ANGELONE
Angel One Limited
Historical option data for ANGELONE
09 Jan 2026 04:13 PM IST
| ANGELONE 27-JAN-2026 2400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 2.03
Theta: -2.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 2333.50 | 57.5 | -37.15 | 37.62 | 3,679 | 581 | 1,227 | |||||||||
| 8 Jan | 2412.60 | 94 | -38.3 | 38.95 | 2,142 | 74 | 647 | |||||||||
| 7 Jan | 2470.60 | 130.5 | 28.55 | 35.68 | 2,236 | -313 | 576 | |||||||||
| 6 Jan | 2411.30 | 98.95 | 4.15 | 38.46 | 2,894 | 72 | 893 | |||||||||
| 5 Jan | 2402.00 | 93 | 3.1 | 36.07 | 3,546 | -231 | 821 | |||||||||
| 2 Jan | 2387.90 | 90.2 | 11.7 | 34.06 | 4,281 | 186 | 1,054 | |||||||||
| 1 Jan | 2362.80 | 82 | 9.85 | 34.72 | 1,604 | 68 | 877 | |||||||||
| 31 Dec | 2344.00 | 71 | -9.35 | 36.24 | 3,095 | 384 | 808 | |||||||||
| 30 Dec | 2347.10 | 86.55 | -9.5 | 35.35 | 1,941 | 288 | 453 | |||||||||
| 29 Dec | 2410.20 | 94.65 | -23.45 | 30.45 | 434 | 94 | 162 | |||||||||
| 26 Dec | 2495.80 | 117.65 | -50.15 | 11.35 | 82 | 55 | 69 | |||||||||
| 24 Dec | 2523.80 | 167.8 | -16.2 | 24.25 | 6 | 4 | 14 | |||||||||
| 23 Dec | 2557.10 | 184 | 18.75 | 23.92 | 2 | 0 | 11 | |||||||||
| 22 Dec | 2581.60 | 165.25 | 37.25 | - | 1 | 0 | 11 | |||||||||
| 19 Dec | 2518.10 | 128 | -10.85 | - | 6 | 2 | 10 | |||||||||
| 18 Dec | 2479.10 | 138.85 | -71.15 | 24.39 | 5 | 3 | 8 | |||||||||
| 17 Dec | 2504.60 | 210 | -50 | - | 0 | 0 | 5 | |||||||||
| 16 Dec | 2532.40 | 210 | -50 | - | 0 | 0 | 5 | |||||||||
| 15 Dec | 2582.50 | 210 | -50 | - | 0 | 0 | 0 | |||||||||
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| 12 Dec | 2595.30 | 210 | -50 | - | 0 | 0 | 5 | |||||||||
| 11 Dec | 2577.40 | 210 | -50 | - | 0 | 0 | 5 | |||||||||
| 10 Dec | 2478.30 | 210 | -50 | - | 0 | 0 | 5 | |||||||||
| 9 Dec | 2533.50 | 210 | -50 | - | 0 | 1 | 0 | |||||||||
| 8 Dec | 2542.60 | 210 | -50 | 28.48 | 4 | 0 | 4 | |||||||||
| 5 Dec | 2641.70 | 260 | -74 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2625.00 | 260 | -74 | - | 0 | 1 | 0 | |||||||||
| 3 Dec | 2670.20 | 260 | -74 | - | 1 | 0 | 3 | |||||||||
| 2 Dec | 2814.20 | 334 | -26.85 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2763.40 | 334 | -26.85 | - | 0 | 3 | 0 | |||||||||
| 28 Nov | 2703.80 | 334 | -26.85 | - | 3 | 0 | 0 | |||||||||
| 27 Nov | 2764.20 | 360.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2749.50 | 360.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 2687.70 | 360.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 2713.50 | 360.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 2641.40 | 360.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2616.40 | 360.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 2492.40 | 360.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 2513.10 | 360.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2400 expiring on 27JAN2026
Delta for 2400 CE is 0.42
Historical price for 2400 CE is as follows
On 9 Jan ANGELONE was trading at 2333.50. The strike last trading price was 57.5, which was -37.15 lower than the previous day. The implied volatity was 37.62, the open interest changed by 581 which increased total open position to 1227
On 8 Jan ANGELONE was trading at 2412.60. The strike last trading price was 94, which was -38.3 lower than the previous day. The implied volatity was 38.95, the open interest changed by 74 which increased total open position to 647
On 7 Jan ANGELONE was trading at 2470.60. The strike last trading price was 130.5, which was 28.55 higher than the previous day. The implied volatity was 35.68, the open interest changed by -313 which decreased total open position to 576
On 6 Jan ANGELONE was trading at 2411.30. The strike last trading price was 98.95, which was 4.15 higher than the previous day. The implied volatity was 38.46, the open interest changed by 72 which increased total open position to 893
On 5 Jan ANGELONE was trading at 2402.00. The strike last trading price was 93, which was 3.1 higher than the previous day. The implied volatity was 36.07, the open interest changed by -231 which decreased total open position to 821
On 2 Jan ANGELONE was trading at 2387.90. The strike last trading price was 90.2, which was 11.7 higher than the previous day. The implied volatity was 34.06, the open interest changed by 186 which increased total open position to 1054
On 1 Jan ANGELONE was trading at 2362.80. The strike last trading price was 82, which was 9.85 higher than the previous day. The implied volatity was 34.72, the open interest changed by 68 which increased total open position to 877
On 31 Dec ANGELONE was trading at 2344.00. The strike last trading price was 71, which was -9.35 lower than the previous day. The implied volatity was 36.24, the open interest changed by 384 which increased total open position to 808
On 30 Dec ANGELONE was trading at 2347.10. The strike last trading price was 86.55, which was -9.5 lower than the previous day. The implied volatity was 35.35, the open interest changed by 288 which increased total open position to 453
On 29 Dec ANGELONE was trading at 2410.20. The strike last trading price was 94.65, which was -23.45 lower than the previous day. The implied volatity was 30.45, the open interest changed by 94 which increased total open position to 162
On 26 Dec ANGELONE was trading at 2495.80. The strike last trading price was 117.65, which was -50.15 lower than the previous day. The implied volatity was 11.35, the open interest changed by 55 which increased total open position to 69
On 24 Dec ANGELONE was trading at 2523.80. The strike last trading price was 167.8, which was -16.2 lower than the previous day. The implied volatity was 24.25, the open interest changed by 4 which increased total open position to 14
On 23 Dec ANGELONE was trading at 2557.10. The strike last trading price was 184, which was 18.75 higher than the previous day. The implied volatity was 23.92, the open interest changed by 0 which decreased total open position to 11
On 22 Dec ANGELONE was trading at 2581.60. The strike last trading price was 165.25, which was 37.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 19 Dec ANGELONE was trading at 2518.10. The strike last trading price was 128, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 18 Dec ANGELONE was trading at 2479.10. The strike last trading price was 138.85, which was -71.15 lower than the previous day. The implied volatity was 24.39, the open interest changed by 3 which increased total open position to 8
On 17 Dec ANGELONE was trading at 2504.60. The strike last trading price was 210, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Dec ANGELONE was trading at 2532.40. The strike last trading price was 210, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Dec ANGELONE was trading at 2582.50. The strike last trading price was 210, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ANGELONE was trading at 2595.30. The strike last trading price was 210, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec ANGELONE was trading at 2577.40. The strike last trading price was 210, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Dec ANGELONE was trading at 2478.30. The strike last trading price was 210, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Dec ANGELONE was trading at 2533.50. The strike last trading price was 210, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Dec ANGELONE was trading at 2542.60. The strike last trading price was 210, which was -50 lower than the previous day. The implied volatity was 28.48, the open interest changed by 0 which decreased total open position to 4
On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 260, which was -74 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 260, which was -74 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 260, which was -74 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Dec ANGELONE was trading at 2814.20. The strike last trading price was 334, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ANGELONE was trading at 2763.40. The strike last trading price was 334, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 28 Nov ANGELONE was trading at 2703.80. The strike last trading price was 334, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ANGELONE was trading at 2764.20. The strike last trading price was 360.85, 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 Nov ANGELONE was trading at 2749.50. The strike last trading price was 360.85, 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 25 Nov ANGELONE was trading at 2687.70. The strike last trading price was 360.85, 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 13 Nov ANGELONE was trading at 2713.50. The strike last trading price was 360.85, 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 11 Nov ANGELONE was trading at 2641.40. The strike last trading price was 360.85, 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 7 Nov ANGELONE was trading at 2616.40. The strike last trading price was 360.85, 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 31 Oct ANGELONE was trading at 2492.40. The strike last trading price was 360.85, 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 30 Oct ANGELONE was trading at 2513.10. The strike last trading price was 360.85, 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 27JAN2026 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 2.06
Theta: -2.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 2333.50 | 126.55 | 34.9 | 48.39 | 1,430 | -62 | 858 |
| 8 Jan | 2412.60 | 91.85 | 27.3 | 46.05 | 2,863 | -121 | 927 |
| 7 Jan | 2470.60 | 65.1 | -20.25 | 45.01 | 2,158 | 265 | 1,045 |
| 6 Jan | 2411.30 | 86.65 | -0.5 | 42.17 | 1,203 | -1 | 785 |
| 5 Jan | 2402.00 | 87.55 | -6.55 | 40.77 | 1,154 | 59 | 778 |
| 2 Jan | 2387.90 | 93.15 | -16.7 | 39.41 | 801 | 56 | 720 |
| 1 Jan | 2362.80 | 107.35 | -14.85 | 40.03 | 356 | 52 | 663 |
| 31 Dec | 2344.00 | 122.3 | 2.85 | 37.87 | 606 | 59 | 612 |
| 30 Dec | 2347.10 | 111.05 | -2.25 | 39.87 | 1,560 | 168 | 562 |
| 29 Dec | 2410.20 | 116 | 27.85 | 47.52 | 1,213 | 125 | 394 |
| 26 Dec | 2495.80 | 88.7 | 22.1 | 48.19 | 195 | 75 | 271 |
| 24 Dec | 2523.80 | 66.95 | 5.45 | 42.56 | 84 | 52 | 196 |
| 23 Dec | 2557.10 | 63 | 11.2 | 42.64 | 88 | 33 | 144 |
| 22 Dec | 2581.60 | 53.25 | -28.45 | 41.68 | 103 | -3 | 106 |
| 19 Dec | 2518.10 | 81.7 | -21.3 | 44.48 | 51 | 1 | 110 |
| 18 Dec | 2479.10 | 103 | 2.85 | 46.31 | 15 | 4 | 109 |
| 17 Dec | 2504.60 | 100 | 8 | 47.82 | 23 | 16 | 102 |
| 16 Dec | 2532.40 | 92 | 13 | 47.62 | 5 | 2 | 85 |
| 15 Dec | 2582.50 | 79 | 8.8 | 47.76 | 8 | 6 | 82 |
| 12 Dec | 2595.30 | 69.9 | -7.65 | 44.54 | 12 | 2 | 77 |
| 11 Dec | 2577.40 | 77.55 | -44 | 45.02 | 24 | 2 | 76 |
| 10 Dec | 2478.30 | 122.6 | 29.8 | 49.10 | 19 | 16 | 74 |
| 9 Dec | 2533.50 | 92.8 | -9.2 | 44.76 | 14 | 11 | 57 |
| 8 Dec | 2542.60 | 102 | 40 | 48.06 | 15 | 2 | 44 |
| 5 Dec | 2641.70 | 62 | -13 | 43.86 | 5 | 0 | 42 |
| 4 Dec | 2625.00 | 75 | 4.25 | 45.84 | 30 | 5 | 42 |
| 3 Dec | 2670.20 | 74.5 | 35.9 | 48.00 | 28 | 14 | 38 |
| 2 Dec | 2814.20 | 38.6 | -6.4 | 44.58 | 4 | 1 | 23 |
| 1 Dec | 2763.40 | 45 | -8.9 | 43.74 | 7 | 4 | 22 |
| 28 Nov | 2703.80 | 53.9 | 1.25 | 42.87 | 18 | 9 | 18 |
| 27 Nov | 2764.20 | 52.65 | 2.35 | 45.41 | 9 | -1 | 9 |
| 26 Nov | 2749.50 | 50.5 | -17.5 | 43.77 | 15 | 5 | 8 |
| 25 Nov | 2687.70 | 68 | -118.65 | 46.06 | 3 | 2 | 2 |
| 13 Nov | 2713.50 | 186.65 | 0 | 7.86 | 0 | 0 | 0 |
| 11 Nov | 2641.40 | 186.65 | 0 | 6.40 | 0 | 0 | 0 |
| 7 Nov | 2616.40 | 186.65 | 0 | 5.72 | 0 | 0 | 0 |
| 31 Oct | 2492.40 | 186.65 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 2513.10 | 186.65 | 0 | - | 0 | 0 | 0 |
For Angel One Limited - strike price 2400 expiring on 27JAN2026
Delta for 2400 PE is -0.55
Historical price for 2400 PE is as follows
On 9 Jan ANGELONE was trading at 2333.50. The strike last trading price was 126.55, which was 34.9 higher than the previous day. The implied volatity was 48.39, the open interest changed by -62 which decreased total open position to 858
On 8 Jan ANGELONE was trading at 2412.60. The strike last trading price was 91.85, which was 27.3 higher than the previous day. The implied volatity was 46.05, the open interest changed by -121 which decreased total open position to 927
On 7 Jan ANGELONE was trading at 2470.60. The strike last trading price was 65.1, which was -20.25 lower than the previous day. The implied volatity was 45.01, the open interest changed by 265 which increased total open position to 1045
On 6 Jan ANGELONE was trading at 2411.30. The strike last trading price was 86.65, which was -0.5 lower than the previous day. The implied volatity was 42.17, the open interest changed by -1 which decreased total open position to 785
On 5 Jan ANGELONE was trading at 2402.00. The strike last trading price was 87.55, which was -6.55 lower than the previous day. The implied volatity was 40.77, the open interest changed by 59 which increased total open position to 778
On 2 Jan ANGELONE was trading at 2387.90. The strike last trading price was 93.15, which was -16.7 lower than the previous day. The implied volatity was 39.41, the open interest changed by 56 which increased total open position to 720
On 1 Jan ANGELONE was trading at 2362.80. The strike last trading price was 107.35, which was -14.85 lower than the previous day. The implied volatity was 40.03, the open interest changed by 52 which increased total open position to 663
On 31 Dec ANGELONE was trading at 2344.00. The strike last trading price was 122.3, which was 2.85 higher than the previous day. The implied volatity was 37.87, the open interest changed by 59 which increased total open position to 612
On 30 Dec ANGELONE was trading at 2347.10. The strike last trading price was 111.05, which was -2.25 lower than the previous day. The implied volatity was 39.87, the open interest changed by 168 which increased total open position to 562
On 29 Dec ANGELONE was trading at 2410.20. The strike last trading price was 116, which was 27.85 higher than the previous day. The implied volatity was 47.52, the open interest changed by 125 which increased total open position to 394
On 26 Dec ANGELONE was trading at 2495.80. The strike last trading price was 88.7, which was 22.1 higher than the previous day. The implied volatity was 48.19, the open interest changed by 75 which increased total open position to 271
On 24 Dec ANGELONE was trading at 2523.80. The strike last trading price was 66.95, which was 5.45 higher than the previous day. The implied volatity was 42.56, the open interest changed by 52 which increased total open position to 196
On 23 Dec ANGELONE was trading at 2557.10. The strike last trading price was 63, which was 11.2 higher than the previous day. The implied volatity was 42.64, the open interest changed by 33 which increased total open position to 144
On 22 Dec ANGELONE was trading at 2581.60. The strike last trading price was 53.25, which was -28.45 lower than the previous day. The implied volatity was 41.68, the open interest changed by -3 which decreased total open position to 106
On 19 Dec ANGELONE was trading at 2518.10. The strike last trading price was 81.7, which was -21.3 lower than the previous day. The implied volatity was 44.48, the open interest changed by 1 which increased total open position to 110
On 18 Dec ANGELONE was trading at 2479.10. The strike last trading price was 103, which was 2.85 higher than the previous day. The implied volatity was 46.31, the open interest changed by 4 which increased total open position to 109
On 17 Dec ANGELONE was trading at 2504.60. The strike last trading price was 100, which was 8 higher than the previous day. The implied volatity was 47.82, the open interest changed by 16 which increased total open position to 102
On 16 Dec ANGELONE was trading at 2532.40. The strike last trading price was 92, which was 13 higher than the previous day. The implied volatity was 47.62, the open interest changed by 2 which increased total open position to 85
On 15 Dec ANGELONE was trading at 2582.50. The strike last trading price was 79, which was 8.8 higher than the previous day. The implied volatity was 47.76, the open interest changed by 6 which increased total open position to 82
On 12 Dec ANGELONE was trading at 2595.30. The strike last trading price was 69.9, which was -7.65 lower than the previous day. The implied volatity was 44.54, the open interest changed by 2 which increased total open position to 77
On 11 Dec ANGELONE was trading at 2577.40. The strike last trading price was 77.55, which was -44 lower than the previous day. The implied volatity was 45.02, the open interest changed by 2 which increased total open position to 76
On 10 Dec ANGELONE was trading at 2478.30. The strike last trading price was 122.6, which was 29.8 higher than the previous day. The implied volatity was 49.10, the open interest changed by 16 which increased total open position to 74
On 9 Dec ANGELONE was trading at 2533.50. The strike last trading price was 92.8, which was -9.2 lower than the previous day. The implied volatity was 44.76, the open interest changed by 11 which increased total open position to 57
On 8 Dec ANGELONE was trading at 2542.60. The strike last trading price was 102, which was 40 higher than the previous day. The implied volatity was 48.06, the open interest changed by 2 which increased total open position to 44
On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 62, which was -13 lower than the previous day. The implied volatity was 43.86, the open interest changed by 0 which decreased total open position to 42
On 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 75, which was 4.25 higher than the previous day. The implied volatity was 45.84, the open interest changed by 5 which increased total open position to 42
On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 74.5, which was 35.9 higher than the previous day. The implied volatity was 48.00, the open interest changed by 14 which increased total open position to 38
On 2 Dec ANGELONE was trading at 2814.20. The strike last trading price was 38.6, which was -6.4 lower than the previous day. The implied volatity was 44.58, the open interest changed by 1 which increased total open position to 23
On 1 Dec ANGELONE was trading at 2763.40. The strike last trading price was 45, which was -8.9 lower than the previous day. The implied volatity was 43.74, the open interest changed by 4 which increased total open position to 22
On 28 Nov ANGELONE was trading at 2703.80. The strike last trading price was 53.9, which was 1.25 higher than the previous day. The implied volatity was 42.87, the open interest changed by 9 which increased total open position to 18
On 27 Nov ANGELONE was trading at 2764.20. The strike last trading price was 52.65, which was 2.35 higher than the previous day. The implied volatity was 45.41, the open interest changed by -1 which decreased total open position to 9
On 26 Nov ANGELONE was trading at 2749.50. The strike last trading price was 50.5, which was -17.5 lower than the previous day. The implied volatity was 43.77, the open interest changed by 5 which increased total open position to 8
On 25 Nov ANGELONE was trading at 2687.70. The strike last trading price was 68, which was -118.65 lower than the previous day. The implied volatity was 46.06, the open interest changed by 2 which increased total open position to 2
On 13 Nov ANGELONE was trading at 2713.50. The strike last trading price was 186.65, which was 0 lower than the previous day. The implied volatity was 7.86, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ANGELONE was trading at 2641.40. The strike last trading price was 186.65, which was 0 lower than the previous day. The implied volatity was 6.40, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ANGELONE was trading at 2616.40. The strike last trading price was 186.65, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ANGELONE was trading at 2492.40. The strike last trading price was 186.65, 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 30 Oct ANGELONE was trading at 2513.10. The strike last trading price was 186.65, 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































































































































































































































