2317.95. The strike last trading price was 219.85, which was 33.2 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 193
On 28 Mar ANGELONE was trading at 2313.20. The strike last trading price was 181.05, which was -27.8 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 176
On 27 Mar ANGELONE was trading at 2318.25. The strike last trading price was 211.05, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 155
On 26 Mar ANGELONE was trading at 2324.65. The strike last trading price was 207.2, which was 26.4 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 140
On 25 Mar ANGELONE was trading at 2301.45. The strike last trading price was 178.8, which was -64.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 131
On 24 Mar ANGELONE was trading at 2374.95. The strike last trading price was 243.2, which was 83.35 higher than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 129
On 21 Mar ANGELONE was trading at 2336.80. The strike last trading price was 162.75, which was 50.7 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 165
On 20 Mar ANGELONE was trading at 2262.80. The strike last trading price was 112.05, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 188
On 19 Mar ANGELONE was trading at 2215.35. The strike last trading price was 118, which was 33.85 higher than the previous day. The implied volatity was 12.58, the open interest changed by 42 which increased total open position to 191
On 18 Mar ANGELONE was trading at 2091.95. The strike last trading price was 84, which was 37.5 higher than the previous day. The implied volatity was 28.75, the open interest changed by 43 which increased total open position to 144
On 17 Mar ANGELONE was trading at 1979.85. The strike last trading price was 46.5, which was 1.45 higher than the previous day. The implied volatity was 32.87, the open interest changed by 42 which increased total open position to 101
On 13 Mar ANGELONE was trading at 1953.50. The strike last trading price was 45.05, which was -12.95 lower than the previous day. The implied volatity was 34.38, the open interest changed by 7 which increased total open position to 58
On 12 Mar ANGELONE was trading at 1962.30. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Mar ANGELONE was trading at 1998.60. The strike last trading price was 58, which was -11.95 lower than the previous day. The implied volatity was 30.47, the open interest changed by 2 which increased total open position to 52
On 10 Mar ANGELONE was trading at 2044.10. The strike last trading price was 69.95, which was -10.25 lower than the previous day. The implied volatity was 29.30, the open interest changed by 29 which increased total open position to 50
On 7 Mar ANGELONE was trading at 2098.00. The strike last trading price was 82.15, which was -19.65 lower than the previous day. The implied volatity was 23.35, the open interest changed by 9 which increased total open position to 21
On 6 Mar ANGELONE was trading at 2118.75. The strike last trading price was 101.8, which was -12.45 lower than the previous day. The implied volatity was 23.55, the open interest changed by 8 which increased total open position to 11
On 5 Mar ANGELONE was trading at 2104.10. The strike last trading price was 114.25, which was 23.25 higher than the previous day. The implied volatity was 30.18, the open interest changed by 1 which increased total open position to 2
On 3 Mar ANGELONE was trading at 1978.05. The strike last trading price was 269, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
On 28 Feb ANGELONE was trading at 2169.15. The strike last trading price was 269, 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 24APR2025 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 1.38
Theta: -3.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 2265.00 | 50.8 | -20.5 | 70.51 | 1,056 | 80 | 875 |
| 9 Apr | 2228.40 | 72.9 | 1.4 | 74.47 | 816 | 57 | 795 |
| 8 Apr | 2225.70 | 68.4 | -51 | 70.44 | 1,695 | -132 | 737 |
| 7 Apr | 2130.45 | 109.75 | 50.95 | 76.39 | 3,656 | 348 | 870 |
| 4 Apr | 2285.40 | 56.4 | 30.25 | 63.94 | 1,621 | -177 | 522 |
| 3 Apr | 2461.65 | 25.05 | -16 | 64.66 | 1,128 | 55 | 700 |
| 2 Apr | 2354.40 | 41.05 | -18.75 | 62.00 | 787 | 111 | 642 |
| 1 Apr | 2317.95 | 58.75 | -27.15 | 66.93 | 918 | 142 | 536 |
| 28 Mar | 2313.20 | 85.9 | 1.85 | 73.81 | 943 | 145 | 394 |
| 27 Mar | 2318.25 | 81 | -8.9 | 71.27 | 304 | 33 | 249 |
| 26 Mar | 2324.65 | 98.7 | 2.8 | 79.25 | 284 | 84 | 213 |
| 25 Mar | 2301.45 | 96.15 | 19.25 | 72.65 | 157 | 14 | 133 |
| 24 Mar | 2374.95 | 75.95 | -37.5 | 71.30 | 193 | 47 | 117 |
| 21 Mar | 2336.80 | 111.95 | -22.1 | 80.75 | 111 | -3 | 70 |
| 20 Mar | 2262.80 | 135 | -13.25 | 79.84 | 45 | -2 | 73 |
| 19 Mar | 2215.35 | 159.1 | -30.9 | 79.22 | 113 | -21 | 75 |
| 18 Mar | 2091.95 | 190 | -110 | 74.70 | 14 | -3 | 96 |
| 17 Mar | 1979.85 | 300 | 0 | 0.00 | 0 | 2 | 0 |
| 13 Mar | 1953.50 | 300 | 33.3 | 86.13 | 2 | 0 | 97 |
| 12 Mar | 1962.30 | 266.7 | 0 | 0.00 | 0 | -33 | 0 |
| 11 Mar | 1998.60 | 266.7 | -30.05 | 82.77 | 133 | -33 | 97 |
| 10 Mar | 2044.10 | 309.9 | 62.4 | 102.58 | 149 | 112 | 130 |
| 7 Mar | 2098.00 | 250 | 35.5 | 86.96 | 7 | 2 | 18 |
| 6 Mar | 2118.75 | 216.5 | 10.5 | 79.20 | 4 | 3 | 15 |
| 5 Mar | 2104.10 | 206 | 55.8 | 73.17 | 12 | 11 | 11 |
| 3 Mar | 1978.05 | 150.2 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 2169.15 | 150.2 | 0 | 4.64 | 0 | 0 | 0 |
For Angel One Limited - strike price 2100 expiring on 24APR2025
Delta for 2100 PE is -0.26
Historical price for 2100 PE is as follows
On 11 Apr ANGELONE was trading at 2265.00. The strike last trading price was 50.8, which was -20.5 lower than the previous day. The implied volatity was 70.51, the open interest changed by 80 which increased total open position to 875
On 9 Apr ANGELONE was trading at 2228.40. The strike last trading price was 72.9, which was 1.4 higher than the previous day. The implied volatity was 74.47, the open interest changed by 57 which increased total open position to 795
On 8 Apr ANGELONE was trading at 2225.70. The strike last trading price was 68.4, which was -51 lower than the previous day. The implied volatity was 70.44, the open interest changed by -132 which decreased total open position to 737
On 7 Apr ANGELONE was trading at 2130.45. The strike last trading price was 109.75, which was 50.95 higher than the previous day. The implied volatity was 76.39, the open interest changed by 348 which increased total open position to 870
On 4 Apr ANGELONE was trading at 2285.40. The strike last trading price was 56.4, which was 30.25 higher than the previous day. The implied volatity was 63.94, the open interest changed by -177 which decreased total open position to 522
On 3 Apr ANGELONE was trading at 2461.65. The strike last trading price was 25.05, which was -16 lower than the previous day. The implied volatity was 64.66, the open interest changed by 55 which increased total open position to 700
On 2 Apr ANGELONE was trading at 2354.40. The strike last trading price was 41.05, which was -18.75 lower than the previous day. The implied volatity was 62.00, the open interest changed by 111 which increased total open position to 642
On 1 Apr ANGELONE was trading at 2317.95. The strike last trading price was 58.75, which was -27.15 lower than the previous day. The implied volatity was 66.93, the open interest changed by 142 which increased total open position to 536
On 28 Mar ANGELONE was trading at 2313.20. The strike last trading price was 85.9, which was 1.85 higher than the previous day. The implied volatity was 73.81, the open interest changed by 145 which increased total open position to 394
On 27 Mar ANGELONE was trading at 2318.25. The strike last trading price was 81, which was -8.9 lower than the previous day. The implied volatity was 71.27, the open interest changed by 33 which increased total open position to 249
On 26 Mar ANGELONE was trading at 2324.65. The strike last trading price was 98.7, which was 2.8 higher than the previous day. The implied volatity was 79.25, the open interest changed by 84 which increased total open position to 213
On 25 Mar ANGELONE was trading at 2301.45. The strike last trading price was 96.15, which was 19.25 higher than the previous day. The implied volatity was 72.65, the open interest changed by 14 which increased total open position to 133
On 24 Mar ANGELONE was trading at 2374.95. The strike last trading price was 75.95, which was -37.5 lower than the previous day. The implied volatity was 71.30, the open interest changed by 47 which increased total open position to 117
On 21 Mar ANGELONE was trading at 2336.80. The strike last trading price was 111.95, which was -22.1 lower than the previous day. The implied volatity was 80.75, the open interest changed by -3 which decreased total open position to 70
On 20 Mar ANGELONE was trading at 2262.80. The strike last trading price was 135, which was -13.25 lower than the previous day. The implied volatity was 79.84, the open interest changed by -2 which decreased total open position to 73
On 19 Mar ANGELONE was trading at 2215.35. The strike last trading price was 159.1, which was -30.9 lower than the previous day. The implied volatity was 79.22, the open interest changed by -21 which decreased total open position to 75
On 18 Mar ANGELONE was trading at 2091.95. The strike last trading price was 190, which was -110 lower than the previous day. The implied volatity was 74.70, the open interest changed by -3 which decreased total open position to 96
On 17 Mar ANGELONE was trading at 1979.85. The strike last trading price was 300, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Mar ANGELONE was trading at 1953.50. The strike last trading price was 300, which was 33.3 higher than the previous day. The implied volatity was 86.13, the open interest changed by 0 which decreased total open position to 97
On 12 Mar ANGELONE was trading at 1962.30. The strike last trading price was 266.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -33 which decreased total open position to 0
On 11 Mar ANGELONE was trading at 1998.60. The strike last trading price was 266.7, which was -30.05 lower than the previous day. The implied volatity was 82.77, the open interest changed by -33 which decreased total open position to 97
On 10 Mar ANGELONE was trading at 2044.10. The strike last trading price was 309.9, which was 62.4 higher than the previous day. The implied volatity was 102.58, the open interest changed by 112 which increased total open position to 130
On 7 Mar ANGELONE was trading at 2098.00. The strike last trading price was 250, which was 35.5 higher than the previous day. The implied volatity was 86.96, the open interest changed by 2 which increased total open position to 18
On 6 Mar ANGELONE was trading at 2118.75. The strike last trading price was 216.5, which was 10.5 higher than the previous day. The implied volatity was 79.20, the open interest changed by 3 which increased total open position to 15
On 5 Mar ANGELONE was trading at 2104.10. The strike last trading price was 206, which was 55.8 higher than the previous day. The implied volatity was 73.17, the open interest changed by 11 which increased total open position to 11
On 3 Mar ANGELONE was trading at 1978.05. The strike last trading price was 150.2, 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
On 28 Feb ANGELONE was trading at 2169.15. The strike last trading price was 150.2, which was 0 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0
