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Historical option data for ANGELONE

22 Jun 2026 04:10 PM IST
ANGELONE 30-Jun-2026 (7d) 255 CE
Delta: 0.92
Vega: 0
Theta: -0.57
Gamma: 0.00163
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 354.80 101.7 0 (0.00%) 142.21 1 0 5
19 Jun 353.70 101.7 -0.65 (-0.64%) 142.21 1 0 5
18 Jun 352.80 102.35 7.8 (8.25%) 109.8 1 -1 5
17 Jun 348.70 94.55 0 (0.00%) 80.94 7 0 6
16 Jun 348.25 94.55 8.05 (9.31%) 80.94 7 3 6
15 Jun 352.30 86.5 0 (0.00%) 93.23 2 0 3
12 Jun 339.50 86.5 0 (0.00%) - 2 0 3
11 Jun 323.75 86.5 0 (0.00%) - 2 0 3
10 Jun 329.85 86.5 0 (0.00%) - 2 0 3
9 Jun 337.55 86.5 0 (0.00%) - 2 0 3
8 Jun 325.70 86.5 0 (0.00%) - 2 0 3
5 Jun 332.60 86.5 0 (0.00%) 65.41 2 0 3
4 Jun 337.70 86.5 -1.5 (-1.70%) 65.41 2 1 3
3 Jun 334.75 88 0 (0.00%) - 1 0 2
2 Jun 342.65 88 0 (0.00%) - 1 0 2
1 Jun 335.60 88 0 (0.00%) - 1 0 2
29 May 337.30 88 0 (0.00%) - 1 0 2
27 May 336.95 88 -2 (-2.22%) 60.91 1 0 2
26 May 344.45 90 21 (30.43%) 56.4 1 0 1
25 May 346.45 69 0 (0.00%) - 1 0 1
22 May 339.35 69 0 (0.00%) - 1 0 1
21 May 339.65 69 0 (0.00%) 51.38 1 0 1
20 May 325.00 69 2.06 (3.08%) 51.38 1 1 1
19 May 328.00 0 0 - 0 0 0
18 May 303.95 0 0 (-100.00%) - 0 0 0
15 May 306.85 0 -66.94 (-100.00%) - 0 0 0
14 May 303.70 0 -66.94 (-100.00%) 0 0 0 0
13 May 298.15 0 -66.94 (-100.00%) 0 0 0 0


For Angel One Limited - strike price 255 expiring on 30JUN2026

Delta for 255 CE is 0.92

Historical price for 255 CE is as follows

On 22 Jun ANGELONE was trading at 354.80. The strike last trading price was 101.7, which was 0 lower than the previous day. The implied volatity was 142.21, the open interest changed by 0 which decreased total open position to 5


On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 101.7, which was -0.65 lower than the previous day. The implied volatity was 142.21, the open interest changed by 0 which decreased total open position to 5


On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 102.35, which was 7.8 higher than the previous day. The implied volatity was 109.8, the open interest changed by -1 which decreased total open position to 5


On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 94.55, which was 0 lower than the previous day. The implied volatity was 80.94, the open interest changed by 0 which decreased total open position to 6


On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 94.55, which was 8.05 higher than the previous day. The implied volatity was 80.94, the open interest changed by 3 which increased total open position to 6


On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 86.5, which was 0 lower than the previous day. The implied volatity was 93.23, the open interest changed by 0 which decreased total open position to 3


On 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 86.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 86.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 86.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Jun ANGELONE was trading at 337.55. The strike last trading price was 86.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 8 Jun ANGELONE was trading at 325.70. The strike last trading price was 86.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 86.5, which was 0 lower than the previous day. The implied volatity was 65.41, the open interest changed by 0 which decreased total open position to 3


On 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 86.5, which was -1.5 lower than the previous day. The implied volatity was 65.41, the open interest changed by 1 which increased total open position to 3


On 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 88, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 88, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 Jun ANGELONE was trading at 335.60. The strike last trading price was 88, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 29 May ANGELONE was trading at 337.30. The strike last trading price was 88, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 May ANGELONE was trading at 336.95. The strike last trading price was 88, which was -2 lower than the previous day. The implied volatity was 60.91, the open interest changed by 0 which decreased total open position to 2


On 26 May ANGELONE was trading at 344.45. The strike last trading price was 90, which was 21 higher than the previous day. The implied volatity was 56.4, the open interest changed by 0 which decreased total open position to 1


On 25 May ANGELONE was trading at 346.45. The strike last trading price was 69, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 May ANGELONE was trading at 339.35. The strike last trading price was 69, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 May ANGELONE was trading at 339.65. The strike last trading price was 69, which was 0 lower than the previous day. The implied volatity was 51.38, the open interest changed by 0 which decreased total open position to 1


On 20 May ANGELONE was trading at 325.00. The strike last trading price was 69, which was 2.06 higher than the previous day. The implied volatity was 51.38, the open interest changed by 1 which increased total open position to 1


On 19 May ANGELONE was trading at 328.00. The strike last trading price was 0, 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 18 May ANGELONE was trading at 303.95. The strike last trading price was 0, 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 15 May ANGELONE was trading at 306.85. The strike last trading price was 0, which was -66.94 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May ANGELONE was trading at 303.70. The strike last trading price was 0, which was -66.94 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May ANGELONE was trading at 298.15. The strike last trading price was 0, which was -66.94 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


ANGELONE 30-Jun-2026 (7d) 255 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 354.80 0.05 0.05 - 9 0 19
19 Jun 353.70 0.05 0.05 (-50.00%) 68.08 9 0 19
18 Jun 352.80 0.05 -0.05 (-50.00%) 68.08 9 -1 19
17 Jun 348.70 0.1 0.1 (0.00%) 65.37 2 0 20
16 Jun 348.25 0.1 0 (0.00%) 65.37 2 0 22
15 Jun 352.30 0.1 -0.1 (-50.00%) 65.07 23 -14 22
12 Jun 339.50 0.2 -0.1 (-33.33%) 55.86 2 0 37
11 Jun 323.75 0.3 0.3 (-50.00%) 57.53 2 0 37
10 Jun 329.85 0.3 -0.3 (-50.00%) 57.53 2 0 37
9 Jun 337.55 0.6 0 (0.00%) 59.56 1 0 37
8 Jun 325.70 0.6 0.6 - 8 0 37
5 Jun 332.60 0.6 0.05 (9.09%) 54.63 8 4 37
4 Jun 337.70 0.55 -0.15 (-21.43%) 55.81 4 -2 33
3 Jun 334.75 0.7 0.25 (55.56%) 53.69 11 3 35
2 Jun 342.65 0.45 -0.1 (-18.18%) 54.84 61 9 32
1 Jun 335.60 0.5 -0.15 (-23.08%) 52.56 5 2 24
29 May 337.30 0.65 0 (0.00%) 54.7 1 1 22
27 May 336.95 0.65 -0.2 (-23.53%) 51.91 5 3 21
26 May 344.45 0.85 0.05 (6.25%) 56.5 9 4 15
25 May 346.45 0.8 -0.2 (-20.00%) 56.37 2 0 10
22 May 339.35 1 0 (0.00%) 52.88 1 1 10
21 May 339.65 1 -0.7 (-41.18%) 53.1 6 3 9
20 May 325.00 1.7 -0.1 (-5.56%) 50.53 4 2 6
19 May 328.00 1.7 -1.3 (-43.33%) 52.14 2 1 3
18 May 303.95 3 0 (0.00%) 46.22 3 1 2
15 May 306.85 3 0 (0.00%) - 0 0 1
14 May 303.70 3 0 (0.00%) 0 0 0 1
13 May 298.15 3 -3.35 (-52.76%) 41.68 1 1 1


For Angel One Limited - strike price 255 expiring on 30JUN2026

Delta for 255 PE is -

Historical price for 255 PE is as follows

On 22 Jun ANGELONE was trading at 354.80. The strike last trading price was 0.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 0.05, which was 0.05 higher than the previous day. The implied volatity was 68.08, the open interest changed by 0 which decreased total open position to 19


On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 68.08, the open interest changed by -1 which decreased total open position to 19


On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 0.1, which was 0.1 higher than the previous day. The implied volatity was 65.37, the open interest changed by 0 which decreased total open position to 20


On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 65.37, the open interest changed by 0 which decreased total open position to 22


On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 65.07, the open interest changed by -14 which decreased total open position to 22


On 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 55.86, the open interest changed by 0 which decreased total open position to 37


On 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 0.3, which was 0.3 higher than the previous day. The implied volatity was 57.53, the open interest changed by 0 which decreased total open position to 37


On 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 57.53, the open interest changed by 0 which decreased total open position to 37


On 9 Jun ANGELONE was trading at 337.55. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 59.56, the open interest changed by 0 which decreased total open position to 37


On 8 Jun ANGELONE was trading at 325.70. The strike last trading price was 0.6, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 54.63, the open interest changed by 4 which increased total open position to 37


On 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 55.81, the open interest changed by -2 which decreased total open position to 33


On 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 53.69, the open interest changed by 3 which increased total open position to 35


On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 54.84, the open interest changed by 9 which increased total open position to 32


On 1 Jun ANGELONE was trading at 335.60. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 52.56, the open interest changed by 2 which increased total open position to 24


On 29 May ANGELONE was trading at 337.30. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 54.7, the open interest changed by 1 which increased total open position to 22


On 27 May ANGELONE was trading at 336.95. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 51.91, the open interest changed by 3 which increased total open position to 21


On 26 May ANGELONE was trading at 344.45. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 56.5, the open interest changed by 4 which increased total open position to 15


On 25 May ANGELONE was trading at 346.45. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 56.37, the open interest changed by 0 which decreased total open position to 10


On 22 May ANGELONE was trading at 339.35. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 52.88, the open interest changed by 1 which increased total open position to 10


On 21 May ANGELONE was trading at 339.65. The strike last trading price was 1, which was -0.7 lower than the previous day. The implied volatity was 53.1, the open interest changed by 3 which increased total open position to 9


On 20 May ANGELONE was trading at 325.00. The strike last trading price was 1.7, which was -0.1 lower than the previous day. The implied volatity was 50.53, the open interest changed by 2 which increased total open position to 6


On 19 May ANGELONE was trading at 328.00. The strike last trading price was 1.7, which was -1.3 lower than the previous day. The implied volatity was 52.14, the open interest changed by 1 which increased total open position to 3


On 18 May ANGELONE was trading at 303.95. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 46.22, the open interest changed by 1 which increased total open position to 2


On 15 May ANGELONE was trading at 306.85. The strike last trading price was 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 1


On 14 May ANGELONE was trading at 303.70. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 13 May ANGELONE was trading at 298.15. The strike last trading price was 3, which was -3.35 lower than the previous day. The implied volatity was 41.68, the open interest changed by 1 which increased total open position to 1