ANGELONE
Angel One Limited
Historical option data for ANGELONE
05 Dec 2025 04:13 PM IST
| ANGELONE 30-DEC-2025 2650 CE | ||||||||||||||||
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Delta: 0.56
Vega: 2.73
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 5 Dec | 2641.70 | 63.15 | -6.15 | 19.70 | 2,460 | 111 | 883 | |||||||||
| 4 Dec | 2625.00 | 71 | -4.8 | 26.56 | 3,577 | -38 | 772 | |||||||||
| 3 Dec | 2670.20 | 70.9 | -84.15 | 19.12 | 5,801 | 662 | 810 | |||||||||
| 2 Dec | 2814.20 | 156.8 | 4.7 | - | 51 | -2 | 150 | |||||||||
| 1 Dec | 2763.40 | 149.65 | 17.15 | 22.59 | 94 | -7 | 152 | |||||||||
| 28 Nov | 2703.80 | 133.15 | -11.4 | 27.50 | 265 | 50 | 159 | |||||||||
| 27 Nov | 2764.20 | 141.05 | -7.15 | 14.36 | 41 | 14 | 108 | |||||||||
| 26 Nov | 2749.50 | 141.7 | 17.7 | 18.24 | 191 | 25 | 96 | |||||||||
| 25 Nov | 2687.70 | 124.45 | -20.45 | 24.56 | 155 | 33 | 69 | |||||||||
| 24 Nov | 2678.50 | 144.9 | -85.95 | 34.23 | 3 | 1 | 36 | |||||||||
| 21 Nov | 2748.10 | 230.85 | 9 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2814.30 | 230.85 | 9 | 29.44 | 2 | 0 | 35 | |||||||||
| 19 Nov | 2813.90 | 221.85 | 0.85 | 27.76 | 4 | -2 | 34 | |||||||||
| 18 Nov | 2793.40 | 221 | -12.85 | 31.66 | 4 | 1 | 35 | |||||||||
| 17 Nov | 2847.40 | 235.2 | 75.6 | - | 4 | 2 | 34 | |||||||||
| 14 Nov | 2745.30 | 159.6 | 0 | 20.98 | 1 | 0 | 32 | |||||||||
| 13 Nov | 2713.50 | 159.6 | 35.15 | 27.72 | 6 | -2 | 32 | |||||||||
| 12 Nov | 2679.50 | 124.45 | 8.8 | 23.09 | 6 | 5 | 33 | |||||||||
| 11 Nov | 2641.40 | 115.65 | 5.3 | 26.73 | 3 | 0 | 27 | |||||||||
| 10 Nov | 2606.40 | 110.35 | 0.4 | 29.40 | 4 | 2 | 27 | |||||||||
| 7 Nov | 2616.40 | 109.95 | 10.5 | 28.07 | 1 | 0 | 24 | |||||||||
| 6 Nov | 2486.50 | 99.45 | -92.95 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 2518.40 | 99.45 | -92.95 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 2563.80 | 99.45 | -92.95 | - | 0 | 24 | 0 | |||||||||
| 31 Oct | 2492.40 | 99.45 | -92.95 | - | 24 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2650 expiring on 30DEC2025
Delta for 2650 CE is 0.56
Historical price for 2650 CE is as follows
On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 63.15, which was -6.15 lower than the previous day. The implied volatity was 19.70, the open interest changed by 111 which increased total open position to 883
On 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 71, which was -4.8 lower than the previous day. The implied volatity was 26.56, the open interest changed by -38 which decreased total open position to 772
On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 70.9, which was -84.15 lower than the previous day. The implied volatity was 19.12, the open interest changed by 662 which increased total open position to 810
On 2 Dec ANGELONE was trading at 2814.20. The strike last trading price was 156.8, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 150
On 1 Dec ANGELONE was trading at 2763.40. The strike last trading price was 149.65, which was 17.15 higher than the previous day. The implied volatity was 22.59, the open interest changed by -7 which decreased total open position to 152
On 28 Nov ANGELONE was trading at 2703.80. The strike last trading price was 133.15, which was -11.4 lower than the previous day. The implied volatity was 27.50, the open interest changed by 50 which increased total open position to 159
On 27 Nov ANGELONE was trading at 2764.20. The strike last trading price was 141.05, which was -7.15 lower than the previous day. The implied volatity was 14.36, the open interest changed by 14 which increased total open position to 108
On 26 Nov ANGELONE was trading at 2749.50. The strike last trading price was 141.7, which was 17.7 higher than the previous day. The implied volatity was 18.24, the open interest changed by 25 which increased total open position to 96
On 25 Nov ANGELONE was trading at 2687.70. The strike last trading price was 124.45, which was -20.45 lower than the previous day. The implied volatity was 24.56, the open interest changed by 33 which increased total open position to 69
On 24 Nov ANGELONE was trading at 2678.50. The strike last trading price was 144.9, which was -85.95 lower than the previous day. The implied volatity was 34.23, the open interest changed by 1 which increased total open position to 36
On 21 Nov ANGELONE was trading at 2748.10. The strike last trading price was 230.85, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ANGELONE was trading at 2814.30. The strike last trading price was 230.85, which was 9 higher than the previous day. The implied volatity was 29.44, the open interest changed by 0 which decreased total open position to 35
On 19 Nov ANGELONE was trading at 2813.90. The strike last trading price was 221.85, which was 0.85 higher than the previous day. The implied volatity was 27.76, the open interest changed by -2 which decreased total open position to 34
On 18 Nov ANGELONE was trading at 2793.40. The strike last trading price was 221, which was -12.85 lower than the previous day. The implied volatity was 31.66, the open interest changed by 1 which increased total open position to 35
On 17 Nov ANGELONE was trading at 2847.40. The strike last trading price was 235.2, which was 75.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 34
On 14 Nov ANGELONE was trading at 2745.30. The strike last trading price was 159.6, which was 0 lower than the previous day. The implied volatity was 20.98, the open interest changed by 0 which decreased total open position to 32
On 13 Nov ANGELONE was trading at 2713.50. The strike last trading price was 159.6, which was 35.15 higher than the previous day. The implied volatity was 27.72, the open interest changed by -2 which decreased total open position to 32
On 12 Nov ANGELONE was trading at 2679.50. The strike last trading price was 124.45, which was 8.8 higher than the previous day. The implied volatity was 23.09, the open interest changed by 5 which increased total open position to 33
On 11 Nov ANGELONE was trading at 2641.40. The strike last trading price was 115.65, which was 5.3 higher than the previous day. The implied volatity was 26.73, the open interest changed by 0 which decreased total open position to 27
On 10 Nov ANGELONE was trading at 2606.40. The strike last trading price was 110.35, which was 0.4 higher than the previous day. The implied volatity was 29.40, the open interest changed by 2 which increased total open position to 27
On 7 Nov ANGELONE was trading at 2616.40. The strike last trading price was 109.95, which was 10.5 higher than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 24
On 6 Nov ANGELONE was trading at 2486.50. The strike last trading price was 99.45, which was -92.95 lower than the previous day. The implied volatity was -, 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 99.45, which was -92.95 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 99.45, which was -92.95 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 0
On 31 Oct ANGELONE was trading at 2492.40. The strike last trading price was 99.45, which was -92.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 30DEC2025 2650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 2.75
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 2641.70 | 108.55 | -2.95 | 42.22 | 583 | -80 | 507 |
| 4 Dec | 2625.00 | 111.65 | -3.05 | 38.71 | 1,564 | 13 | 591 |
| 3 Dec | 2670.20 | 122.6 | 69.45 | 47.72 | 7,066 | 229 | 578 |
| 2 Dec | 2814.20 | 53.7 | -6.15 | 40.70 | 447 | 55 | 350 |
| 1 Dec | 2763.40 | 62.4 | -14.3 | 37.95 | 376 | 3 | 294 |
| 28 Nov | 2703.80 | 74.5 | 2.8 | 35.04 | 958 | 67 | 292 |
| 27 Nov | 2764.20 | 73 | 0.6 | 39.97 | 217 | 33 | 226 |
| 26 Nov | 2749.50 | 75.35 | -26 | 39.20 | 600 | 26 | 194 |
| 25 Nov | 2687.70 | 95.75 | -4.15 | 39.63 | 588 | 140 | 171 |
| 24 Nov | 2678.50 | 101.55 | 21.95 | 38.64 | 86 | 28 | 31 |
| 21 Nov | 2748.10 | 78.35 | -198.35 | 37.92 | 6 | 2 | 2 |
| 20 Nov | 2814.30 | 276.7 | 0 | 5.55 | 0 | 0 | 0 |
| 19 Nov | 2813.90 | 276.7 | 0 | 5.31 | 0 | 0 | 0 |
| 18 Nov | 2793.40 | 276.7 | 0 | 4.81 | 0 | 0 | 0 |
| 17 Nov | 2847.40 | 276.7 | 0 | 6.38 | 0 | 0 | 0 |
| 14 Nov | 2745.30 | 276.7 | 0 | 3.52 | 0 | 0 | 0 |
| 13 Nov | 2713.50 | 276.7 | 0 | 2.61 | 0 | 0 | 0 |
| 12 Nov | 2679.50 | 276.7 | 0 | 1.79 | 0 | 0 | 0 |
| 11 Nov | 2641.40 | 276.7 | 0 | 0.75 | 0 | 0 | 0 |
| 10 Nov | 2606.40 | 276.7 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 2616.40 | 276.7 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 2486.50 | 276.7 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 2518.40 | 276.7 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 2563.80 | 276.7 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 2492.40 | 276.7 | 0 | - | 0 | 0 | 0 |
For Angel One Limited - strike price 2650 expiring on 30DEC2025
Delta for 2650 PE is -0.46
Historical price for 2650 PE is as follows
On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 108.55, which was -2.95 lower than the previous day. The implied volatity was 42.22, the open interest changed by -80 which decreased total open position to 507
On 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 111.65, which was -3.05 lower than the previous day. The implied volatity was 38.71, the open interest changed by 13 which increased total open position to 591
On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 122.6, which was 69.45 higher than the previous day. The implied volatity was 47.72, the open interest changed by 229 which increased total open position to 578
On 2 Dec ANGELONE was trading at 2814.20. The strike last trading price was 53.7, which was -6.15 lower than the previous day. The implied volatity was 40.70, the open interest changed by 55 which increased total open position to 350
On 1 Dec ANGELONE was trading at 2763.40. The strike last trading price was 62.4, which was -14.3 lower than the previous day. The implied volatity was 37.95, the open interest changed by 3 which increased total open position to 294
On 28 Nov ANGELONE was trading at 2703.80. The strike last trading price was 74.5, which was 2.8 higher than the previous day. The implied volatity was 35.04, the open interest changed by 67 which increased total open position to 292
On 27 Nov ANGELONE was trading at 2764.20. The strike last trading price was 73, which was 0.6 higher than the previous day. The implied volatity was 39.97, the open interest changed by 33 which increased total open position to 226
On 26 Nov ANGELONE was trading at 2749.50. The strike last trading price was 75.35, which was -26 lower than the previous day. The implied volatity was 39.20, the open interest changed by 26 which increased total open position to 194
On 25 Nov ANGELONE was trading at 2687.70. The strike last trading price was 95.75, which was -4.15 lower than the previous day. The implied volatity was 39.63, the open interest changed by 140 which increased total open position to 171
On 24 Nov ANGELONE was trading at 2678.50. The strike last trading price was 101.55, which was 21.95 higher than the previous day. The implied volatity was 38.64, the open interest changed by 28 which increased total open position to 31
On 21 Nov ANGELONE was trading at 2748.10. The strike last trading price was 78.35, which was -198.35 lower than the previous day. The implied volatity was 37.92, the open interest changed by 2 which increased total open position to 2
On 20 Nov ANGELONE was trading at 2814.30. The strike last trading price was 276.7, 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 19 Nov ANGELONE was trading at 2813.90. The strike last trading price was 276.7, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ANGELONE was trading at 2793.40. The strike last trading price was 276.7, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
On 17 Nov ANGELONE was trading at 2847.40. The strike last trading price was 276.7, which was 0 lower than the previous day. The implied volatity was 6.38, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ANGELONE was trading at 2745.30. The strike last trading price was 276.7, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ANGELONE was trading at 2713.50. The strike last trading price was 276.7, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ANGELONE was trading at 2679.50. The strike last trading price was 276.7, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ANGELONE was trading at 2641.40. The strike last trading price was 276.7, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ANGELONE was trading at 2606.40. The strike last trading price was 276.7, 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 Nov ANGELONE was trading at 2616.40. The strike last trading price was 276.7, 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 Nov ANGELONE was trading at 2486.50. The strike last trading price was 276.7, 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 Nov ANGELONE was trading at 2518.40. The strike last trading price was 276.7, 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 276.7, 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 31 Oct ANGELONE was trading at 2492.40. The strike last trading price was 276.7, 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































































































































































































































