ANGELONE
Angel One Limited
Historical option data for ANGELONE
11 Apr 2025 04:14 PM IST
| ANGELONE 24APR2025 2350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 1.62
Theta: -3.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 2265.00 | 55.45 | -1.55 | 52.54 | 404 | 45 | 241 | |||
| 9 Apr | 2228.40 | 55.8 | -0.95 | 55.45 | 175 | -41 | 196 | |||
| 8 Apr | 2225.70 | 59.3 | 16.65 | 54.54 | 750 | -44 | 238 | |||
| 7 Apr | 2130.45 | 45.9 | -13.35 | 59.82 | 673 | -4 | 284 | |||
| 4 Apr | 2285.40 | 59.55 | -80.8 | 39.59 | 1,550 | 135 | 287 | |||
| 3 Apr | 2461.65 | 135.85 | 36 | 16.31 | 1,106 | 23 | 154 | |||
| 2 Apr | 2354.40 | 101.95 | 21.55 | 40.11 | 496 | -8 | 130 | |||
| 1 Apr | 2317.95 | 83.45 | 11.25 | 38.58 | 633 | 31 | 139 | |||
| 28 Mar | 2313.20 | 68.95 | -80.1 | 32.07 | 554 | 108 | 108 | |||
For Angel One Limited - strike price 2350 expiring on 24APR2025
Delta for 2350 CE is 0.38
Historical price for 2350 CE is as follows
On 11 Apr ANGELONE was trading at 2265.00. The strike last trading price was 55.45, which was -1.55 lower than the previous day. The implied volatity was 52.54, the open interest changed by 45 which increased total open position to 241
On 9 Apr ANGELONE was trading at 2228.40. The strike last trading price was 55.8, which was -0.95 lower than the previous day. The implied volatity was 55.45, the open interest changed by -41 which decreased total open position to 196
On 8 Apr ANGELONE was trading at 2225.70. The strike last trading price was 59.3, which was 16.65 higher than the previous day. The implied volatity was 54.54, the open interest changed by -44 which decreased total open position to 238
On 7 Apr ANGELONE was trading at 2130.45. The strike last trading price was 45.9, which was -13.35 lower than the previous day. The implied volatity was 59.82, the open interest changed by -4 which decreased total open position to 284
On 4 Apr ANGELONE was trading at 2285.40. The strike last trading price was 59.55, which was -80.8 lower than the previous day. The implied volatity was 39.59, the open interest changed by 135 which increased total open position to 287
On 3 Apr ANGELONE was trading at 2461.65. The strike last trading price was 135.85, which was 36 higher than the previous day. The implied volatity was 16.31, the open interest changed by 23 which increased total open position to 154
On 2 Apr ANGELONE was trading at 2354.40. The strike last trading price was 101.95, which was 21.55 higher than the previous day. The implied volatity was 40.11, the open interest changed by -8 which decreased total open position to 130
On 1 Apr ANGELONE was trading at 2317.95. The strike last trading price was 83.45, which was 11.25 higher than the previous day. The implied volatity was 38.58, the open interest changed by 31 which increased total open position to 139
On 28 Mar ANGELONE was trading at 2313.20. The strike last trading price was 68.95, which was -80.1 lower than the previous day. The implied volatity was 32.07, the open interest changed by 108 which increased total open position to 108
| ANGELONE 24APR2025 2350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 1.67
Theta: -4.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 2265.00 | 172.2 | -25.5 | 73.08 | 172 | -10 | 148 |
| 9 Apr | 2228.40 | 202.75 | 10.5 | 75.53 | 31 | 5 | 157 |
| 8 Apr | 2225.70 | 192.1 | -77.15 | 69.16 | 79 | 14 | 162 |
| 7 Apr | 2130.45 | 265.3 | 77.55 | 80.65 | 55 | 1 | 147 |
| 4 Apr | 2285.40 | 179.3 | 77.2 | 69.06 | 657 | -36 | 147 |
| 3 Apr | 2461.65 | 103 | -35.6 | 69.96 | 930 | 132 | 183 |
| 2 Apr | 2354.40 | 139.45 | -34 | 64.84 | 184 | 13 | 52 |
| 1 Apr | 2317.95 | 171 | -52.95 | 70.54 | 74 | 12 | 39 |
| 28 Mar | 2313.20 | 223.95 | 56 | 84.13 | 69 | 27 | 27 |
For Angel One Limited - strike price 2350 expiring on 24APR2025
Delta for 2350 PE is -0.58
Historical price for 2350 PE is as follows
On 11 Apr ANGELONE was trading at 2265.00. The strike last trading price was 172.2, which was -25.5 lower than the previous day. The implied volatity was 73.08, the open interest changed by -10 which decreased total open position to 148
On 9 Apr ANGELONE was trading at 2228.40. The strike last trading price was 202.75, which was 10.5 higher than the previous day. The implied volatity was 75.53, the open interest changed by 5 which increased total open position to 157
On 8 Apr ANGELONE was trading at 2225.70. The strike last trading price was 192.1, which was -77.15 lower than the previous day. The implied volatity was 69.16, the open interest changed by 14 which increased total open position to 162
On 7 Apr ANGELONE was trading at 2130.45. The strike last trading price was 265.3, which was 77.55 higher than the previous day. The implied volatity was 80.65, the open interest changed by 1 which increased total open position to 147
On 4 Apr ANGELONE was trading at 2285.40. The strike last trading price was 179.3, which was 77.2 higher than the previous day. The implied volatity was 69.06, the open interest changed by -36 which decreased total open position to 147
On 3 Apr ANGELONE was trading at 2461.65. The strike last trading price was 103, which was -35.6 lower than the previous day. The implied volatity was 69.96, the open interest changed by 132 which increased total open position to 183
On 2 Apr ANGELONE was trading at 2354.40. The strike last trading price was 139.45, which was -34 lower than the previous day. The implied volatity was 64.84, the open interest changed by 13 which increased total open position to 52
On 1 Apr ANGELONE was trading at 2317.95. The strike last trading price was 171, which was -52.95 lower than the previous day. The implied volatity was 70.54, the open interest changed by 12 which increased total open position to 39
On 28 Mar ANGELONE was trading at 2313.20. The strike last trading price was 223.95, which was 56 higher than the previous day. The implied volatity was 84.13, the open interest changed by 27 which increased total open position to 27
