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[--[65.84.65.76]--]
ANGELONE
Angel One Limited

2318.4 53.40 (2.36%)

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Historical option data for ANGELONE

15 Apr 2025 04:13 PM IST
ANGELONE 24APR2025 2450 CE
Delta: 0.30
Vega: 1.27
Theta: -4.31
Gamma: 0.00
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
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
Delta: -0.64
Vega: 1.37
Theta: -5.67
Gamma: 0.00
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