ANGELONE
Angel One Limited
Historical option data for ANGELONE
23 Apr 2025 04:13 PM IST
| ANGELONE 24APR2025 2550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.46
Theta: -13.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Apr | 2507.80 | 15.05 | -15.4 | 58.30 | 11,913 | 37 | 267 | |||
| 22 Apr | 2520.70 | 32 | 11 | 57.10 | 106 | 18 | 235 | |||
| 21 Apr | 2463.30 | 21 | 11 | 55.90 | 192 | -128 | 217 | |||
| 17 Apr | 2356.20 | 8.5 | -11.85 | 47.25 | 4,012 | -1 | 344 | |||
| 16 Apr | 2352.60 | 19.2 | -2.3 | 56.64 | 1,410 | 248 | 340 | |||
| 15 Apr | 2318.40 | 20.9 | 2.7 | 61.05 | 157 | 18 | 88 | |||
| 11 Apr | 2265.00 | 17.55 | -1.35 | 56.68 | 129 | -9 | 70 | |||
| 9 Apr | 2228.40 | 19.05 | 0.05 | 58.37 | 89 | 4 | 78 | |||
| 8 Apr | 2225.70 | 19 | 2.5 | 55.70 | 239 | 1 | 73 | |||
| 7 Apr | 2130.45 | 16.65 | -3 | 62.03 | 107 | -25 | 72 | |||
| 4 Apr | 2285.40 | 20.35 | -39.9 | 44.83 | 473 | 56 | 103 | |||
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| 3 Apr | 2461.65 | 59.8 | -18.65 | 37.22 | 115 | 45 | 45 | |||
| 2 Apr | 2354.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 2317.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 2313.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Angel One Limited - strike price 2550 expiring on 24APR2025
Delta for 2550 CE is 0.31
Historical price for 2550 CE is as follows
On 23 Apr ANGELONE was trading at 2507.80. The strike last trading price was 15.05, which was -15.4 lower than the previous day. The implied volatity was 58.30, the open interest changed by 37 which increased total open position to 267
On 22 Apr ANGELONE was trading at 2520.70. The strike last trading price was 32, which was 11 higher than the previous day. The implied volatity was 57.10, the open interest changed by 18 which increased total open position to 235
On 21 Apr ANGELONE was trading at 2463.30. The strike last trading price was 21, which was 11 higher than the previous day. The implied volatity was 55.90, the open interest changed by -128 which decreased total open position to 217
On 17 Apr ANGELONE was trading at 2356.20. The strike last trading price was 8.5, which was -11.85 lower than the previous day. The implied volatity was 47.25, the open interest changed by -1 which decreased total open position to 344
On 16 Apr ANGELONE was trading at 2352.60. The strike last trading price was 19.2, which was -2.3 lower than the previous day. The implied volatity was 56.64, the open interest changed by 248 which increased total open position to 340
On 15 Apr ANGELONE was trading at 2318.40. The strike last trading price was 20.9, which was 2.7 higher than the previous day. The implied volatity was 61.05, the open interest changed by 18 which increased total open position to 88
On 11 Apr ANGELONE was trading at 2265.00. The strike last trading price was 17.55, which was -1.35 lower than the previous day. The implied volatity was 56.68, the open interest changed by -9 which decreased total open position to 70
On 9 Apr ANGELONE was trading at 2228.40. The strike last trading price was 19.05, which was 0.05 higher than the previous day. The implied volatity was 58.37, the open interest changed by 4 which increased total open position to 78
On 8 Apr ANGELONE was trading at 2225.70. The strike last trading price was 19, which was 2.5 higher than the previous day. The implied volatity was 55.70, the open interest changed by 1 which increased total open position to 73
On 7 Apr ANGELONE was trading at 2130.45. The strike last trading price was 16.65, which was -3 lower than the previous day. The implied volatity was 62.03, the open interest changed by -25 which decreased total open position to 72
On 4 Apr ANGELONE was trading at 2285.40. The strike last trading price was 20.35, which was -39.9 lower than the previous day. The implied volatity was 44.83, the open interest changed by 56 which increased total open position to 103
On 3 Apr ANGELONE was trading at 2461.65. The strike last trading price was 59.8, which was -18.65 lower than the previous day. The implied volatity was 37.22, the open interest changed by 45 which increased total open position to 45
On 2 Apr ANGELONE was trading at 2354.40. The strike last trading price was 0, 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 1 Apr ANGELONE was trading at 2317.95. The strike last trading price was 0, 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 0, 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
| ANGELONE 24APR2025 2550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.13
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Apr | 2507.80 | 39.75 | -325.25 | 17.66 | 346 | 89 | 93 |
| 22 Apr | 2520.70 | 365 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Apr | 2463.30 | 365 | 0 | 0.00 | 0 | 0 | 4 |
| 17 Apr | 2356.20 | 365 | 0 | 0.00 | 0 | 0 | 0 |
| 16 Apr | 2352.60 | 365 | 0 | 0.00 | 0 | 0 | 0 |
| 15 Apr | 2318.40 | 365 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 2265.00 | 365 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 2228.40 | 365 | 1.2 | 85.43 | 1 | 0 | 4 |
| 8 Apr | 2225.70 | 363.8 | -136.15 | 84.80 | 12 | 2 | 5 |
| 7 Apr | 2130.45 | 499.95 | 203.7 | - | 3 | 0 | 0 |
| 4 Apr | 2285.40 | 296.25 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 2461.65 | 296.25 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 2354.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 2317.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 2313.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Angel One Limited - strike price 2550 expiring on 24APR2025
Delta for 2550 PE is -0.95
Historical price for 2550 PE is as follows
On 23 Apr ANGELONE was trading at 2507.80. The strike last trading price was 39.75, which was -325.25 lower than the previous day. The implied volatity was 17.66, the open interest changed by 89 which increased total open position to 93
On 22 Apr ANGELONE was trading at 2520.70. The strike last trading price was 365, 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 21 Apr ANGELONE was trading at 2463.30. The strike last trading price was 365, 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 4
On 17 Apr ANGELONE was trading at 2356.20. The strike last trading price was 365, 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 16 Apr ANGELONE was trading at 2352.60. The strike last trading price was 365, 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 15 Apr ANGELONE was trading at 2318.40. The strike last trading price was 365, 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 Apr ANGELONE was trading at 2265.00. The strike last trading price was 365, 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 9 Apr ANGELONE was trading at 2228.40. The strike last trading price was 365, which was 1.2 higher than the previous day. The implied volatity was 85.43, the open interest changed by 0 which decreased total open position to 4
On 8 Apr ANGELONE was trading at 2225.70. The strike last trading price was 363.8, which was -136.15 lower than the previous day. The implied volatity was 84.80, the open interest changed by 2 which increased total open position to 5
On 7 Apr ANGELONE was trading at 2130.45. The strike last trading price was 499.95, which was 203.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr ANGELONE was trading at 2285.40. The strike last trading price was 296.25, 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 Apr ANGELONE was trading at 2461.65. The strike last trading price was 296.25, 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 Apr ANGELONE was trading at 2354.40. The strike last trading price was 0, 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 1 Apr ANGELONE was trading at 2317.95. The strike last trading price was 0, 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 0, 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
