[--[65.84.65.76]--]

ANGELONE

Angel One Limited
2333.5 -79.10 (-3.28%)
L: 2313 H: 2429.2

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Historical option data for ANGELONE

09 Jan 2026 04:13 PM IST
ANGELONE 27-JAN-2026 2450 CE
Delta: 0.33
Vega: 1.89
Theta: -2.22
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 2333.50 42 -30.35 38.46 1,982 144 818
8 Jan 2412.60 70.35 -33.5 38.80 3,361 298 674
7 Jan 2470.60 102.25 24.05 36.38 2,580 -244 380
6 Jan 2411.30 75.75 4.15 38.63 2,609 212 634
5 Jan 2402.00 70 2.2 36.15 1,603 42 426
2 Jan 2387.90 67.95 9.6 34.21 1,337 0 386
1 Jan 2362.80 61 6.8 34.59 687 -10 391
31 Dec 2344.00 52.8 -8.65 36.11 1,116 88 406
30 Dec 2347.10 66 -8.45 35.41 695 117 326
29 Dec 2410.20 73.5 -21.4 31.48 603 160 205
26 Dec 2495.80 94 -33.2 19.09 63 45 47
24 Dec 2523.80 127.2 -23.8 - 0 0 2
23 Dec 2557.10 127.2 -23.8 - 0 0 0
22 Dec 2581.60 127.2 -23.8 - 0 0 2
19 Dec 2518.10 127.2 -23.8 22.12 4 1 3
18 Dec 2479.10 151 3.45 - 0 0 2
17 Dec 2504.60 151 3.45 - 0 0 2
16 Dec 2532.40 151 3.45 - 0 0 2
15 Dec 2582.50 151 3.45 - 0 0 0
12 Dec 2595.30 151 3.45 - 0 0 2
11 Dec 2577.40 151 3.45 - 2 0 4
10 Dec 2478.30 147.55 -232.75 - 0 0 4
9 Dec 2533.50 147.55 -232.75 24.04 4 2 2
8 Dec 2542.60 380.3 0 - 0 0 0
5 Dec 2641.70 380.3 0 - 0 0 0
4 Dec 2625.00 380.3 0 - 0 0 0
3 Dec 2670.20 380.3 0 - 0 0 0
2 Dec 2814.20 380.3 0 - 0 0 0
1 Dec 2763.40 380.3 0 - 0 0 0
28 Nov 2703.80 380.3 0 - 0 0 0
27 Nov 2764.20 380.3 0 - 0 0 0
26 Nov 2749.50 380.3 0 - 0 0 0


For Angel One Limited - strike price 2450 expiring on 27JAN2026

Delta for 2450 CE is 0.33

Historical price for 2450 CE is as follows

On 9 Jan ANGELONE was trading at 2333.50. The strike last trading price was 42, which was -30.35 lower than the previous day. The implied volatity was 38.46, the open interest changed by 144 which increased total open position to 818


On 8 Jan ANGELONE was trading at 2412.60. The strike last trading price was 70.35, which was -33.5 lower than the previous day. The implied volatity was 38.80, the open interest changed by 298 which increased total open position to 674


On 7 Jan ANGELONE was trading at 2470.60. The strike last trading price was 102.25, which was 24.05 higher than the previous day. The implied volatity was 36.38, the open interest changed by -244 which decreased total open position to 380


On 6 Jan ANGELONE was trading at 2411.30. The strike last trading price was 75.75, which was 4.15 higher than the previous day. The implied volatity was 38.63, the open interest changed by 212 which increased total open position to 634


On 5 Jan ANGELONE was trading at 2402.00. The strike last trading price was 70, which was 2.2 higher than the previous day. The implied volatity was 36.15, the open interest changed by 42 which increased total open position to 426


On 2 Jan ANGELONE was trading at 2387.90. The strike last trading price was 67.95, which was 9.6 higher than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 386


On 1 Jan ANGELONE was trading at 2362.80. The strike last trading price was 61, which was 6.8 higher than the previous day. The implied volatity was 34.59, the open interest changed by -10 which decreased total open position to 391


On 31 Dec ANGELONE was trading at 2344.00. The strike last trading price was 52.8, which was -8.65 lower than the previous day. The implied volatity was 36.11, the open interest changed by 88 which increased total open position to 406


On 30 Dec ANGELONE was trading at 2347.10. The strike last trading price was 66, which was -8.45 lower than the previous day. The implied volatity was 35.41, the open interest changed by 117 which increased total open position to 326


On 29 Dec ANGELONE was trading at 2410.20. The strike last trading price was 73.5, which was -21.4 lower than the previous day. The implied volatity was 31.48, the open interest changed by 160 which increased total open position to 205


On 26 Dec ANGELONE was trading at 2495.80. The strike last trading price was 94, which was -33.2 lower than the previous day. The implied volatity was 19.09, the open interest changed by 45 which increased total open position to 47


On 24 Dec ANGELONE was trading at 2523.80. The strike last trading price was 127.2, which was -23.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 23 Dec ANGELONE was trading at 2557.10. The strike last trading price was 127.2, which was -23.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec ANGELONE was trading at 2581.60. The strike last trading price was 127.2, which was -23.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Dec ANGELONE was trading at 2518.10. The strike last trading price was 127.2, which was -23.8 lower than the previous day. The implied volatity was 22.12, the open interest changed by 1 which increased total open position to 3


On 18 Dec ANGELONE was trading at 2479.10. The strike last trading price was 151, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Dec ANGELONE was trading at 2504.60. The strike last trading price was 151, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Dec ANGELONE was trading at 2532.40. The strike last trading price was 151, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 Dec ANGELONE was trading at 2582.50. The strike last trading price was 151, which was 3.45 higher 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 151, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec ANGELONE was trading at 2577.40. The strike last trading price was 151, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Dec ANGELONE was trading at 2478.30. The strike last trading price was 147.55, which was -232.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 9 Dec ANGELONE was trading at 2533.50. The strike last trading price was 147.55, which was -232.75 lower than the previous day. The implied volatity was 24.04, the open interest changed by 2 which increased total open position to 2


On 8 Dec ANGELONE was trading at 2542.60. The strike last trading price was 380.3, 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 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 380.3, 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 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 380.3, 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 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 380.3, 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 2 Dec ANGELONE was trading at 2814.20. The strike last trading price was 380.3, 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 1 Dec ANGELONE was trading at 2763.40. The strike last trading price was 380.3, 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 28 Nov ANGELONE was trading at 2703.80. The strike last trading price was 380.3, 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 27 Nov ANGELONE was trading at 2764.20. The strike last trading price was 380.3, 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 380.3, 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 2450 PE
Delta: -0.62
Vega: 1.98
Theta: -2.35
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 2333.50 162.45 44.85 50.67 361 0 253
8 Jan 2412.60 120.85 35.75 47.20 1,353 -72 254
7 Jan 2470.60 86.7 -24.05 45.15 1,005 86 328
6 Jan 2411.30 113.1 -0.35 42.29 423 41 244
5 Jan 2402.00 115.15 -5.3 41.22 173 -9 203
2 Jan 2387.90 119.4 -19.6 39.11 166 0 211
1 Jan 2362.80 136 -18.65 40.01 59 19 212
31 Dec 2344.00 156 4 38.78 66 4 195
30 Dec 2347.10 143.1 0.65 41.18 176 -21 192
29 Dec 2410.20 145.5 30.55 48.75 1,317 138 215
26 Dec 2495.80 117.7 29.7 50.95 109 50 78
24 Dec 2523.80 88 17.3 43.40 5 -1 28
23 Dec 2557.10 70.7 -24.3 39.15 20 9 28
22 Dec 2581.60 95 -8.55 50.84 2 0 21
19 Dec 2518.10 103.55 -16.35 45.17 6 3 21
18 Dec 2479.10 119.9 14.35 44.65 1 0 19
17 Dec 2504.60 105.55 9.45 - 0 0 19
16 Dec 2532.40 105.55 9.45 45.66 1 0 19
15 Dec 2582.50 96.1 0 47.57 1 0 18
12 Dec 2595.30 96.1 -20.9 - 0 0 18
11 Dec 2577.40 96.1 -20.9 - 18 10 10
10 Dec 2478.30 117 0 1.83 0 0 0
9 Dec 2533.50 117 0 2.98 0 0 0
8 Dec 2542.60 117 0 3.46 0 0 0
5 Dec 2641.70 117 0 6.11 0 0 0
4 Dec 2625.00 117 0 5.55 0 0 0
3 Dec 2670.20 117 0 6.34 0 0 0
2 Dec 2814.20 117 0 9.32 0 0 0
1 Dec 2763.40 117 0 8.34 0 0 0
28 Nov 2703.80 117 0 - 0 0 0
27 Nov 2764.20 117 0 - 0 0 0
26 Nov 2749.50 117 0 - 0 0 0


For Angel One Limited - strike price 2450 expiring on 27JAN2026

Delta for 2450 PE is -0.62

Historical price for 2450 PE is as follows

On 9 Jan ANGELONE was trading at 2333.50. The strike last trading price was 162.45, which was 44.85 higher than the previous day. The implied volatity was 50.67, the open interest changed by 0 which decreased total open position to 253


On 8 Jan ANGELONE was trading at 2412.60. The strike last trading price was 120.85, which was 35.75 higher than the previous day. The implied volatity was 47.20, the open interest changed by -72 which decreased total open position to 254


On 7 Jan ANGELONE was trading at 2470.60. The strike last trading price was 86.7, which was -24.05 lower than the previous day. The implied volatity was 45.15, the open interest changed by 86 which increased total open position to 328


On 6 Jan ANGELONE was trading at 2411.30. The strike last trading price was 113.1, which was -0.35 lower than the previous day. The implied volatity was 42.29, the open interest changed by 41 which increased total open position to 244


On 5 Jan ANGELONE was trading at 2402.00. The strike last trading price was 115.15, which was -5.3 lower than the previous day. The implied volatity was 41.22, the open interest changed by -9 which decreased total open position to 203


On 2 Jan ANGELONE was trading at 2387.90. The strike last trading price was 119.4, which was -19.6 lower than the previous day. The implied volatity was 39.11, the open interest changed by 0 which decreased total open position to 211


On 1 Jan ANGELONE was trading at 2362.80. The strike last trading price was 136, which was -18.65 lower than the previous day. The implied volatity was 40.01, the open interest changed by 19 which increased total open position to 212


On 31 Dec ANGELONE was trading at 2344.00. The strike last trading price was 156, which was 4 higher than the previous day. The implied volatity was 38.78, the open interest changed by 4 which increased total open position to 195


On 30 Dec ANGELONE was trading at 2347.10. The strike last trading price was 143.1, which was 0.65 higher than the previous day. The implied volatity was 41.18, the open interest changed by -21 which decreased total open position to 192


On 29 Dec ANGELONE was trading at 2410.20. The strike last trading price was 145.5, which was 30.55 higher than the previous day. The implied volatity was 48.75, the open interest changed by 138 which increased total open position to 215


On 26 Dec ANGELONE was trading at 2495.80. The strike last trading price was 117.7, which was 29.7 higher than the previous day. The implied volatity was 50.95, the open interest changed by 50 which increased total open position to 78


On 24 Dec ANGELONE was trading at 2523.80. The strike last trading price was 88, which was 17.3 higher than the previous day. The implied volatity was 43.40, the open interest changed by -1 which decreased total open position to 28


On 23 Dec ANGELONE was trading at 2557.10. The strike last trading price was 70.7, which was -24.3 lower than the previous day. The implied volatity was 39.15, the open interest changed by 9 which increased total open position to 28


On 22 Dec ANGELONE was trading at 2581.60. The strike last trading price was 95, which was -8.55 lower than the previous day. The implied volatity was 50.84, the open interest changed by 0 which decreased total open position to 21


On 19 Dec ANGELONE was trading at 2518.10. The strike last trading price was 103.55, which was -16.35 lower than the previous day. The implied volatity was 45.17, the open interest changed by 3 which increased total open position to 21


On 18 Dec ANGELONE was trading at 2479.10. The strike last trading price was 119.9, which was 14.35 higher than the previous day. The implied volatity was 44.65, the open interest changed by 0 which decreased total open position to 19


On 17 Dec ANGELONE was trading at 2504.60. The strike last trading price was 105.55, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 16 Dec ANGELONE was trading at 2532.40. The strike last trading price was 105.55, which was 9.45 higher than the previous day. The implied volatity was 45.66, the open interest changed by 0 which decreased total open position to 19


On 15 Dec ANGELONE was trading at 2582.50. The strike last trading price was 96.1, which was 0 lower than the previous day. The implied volatity was 47.57, the open interest changed by 0 which decreased total open position to 18


On 12 Dec ANGELONE was trading at 2595.30. The strike last trading price was 96.1, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 11 Dec ANGELONE was trading at 2577.40. The strike last trading price was 96.1, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


On 10 Dec ANGELONE was trading at 2478.30. The strike last trading price was 117, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0


On 9 Dec ANGELONE was trading at 2533.50. The strike last trading price was 117, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0


On 8 Dec ANGELONE was trading at 2542.60. The strike last trading price was 117, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0


On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 117, which was 0 lower than the previous day. The implied volatity was 6.11, 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 117, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0


On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 117, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0


On 2 Dec ANGELONE was trading at 2814.20. The strike last trading price was 117, which was 0 lower than the previous day. The implied volatity was 9.32, 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 117, which was 0 lower than the previous day. The implied volatity was 8.34, the open interest changed by 0 which decreased total open position to 0


On 28 Nov ANGELONE was trading at 2703.80. The strike last trading price was 117, 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 27 Nov ANGELONE was trading at 2764.20. The strike last trading price was 117, 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 117, 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