ANGELONE
Angel One Limited
Historical option data for ANGELONE
17 Apr 2026 04:11 PM IST
| ANGELONE 28-Apr-2026 (10d) 300 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0
Theta: -0.28
Gamma: 0.0097
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 322.47 | 25.32 | 17.76 | 44.4 | 22,766 | -882 | 1,444 | |||||||||
| 16 Apr | 292.61 | 7.56 | -2.5900000000000007 | 48.36 | 6,382 | 551 | 2,316 | |||||||||
| 15 Apr | 297.76 | 10.05 | 4.460000000000001 | 48.47 | 8,434 | 873 | 1,767 | |||||||||
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| 13 Apr | 280.46 | 5.6 | 0.1299999999999999 | 53.85 | 1,149 | 159 | 902 | |||||||||
| 10 Apr | 280.99 | 5.56 | 0.8599999999999994 | 48.69 | 2,452 | 127 | 767 | |||||||||
| 9 Apr | 281.80 | 4.72 | -121.58 | 42.92 | 3,664 | 639 | 639 | |||||||||
For Angel One Limited - strike price 300 expiring on 28APR2026
Delta for 300 CE is 0.84
Historical price for 300 CE is as follows
On 17 Apr ANGELONE was trading at 322.47. The strike last trading price was 25.32, which was 17.76 higher than the previous day. The implied volatity was 44.4, the open interest changed by -882 which decreased total open position to 1444
On 16 Apr ANGELONE was trading at 292.61. The strike last trading price was 7.56, which was -2.5900000000000007 lower than the previous day. The implied volatity was 48.36, the open interest changed by 551 which increased total open position to 2316
On 15 Apr ANGELONE was trading at 297.76. The strike last trading price was 10.05, which was 4.460000000000001 higher than the previous day. The implied volatity was 48.47, the open interest changed by 873 which increased total open position to 1767
On 13 Apr ANGELONE was trading at 280.46. The strike last trading price was 5.6, which was 0.1299999999999999 higher than the previous day. The implied volatity was 53.85, the open interest changed by 159 which increased total open position to 902
On 10 Apr ANGELONE was trading at 280.99. The strike last trading price was 5.56, which was 0.8599999999999994 higher than the previous day. The implied volatity was 48.69, the open interest changed by 127 which increased total open position to 767
On 9 Apr ANGELONE was trading at 281.80. The strike last trading price was 4.72, which was -121.58 lower than the previous day. The implied volatity was 42.92, the open interest changed by 639 which increased total open position to 639
| ANGELONE 28-Apr-2026 (10d) 300 PE | |||||||
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Delta: -0.17
Vega: 0
Theta: -0.27
Gamma: 0.00962
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 322.47 | 2.6 | -14.729999999999999 | 46.99 | 16,750 | 2,111 | 2,356 |
| 16 Apr | 292.61 | 18.14 | 1.870000000000001 | 66.4 | 1,333 | -13 | 235 |
| 15 Apr | 297.76 | 16.29 | -8.620000000000001 | 67.14 | 909 | 230 | 248 |
| 13 Apr | 280.46 | 24.94 | -0.16999999999999815 | 57.32 | 13 | 1 | 18 |
| 10 Apr | 280.99 | 25.11 | -3.3000000000000007 | 54.4 | 59 | 11 | 17 |
| 9 Apr | 281.80 | 29.15 | -508.1 | 73.31 | 22 | 7 | 7 |
For Angel One Limited - strike price 300 expiring on 28APR2026
Delta for 300 PE is -0.17
Historical price for 300 PE is as follows
On 17 Apr ANGELONE was trading at 322.47. The strike last trading price was 2.6, which was -14.729999999999999 lower than the previous day. The implied volatity was 46.99, the open interest changed by 2111 which increased total open position to 2356
On 16 Apr ANGELONE was trading at 292.61. The strike last trading price was 18.14, which was 1.870000000000001 higher than the previous day. The implied volatity was 66.4, the open interest changed by -13 which decreased total open position to 235
On 15 Apr ANGELONE was trading at 297.76. The strike last trading price was 16.29, which was -8.620000000000001 lower than the previous day. The implied volatity was 67.14, the open interest changed by 230 which increased total open position to 248
On 13 Apr ANGELONE was trading at 280.46. The strike last trading price was 24.94, which was -0.16999999999999815 lower than the previous day. The implied volatity was 57.32, the open interest changed by 1 which increased total open position to 18
On 10 Apr ANGELONE was trading at 280.99. The strike last trading price was 25.11, which was -3.3000000000000007 lower than the previous day. The implied volatity was 54.4, the open interest changed by 11 which increased total open position to 17
On 9 Apr ANGELONE was trading at 281.80. The strike last trading price was 29.15, which was -508.1 lower than the previous day. The implied volatity was 73.31, the open interest changed by 7 which increased total open position to 7
