ANGELONE
Angel One Limited
Historical option data for ANGELONE
09 Dec 2025 10:23 AM IST
| ANGELONE 30-DEC-2025 2600 CE | ||||||||||||||||
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Delta: 0.34
Vega: 2.21
Theta: -1.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 2500.00 | 41.1 | -5 | 31.15 | 1,514 | 52 | 1,288 | |||||||||
| 8 Dec | 2542.60 | 45.1 | -41.4 | 26.41 | 3,407 | 538 | 1,242 | |||||||||
| 5 Dec | 2641.70 | 84.7 | -7.55 | 15.96 | 2,194 | -12 | 710 | |||||||||
| 4 Dec | 2625.00 | 93.95 | -5.15 | 25.47 | 2,077 | 103 | 725 | |||||||||
| 3 Dec | 2670.20 | 92.8 | -95.85 | 14.72 | 2,745 | 479 | 621 | |||||||||
| 2 Dec | 2814.20 | 191.05 | 8.1 | - | 43 | 0 | 141 | |||||||||
| 1 Dec | 2763.40 | 185.8 | 21.95 | 20.34 | 43 | -11 | 142 | |||||||||
| 28 Nov | 2703.80 | 164 | -15 | 26.52 | 136 | 13 | 154 | |||||||||
| 27 Nov | 2764.20 | 179 | -1.1 | - | 20 | 8 | 141 | |||||||||
| 26 Nov | 2749.50 | 173.35 | 23.65 | - | 97 | -12 | 133 | |||||||||
| 25 Nov | 2687.70 | 154.25 | -9.45 | 23.14 | 123 | 53 | 145 | |||||||||
| 24 Nov | 2678.50 | 163.5 | -48.5 | 30.68 | 76 | 0 | 92 | |||||||||
| 21 Nov | 2748.10 | 212 | -44.7 | 29.63 | 5 | 2 | 91 | |||||||||
| 20 Nov | 2814.30 | 256.2 | -0.55 | 23.11 | 6 | 2 | 88 | |||||||||
| 19 Nov | 2813.90 | 256.75 | 17.75 | 25.91 | 75 | 52 | 86 | |||||||||
| 18 Nov | 2793.40 | 233.95 | -38.05 | 21.84 | 94 | -51 | 34 | |||||||||
| 17 Nov | 2847.40 | 272 | 69.7 | - | 95 | 41 | 85 | |||||||||
| 14 Nov | 2745.30 | 202.3 | -8.8 | 22.83 | 7 | -2 | 43 | |||||||||
| 13 Nov | 2713.50 | 211.1 | 60.95 | 33.46 | 18 | -2 | 48 | |||||||||
| 12 Nov | 2679.50 | 150 | 2.6 | 21.22 | 14 | 3 | 49 | |||||||||
| 11 Nov | 2641.40 | 147.4 | 17.05 | 27.89 | 16 | 0 | 46 | |||||||||
| 10 Nov | 2606.40 | 134.1 | -20.75 | 29.10 | 40 | 22 | 46 | |||||||||
| 7 Nov | 2616.40 | 158 | 57.35 | 33.98 | 18 | 9 | 23 | |||||||||
| 6 Nov | 2486.50 | 100.65 | -20.15 | 35.63 | 3 | 0 | 17 | |||||||||
| 4 Nov | 2518.40 | 120.8 | -19.45 | 35.07 | 14 | -2 | 17 | |||||||||
| 3 Nov | 2563.80 | 140.25 | 28.75 | 34.07 | 11 | 1 | 19 | |||||||||
| 31 Oct | 2492.40 | 111.5 | -3.5 | - | 21 | 4 | 19 | |||||||||
| 30 Oct | 2513.10 | 115 | -6.3 | 33.09 | 9 | 8 | 14 | |||||||||
| 29 Oct | 2511.70 | 121.3 | 20.45 | 34.00 | 6 | 5 | 5 | |||||||||
| 13 Oct | 2340.70 | 100.85 | 0 | 4.28 | 0 | 0 | 0 | |||||||||
| 10 Oct | 2303.30 | 100.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 2264.60 | 100.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 2217.50 | 100.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Oct | 2250.50 | 100.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 2265.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 2201.30 | 0 | 0 | 7.22 | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2600 expiring on 30DEC2025
Delta for 2600 CE is 0.34
Historical price for 2600 CE is as follows
On 9 Dec ANGELONE was trading at 2500.00. The strike last trading price was 41.1, which was -5 lower than the previous day. The implied volatity was 31.15, the open interest changed by 52 which increased total open position to 1288
On 8 Dec ANGELONE was trading at 2542.60. The strike last trading price was 45.1, which was -41.4 lower than the previous day. The implied volatity was 26.41, the open interest changed by 538 which increased total open position to 1242
On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 84.7, which was -7.55 lower than the previous day. The implied volatity was 15.96, the open interest changed by -12 which decreased total open position to 710
On 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 93.95, which was -5.15 lower than the previous day. The implied volatity was 25.47, the open interest changed by 103 which increased total open position to 725
On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 92.8, which was -95.85 lower than the previous day. The implied volatity was 14.72, the open interest changed by 479 which increased total open position to 621
On 2 Dec ANGELONE was trading at 2814.20. The strike last trading price was 191.05, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 141
On 1 Dec ANGELONE was trading at 2763.40. The strike last trading price was 185.8, which was 21.95 higher than the previous day. The implied volatity was 20.34, the open interest changed by -11 which decreased total open position to 142
On 28 Nov ANGELONE was trading at 2703.80. The strike last trading price was 164, which was -15 lower than the previous day. The implied volatity was 26.52, the open interest changed by 13 which increased total open position to 154
On 27 Nov ANGELONE was trading at 2764.20. The strike last trading price was 179, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 141
On 26 Nov ANGELONE was trading at 2749.50. The strike last trading price was 173.35, which was 23.65 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 133
On 25 Nov ANGELONE was trading at 2687.70. The strike last trading price was 154.25, which was -9.45 lower than the previous day. The implied volatity was 23.14, the open interest changed by 53 which increased total open position to 145
On 24 Nov ANGELONE was trading at 2678.50. The strike last trading price was 163.5, which was -48.5 lower than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 92
On 21 Nov ANGELONE was trading at 2748.10. The strike last trading price was 212, which was -44.7 lower than the previous day. The implied volatity was 29.63, the open interest changed by 2 which increased total open position to 91
On 20 Nov ANGELONE was trading at 2814.30. The strike last trading price was 256.2, which was -0.55 lower than the previous day. The implied volatity was 23.11, the open interest changed by 2 which increased total open position to 88
On 19 Nov ANGELONE was trading at 2813.90. The strike last trading price was 256.75, which was 17.75 higher than the previous day. The implied volatity was 25.91, the open interest changed by 52 which increased total open position to 86
On 18 Nov ANGELONE was trading at 2793.40. The strike last trading price was 233.95, which was -38.05 lower than the previous day. The implied volatity was 21.84, the open interest changed by -51 which decreased total open position to 34
On 17 Nov ANGELONE was trading at 2847.40. The strike last trading price was 272, which was 69.7 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 85
On 14 Nov ANGELONE was trading at 2745.30. The strike last trading price was 202.3, which was -8.8 lower than the previous day. The implied volatity was 22.83, the open interest changed by -2 which decreased total open position to 43
On 13 Nov ANGELONE was trading at 2713.50. The strike last trading price was 211.1, which was 60.95 higher than the previous day. The implied volatity was 33.46, the open interest changed by -2 which decreased total open position to 48
On 12 Nov ANGELONE was trading at 2679.50. The strike last trading price was 150, which was 2.6 higher than the previous day. The implied volatity was 21.22, the open interest changed by 3 which increased total open position to 49
On 11 Nov ANGELONE was trading at 2641.40. The strike last trading price was 147.4, which was 17.05 higher than the previous day. The implied volatity was 27.89, the open interest changed by 0 which decreased total open position to 46
On 10 Nov ANGELONE was trading at 2606.40. The strike last trading price was 134.1, which was -20.75 lower than the previous day. The implied volatity was 29.10, the open interest changed by 22 which increased total open position to 46
On 7 Nov ANGELONE was trading at 2616.40. The strike last trading price was 158, which was 57.35 higher than the previous day. The implied volatity was 33.98, the open interest changed by 9 which increased total open position to 23
On 6 Nov ANGELONE was trading at 2486.50. The strike last trading price was 100.65, which was -20.15 lower than the previous day. The implied volatity was 35.63, the open interest changed by 0 which decreased total open position to 17
On 4 Nov ANGELONE was trading at 2518.40. The strike last trading price was 120.8, which was -19.45 lower than the previous day. The implied volatity was 35.07, the open interest changed by -2 which decreased total open position to 17
On 3 Nov ANGELONE was trading at 2563.80. The strike last trading price was 140.25, which was 28.75 higher than the previous day. The implied volatity was 34.07, the open interest changed by 1 which increased total open position to 19
On 31 Oct ANGELONE was trading at 2492.40. The strike last trading price was 111.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 19
On 30 Oct ANGELONE was trading at 2513.10. The strike last trading price was 115, which was -6.3 lower than the previous day. The implied volatity was 33.09, the open interest changed by 8 which increased total open position to 14
On 29 Oct ANGELONE was trading at 2511.70. The strike last trading price was 121.3, which was 20.45 higher than the previous day. The implied volatity was 34.00, the open interest changed by 5 which increased total open position to 5
On 13 Oct ANGELONE was trading at 2340.70. The strike last trading price was 100.85, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
On 10 Oct ANGELONE was trading at 2303.30. The strike last trading price was 100.85, 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 9 Oct ANGELONE was trading at 2264.60. The strike last trading price was 100.85, 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 8 Oct ANGELONE was trading at 2217.50. The strike last trading price was 100.85, 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 7 Oct ANGELONE was trading at 2250.50. The strike last trading price was 100.85, 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 6 Oct ANGELONE was trading at 2265.20. 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 3 Oct ANGELONE was trading at 2201.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.22, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 30DEC2025 2600 PE | |||||||
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Delta: -0.62
Vega: 2.30
Theta: -1.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2500.00 | 146.05 | 10.8 | 40.00 | 366 | -122 | 978 |
| 8 Dec | 2542.60 | 135.35 | 55.85 | 43.83 | 2,323 | -279 | 1,118 |
| 5 Dec | 2641.70 | 80 | -5.65 | 40.33 | 2,006 | 226 | 1,403 |
| 4 Dec | 2625.00 | 84.8 | -5 | 37.86 | 2,157 | -26 | 1,173 |
| 3 Dec | 2670.20 | 96 | 57.9 | 46.53 | 9,394 | 427 | 1,199 |
| 2 Dec | 2814.20 | 39.35 | -5.55 | 40.35 | 893 | 119 | 775 |
| 1 Dec | 2763.40 | 46.35 | -12 | 37.83 | 664 | -44 | 659 |
| 28 Nov | 2703.80 | 56.85 | 2.55 | 35.29 | 2,136 | 91 | 704 |
| 27 Nov | 2764.20 | 54.4 | -0.45 | 39.19 | 381 | 1 | 615 |
| 26 Nov | 2749.50 | 57.1 | -18.35 | 38.73 | 1,389 | 122 | 615 |
| 25 Nov | 2687.70 | 73.5 | -4.1 | 38.85 | 598 | 201 | 493 |
| 24 Nov | 2678.50 | 78.5 | 17.15 | 37.95 | 329 | 49 | 288 |
| 21 Nov | 2748.10 | 61.25 | 11.55 | 37.54 | 167 | 57 | 240 |
| 20 Nov | 2814.30 | 49.5 | 4.05 | 39.06 | 114 | 17 | 182 |
| 19 Nov | 2813.90 | 46.95 | -3 | 37.18 | 144 | 49 | 164 |
| 18 Nov | 2793.40 | 49.95 | 9.75 | 36.42 | 72 | 21 | 114 |
| 17 Nov | 2847.40 | 38.9 | -26.85 | 36.95 | 138 | 40 | 94 |
| 14 Nov | 2745.30 | 65.8 | -13.7 | 36.35 | 18 | 7 | 55 |
| 13 Nov | 2713.50 | 79.5 | -28.85 | 37.06 | 29 | 14 | 48 |
| 12 Nov | 2679.50 | 108.95 | -12.35 | 42.08 | 37 | 11 | 33 |
| 11 Nov | 2641.40 | 121.3 | -14.05 | 40.97 | 15 | 4 | 21 |
| 10 Nov | 2606.40 | 134 | -14.65 | 40.55 | 17 | 3 | 18 |
| 7 Nov | 2616.40 | 152.25 | -37.75 | 44.45 | 16 | 14 | 15 |
| 6 Nov | 2486.50 | 190 | -339 | 37.64 | 1 | 0 | 0 |
| 4 Nov | 2518.40 | 529 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 2563.80 | 529 | 0 | 0.18 | 0 | 0 | 0 |
| 31 Oct | 2492.40 | 529 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 2513.10 | 529 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 2511.70 | 529 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 2340.70 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 2303.30 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 2264.60 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 2217.50 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 2250.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 2265.20 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 2201.30 | 0 | 0 | - | 0 | 0 | 0 |
For Angel One Limited - strike price 2600 expiring on 30DEC2025
Delta for 2600 PE is -0.62
Historical price for 2600 PE is as follows
On 9 Dec ANGELONE was trading at 2500.00. The strike last trading price was 146.05, which was 10.8 higher than the previous day. The implied volatity was 40.00, the open interest changed by -122 which decreased total open position to 978
On 8 Dec ANGELONE was trading at 2542.60. The strike last trading price was 135.35, which was 55.85 higher than the previous day. The implied volatity was 43.83, the open interest changed by -279 which decreased total open position to 1118
On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 80, which was -5.65 lower than the previous day. The implied volatity was 40.33, the open interest changed by 226 which increased total open position to 1403
On 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 84.8, which was -5 lower than the previous day. The implied volatity was 37.86, the open interest changed by -26 which decreased total open position to 1173
On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 96, which was 57.9 higher than the previous day. The implied volatity was 46.53, the open interest changed by 427 which increased total open position to 1199
On 2 Dec ANGELONE was trading at 2814.20. The strike last trading price was 39.35, which was -5.55 lower than the previous day. The implied volatity was 40.35, the open interest changed by 119 which increased total open position to 775
On 1 Dec ANGELONE was trading at 2763.40. The strike last trading price was 46.35, which was -12 lower than the previous day. The implied volatity was 37.83, the open interest changed by -44 which decreased total open position to 659
On 28 Nov ANGELONE was trading at 2703.80. The strike last trading price was 56.85, which was 2.55 higher than the previous day. The implied volatity was 35.29, the open interest changed by 91 which increased total open position to 704
On 27 Nov ANGELONE was trading at 2764.20. The strike last trading price was 54.4, which was -0.45 lower than the previous day. The implied volatity was 39.19, the open interest changed by 1 which increased total open position to 615
On 26 Nov ANGELONE was trading at 2749.50. The strike last trading price was 57.1, which was -18.35 lower than the previous day. The implied volatity was 38.73, the open interest changed by 122 which increased total open position to 615
On 25 Nov ANGELONE was trading at 2687.70. The strike last trading price was 73.5, which was -4.1 lower than the previous day. The implied volatity was 38.85, the open interest changed by 201 which increased total open position to 493
On 24 Nov ANGELONE was trading at 2678.50. The strike last trading price was 78.5, which was 17.15 higher than the previous day. The implied volatity was 37.95, the open interest changed by 49 which increased total open position to 288
On 21 Nov ANGELONE was trading at 2748.10. The strike last trading price was 61.25, which was 11.55 higher than the previous day. The implied volatity was 37.54, the open interest changed by 57 which increased total open position to 240
On 20 Nov ANGELONE was trading at 2814.30. The strike last trading price was 49.5, which was 4.05 higher than the previous day. The implied volatity was 39.06, the open interest changed by 17 which increased total open position to 182
On 19 Nov ANGELONE was trading at 2813.90. The strike last trading price was 46.95, which was -3 lower than the previous day. The implied volatity was 37.18, the open interest changed by 49 which increased total open position to 164
On 18 Nov ANGELONE was trading at 2793.40. The strike last trading price was 49.95, which was 9.75 higher than the previous day. The implied volatity was 36.42, the open interest changed by 21 which increased total open position to 114
On 17 Nov ANGELONE was trading at 2847.40. The strike last trading price was 38.9, which was -26.85 lower than the previous day. The implied volatity was 36.95, the open interest changed by 40 which increased total open position to 94
On 14 Nov ANGELONE was trading at 2745.30. The strike last trading price was 65.8, which was -13.7 lower than the previous day. The implied volatity was 36.35, the open interest changed by 7 which increased total open position to 55
On 13 Nov ANGELONE was trading at 2713.50. The strike last trading price was 79.5, which was -28.85 lower than the previous day. The implied volatity was 37.06, the open interest changed by 14 which increased total open position to 48
On 12 Nov ANGELONE was trading at 2679.50. The strike last trading price was 108.95, which was -12.35 lower than the previous day. The implied volatity was 42.08, the open interest changed by 11 which increased total open position to 33
On 11 Nov ANGELONE was trading at 2641.40. The strike last trading price was 121.3, which was -14.05 lower than the previous day. The implied volatity was 40.97, the open interest changed by 4 which increased total open position to 21
On 10 Nov ANGELONE was trading at 2606.40. The strike last trading price was 134, which was -14.65 lower than the previous day. The implied volatity was 40.55, the open interest changed by 3 which increased total open position to 18
On 7 Nov ANGELONE was trading at 2616.40. The strike last trading price was 152.25, which was -37.75 lower than the previous day. The implied volatity was 44.45, the open interest changed by 14 which increased total open position to 15
On 6 Nov ANGELONE was trading at 2486.50. The strike last trading price was 190, which was -339 lower than the previous day. The implied volatity was 37.64, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ANGELONE was trading at 2518.40. The strike last trading price was 529, 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 Nov ANGELONE was trading at 2563.80. The strike last trading price was 529, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ANGELONE was trading at 2492.40. The strike last trading price was 529, 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 30 Oct ANGELONE was trading at 2513.10. The strike last trading price was 529, 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 29 Oct ANGELONE was trading at 2511.70. The strike last trading price was 529, 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 13 Oct ANGELONE was trading at 2340.70. 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 10 Oct ANGELONE was trading at 2303.30. 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 9 Oct ANGELONE was trading at 2264.60. 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 8 Oct ANGELONE was trading at 2217.50. 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 7 Oct ANGELONE was trading at 2250.50. 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 6 Oct ANGELONE was trading at 2265.20. 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 3 Oct ANGELONE was trading at 2201.30. 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































































































































































































































