ANGELONE
Angel One Limited
Historical option data for ANGELONE
02 Mar 2026 04:13 PM IST
| ANGELONE 30-MAR-2026 240 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.23
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 226.32 | 5.9 | -2.2 | 41.87 | 1,285 | 219 | 833 | |||||||||
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| 27 Feb | 233.20 | 7.65 | -6.65 | 36.48 | 1,804 | 481 | 613 | |||||||||
| 26 Feb | 246.50 | 13.4 | -155.15 | 34.46 | 593 | 126.3 | 132 | |||||||||
For Angel One Limited - strike price 240 expiring on 30MAR2026
Delta for 240 CE is 0.35
Historical price for 240 CE is as follows
On 2 Mar ANGELONE was trading at 226.32. The strike last trading price was 5.9, which was -2.2 lower than the previous day. The implied volatity was 41.87, the open interest changed by 219 which increased total open position to 833
On 27 Feb ANGELONE was trading at 233.20. The strike last trading price was 7.65, which was -6.65 lower than the previous day. The implied volatity was 36.48, the open interest changed by 481 which increased total open position to 613
On 26 Feb ANGELONE was trading at 246.50. The strike last trading price was 13.4, which was -155.15 lower than the previous day. The implied volatity was 34.46, the open interest changed by 126 which increased total open position to 132
| ANGELONE 30MAR2026 240 PE | |||||||
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Delta: -0.63
Vega: 0.24
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 226.32 | 18.51 | 4.01 | 45.88 | 531 | -57 | 495 |
| 27 Feb | 233.20 | 14.5 | 6.95 | 43.11 | 3,184 | 71 | 554 |
| 26 Feb | 246.50 | 8.45 | -54.35 | 39.78 | 1,523 | 444 | 483 |
For Angel One Limited - strike price 240 expiring on 30MAR2026
Delta for 240 PE is -0.63
Historical price for 240 PE is as follows
On 2 Mar ANGELONE was trading at 226.32. The strike last trading price was 18.51, which was 4.01 higher than the previous day. The implied volatity was 45.88, the open interest changed by -57 which decreased total open position to 495
On 27 Feb ANGELONE was trading at 233.20. The strike last trading price was 14.5, which was 6.95 higher than the previous day. The implied volatity was 43.11, the open interest changed by 71 which increased total open position to 554
On 26 Feb ANGELONE was trading at 246.50. The strike last trading price was 8.45, which was -54.35 lower than the previous day. The implied volatity was 39.78, the open interest changed by 444 which increased total open position to 483
