ANGELONE
Angel One Limited
Historical option data for ANGELONE
10 Mar 2026 11:03 AM IST
| ANGELONE 30-MAR-2026 230 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.2
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 221.50 | 5.32 | -0.03 | 40.02 | 813 | 27 | 850 | |||||||||
| 9 Mar | 218.96 | 5.53 | 0.4 | 43.38 | 1,170 | -109 | 834 | |||||||||
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| 6 Mar | 219.56 | 5.3 | -2.31 | 40.42 | 5,684 | 440 | 943 | |||||||||
| 5 Mar | 224.68 | 7.75 | 0.38 | 40.08 | 868 | -46 | 504 | |||||||||
| 4 Mar | 221.75 | 7.25 | -2.34 | 42.4 | 737 | 203 | 548 | |||||||||
| 2 Mar | 226.32 | 9.57 | -3.33 | 41.49 | 994 | 274 | 344 | |||||||||
| 27 Feb | 233.20 | 12.3 | -9.35 | 36.16 | 192 | 33 | 71 | |||||||||
| 26 Feb | 246.50 | 21.6 | -220.8 | 42.22 | 49 | 33.8 | 37 | |||||||||
For Angel One Limited - strike price 230 expiring on 30MAR2026
Delta for 230 CE is 0.38
Historical price for 230 CE is as follows
On 10 Mar ANGELONE was trading at 221.50. The strike last trading price was 5.32, which was -0.03 lower than the previous day. The implied volatity was 40.02, the open interest changed by 27 which increased total open position to 850
On 9 Mar ANGELONE was trading at 218.96. The strike last trading price was 5.53, which was 0.4 higher than the previous day. The implied volatity was 43.38, the open interest changed by -109 which decreased total open position to 834
On 6 Mar ANGELONE was trading at 219.56. The strike last trading price was 5.3, which was -2.31 lower than the previous day. The implied volatity was 40.42, the open interest changed by 440 which increased total open position to 943
On 5 Mar ANGELONE was trading at 224.68. The strike last trading price was 7.75, which was 0.38 higher than the previous day. The implied volatity was 40.08, the open interest changed by -46 which decreased total open position to 504
On 4 Mar ANGELONE was trading at 221.75. The strike last trading price was 7.25, which was -2.34 lower than the previous day. The implied volatity was 42.4, the open interest changed by 203 which increased total open position to 548
On 2 Mar ANGELONE was trading at 226.32. The strike last trading price was 9.57, which was -3.33 lower than the previous day. The implied volatity was 41.49, the open interest changed by 274 which increased total open position to 344
On 27 Feb ANGELONE was trading at 233.20. The strike last trading price was 12.3, which was -9.35 lower than the previous day. The implied volatity was 36.16, the open interest changed by 33 which increased total open position to 71
On 26 Feb ANGELONE was trading at 246.50. The strike last trading price was 21.6, which was -220.8 lower than the previous day. The implied volatity was 42.22, the open interest changed by 34 which increased total open position to 37
| ANGELONE 30MAR2026 230 PE | |||||||
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Delta: -0.6
Vega: 0.2
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 221.50 | 13.3 | -2.23 | 43.76 | 43 | -25 | 303 |
| 9 Mar | 218.96 | 15.36 | -0.71 | 48.21 | 113 | -33 | 325 |
| 6 Mar | 219.56 | 16.5 | 3.68 | 48.88 | 471 | 76 | 357 |
| 5 Mar | 224.68 | 13.3 | -1.83 | 48.07 | 70 | -14 | 282 |
| 4 Mar | 221.75 | 15.21 | 2.58 | 48.82 | 230 | -82 | 297 |
| 2 Mar | 226.32 | 12.47 | 3.07 | 46.12 | 755 | 62 | 376 |
| 27 Feb | 233.20 | 9.8 | 5.2 | 45.07 | 3,183 | 124 | 314 |
| 26 Feb | 246.50 | 5.1 | -30.85 | 41 | 686 | 174.8 | 190 |
For Angel One Limited - strike price 230 expiring on 30MAR2026
Delta for 230 PE is -0.6
Historical price for 230 PE is as follows
On 10 Mar ANGELONE was trading at 221.50. The strike last trading price was 13.3, which was -2.23 lower than the previous day. The implied volatity was 43.76, the open interest changed by -25 which decreased total open position to 303
On 9 Mar ANGELONE was trading at 218.96. The strike last trading price was 15.36, which was -0.71 lower than the previous day. The implied volatity was 48.21, the open interest changed by -33 which decreased total open position to 325
On 6 Mar ANGELONE was trading at 219.56. The strike last trading price was 16.5, which was 3.68 higher than the previous day. The implied volatity was 48.88, the open interest changed by 76 which increased total open position to 357
On 5 Mar ANGELONE was trading at 224.68. The strike last trading price was 13.3, which was -1.83 lower than the previous day. The implied volatity was 48.07, the open interest changed by -14 which decreased total open position to 282
On 4 Mar ANGELONE was trading at 221.75. The strike last trading price was 15.21, which was 2.58 higher than the previous day. The implied volatity was 48.82, the open interest changed by -82 which decreased total open position to 297
On 2 Mar ANGELONE was trading at 226.32. The strike last trading price was 12.47, which was 3.07 higher than the previous day. The implied volatity was 46.12, the open interest changed by 62 which increased total open position to 376
On 27 Feb ANGELONE was trading at 233.20. The strike last trading price was 9.8, which was 5.2 higher than the previous day. The implied volatity was 45.07, the open interest changed by 124 which increased total open position to 314
On 26 Feb ANGELONE was trading at 246.50. The strike last trading price was 5.1, which was -30.85 lower than the previous day. The implied volatity was 41, the open interest changed by 175 which increased total open position to 190
