ANGELONE
Angel One Limited
Historical option data for ANGELONE
17 Dec 2025 04:13 PM IST
| ANGELONE 30-DEC-2025 3100 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.18
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 2504.60 | 1.2 | -0.8 | 50.29 | 39 | -3 | 204 | |||||||||
| 16 Dec | 2532.40 | 2 | -0.05 | 49.85 | 42 | -11 | 214 | |||||||||
| 15 Dec | 2582.50 | 2.05 | -0.9 | 44.11 | 16 | 0 | 223 | |||||||||
| 12 Dec | 2595.30 | 2.7 | -0.6 | 40.60 | 75 | -29 | 225 | |||||||||
| 11 Dec | 2577.40 | 3.4 | 1.25 | 42.79 | 122 | 44 | 254 | |||||||||
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| 10 Dec | 2478.30 | 2.25 | -0.85 | 45.97 | 25 | 2 | 211 | |||||||||
| 9 Dec | 2533.50 | 3.2 | 0.3 | 43.53 | 57 | -6 | 209 | |||||||||
| 8 Dec | 2542.60 | 3 | -0.8 | 41.34 | 109 | -37 | 215 | |||||||||
| 5 Dec | 2641.70 | 3.7 | -0.75 | 32.49 | 107 | 20 | 252 | |||||||||
| 4 Dec | 2625.00 | 4.7 | -0.8 | 34.89 | 279 | -4 | 233 | |||||||||
| 3 Dec | 2670.20 | 5.1 | -32.45 | 32.32 | 488 | 233 | 233 | |||||||||
For Angel One Limited - strike price 3100 expiring on 30DEC2025
Delta for 3100 CE is 0.01
Historical price for 3100 CE is as follows
On 17 Dec ANGELONE was trading at 2504.60. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 50.29, the open interest changed by -3 which decreased total open position to 204
On 16 Dec ANGELONE was trading at 2532.40. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 49.85, the open interest changed by -11 which decreased total open position to 214
On 15 Dec ANGELONE was trading at 2582.50. The strike last trading price was 2.05, which was -0.9 lower than the previous day. The implied volatity was 44.11, the open interest changed by 0 which decreased total open position to 223
On 12 Dec ANGELONE was trading at 2595.30. The strike last trading price was 2.7, which was -0.6 lower than the previous day. The implied volatity was 40.60, the open interest changed by -29 which decreased total open position to 225
On 11 Dec ANGELONE was trading at 2577.40. The strike last trading price was 3.4, which was 1.25 higher than the previous day. The implied volatity was 42.79, the open interest changed by 44 which increased total open position to 254
On 10 Dec ANGELONE was trading at 2478.30. The strike last trading price was 2.25, which was -0.85 lower than the previous day. The implied volatity was 45.97, the open interest changed by 2 which increased total open position to 211
On 9 Dec ANGELONE was trading at 2533.50. The strike last trading price was 3.2, which was 0.3 higher than the previous day. The implied volatity was 43.53, the open interest changed by -6 which decreased total open position to 209
On 8 Dec ANGELONE was trading at 2542.60. The strike last trading price was 3, which was -0.8 lower than the previous day. The implied volatity was 41.34, the open interest changed by -37 which decreased total open position to 215
On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 3.7, which was -0.75 lower than the previous day. The implied volatity was 32.49, the open interest changed by 20 which increased total open position to 252
On 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 4.7, which was -0.8 lower than the previous day. The implied volatity was 34.89, the open interest changed by -4 which decreased total open position to 233
On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 5.1, which was -32.45 lower than the previous day. The implied volatity was 32.32, the open interest changed by 233 which increased total open position to 233
| ANGELONE 30DEC2025 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 2504.60 | 504.2 | 97.2 | - | 0 | 0 | 2 |
| 16 Dec | 2532.40 | 504.2 | 97.2 | - | 0 | 0 | 2 |
| 15 Dec | 2582.50 | 504.2 | 97.2 | - | 0 | 0 | 0 |
| 12 Dec | 2595.30 | 504.2 | 97.2 | - | 0 | 0 | 2 |
| 11 Dec | 2577.40 | 504.2 | 97.2 | - | 0 | 0 | 2 |
| 10 Dec | 2478.30 | 504.2 | 97.2 | - | 0 | 0 | 2 |
| 9 Dec | 2533.50 | 504.2 | 97.2 | - | 0 | 0 | 0 |
| 8 Dec | 2542.60 | 504.2 | 97.2 | - | 0 | 0 | 2 |
| 5 Dec | 2641.70 | 504.2 | 97.2 | 74.79 | 1 | 0 | 1 |
| 4 Dec | 2625.00 | 407 | -511.3 | - | 0 | 0 | 0 |
| 3 Dec | 2670.20 | 407 | -511.3 | - | 0 | 0 | 0 |
For Angel One Limited - strike price 3100 expiring on 30DEC2025
Delta for 3100 PE is -
Historical price for 3100 PE is as follows
On 17 Dec ANGELONE was trading at 2504.60. The strike last trading price was 504.2, which was 97.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec ANGELONE was trading at 2532.40. The strike last trading price was 504.2, which was 97.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Dec ANGELONE was trading at 2582.50. The strike last trading price was 504.2, which was 97.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ANGELONE was trading at 2595.30. The strike last trading price was 504.2, which was 97.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec ANGELONE was trading at 2577.40. The strike last trading price was 504.2, which was 97.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec ANGELONE was trading at 2478.30. The strike last trading price was 504.2, which was 97.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec ANGELONE was trading at 2533.50. The strike last trading price was 504.2, which was 97.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec ANGELONE was trading at 2542.60. The strike last trading price was 504.2, which was 97.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 504.2, which was 97.2 higher than the previous day. The implied volatity was 74.79, the open interest changed by 0 which decreased total open position to 1
On 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 407, which was -511.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 407, which was -511.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































