ANGELONE
Angel One Limited
Historical option data for ANGELONE
15 Apr 2025 04:13 PM IST
ANGELONE 24APR2025 2450 CE | ||||||||||
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Delta: 0.30
Vega: 1.27
Theta: -4.31
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
15 Apr | 2318.40 | 39 | 7 | 58.57 | 307 | 4 | 215 | |||
11 Apr | 2265.00 | 31.4 | -1.4 | 54.54 | 163 | -37 | 211 | |||
9 Apr | 2228.40 | 32.95 | 0.2 | 56.88 | 195 | -16 | 247 | |||
8 Apr | 2225.70 | 34.05 | 8.25 | 54.91 | 426 | 15 | 263 | |||
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7 Apr | 2130.45 | 28 | -6.1 | 61.00 | 367 | -31 | 254 | |||
4 Apr | 2285.40 | 35.95 | -57.6 | 42.92 | 2,186 | -13 | 294 | |||
3 Apr | 2461.65 | 92 | 29.6 | 31.67 | 1,612 | 269 | 308 | |||
2 Apr | 2354.40 | 63.6 | 9.4 | 42.06 | 148 | 37 | 39 | |||
1 Apr | 2317.95 | 53.15 | -56.2 | 41.80 | 9 | 3 | 3 | |||
28 Mar | 2313.20 | 109.35 | 0 | 4.95 | 0 | 0 | 0 |
For Angel One Limited - strike price 2450 expiring on 24APR2025
Delta for 2450 CE is 0.30
Historical price for 2450 CE is as follows
On 15 Apr ANGELONE was trading at 2318.40. The strike last trading price was 39, which was 7 higher than the previous day. The implied volatity was 58.57, the open interest changed by 4 which increased total open position to 215
On 11 Apr ANGELONE was trading at 2265.00. The strike last trading price was 31.4, which was -1.4 lower than the previous day. The implied volatity was 54.54, the open interest changed by -37 which decreased total open position to 211
On 9 Apr ANGELONE was trading at 2228.40. The strike last trading price was 32.95, which was 0.2 higher than the previous day. The implied volatity was 56.88, the open interest changed by -16 which decreased total open position to 247
On 8 Apr ANGELONE was trading at 2225.70. The strike last trading price was 34.05, which was 8.25 higher than the previous day. The implied volatity was 54.91, the open interest changed by 15 which increased total open position to 263
On 7 Apr ANGELONE was trading at 2130.45. The strike last trading price was 28, which was -6.1 lower than the previous day. The implied volatity was 61.00, the open interest changed by -31 which decreased total open position to 254
On 4 Apr ANGELONE was trading at 2285.40. The strike last trading price was 35.95, which was -57.6 lower than the previous day. The implied volatity was 42.92, the open interest changed by -13 which decreased total open position to 294
On 3 Apr ANGELONE was trading at 2461.65. The strike last trading price was 92, which was 29.6 higher than the previous day. The implied volatity was 31.67, the open interest changed by 269 which increased total open position to 308
On 2 Apr ANGELONE was trading at 2354.40. The strike last trading price was 63.6, which was 9.4 higher than the previous day. The implied volatity was 42.06, the open interest changed by 37 which increased total open position to 39
On 1 Apr ANGELONE was trading at 2317.95. The strike last trading price was 53.15, which was -56.2 lower than the previous day. The implied volatity was 41.80, the open interest changed by 3 which increased total open position to 3
On 28 Mar ANGELONE was trading at 2313.20. The strike last trading price was 109.35, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0
ANGELONE 24APR2025 2450 PE | |||||||
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Delta: -0.64
Vega: 1.37
Theta: -5.67
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
15 Apr | 2318.40 | 192.2 | -59.45 | 80.61 | 85 | -1 | 50 |
11 Apr | 2265.00 | 251.85 | -45.1 | 80.57 | 10 | -6 | 51 |
9 Apr | 2228.40 | 296.95 | 2.75 | 90.43 | 2 | 0 | 57 |
8 Apr | 2225.70 | 294.2 | -85.3 | 88.18 | 12 | -6 | 56 |
7 Apr | 2130.45 | 379.5 | 113.85 | 105.03 | 10 | 2 | 63 |
4 Apr | 2285.40 | 260.95 | 105.05 | 77.81 | 82 | 0 | 60 |
3 Apr | 2461.65 | 158.05 | -53.1 | 74.28 | 260 | 57 | 60 |
2 Apr | 2354.40 | 211.15 | -7.6 | 71.69 | 3 | 1 | 2 |
1 Apr | 2317.95 | 218.75 | 0 | 0.00 | 0 | 0 | 0 |
28 Mar | 2313.20 | 218.75 | -8.95 | 57.86 | 1 | 0 | 0 |
For Angel One Limited - strike price 2450 expiring on 24APR2025
Delta for 2450 PE is -0.64
Historical price for 2450 PE is as follows
On 15 Apr ANGELONE was trading at 2318.40. The strike last trading price was 192.2, which was -59.45 lower than the previous day. The implied volatity was 80.61, the open interest changed by -1 which decreased total open position to 50
On 11 Apr ANGELONE was trading at 2265.00. The strike last trading price was 251.85, which was -45.1 lower than the previous day. The implied volatity was 80.57, the open interest changed by -6 which decreased total open position to 51
On 9 Apr ANGELONE was trading at 2228.40. The strike last trading price was 296.95, which was 2.75 higher than the previous day. The implied volatity was 90.43, the open interest changed by 0 which decreased total open position to 57
On 8 Apr ANGELONE was trading at 2225.70. The strike last trading price was 294.2, which was -85.3 lower than the previous day. The implied volatity was 88.18, the open interest changed by -6 which decreased total open position to 56
On 7 Apr ANGELONE was trading at 2130.45. The strike last trading price was 379.5, which was 113.85 higher than the previous day. The implied volatity was 105.03, the open interest changed by 2 which increased total open position to 63
On 4 Apr ANGELONE was trading at 2285.40. The strike last trading price was 260.95, which was 105.05 higher than the previous day. The implied volatity was 77.81, the open interest changed by 0 which decreased total open position to 60
On 3 Apr ANGELONE was trading at 2461.65. The strike last trading price was 158.05, which was -53.1 lower than the previous day. The implied volatity was 74.28, the open interest changed by 57 which increased total open position to 60
On 2 Apr ANGELONE was trading at 2354.40. The strike last trading price was 211.15, which was -7.6 lower than the previous day. The implied volatity was 71.69, the open interest changed by 1 which increased total open position to 2
On 1 Apr ANGELONE was trading at 2317.95. The strike last trading price was 218.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar ANGELONE was trading at 2313.20. The strike last trading price was 218.75, which was -8.95 lower than the previous day. The implied volatity was 57.86, the open interest changed by 0 which decreased total open position to 0