ANGELONE
Angel One Limited
Historical option data for ANGELONE
09 Jan 2026 04:13 PM IST
| ANGELONE 27-JAN-2026 2450 CE | ||||||||||||||||
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Delta: 0.33
Vega: 1.89
Theta: -2.22
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.62
Vega: 1.98
Theta: -2.35
Gamma: 0.00
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| 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































































































































































































































