ANGELONE
Angel One Limited
Historical option data for ANGELONE
30 Mar 2026 04:13 PM IST
| ANGELONE 28-Apr-2026 (28d) 240 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.25
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 227.53 | 8.59 | -3.16 | 48.6 | 445 | 49 | 286 | |||||||||
| 27 Mar | 235.27 | 11.25 | -2.8 | 44.61 | 418 | 87 | 241 | |||||||||
| 25 Mar | 241.67 | 14.34 | 4.92 | 42.88 | 527 | -65 | 149 | |||||||||
| 24 Mar | 230.44 | 9.34 | 2.35 | 44.44 | 149 | 7 | 215 | |||||||||
| 23 Mar | 220.91 | 6.9 | -3.1 | 47.66 | 172 | 71 | 209 | |||||||||
| 20 Mar | 231.32 | 10 | -0.2 | 43.7 | 39 | 6 | 138 | |||||||||
| 19 Mar | 232.42 | 10.22 | -1.92 | 40.96 | 92 | 4 | 131 | |||||||||
| 18 Mar | 236.21 | 12 | 7.25 | 39.68 | 282 | -10 | 129 | |||||||||
| 17 Mar | 216.98 | 4.75 | -1.13 | 40.25 | 37 | 1 | 140 | |||||||||
| 16 Mar | 216.63 | 6 | 0.45 | 46 | 92 | 26 | 140 | |||||||||
| 13 Mar | 215.58 | 5.55 | 0.23 | 41.78 | 33 | -2 | 114 | |||||||||
| 12 Mar | 213.07 | 5.32 | -1.27 | 44.36 | 51 | 23 | 115 | |||||||||
| 11 Mar | 218.53 | 6.68 | -1.99 | 42.01 | 42 | 20 | 91 | |||||||||
| 10 Mar | 225.31 | 8.75 | 2.66 | 39.23 | 39 | 11 | 71 | |||||||||
| 9 Mar | 218.96 | 6.09 | -1.23 | 38.04 | 16 | 9 | 60 | |||||||||
| 6 Mar | 219.56 | 7.15 | -2.35 | 41.06 | 20 | 15 | 49 | |||||||||
| 5 Mar | 224.68 | 9.5 | 0.62 | 41.37 | 9 | 2 | 34 | |||||||||
| 4 Mar | 221.75 | 8.88 | -1.2 | 42.43 | 20 | 15 | 32 | |||||||||
| 2 Mar | 226.32 | 10.08 | -1.82 | 39.65 | 20 | 13 | 16 | |||||||||
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| 27 Feb | 233.20 | 11.9 | -343.55 | 35.45 | 3 | 2 | 2 | |||||||||
| 26 Feb | 246.50 | 355.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 240 expiring on 28APR2026
Delta for 240 CE is 0.41
Historical price for 240 CE is as follows
On 30 Mar ANGELONE was trading at 227.53. The strike last trading price was 8.59, which was -3.16 lower than the previous day. The implied volatity was 48.6, the open interest changed by 49 which increased total open position to 286
On 27 Mar ANGELONE was trading at 235.27. The strike last trading price was 11.25, which was -2.8 lower than the previous day. The implied volatity was 44.61, the open interest changed by 87 which increased total open position to 241
On 25 Mar ANGELONE was trading at 241.67. The strike last trading price was 14.34, which was 4.92 higher than the previous day. The implied volatity was 42.88, the open interest changed by -65 which decreased total open position to 149
On 24 Mar ANGELONE was trading at 230.44. The strike last trading price was 9.34, which was 2.35 higher than the previous day. The implied volatity was 44.44, the open interest changed by 7 which increased total open position to 215
On 23 Mar ANGELONE was trading at 220.91. The strike last trading price was 6.9, which was -3.1 lower than the previous day. The implied volatity was 47.66, the open interest changed by 71 which increased total open position to 209
On 20 Mar ANGELONE was trading at 231.32. The strike last trading price was 10, which was -0.2 lower than the previous day. The implied volatity was 43.7, the open interest changed by 6 which increased total open position to 138
On 19 Mar ANGELONE was trading at 232.42. The strike last trading price was 10.22, which was -1.92 lower than the previous day. The implied volatity was 40.96, the open interest changed by 4 which increased total open position to 131
On 18 Mar ANGELONE was trading at 236.21. The strike last trading price was 12, which was 7.25 higher than the previous day. The implied volatity was 39.68, the open interest changed by -10 which decreased total open position to 129
On 17 Mar ANGELONE was trading at 216.98. The strike last trading price was 4.75, which was -1.13 lower than the previous day. The implied volatity was 40.25, the open interest changed by 1 which increased total open position to 140
On 16 Mar ANGELONE was trading at 216.63. The strike last trading price was 6, which was 0.45 higher than the previous day. The implied volatity was 46, the open interest changed by 26 which increased total open position to 140
On 13 Mar ANGELONE was trading at 215.58. The strike last trading price was 5.55, which was 0.23 higher than the previous day. The implied volatity was 41.78, the open interest changed by -2 which decreased total open position to 114
On 12 Mar ANGELONE was trading at 213.07. The strike last trading price was 5.32, which was -1.27 lower than the previous day. The implied volatity was 44.36, the open interest changed by 23 which increased total open position to 115
On 11 Mar ANGELONE was trading at 218.53. The strike last trading price was 6.68, which was -1.99 lower than the previous day. The implied volatity was 42.01, the open interest changed by 20 which increased total open position to 91
On 10 Mar ANGELONE was trading at 225.31. The strike last trading price was 8.75, which was 2.66 higher than the previous day. The implied volatity was 39.23, the open interest changed by 11 which increased total open position to 71
On 9 Mar ANGELONE was trading at 218.96. The strike last trading price was 6.09, which was -1.23 lower than the previous day. The implied volatity was 38.04, the open interest changed by 9 which increased total open position to 60
On 6 Mar ANGELONE was trading at 219.56. The strike last trading price was 7.15, which was -2.35 lower than the previous day. The implied volatity was 41.06, the open interest changed by 15 which increased total open position to 49
On 5 Mar ANGELONE was trading at 224.68. The strike last trading price was 9.5, which was 0.62 higher than the previous day. The implied volatity was 41.37, the open interest changed by 2 which increased total open position to 34
On 4 Mar ANGELONE was trading at 221.75. The strike last trading price was 8.88, which was -1.2 lower than the previous day. The implied volatity was 42.43, the open interest changed by 15 which increased total open position to 32
On 2 Mar ANGELONE was trading at 226.32. The strike last trading price was 10.08, which was -1.82 lower than the previous day. The implied volatity was 39.65, the open interest changed by 13 which increased total open position to 16
On 27 Feb ANGELONE was trading at 233.20. The strike last trading price was 11.9, which was -343.55 lower than the previous day. The implied volatity was 35.45, the open interest changed by 2 which increased total open position to 2
On 26 Feb ANGELONE was trading at 246.50. The strike last trading price was 355.45, 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 28-Apr-2026 (28d) 240 PE | |||||||
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Delta: -0.56
Vega: 0.25
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 227.53 | 20.76 | 4.9 | 59.56 | 82 | 31 | 129 |
| 27 Mar | 235.27 | 16.79 | 3.14 | 55.53 | 239 | 30 | 98 |
| 25 Mar | 241.67 | 13.49 | -6.66 | 52.13 | 122 | 24 | 56 |
| 24 Mar | 230.44 | 20.15 | -7.1 | 55.46 | 56 | -5 | 31 |
| 23 Mar | 220.91 | 27.25 | 8.67 | 61.49 | 33 | 2 | 22 |
| 20 Mar | 231.32 | 18.58 | -0.22 | 48.17 | 2 | 0 | 20 |
| 19 Mar | 232.42 | 18.8 | 2.6 | 51.74 | 9 | 3 | 19 |
| 18 Mar | 236.21 | 16.2 | -8.2 | 49.44 | 25 | 8 | 16 |
| 17 Mar | 216.98 | 24.4 | -1.85 | - | 0 | 0 | 8 |
| 16 Mar | 216.63 | 24.4 | -1.85 | - | 0 | 0 | 0 |
| 13 Mar | 215.58 | 24.4 | -1.85 | - | 0 | 0 | 0 |
| 12 Mar | 213.07 | 24.4 | -1.85 | - | 0 | 0 | 8 |
| 11 Mar | 218.53 | 24.4 | -1.85 | - | 0 | 0 | 8 |
| 10 Mar | 225.31 | 24.4 | -1.85 | 55.64 | 1 | 0 | 8 |
| 9 Mar | 218.96 | 26.25 | 4.25 | - | 0 | 0 | 8 |
| 6 Mar | 219.56 | 26.25 | 4.25 | 45.9 | 4 | 3 | 7 |
| 5 Mar | 224.68 | 22 | -1.25 | 43.68 | 1 | 0 | 4 |
| 4 Mar | 221.75 | 23.25 | 6.1 | - | 2 | 0 | 4 |
| 2 Mar | 226.32 | 23.25 | 6.1 | 49.19 | 2 | 0 | 6 |
| 27 Feb | 233.20 | 17.15 | 3.35 | 40.93 | 3 | 1 | 6 |
| 26 Feb | 246.50 | 13.8 | -161.8 | 45.18 | 25 | 4 | 4 |
For Angel One Limited - strike price 240 expiring on 28APR2026
Delta for 240 PE is -0.56
Historical price for 240 PE is as follows
On 30 Mar ANGELONE was trading at 227.53. The strike last trading price was 20.76, which was 4.9 higher than the previous day. The implied volatity was 59.56, the open interest changed by 31 which increased total open position to 129
On 27 Mar ANGELONE was trading at 235.27. The strike last trading price was 16.79, which was 3.14 higher than the previous day. The implied volatity was 55.53, the open interest changed by 30 which increased total open position to 98
On 25 Mar ANGELONE was trading at 241.67. The strike last trading price was 13.49, which was -6.66 lower than the previous day. The implied volatity was 52.13, the open interest changed by 24 which increased total open position to 56
On 24 Mar ANGELONE was trading at 230.44. The strike last trading price was 20.15, which was -7.1 lower than the previous day. The implied volatity was 55.46, the open interest changed by -5 which decreased total open position to 31
On 23 Mar ANGELONE was trading at 220.91. The strike last trading price was 27.25, which was 8.67 higher than the previous day. The implied volatity was 61.49, the open interest changed by 2 which increased total open position to 22
On 20 Mar ANGELONE was trading at 231.32. The strike last trading price was 18.58, which was -0.22 lower than the previous day. The implied volatity was 48.17, the open interest changed by 0 which decreased total open position to 20
On 19 Mar ANGELONE was trading at 232.42. The strike last trading price was 18.8, which was 2.6 higher than the previous day. The implied volatity was 51.74, the open interest changed by 3 which increased total open position to 19
On 18 Mar ANGELONE was trading at 236.21. The strike last trading price was 16.2, which was -8.2 lower than the previous day. The implied volatity was 49.44, the open interest changed by 8 which increased total open position to 16
On 17 Mar ANGELONE was trading at 216.98. The strike last trading price was 24.4, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Mar ANGELONE was trading at 216.63. The strike last trading price was 24.4, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ANGELONE was trading at 215.58. The strike last trading price was 24.4, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ANGELONE was trading at 213.07. The strike last trading price was 24.4, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Mar ANGELONE was trading at 218.53. The strike last trading price was 24.4, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Mar ANGELONE was trading at 225.31. The strike last trading price was 24.4, which was -1.85 lower than the previous day. The implied volatity was 55.64, the open interest changed by 0 which decreased total open position to 8
On 9 Mar ANGELONE was trading at 218.96. The strike last trading price was 26.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Mar ANGELONE was trading at 219.56. The strike last trading price was 26.25, which was 4.25 higher than the previous day. The implied volatity was 45.9, the open interest changed by 3 which increased total open position to 7
On 5 Mar ANGELONE was trading at 224.68. The strike last trading price was 22, which was -1.25 lower than the previous day. The implied volatity was 43.68, the open interest changed by 0 which decreased total open position to 4
On 4 Mar ANGELONE was trading at 221.75. The strike last trading price was 23.25, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Mar ANGELONE was trading at 226.32. The strike last trading price was 23.25, which was 6.1 higher than the previous day. The implied volatity was 49.19, the open interest changed by 0 which decreased total open position to 6
On 27 Feb ANGELONE was trading at 233.20. The strike last trading price was 17.15, which was 3.35 higher than the previous day. The implied volatity was 40.93, the open interest changed by 1 which increased total open position to 6
On 26 Feb ANGELONE was trading at 246.50. The strike last trading price was 13.8, which was -161.8 lower than the previous day. The implied volatity was 45.18, the open interest changed by 4 which increased total open position to 4
