ANGELONE
Angel One Limited
Historical option data for ANGELONE
15 Apr 2025 04:13 PM IST
| ANGELONE 24APR2025 2500 CE | ||||||||||
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Delta: 0.23
Vega: 1.12
Theta: -3.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 2318.40 | 28.45 | 4.45 | 59.65 | 1,472 | 157 | 972 | |||
| 11 Apr | 2265.00 | 23.85 | -0.95 | 55.91 | 1,328 | -198 | 815 | |||
| 9 Apr | 2228.40 | 24.2 | -0.95 | 56.87 | 546 | -37 | 1,019 | |||
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| 8 Apr | 2225.70 | 25.35 | 5.7 | 55.14 | 2,339 | -152 | 1,056 | |||
| 7 Apr | 2130.45 | 21.55 | -4 | 61.44 | 1,677 | 53 | 1,224 | |||
| 4 Apr | 2285.40 | 26.75 | -48.45 | 43.66 | 5,535 | 246 | 1,182 | |||
| 3 Apr | 2461.65 | 74.25 | 25.15 | 34.73 | 5,055 | -399 | 932 | |||
| 2 Apr | 2354.40 | 49.85 | 9.65 | 43.04 | 1,563 | 50 | 1,340 | |||
| 1 Apr | 2317.95 | 41.05 | 4.85 | 42.58 | 1,998 | -71 | 1,292 | |||
| 28 Mar | 2313.20 | 35.2 | -14.15 | 38.00 | 4,893 | -340 | 1,363 | |||
| 27 Mar | 2318.25 | 50.95 | -1 | 43.47 | 6,899 | 441 | 1,717 | |||
| 26 Mar | 2324.65 | 50.95 | 13.25 | 41.64 | 5,610 | 916 | 1,266 | |||
| 25 Mar | 2301.45 | 35.85 | -32.65 | 38.06 | 1,025 | -149 | 345 | |||
| 24 Mar | 2374.95 | 71 | 40.25 | 42.43 | 1,398 | 341 | 494 | |||
| 21 Mar | 2336.80 | 32.45 | 4.3 | 28.66 | 327 | 18 | 149 | |||
| 20 Mar | 2262.80 | 27 | 1.35 | 34.14 | 150 | 8 | 129 | |||
| 19 Mar | 2215.35 | 26 | 13.6 | 39.87 | 247 | 86 | 113 | |||
| 18 Mar | 2091.95 | 12.4 | 4.4 | 39.63 | 5 | 2 | 29 | |||
| 12 Mar | 1962.30 | 8 | -4.25 | 42.64 | 2 | 0 | 26 | |||
| 11 Mar | 1998.60 | 11.95 | -3 | 42.27 | 8 | 2 | 24 | |||
| 10 Mar | 2044.10 | 14.95 | -5.1 | 41.54 | 2 | -5 | 22 | |||
| 7 Mar | 2098.00 | 20.05 | -3.95 | 39.23 | 12 | 0 | 27 | |||
| 6 Mar | 2118.75 | 24 | -5 | 38.46 | 1 | 0 | 26 | |||
| 5 Mar | 2104.10 | 29 | 6.2 | 41.75 | 11 | 7 | 27 | |||
| 3 Mar | 1978.05 | 19 | -92.2 | 46.14 | 10 | 3 | 3 | |||
| 28 Feb | 2169.15 | 111.2 | 0 | 7.25 | 0 | 0 | 0 | |||
For Angel One Limited - strike price 2500 expiring on 24APR2025
Delta for 2500 CE is 0.23
Historical price for 2500 CE is as follows
On 15 Apr ANGELONE was trading at 2318.40. The strike last trading price was 28.45, which was 4.45 higher than the previous day. The implied volatity was 59.65, the open interest changed by 157 which increased total open position to 972
On 11 Apr ANGELONE was trading at 2265.00. The strike last trading price was 23.85, which was -0.95 lower than the previous day. The implied volatity was 55.91, the open interest changed by -198 which decreased total open position to 815
On 9 Apr ANGELONE was trading at 2228.40. The strike last trading price was 24.2, which was -0.95 lower than the previous day. The implied volatity was 56.87, the open interest changed by -37 which decreased total open position to 1019
On 8 Apr ANGELONE was trading at 2225.70. The strike last trading price was 25.35, which was 5.7 higher than the previous day. The implied volatity was 55.14, the open interest changed by -152 which decreased total open position to 1056
On 7 Apr ANGELONE was trading at 2130.45. The strike last trading price was 21.55, which was -4 lower than the previous day. The implied volatity was 61.44, the open interest changed by 53 which increased total open position to 1224
On 4 Apr ANGELONE was trading at 2285.40. The strike last trading price was 26.75, which was -48.45 lower than the previous day. The implied volatity was 43.66, the open interest changed by 246 which increased total open position to 1182
On 3 Apr ANGELONE was trading at 2461.65. The strike last trading price was 74.25, which was 25.15 higher than the previous day. The implied volatity was 34.73, the open interest changed by -399 which decreased total open position to 932
On 2 Apr ANGELONE was trading at 2354.40. The strike last trading price was 49.85, which was 9.65 higher than the previous day. The implied volatity was 43.04, the open interest changed by 50 which increased total open position to 1340
On 1 Apr ANGELONE was trading at 2317.95. The strike last trading price was 41.05, which was 4.85 higher than the previous day. The implied volatity was 42.58, the open interest changed by -71 which decreased total open position to 1292
On 28 Mar ANGELONE was trading at 2313.20. The strike last trading price was 35.2, which was -14.15 lower than the previous day. The implied volatity was 38.00, the open interest changed by -340 which decreased total open position to 1363
On 27 Mar ANGELONE was trading at 2318.25. The strike last trading price was 50.95, which was -1 lower than the previous day. The implied volatity was 43.47, the open interest changed by 441 which increased total open position to 1717
On 26 Mar ANGELONE was trading at 2324.65. The strike last trading price was 50.95, which was 13.25 higher than the previous day. The implied volatity was 41.64, the open interest changed by 916 which increased total open position to 1266
On 25 Mar ANGELONE was trading at 2301.45. The strike last trading price was 35.85, which was -32.65 lower than the previous day. The implied volatity was 38.06, the open interest changed by -149 which decreased total open position to 345
On 24 Mar ANGELONE was trading at 2374.95. The strike last trading price was 71, which was 40.25 higher than the previous day. The implied volatity was 42.43, the open interest changed by 341 which increased total open position to 494
On 21 Mar ANGELONE was trading at 2336.80. The strike last trading price was 32.45, which was 4.3 higher than the previous day. The implied volatity was 28.66, the open interest changed by 18 which increased total open position to 149
On 20 Mar ANGELONE was trading at 2262.80. The strike last trading price was 27, which was 1.35 higher than the previous day. The implied volatity was 34.14, the open interest changed by 8 which increased total open position to 129
On 19 Mar ANGELONE was trading at 2215.35. The strike last trading price was 26, which was 13.6 higher than the previous day. The implied volatity was 39.87, the open interest changed by 86 which increased total open position to 113
On 18 Mar ANGELONE was trading at 2091.95. The strike last trading price was 12.4, which was 4.4 higher than the previous day. The implied volatity was 39.63, the open interest changed by 2 which increased total open position to 29
On 12 Mar ANGELONE was trading at 1962.30. The strike last trading price was 8, which was -4.25 lower than the previous day. The implied volatity was 42.64, the open interest changed by 0 which decreased total open position to 26
On 11 Mar ANGELONE was trading at 1998.60. The strike last trading price was 11.95, which was -3 lower than the previous day. The implied volatity was 42.27, the open interest changed by 2 which increased total open position to 24
On 10 Mar ANGELONE was trading at 2044.10. The strike last trading price was 14.95, which was -5.1 lower than the previous day. The implied volatity was 41.54, the open interest changed by -5 which decreased total open position to 22
On 7 Mar ANGELONE was trading at 2098.00. The strike last trading price was 20.05, which was -3.95 lower than the previous day. The implied volatity was 39.23, the open interest changed by 0 which decreased total open position to 27
On 6 Mar ANGELONE was trading at 2118.75. The strike last trading price was 24, which was -5 lower than the previous day. The implied volatity was 38.46, the open interest changed by 0 which decreased total open position to 26
On 5 Mar ANGELONE was trading at 2104.10. The strike last trading price was 29, which was 6.2 higher than the previous day. The implied volatity was 41.75, the open interest changed by 7 which increased total open position to 27
On 3 Mar ANGELONE was trading at 1978.05. The strike last trading price was 19, which was -92.2 lower than the previous day. The implied volatity was 46.14, the open interest changed by 3 which increased total open position to 3
On 28 Feb ANGELONE was trading at 2169.15. The strike last trading price was 111.2, which was 0 lower than the previous day. The implied volatity was 7.25, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 24APR2025 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 1.29
Theta: -5.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 2318.40 | 232.1 | -59.95 | 84.09 | 18 | -7 | 269 |
| 11 Apr | 2265.00 | 290 | -65.1 | 81.98 | 18 | -1 | 276 |
| 9 Apr | 2228.40 | 355.1 | 37.1 | 103.63 | 3 | 0 | 277 |
| 8 Apr | 2225.70 | 318 | -104 | 79.42 | 13 | -3 | 277 |
| 7 Apr | 2130.45 | 422 | 120.8 | 107.92 | 5 | -1 | 279 |
| 4 Apr | 2285.40 | 297.45 | 109.25 | 78.77 | 68 | 19 | 278 |
| 3 Apr | 2461.65 | 190.15 | -46.15 | 76.76 | 214 | 1 | 258 |
| 2 Apr | 2354.40 | 236 | -41 | 68.78 | 72 | 5 | 257 |
| 1 Apr | 2317.95 | 278.05 | -52.85 | 77.31 | 85 | -1 | 249 |
| 28 Mar | 2313.20 | 339.8 | 15.35 | 93.89 | 319 | 113 | 250 |
| 27 Mar | 2318.25 | 324.45 | -5.55 | 88.08 | 7 | 4 | 137 |
| 26 Mar | 2324.65 | 330 | -19.9 | 90.48 | 7 | 0 | 132 |
| 25 Mar | 2301.45 | 358.9 | 63.9 | 93.05 | 124 | 110 | 131 |
| 24 Mar | 2374.95 | 295 | -75 | 83.20 | 34 | 9 | 20 |
| 21 Mar | 2336.80 | 370 | -68.6 | 101.39 | 6 | -2 | 10 |
| 20 Mar | 2262.80 | 438.6 | -6.1 | 109.82 | 1 | 0 | 12 |
| 19 Mar | 2215.35 | 444.7 | -98.75 | 97.53 | 9 | 3 | 7 |
| 18 Mar | 2091.95 | 543.45 | 41.95 | 110.69 | 2 | 0 | 4 |
| 12 Mar | 1962.30 | 501.5 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 1998.60 | 501.5 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 2044.10 | 501.5 | 0 | 0.00 | 0 | 2 | 0 |
| 7 Mar | 2098.00 | 501.5 | -48.5 | 84.25 | 2 | 0 | 2 |
| 6 Mar | 2118.75 | 550 | 161.95 | 103.96 | 2 | 0 | 0 |
| 5 Mar | 2104.10 | 388.05 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1978.05 | 388.05 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 2169.15 | 388.05 | 0 | - | 0 | 0 | 0 |
For Angel One Limited - strike price 2500 expiring on 24APR2025
Delta for 2500 PE is -0.68
Historical price for 2500 PE is as follows
On 15 Apr ANGELONE was trading at 2318.40. The strike last trading price was 232.1, which was -59.95 lower than the previous day. The implied volatity was 84.09, the open interest changed by -7 which decreased total open position to 269
On 11 Apr ANGELONE was trading at 2265.00. The strike last trading price was 290, which was -65.1 lower than the previous day. The implied volatity was 81.98, the open interest changed by -1 which decreased total open position to 276
On 9 Apr ANGELONE was trading at 2228.40. The strike last trading price was 355.1, which was 37.1 higher than the previous day. The implied volatity was 103.63, the open interest changed by 0 which decreased total open position to 277
On 8 Apr ANGELONE was trading at 2225.70. The strike last trading price was 318, which was -104 lower than the previous day. The implied volatity was 79.42, the open interest changed by -3 which decreased total open position to 277
On 7 Apr ANGELONE was trading at 2130.45. The strike last trading price was 422, which was 120.8 higher than the previous day. The implied volatity was 107.92, the open interest changed by -1 which decreased total open position to 279
On 4 Apr ANGELONE was trading at 2285.40. The strike last trading price was 297.45, which was 109.25 higher than the previous day. The implied volatity was 78.77, the open interest changed by 19 which increased total open position to 278
On 3 Apr ANGELONE was trading at 2461.65. The strike last trading price was 190.15, which was -46.15 lower than the previous day. The implied volatity was 76.76, the open interest changed by 1 which increased total open position to 258
On 2 Apr ANGELONE was trading at 2354.40. The strike last trading price was 236, which was -41 lower than the previous day. The implied volatity was 68.78, the open interest changed by 5 which increased total open position to 257
On 1 Apr ANGELONE was trading at 2317.95. The strike last trading price was 278.05, which was -52.85 lower than the previous day. The implied volatity was 77.31, the open interest changed by -1 which decreased total open position to 249
On 28 Mar ANGELONE was trading at 2313.20. The strike last trading price was 339.8, which was 15.35 higher than the previous day. The implied volatity was 93.89, the open interest changed by 113 which increased total open position to 250
On 27 Mar ANGELONE was trading at 2318.25. The strike last trading price was 324.45, which was -5.55 lower than the previous day. The implied volatity was 88.08, the open interest changed by 4 which increased total open position to 137
On 26 Mar ANGELONE was trading at 2324.65. The strike last trading price was 330, which was -19.9 lower than the previous day. The implied volatity was 90.48, the open interest changed by 0 which decreased total open position to 132
On 25 Mar ANGELONE was trading at 2301.45. The strike last trading price was 358.9, which was 63.9 higher than the previous day. The implied volatity was 93.05, the open interest changed by 110 which increased total open position to 131
On 24 Mar ANGELONE was trading at 2374.95. The strike last trading price was 295, which was -75 lower than the previous day. The implied volatity was 83.20, the open interest changed by 9 which increased total open position to 20
On 21 Mar ANGELONE was trading at 2336.80. The strike last trading price was 370, which was -68.6 lower than the previous day. The implied volatity was 101.39, the open interest changed by -2 which decreased total open position to 10
On 20 Mar ANGELONE was trading at 2262.80. The strike last trading price was 438.6, which was -6.1 lower than the previous day. The implied volatity was 109.82, the open interest changed by 0 which decreased total open position to 12
On 19 Mar ANGELONE was trading at 2215.35. The strike last trading price was 444.7, which was -98.75 lower than the previous day. The implied volatity was 97.53, the open interest changed by 3 which increased total open position to 7
On 18 Mar ANGELONE was trading at 2091.95. The strike last trading price was 543.45, which was 41.95 higher than the previous day. The implied volatity was 110.69, the open interest changed by 0 which decreased total open position to 4
On 12 Mar ANGELONE was trading at 1962.30. The strike last trading price was 501.5, 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 11 Mar ANGELONE was trading at 1998.60. The strike last trading price was 501.5, 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 10 Mar ANGELONE was trading at 2044.10. The strike last trading price was 501.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Mar ANGELONE was trading at 2098.00. The strike last trading price was 501.5, which was -48.5 lower than the previous day. The implied volatity was 84.25, the open interest changed by 0 which decreased total open position to 2
On 6 Mar ANGELONE was trading at 2118.75. The strike last trading price was 550, which was 161.95 higher than the previous day. The implied volatity was 103.96, the open interest changed by 0 which decreased total open position to 0
On 5 Mar ANGELONE was trading at 2104.10. The strike last trading price was 388.05, 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 Mar ANGELONE was trading at 1978.05. The strike last trading price was 388.05, 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 Feb ANGELONE was trading at 2169.15. The strike last trading price was 388.05, 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
