ANGELONE
Angel One Limited
Historical option data for ANGELONE
08 May 2026 04:10 PM IST
| ANGELONE 26-May-2026 (16d) 320 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0
Theta: -0.34
Gamma: 0.01258
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 326.00 | 15.8 | 1.450000000000001 (10.10%) | 41.79 | 2,561 | -413 | 707 | |||||||||
| 7 May | 322.60 | 14.4 | 3 (26.32%) | 42.45 | 2,714 | 225 | 1,118 | |||||||||
| 6 May | 316.85 | 11.8 | 0.8500000000000014 (7.76%) | 44.36 | 2,770 | -42 | 890 | |||||||||
| 5 May | 314.40 | 10.9 | 2.5999999999999996 (31.33%) | 43.39 | 2,158 | 231 | 924 | |||||||||
| 4 May | 307.70 | 8.9 | -0.8200000000000003 (-8.44%) | 44.23 | 922 | 59 | 693 | |||||||||
| 30 Apr | 308.71 | 9.23 | -2.42 (-20.77%) | 40.29 | 906 | 111 | 745 | |||||||||
| 29 Apr | 313.10 | 11.87 | -3.280000000000001 (-21.65%) | 42.32 | 1,179 | 173 | 636 | |||||||||
| 28 Apr | 319.27 | 14.9 | -0.9100000000000001 (-5.76%) | 41.57 | 685 | 79 | 456 | |||||||||
| 27 Apr | 318.64 | 15.85 | 1.9499999999999993 (14.03%) | 43.9 | 462 | 108 | 378 | |||||||||
| 24 Apr | 314.52 | 14.23 | -2.9499999999999993 (-17.17%) | 43.22 | 365 | 47 | 269 | |||||||||
| 23 Apr | 321.21 | 16.7 | -3.2300000000000004 (-16.21%) | 39.6 | 213 | 73 | 221 | |||||||||
| 22 Apr | 328.59 | 19.58 | 1.4099999999999966 (7.76%) | 35.86 | 201 | -14 | 149 | |||||||||
| 21 Apr | 324.05 | 17.9 | 1.7399999999999984 (10.77%) | 37.36 | 185 | -49 | 164 | |||||||||
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| 20 Apr | 319.16 | 16 | -1.3200000000000003 (-7.62%) | 39.46 | 368 | 50 | 213 | |||||||||
| 17 Apr | 322.47 | 17.35 | 9.96 (134.78%) | 35.77 | 946 | 120 | 163 | |||||||||
| 16 Apr | 292.61 | 7.15 | -1.6799999999999997 (-19.03%) | 41.56 | 73 | 17 | 42 | |||||||||
| 15 Apr | 297.76 | 8.36 | 1.7999999999999998 (27.44%) | 40.01 | 62 | 25 | 26 | |||||||||
| 13 Apr | 280.46 | 6.56 | -3.6900000000000004 (-36.00%) | - | 0 | 0 | 1 | |||||||||
| 10 Apr | 280.99 | 6.56 | -3.6900000000000004 (-36.00%) | - | 0 | 0 | 1 | |||||||||
For Angel One Limited - strike price 320 expiring on 26MAY2026
Delta for 320 CE is 0.61
Historical price for 320 CE is as follows
On 8 May ANGELONE was trading at 326.00. The strike last trading price was 15.8, which was 1.450000000000001 higher than the previous day. The implied volatity was 41.79, the open interest changed by -413 which decreased total open position to 707
On 7 May ANGELONE was trading at 322.60. The strike last trading price was 14.4, which was 3 higher than the previous day. The implied volatity was 42.45, the open interest changed by 225 which increased total open position to 1118
On 6 May ANGELONE was trading at 316.85. The strike last trading price was 11.8, which was 0.8500000000000014 higher than the previous day. The implied volatity was 44.36, the open interest changed by -42 which decreased total open position to 890
On 5 May ANGELONE was trading at 314.40. The strike last trading price was 10.9, which was 2.5999999999999996 higher than the previous day. The implied volatity was 43.39, the open interest changed by 231 which increased total open position to 924
On 4 May ANGELONE was trading at 307.70. The strike last trading price was 8.9, which was -0.8200000000000003 lower than the previous day. The implied volatity was 44.23, the open interest changed by 59 which increased total open position to 693
On 30 Apr ANGELONE was trading at 308.71. The strike last trading price was 9.23, which was -2.42 lower than the previous day. The implied volatity was 40.29, the open interest changed by 111 which increased total open position to 745
On 29 Apr ANGELONE was trading at 313.10. The strike last trading price was 11.87, which was -3.280000000000001 lower than the previous day. The implied volatity was 42.32, the open interest changed by 173 which increased total open position to 636
On 28 Apr ANGELONE was trading at 319.27. The strike last trading price was 14.9, which was -0.9100000000000001 lower than the previous day. The implied volatity was 41.57, the open interest changed by 79 which increased total open position to 456
On 27 Apr ANGELONE was trading at 318.64. The strike last trading price was 15.85, which was 1.9499999999999993 higher than the previous day. The implied volatity was 43.9, the open interest changed by 108 which increased total open position to 378
On 24 Apr ANGELONE was trading at 314.52. The strike last trading price was 14.23, which was -2.9499999999999993 lower than the previous day. The implied volatity was 43.22, the open interest changed by 47 which increased total open position to 269
On 23 Apr ANGELONE was trading at 321.21. The strike last trading price was 16.7, which was -3.2300000000000004 lower than the previous day. The implied volatity was 39.6, the open interest changed by 73 which increased total open position to 221
On 22 Apr ANGELONE was trading at 328.59. The strike last trading price was 19.58, which was 1.4099999999999966 higher than the previous day. The implied volatity was 35.86, the open interest changed by -14 which decreased total open position to 149
On 21 Apr ANGELONE was trading at 324.05. The strike last trading price was 17.9, which was 1.7399999999999984 higher than the previous day. The implied volatity was 37.36, the open interest changed by -49 which decreased total open position to 164
On 20 Apr ANGELONE was trading at 319.16. The strike last trading price was 16, which was -1.3200000000000003 lower than the previous day. The implied volatity was 39.46, the open interest changed by 50 which increased total open position to 213
On 17 Apr ANGELONE was trading at 322.47. The strike last trading price was 17.35, which was 9.96 higher than the previous day. The implied volatity was 35.77, the open interest changed by 120 which increased total open position to 163
On 16 Apr ANGELONE was trading at 292.61. The strike last trading price was 7.15, which was -1.6799999999999997 lower than the previous day. The implied volatity was 41.56, the open interest changed by 17 which increased total open position to 42
On 15 Apr ANGELONE was trading at 297.76. The strike last trading price was 8.36, which was 1.7999999999999998 higher than the previous day. The implied volatity was 40.01, the open interest changed by 25 which increased total open position to 26
On 13 Apr ANGELONE was trading at 280.46. The strike last trading price was 6.56, which was -3.6900000000000004 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr ANGELONE was trading at 280.99. The strike last trading price was 6.56, which was -3.6900000000000004 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| ANGELONE 26-May-2026 (16d) 320 PE | |||||||
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Delta: -0.39
Vega: 0
Theta: -0.28
Gamma: 0.01313
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 326.00 | 8.4 | -1.5 (-15.15%) | 39.94 | 2,166 | 117 | 566 |
| 7 May | 322.60 | 10.05 | -2.75 (-21.48%) | 39.99 | 819 | 104 | 447 |
| 6 May | 316.85 | 12.4 | -2.549999999999999 (-17.06%) | 38.71 | 385 | 28 | 340 |
| 5 May | 314.40 | 14.5 | -4.149999999999999 (-22.25%) | 40.17 | 362 | -2 | 313 |
| 4 May | 307.70 | 18.3 | -1.2899999999999991 (-6.58%) | 39 | 126 | -29 | 317 |
| 30 Apr | 308.71 | 19.52 | 2.419999999999998 (14.15%) | 42.02 | 149 | -2 | 344 |
| 29 Apr | 313.10 | 17.29 | 2.5699999999999985 (17.46%) | 41.23 | 506 | 75 | 347 |
| 28 Apr | 319.27 | 14.6 | -1.3200000000000003 (-8.29%) | 42.13 | 330 | 11 | 275 |
| 27 Apr | 318.64 | 15.54 | -2.5700000000000003 (-14.19%) | 43.26 | 230 | 86 | 262 |
| 24 Apr | 314.52 | 18.8 | 2.5500000000000007 (15.69%) | 44.33 | 258 | -14 | 176 |
| 23 Apr | 321.21 | 16.5 | 0.9499999999999993 (6.11%) | 46.38 | 216 | 45 | 196 |
| 22 Apr | 328.59 | 15.4 | -1.8100000000000005 (-10.52%) | 51.38 | 149 | 4 | 151 |
| 21 Apr | 324.05 | 17.46 | -2.8099999999999987 (-13.86%) | 50.33 | 124 | 11 | 147 |
| 20 Apr | 319.16 | 20.92 | 0.8400000000000034 (4.18%) | 52.73 | 202 | 45 | 136 |
| 17 Apr | 322.47 | 20 | -739.35 (-97.37%) | 52.92 | 205 | 88 | 88 |
| 16 Apr | 292.61 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 297.76 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 280.46 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 280.99 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Angel One Limited - strike price 320 expiring on 26MAY2026
Delta for 320 PE is -0.39
Historical price for 320 PE is as follows
On 8 May ANGELONE was trading at 326.00. The strike last trading price was 8.4, which was -1.5 lower than the previous day. The implied volatity was 39.94, the open interest changed by 117 which increased total open position to 566
On 7 May ANGELONE was trading at 322.60. The strike last trading price was 10.05, which was -2.75 lower than the previous day. The implied volatity was 39.99, the open interest changed by 104 which increased total open position to 447
On 6 May ANGELONE was trading at 316.85. The strike last trading price was 12.4, which was -2.549999999999999 lower than the previous day. The implied volatity was 38.71, the open interest changed by 28 which increased total open position to 340
On 5 May ANGELONE was trading at 314.40. The strike last trading price was 14.5, which was -4.149999999999999 lower than the previous day. The implied volatity was 40.17, the open interest changed by -2 which decreased total open position to 313
On 4 May ANGELONE was trading at 307.70. The strike last trading price was 18.3, which was -1.2899999999999991 lower than the previous day. The implied volatity was 39, the open interest changed by -29 which decreased total open position to 317
On 30 Apr ANGELONE was trading at 308.71. The strike last trading price was 19.52, which was 2.419999999999998 higher than the previous day. The implied volatity was 42.02, the open interest changed by -2 which decreased total open position to 344
On 29 Apr ANGELONE was trading at 313.10. The strike last trading price was 17.29, which was 2.5699999999999985 higher than the previous day. The implied volatity was 41.23, the open interest changed by 75 which increased total open position to 347
On 28 Apr ANGELONE was trading at 319.27. The strike last trading price was 14.6, which was -1.3200000000000003 lower than the previous day. The implied volatity was 42.13, the open interest changed by 11 which increased total open position to 275
On 27 Apr ANGELONE was trading at 318.64. The strike last trading price was 15.54, which was -2.5700000000000003 lower than the previous day. The implied volatity was 43.26, the open interest changed by 86 which increased total open position to 262
On 24 Apr ANGELONE was trading at 314.52. The strike last trading price was 18.8, which was 2.5500000000000007 higher than the previous day. The implied volatity was 44.33, the open interest changed by -14 which decreased total open position to 176
On 23 Apr ANGELONE was trading at 321.21. The strike last trading price was 16.5, which was 0.9499999999999993 higher than the previous day. The implied volatity was 46.38, the open interest changed by 45 which increased total open position to 196
On 22 Apr ANGELONE was trading at 328.59. The strike last trading price was 15.4, which was -1.8100000000000005 lower than the previous day. The implied volatity was 51.38, the open interest changed by 4 which increased total open position to 151
On 21 Apr ANGELONE was trading at 324.05. The strike last trading price was 17.46, which was -2.8099999999999987 lower than the previous day. The implied volatity was 50.33, the open interest changed by 11 which increased total open position to 147
On 20 Apr ANGELONE was trading at 319.16. The strike last trading price was 20.92, which was 0.8400000000000034 higher than the previous day. The implied volatity was 52.73, the open interest changed by 45 which increased total open position to 136
On 17 Apr ANGELONE was trading at 322.47. The strike last trading price was 20, which was -739.35 lower than the previous day. The implied volatity was 52.92, the open interest changed by 88 which increased total open position to 88
On 16 Apr ANGELONE was trading at 292.61. 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 Apr ANGELONE was trading at 297.76. 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 13 Apr ANGELONE was trading at 280.46. 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 Apr ANGELONE was trading at 280.99. 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
