ANGELONE
Angel One Limited
Historical option data for ANGELONE
25 Mar 2026 04:13 PM IST
| ANGELONE 30-MAR-2026 235 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.06
Theta: -0.18
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Mar | 241.67 | 7 | 4.66 | 21.03 | 2,243 | -233 | 257 | |||||||||
| 24 Mar | 230.44 | 2.47 | 1.18 | 37.01 | 2,018 | -321 | 476 | |||||||||
| 23 Mar | 220.91 | 1.32 | -3.04 | 45.64 | 1,485 | 132 | 800 | |||||||||
| 20 Mar | 231.32 | 4.15 | -1.21 | 39.13 | 2,548 | 83 | 671 | |||||||||
| 19 Mar | 232.42 | 5.22 | -2.4 | 38.74 | 1,851 | 39 | 597 | |||||||||
| 18 Mar | 236.21 | 7.77 | 6.38 | 39.58 | 8,308 | 124 | 559 | |||||||||
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| 17 Mar | 216.98 | 1.36 | -0.85 | 39.82 | 221 | 2 | 436 | |||||||||
| 16 Mar | 216.63 | 2.05 | -0.45 | 46.43 | 406 | -14 | 436 | |||||||||
| 13 Mar | 215.58 | 2.72 | 0.59 | 45.65 | 641 | -43 | 453 | |||||||||
| 12 Mar | 213.07 | 2.19 | -1.01 | 45.99 | 485 | 18 | 496 | |||||||||
| 11 Mar | 218.53 | 3.14 | -2.28 | 41.75 | 386 | 33 | 479 | |||||||||
| 10 Mar | 225.31 | 5.6 | 1.71 | 41.64 | 942 | -32 | 465 | |||||||||
| 9 Mar | 218.96 | 4.02 | 0.11 | 43.13 | 770 | 75 | 497 | |||||||||
| 6 Mar | 219.56 | 3.93 | -1.84 | 40.73 | 875 | 33 | 418 | |||||||||
| 5 Mar | 224.68 | 5.95 | 0.29 | 40.43 | 159 | -5 | 384 | |||||||||
| 4 Mar | 221.75 | 5.62 | -1.91 | 42.73 | 388 | 25 | 389 | |||||||||
| 2 Mar | 226.32 | 7.69 | -2.46 | 42.2 | 622 | 85 | 363 | |||||||||
| 27 Feb | 233.20 | 10.1 | -325.95 | 37.52 | 556 | 278 | 278 | |||||||||
| 26 Feb | 246.50 | 336.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 235 expiring on 30MAR2026
Delta for 235 CE is 0.87
Historical price for 235 CE is as follows
On 25 Mar ANGELONE was trading at 241.67. The strike last trading price was 7, which was 4.66 higher than the previous day. The implied volatity was 21.03, the open interest changed by -233 which decreased total open position to 257
On 24 Mar ANGELONE was trading at 230.44. The strike last trading price was 2.47, which was 1.18 higher than the previous day. The implied volatity was 37.01, the open interest changed by -321 which decreased total open position to 476
On 23 Mar ANGELONE was trading at 220.91. The strike last trading price was 1.32, which was -3.04 lower than the previous day. The implied volatity was 45.64, the open interest changed by 132 which increased total open position to 800
On 20 Mar ANGELONE was trading at 231.32. The strike last trading price was 4.15, which was -1.21 lower than the previous day. The implied volatity was 39.13, the open interest changed by 83 which increased total open position to 671
On 19 Mar ANGELONE was trading at 232.42. The strike last trading price was 5.22, which was -2.4 lower than the previous day. The implied volatity was 38.74, the open interest changed by 39 which increased total open position to 597
On 18 Mar ANGELONE was trading at 236.21. The strike last trading price was 7.77, which was 6.38 higher than the previous day. The implied volatity was 39.58, the open interest changed by 124 which increased total open position to 559
On 17 Mar ANGELONE was trading at 216.98. The strike last trading price was 1.36, which was -0.85 lower than the previous day. The implied volatity was 39.82, the open interest changed by 2 which increased total open position to 436
On 16 Mar ANGELONE was trading at 216.63. The strike last trading price was 2.05, which was -0.45 lower than the previous day. The implied volatity was 46.43, the open interest changed by -14 which decreased total open position to 436
On 13 Mar ANGELONE was trading at 215.58. The strike last trading price was 2.72, which was 0.59 higher than the previous day. The implied volatity was 45.65, the open interest changed by -43 which decreased total open position to 453
On 12 Mar ANGELONE was trading at 213.07. The strike last trading price was 2.19, which was -1.01 lower than the previous day. The implied volatity was 45.99, the open interest changed by 18 which increased total open position to 496
On 11 Mar ANGELONE was trading at 218.53. The strike last trading price was 3.14, which was -2.28 lower than the previous day. The implied volatity was 41.75, the open interest changed by 33 which increased total open position to 479
On 10 Mar ANGELONE was trading at 225.31. The strike last trading price was 5.6, which was 1.71 higher than the previous day. The implied volatity was 41.64, the open interest changed by -32 which decreased total open position to 465
On 9 Mar ANGELONE was trading at 218.96. The strike last trading price was 4.02, which was 0.11 higher than the previous day. The implied volatity was 43.13, the open interest changed by 75 which increased total open position to 497
On 6 Mar ANGELONE was trading at 219.56. The strike last trading price was 3.93, which was -1.84 lower than the previous day. The implied volatity was 40.73, the open interest changed by 33 which increased total open position to 418
On 5 Mar ANGELONE was trading at 224.68. The strike last trading price was 5.95, which was 0.29 higher than the previous day. The implied volatity was 40.43, the open interest changed by -5 which decreased total open position to 384
On 4 Mar ANGELONE was trading at 221.75. The strike last trading price was 5.62, which was -1.91 lower than the previous day. The implied volatity was 42.73, the open interest changed by 25 which increased total open position to 389
On 2 Mar ANGELONE was trading at 226.32. The strike last trading price was 7.69, which was -2.46 lower than the previous day. The implied volatity was 42.2, the open interest changed by 85 which increased total open position to 363
On 27 Feb ANGELONE was trading at 233.20. The strike last trading price was 10.1, which was -325.95 lower than the previous day. The implied volatity was 37.52, the open interest changed by 278 which increased total open position to 278
On 26 Feb ANGELONE was trading at 246.50. The strike last trading price was 336.05, 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 235 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.1
Theta: -0.43
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Mar | 241.67 | 2.46 | -6.32 | 45.93 | 1,569 | 153 | 410 |
| 24 Mar | 230.44 | 8.43 | -9.39 | 49.12 | 55 | -12 | 259 |
| 23 Mar | 220.91 | 17.85 | 7.79 | 75.63 | 164 | -45 | 272 |
| 20 Mar | 231.32 | 10.28 | 0.5 | 52.38 | 481 | 28 | 316 |
| 19 Mar | 232.42 | 9.6 | 2.18 | 52.39 | 887 | -39 | 288 |
| 18 Mar | 236.21 | 7.16 | -12.65 | 47.67 | 2,039 | 167 | 341 |
| 17 Mar | 216.98 | 19.81 | -2.63 | 50.35 | 9 | -1 | 175 |
| 16 Mar | 216.63 | 21.76 | 0.34 | - | 61 | -15 | 0 |
| 13 Mar | 215.58 | 21.76 | 0.34 | 56.1 | 61 | -15 | 176 |
| 12 Mar | 213.07 | 21.42 | 3.46 | 27.76 | 27 | -2 | 192 |
| 11 Mar | 218.53 | 17.96 | 4.71 | 41.69 | 14 | 3 | 194 |
| 10 Mar | 225.31 | 12.99 | -6.07 | 40.02 | 55 | -32 | 194 |
| 9 Mar | 218.96 | 18.71 | -0.29 | 47.82 | 20 | -5 | 227 |
| 6 Mar | 219.56 | 19 | 3.56 | 44.37 | 317 | -59 | 232 |
| 5 Mar | 224.68 | 15.44 | -3.03 | 44.18 | 36 | -18 | 292 |
| 4 Mar | 221.75 | 18.62 | 3.18 | 49.78 | 43 | -19 | 310 |
| 2 Mar | 226.32 | 15.32 | 3.52 | 45.95 | 301 | -4 | 325 |
| 27 Feb | 233.20 | 11.95 | 6.05 | 43.94 | 1,637 | 234 | 329 |
| 26 Feb | 246.50 | 6.25 | -41.95 | 38.96 | 286 | 84.1 | 93 |
For Angel One Limited - strike price 235 expiring on 30MAR2026
Delta for 235 PE is -0.29
Historical price for 235 PE is as follows
On 25 Mar ANGELONE was trading at 241.67. The strike last trading price was 2.46, which was -6.32 lower than the previous day. The implied volatity was 45.93, the open interest changed by 153 which increased total open position to 410
On 24 Mar ANGELONE was trading at 230.44. The strike last trading price was 8.43, which was -9.39 lower than the previous day. The implied volatity was 49.12, the open interest changed by -12 which decreased total open position to 259
On 23 Mar ANGELONE was trading at 220.91. The strike last trading price was 17.85, which was 7.79 higher than the previous day. The implied volatity was 75.63, the open interest changed by -45 which decreased total open position to 272
On 20 Mar ANGELONE was trading at 231.32. The strike last trading price was 10.28, which was 0.5 higher than the previous day. The implied volatity was 52.38, the open interest changed by 28 which increased total open position to 316
On 19 Mar ANGELONE was trading at 232.42. The strike last trading price was 9.6, which was 2.18 higher than the previous day. The implied volatity was 52.39, the open interest changed by -39 which decreased total open position to 288
On 18 Mar ANGELONE was trading at 236.21. The strike last trading price was 7.16, which was -12.65 lower than the previous day. The implied volatity was 47.67, the open interest changed by 167 which increased total open position to 341
On 17 Mar ANGELONE was trading at 216.98. The strike last trading price was 19.81, which was -2.63 lower than the previous day. The implied volatity was 50.35, the open interest changed by -1 which decreased total open position to 175
On 16 Mar ANGELONE was trading at 216.63. The strike last trading price was 21.76, which was 0.34 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 0
On 13 Mar ANGELONE was trading at 215.58. The strike last trading price was 21.76, which was 0.34 higher than the previous day. The implied volatity was 56.1, the open interest changed by -15 which decreased total open position to 176
On 12 Mar ANGELONE was trading at 213.07. The strike last trading price was 21.42, which was 3.46 higher than the previous day. The implied volatity was 27.76, the open interest changed by -2 which decreased total open position to 192
On 11 Mar ANGELONE was trading at 218.53. The strike last trading price was 17.96, which was 4.71 higher than the previous day. The implied volatity was 41.69, the open interest changed by 3 which increased total open position to 194
On 10 Mar ANGELONE was trading at 225.31. The strike last trading price was 12.99, which was -6.07 lower than the previous day. The implied volatity was 40.02, the open interest changed by -32 which decreased total open position to 194
On 9 Mar ANGELONE was trading at 218.96. The strike last trading price was 18.71, which was -0.29 lower than the previous day. The implied volatity was 47.82, the open interest changed by -5 which decreased total open position to 227
On 6 Mar ANGELONE was trading at 219.56. The strike last trading price was 19, which was 3.56 higher than the previous day. The implied volatity was 44.37, the open interest changed by -59 which decreased total open position to 232
On 5 Mar ANGELONE was trading at 224.68. The strike last trading price was 15.44, which was -3.03 lower than the previous day. The implied volatity was 44.18, the open interest changed by -18 which decreased total open position to 292
On 4 Mar ANGELONE was trading at 221.75. The strike last trading price was 18.62, which was 3.18 higher than the previous day. The implied volatity was 49.78, the open interest changed by -19 which decreased total open position to 310
On 2 Mar ANGELONE was trading at 226.32. The strike last trading price was 15.32, which was 3.52 higher than the previous day. The implied volatity was 45.95, the open interest changed by -4 which decreased total open position to 325
On 27 Feb ANGELONE was trading at 233.20. The strike last trading price was 11.95, which was 6.05 higher than the previous day. The implied volatity was 43.94, the open interest changed by 234 which increased total open position to 329
On 26 Feb ANGELONE was trading at 246.50. The strike last trading price was 6.25, which was -41.95 lower than the previous day. The implied volatity was 38.96, the open interest changed by 84 which increased total open position to 93
