ANGELONE
Angel One Limited
Historical option data for ANGELONE
13 Mar 2026 04:13 PM IST
| ANGELONE 30-MAR-2026 225 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.18
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 215.58 | 5.32 | 0.95 | 45.16 | 652 | -54 | 399 | |||||||||
| 12 Mar | 213.07 | 4.44 | -1.6 | 46.09 | 533 | -23 | 455 | |||||||||
| 11 Mar | 218.53 | 6.08 | -3.68 | 41.17 | 445 | 41 | 478 | |||||||||
| 10 Mar | 225.31 | 10.04 | 2.9 | 42.31 | 965 | 53 | 452 | |||||||||
| 9 Mar | 218.96 | 7.39 | 0.3 | 43.37 | 648 | -58 | 403 | |||||||||
| 6 Mar | 219.56 | 6.9 | -2.97 | 39.5 | 1,485 | 154 | 463 | |||||||||
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| 5 Mar | 224.68 | 9.87 | 0.44 | 39.39 | 436 | 32 | 304 | |||||||||
| 4 Mar | 221.75 | 9.45 | -2.51 | 42.98 | 446 | 114 | 270 | |||||||||
| 2 Mar | 226.32 | 12.25 | -388.95 | 42.53 | 341 | 155 | 155 | |||||||||
| 27 Feb | 233.20 | 401.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 246.50 | 401.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 225 expiring on 30MAR2026
Delta for 225 CE is 0.38
Historical price for 225 CE is as follows
On 13 Mar ANGELONE was trading at 215.58. The strike last trading price was 5.32, which was 0.95 higher than the previous day. The implied volatity was 45.16, the open interest changed by -54 which decreased total open position to 399
On 12 Mar ANGELONE was trading at 213.07. The strike last trading price was 4.44, which was -1.6 lower than the previous day. The implied volatity was 46.09, the open interest changed by -23 which decreased total open position to 455
On 11 Mar ANGELONE was trading at 218.53. The strike last trading price was 6.08, which was -3.68 lower than the previous day. The implied volatity was 41.17, the open interest changed by 41 which increased total open position to 478
On 10 Mar ANGELONE was trading at 225.31. The strike last trading price was 10.04, which was 2.9 higher than the previous day. The implied volatity was 42.31, the open interest changed by 53 which increased total open position to 452
On 9 Mar ANGELONE was trading at 218.96. The strike last trading price was 7.39, which was 0.3 higher than the previous day. The implied volatity was 43.37, the open interest changed by -58 which decreased total open position to 403
On 6 Mar ANGELONE was trading at 219.56. The strike last trading price was 6.9, which was -2.97 lower than the previous day. The implied volatity was 39.5, the open interest changed by 154 which increased total open position to 463
On 5 Mar ANGELONE was trading at 224.68. The strike last trading price was 9.87, which was 0.44 higher than the previous day. The implied volatity was 39.39, the open interest changed by 32 which increased total open position to 304
On 4 Mar ANGELONE was trading at 221.75. The strike last trading price was 9.45, which was -2.51 lower than the previous day. The implied volatity was 42.98, the open interest changed by 114 which increased total open position to 270
On 2 Mar ANGELONE was trading at 226.32. The strike last trading price was 12.25, which was -388.95 lower than the previous day. The implied volatity was 42.53, the open interest changed by 155 which increased total open position to 155
On 27 Feb ANGELONE was trading at 233.20. The strike last trading price was 401.2, 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 26 Feb ANGELONE was trading at 246.50. The strike last trading price was 401.2, 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
| ANGELONE 30MAR2026 225 PE | |||||||
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Delta: -0.61
Vega: 0.18
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 215.58 | 13.19 | -2.38 | 47.15 | 151 | -89 | 268 |
| 12 Mar | 213.07 | 15.52 | 2.62 | 46.01 | 145 | -55 | 357 |
| 11 Mar | 218.53 | 13.01 | 4.38 | 51.58 | 315 | -92 | 415 |
| 10 Mar | 225.31 | 7.7 | -4.79 | 41.78 | 1,124 | 206 | 516 |
| 9 Mar | 218.96 | 12.03 | -0.9 | 47.01 | 75 | 12 | 309 |
| 6 Mar | 219.56 | 13.31 | 3.14 | 48.42 | 778 | 74 | 299 |
| 5 Mar | 224.68 | 10.03 | -2.29 | 45.59 | 120 | 7 | 225 |
| 4 Mar | 221.75 | 12.39 | 2.25 | 49.06 | 272 | -70 | 218 |
| 2 Mar | 226.32 | 9.89 | 2.54 | 46.02 | 664 | 185 | 285 |
| 27 Feb | 233.20 | 7.55 | 4.15 | 44.59 | 293 | 74 | 96 |
| 26 Feb | 246.50 | 3.55 | -23.3 | 40.12 | 151 | 17.9 | 22 |
For Angel One Limited - strike price 225 expiring on 30MAR2026
Delta for 225 PE is -0.61
Historical price for 225 PE is as follows
On 13 Mar ANGELONE was trading at 215.58. The strike last trading price was 13.19, which was -2.38 lower than the previous day. The implied volatity was 47.15, the open interest changed by -89 which decreased total open position to 268
On 12 Mar ANGELONE was trading at 213.07. The strike last trading price was 15.52, which was 2.62 higher than the previous day. The implied volatity was 46.01, the open interest changed by -55 which decreased total open position to 357
On 11 Mar ANGELONE was trading at 218.53. The strike last trading price was 13.01, which was 4.38 higher than the previous day. The implied volatity was 51.58, the open interest changed by -92 which decreased total open position to 415
On 10 Mar ANGELONE was trading at 225.31. The strike last trading price was 7.7, which was -4.79 lower than the previous day. The implied volatity was 41.78, the open interest changed by 206 which increased total open position to 516
On 9 Mar ANGELONE was trading at 218.96. The strike last trading price was 12.03, which was -0.9 lower than the previous day. The implied volatity was 47.01, the open interest changed by 12 which increased total open position to 309
On 6 Mar ANGELONE was trading at 219.56. The strike last trading price was 13.31, which was 3.14 higher than the previous day. The implied volatity was 48.42, the open interest changed by 74 which increased total open position to 299
On 5 Mar ANGELONE was trading at 224.68. The strike last trading price was 10.03, which was -2.29 lower than the previous day. The implied volatity was 45.59, the open interest changed by 7 which increased total open position to 225
On 4 Mar ANGELONE was trading at 221.75. The strike last trading price was 12.39, which was 2.25 higher than the previous day. The implied volatity was 49.06, the open interest changed by -70 which decreased total open position to 218
On 2 Mar ANGELONE was trading at 226.32. The strike last trading price was 9.89, which was 2.54 higher than the previous day. The implied volatity was 46.02, the open interest changed by 185 which increased total open position to 285
On 27 Feb ANGELONE was trading at 233.20. The strike last trading price was 7.55, which was 4.15 higher than the previous day. The implied volatity was 44.59, the open interest changed by 74 which increased total open position to 96
On 26 Feb ANGELONE was trading at 246.50. The strike last trading price was 3.55, which was -23.3 lower than the previous day. The implied volatity was 40.12, the open interest changed by 18 which increased total open position to 22
