ANGELONE
Angel One Limited
Historical option data for ANGELONE
23 Apr 2025 04:13 PM IST
| ANGELONE 24APR2025 2450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.42
Theta: -15.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Apr | 2507.80 | 74.9 | -8.6 | 71.27 | 2,370 | -35 | 315 | |||
| 22 Apr | 2520.70 | 87.5 | 42.8 | 51.26 | 53 | -8 | 351 | |||
| 21 Apr | 2463.30 | 46.5 | 23.95 | 38.66 | 261 | -203 | 359 | |||
| 17 Apr | 2356.20 | 19.6 | -20.5 | 41.42 | 8,786 | 59 | 556 | |||
| 16 Apr | 2352.60 | 38.4 | -1.25 | 53.60 | 1,893 | 279 | 492 | |||
| 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 | |||
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| 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 0.75
Historical price for 2450 CE is as follows
On 23 Apr ANGELONE was trading at 2507.80. The strike last trading price was 74.9, which was -8.6 lower than the previous day. The implied volatity was 71.27, the open interest changed by -35 which decreased total open position to 315
On 22 Apr ANGELONE was trading at 2520.70. The strike last trading price was 87.5, which was 42.8 higher than the previous day. The implied volatity was 51.26, the open interest changed by -8 which decreased total open position to 351
On 21 Apr ANGELONE was trading at 2463.30. The strike last trading price was 46.5, which was 23.95 higher than the previous day. The implied volatity was 38.66, the open interest changed by -203 which decreased total open position to 359
On 17 Apr ANGELONE was trading at 2356.20. The strike last trading price was 19.6, which was -20.5 lower than the previous day. The implied volatity was 41.42, the open interest changed by 59 which increased total open position to 556
On 16 Apr ANGELONE was trading at 2352.60. The strike last trading price was 38.4, which was -1.25 lower than the previous day. The implied volatity was 53.60, the open interest changed by 279 which increased total open position to 492
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: -0.19
Vega: 0.36
Theta: -9.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Apr | 2507.80 | 7.7 | -3.4 | 54.59 | 2,314 | 83 | 140 |
| 22 Apr | 2520.70 | 9.6 | -10.35 | 50.10 | 27 | 19 | 56 |
| 21 Apr | 2463.30 | 19.95 | -103.7 | 31.55 | 41 | -22 | 38 |
| 17 Apr | 2356.20 | 125.2 | -75.75 | 49.94 | 216 | 16 | 61 |
| 16 Apr | 2352.60 | 205.55 | 9.3 | 109.45 | 52 | -2 | 46 |
| 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 -0.19
Historical price for 2450 PE is as follows
On 23 Apr ANGELONE was trading at 2507.80. The strike last trading price was 7.7, which was -3.4 lower than the previous day. The implied volatity was 54.59, the open interest changed by 83 which increased total open position to 140
On 22 Apr ANGELONE was trading at 2520.70. The strike last trading price was 9.6, which was -10.35 lower than the previous day. The implied volatity was 50.10, the open interest changed by 19 which increased total open position to 56
On 21 Apr ANGELONE was trading at 2463.30. The strike last trading price was 19.95, which was -103.7 lower than the previous day. The implied volatity was 31.55, the open interest changed by -22 which decreased total open position to 38
On 17 Apr ANGELONE was trading at 2356.20. The strike last trading price was 125.2, which was -75.75 lower than the previous day. The implied volatity was 49.94, the open interest changed by 16 which increased total open position to 61
On 16 Apr ANGELONE was trading at 2352.60. The strike last trading price was 205.55, which was 9.3 higher than the previous day. The implied volatity was 109.45, the open interest changed by -2 which decreased total open position to 46
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
