Historical option data for ANGELONE
25 May 2026 04:10 PM IST
| ANGELONE 26-May-2026 330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0
Theta: -0.85
Gamma: 0.01171
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 346.45 | 18.4 | 7.2 (64.29%) | 65.78 | 114 | -53 | 326 | |||||||||
| 22 May | 339.35 | 11.6 | -0.85 (-6.83%) | 37.54 | 496 | -116 | 379 | |||||||||
| 21 May | 339.65 | 12.85 | 8 (164.95%) | 43.52 | 4,799 | -850 | 498 | |||||||||
| 20 May | 325.00 | 4.5 | -3.05 (-40.40%) | 38.25 | 5,916 | 227 | 1,360 | |||||||||
| 19 May | 328.00 | 8.4 | 7.05 (522.22%) | 45.44 | 8,673 | 79 | 1,135 | |||||||||
| 18 May | 303.95 | 1.35 | -0.8 (-37.21%) | 45.39 | 739 | -147 | 1,055 | |||||||||
| 15 May | 306.85 | 2 | -0.2 (-9.09%) | 41.18 | 891 | 37 | 1,200 | |||||||||
| 14 May | 303.70 | 2.45 | 0.6 (32.43%) | 46.34 | 1,129 | -64 | 1,166 | |||||||||
| 13 May | 298.15 | 1.9 | -0.3 (-13.64%) | 47.15 | 600 | -1 | 1,229 | |||||||||
| 12 May | 299.10 | 2.4 | -4.25 (-63.91%) | 46.7 | 2,165 | 334 | 1,237 | |||||||||
| 11 May | 317.20 | 6.6 | -4.1 (-38.32%) | 42.89 | 1,201 | -44 | 907 | |||||||||
| 8 May | 326.00 | 10.45 | 0.75 (7.73%) | 40.76 | 6,139 | 156 | 951 | |||||||||
| 7 May | 322.60 | 9.85 | 2.4 (32.21%) | 42.7 | 1,943 | 78 | 794 | |||||||||
| 6 May | 316.85 | 7.7 | 0.5 (6.94%) | 43.46 | 1,469 | 61 | 716 | |||||||||
| 5 May | 314.40 | 7.15 | 1.85 (34.91%) | 42.95 | 1,311 | 74 | 660 | |||||||||
| 4 May | 307.70 | 5.55 | -0.97 (-14.88%) | 43 | 652 | -9 | 591 | |||||||||
| 30 Apr | 308.71 | 6.24 | -1.93 (-23.62%) | 40.8 | 495 | -28 | 572 | |||||||||
| 29 Apr | 313.10 | 7.83 | -2.92 (-27.16%) | 41.01 | 773 | 8 | 599 | |||||||||
| 28 Apr | 319.27 | 10 | -1.34 (-11.82%) | 39.73 | 438 | 64 | 590 | |||||||||
| 27 Apr | 318.64 | 11.54 | 1.14 (10.96%) | 43.73 | 426 | 59 | 526 | |||||||||
| 24 Apr | 314.52 | 9.21 | -3.29 (-26.32%) | 39.96 | 467 | 44 | 467 | |||||||||
| 23 Apr | 321.21 | 12.5 | -2.8 (-18.30%) | 40.31 | 546 | 215 | 421 | |||||||||
| 22 Apr | 328.59 | 15.3 | 1.4 (10.07%) | 38.37 | 378 | 53 | 200 | |||||||||
| 21 Apr | 324.05 | 13.75 | 1.6 (13.17%) | 39.03 | 226 | 1 | 147 | |||||||||
| 20 Apr | 319.16 | 12.1 | -1.23 (-9.23%) | 40.78 | 250 | 30 | 150 | |||||||||
| 17 Apr | 322.47 | 13.04 | 7.76 (146.97%) | 36.69 | 767 | 118 | 124 | |||||||||
| 16 Apr | 292.61 | 5.6 | -2.29 (-29.02%) | 43.35 | 7 | 4 | 5 | |||||||||
| 15 Apr | 297.76 | 7.89 | -51.21 (-86.65%) | 46.48 | 1 | 0 | 0 | |||||||||
For Angel One Limited - strike price 330 expiring on 26MAY2026
Delta for 330 CE is 0.91
Historical price for 330 CE is as follows
On 25 May ANGELONE was trading at 346.45. The strike last trading price was 18.4, which was 7.2 higher than the previous day. The implied volatity was 65.78, the open interest changed by -53 which decreased total open position to 326
On 22 May ANGELONE was trading at 339.35. The strike last trading price was 11.6, which was -0.85 lower than the previous day. The implied volatity was 37.54, the open interest changed by -116 which decreased total open position to 379
On 21 May ANGELONE was trading at 339.65. The strike last trading price was 12.85, which was 8 higher than the previous day. The implied volatity was 43.52, the open interest changed by -850 which decreased total open position to 498
On 20 May ANGELONE was trading at 325.00. The strike last trading price was 4.5, which was -3.05 lower than the previous day. The implied volatity was 38.25, the open interest changed by 227 which increased total open position to 1360
On 19 May ANGELONE was trading at 328.00. The strike last trading price was 8.4, which was 7.05 higher than the previous day. The implied volatity was 45.44, the open interest changed by 79 which increased total open position to 1135
On 18 May ANGELONE was trading at 303.95. The strike last trading price was 1.35, which was -0.8 lower than the previous day. The implied volatity was 45.39, the open interest changed by -147 which decreased total open position to 1055
On 15 May ANGELONE was trading at 306.85. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 41.18, the open interest changed by 37 which increased total open position to 1200
On 14 May ANGELONE was trading at 303.70. The strike last trading price was 2.45, which was 0.6 higher than the previous day. The implied volatity was 46.34, the open interest changed by -64 which decreased total open position to 1166
On 13 May ANGELONE was trading at 298.15. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 47.15, the open interest changed by -1 which decreased total open position to 1229
On 12 May ANGELONE was trading at 299.10. The strike last trading price was 2.4, which was -4.25 lower than the previous day. The implied volatity was 46.7, the open interest changed by 334 which increased total open position to 1237
On 11 May ANGELONE was trading at 317.20. The strike last trading price was 6.6, which was -4.1 lower than the previous day. The implied volatity was 42.89, the open interest changed by -44 which decreased total open position to 907
On 8 May ANGELONE was trading at 326.00. The strike last trading price was 10.45, which was 0.75 higher than the previous day. The implied volatity was 40.76, the open interest changed by 156 which increased total open position to 951
On 7 May ANGELONE was trading at 322.60. The strike last trading price was 9.85, which was 2.4 higher than the previous day. The implied volatity was 42.7, the open interest changed by 78 which increased total open position to 794
On 6 May ANGELONE was trading at 316.85. The strike last trading price was 7.7, which was 0.5 higher than the previous day. The implied volatity was 43.46, the open interest changed by 61 which increased total open position to 716
On 5 May ANGELONE was trading at 314.40. The strike last trading price was 7.15, which was 1.85 higher than the previous day. The implied volatity was 42.95, the open interest changed by 74 which increased total open position to 660
On 4 May ANGELONE was trading at 307.70. The strike last trading price was 5.55, which was -0.97 lower than the previous day. The implied volatity was 43, the open interest changed by -9 which decreased total open position to 591
On 30 Apr ANGELONE was trading at 308.71. The strike last trading price was 6.24, which was -1.93 lower than the previous day. The implied volatity was 40.8, the open interest changed by -28 which decreased total open position to 572
On 29 Apr ANGELONE was trading at 313.10. The strike last trading price was 7.83, which was -2.92 lower than the previous day. The implied volatity was 41.01, the open interest changed by 8 which increased total open position to 599
On 28 Apr ANGELONE was trading at 319.27. The strike last trading price was 10, which was -1.34 lower than the previous day. The implied volatity was 39.73, the open interest changed by 64 which increased total open position to 590
On 27 Apr ANGELONE was trading at 318.64. The strike last trading price was 11.54, which was 1.14 higher than the previous day. The implied volatity was 43.73, the open interest changed by 59 which increased total open position to 526
On 24 Apr ANGELONE was trading at 314.52. The strike last trading price was 9.21, which was -3.29 lower than the previous day. The implied volatity was 39.96, the open interest changed by 44 which increased total open position to 467
On 23 Apr ANGELONE was trading at 321.21. The strike last trading price was 12.5, which was -2.8 lower than the previous day. The implied volatity was 40.31, the open interest changed by 215 which increased total open position to 421
On 22 Apr ANGELONE was trading at 328.59. The strike last trading price was 15.3, which was 1.4 higher than the previous day. The implied volatity was 38.37, the open interest changed by 53 which increased total open position to 200
On 21 Apr ANGELONE was trading at 324.05. The strike last trading price was 13.75, which was 1.6 higher than the previous day. The implied volatity was 39.03, the open interest changed by 1 which increased total open position to 147
On 20 Apr ANGELONE was trading at 319.16. The strike last trading price was 12.1, which was -1.23 lower than the previous day. The implied volatity was 40.78, the open interest changed by 30 which increased total open position to 150
On 17 Apr ANGELONE was trading at 322.47. The strike last trading price was 13.04, which was 7.76 higher than the previous day. The implied volatity was 36.69, the open interest changed by 118 which increased total open position to 124
On 16 Apr ANGELONE was trading at 292.61. The strike last trading price was 5.6, which was -2.29 lower than the previous day. The implied volatity was 43.35, the open interest changed by 4 which increased total open position to 5
On 15 Apr ANGELONE was trading at 297.76. The strike last trading price was 7.89, which was -51.21 lower than the previous day. The implied volatity was 46.48, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 26-May-2026 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0
Theta: -0.18
Gamma: 0.00653
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 346.45 | 0.1 | -0.9 (-90.00%) | 45.53 | 1,602 | 94 | 686 |
| 22 May | 339.35 | 1 | -1 (-50.00%) | 28.64 | 2,418 | 9 | 596 |
| 21 May | 339.65 | 2.1 | -7.9 (-79.00%) | 35.05 | 3,745 | 391 | 587 |
| 20 May | 325.00 | 9.8 | 0.8 (8.89%) | 41.96 | 545 | -49 | 196 |
| 19 May | 328.00 | 8.4 | -19.6 (-70.00%) | 45.5 | 988 | 67 | 246 |
| 18 May | 303.95 | 26.5 | 4.5 (20.45%) | 31.87 | 31 | 0 | 178 |
| 15 May | 306.85 | 21.6 | -5.25 (-19.55%) | 38.71 | 14 | 3 | 177 |
| 14 May | 303.70 | 26.85 | -5.65 (-17.38%) | 32.96 | 26 | -13 | 175 |
| 13 May | 298.15 | 32.75 | 0.25 (0.77%) | 0 | 11 | -2 | 188 |
| 12 May | 299.10 | 31.55 | 13.35 (73.35%) | 0 | 56 | -20 | 191 |
| 11 May | 317.20 | 17.9 | 4.55 (34.08%) | 43.14 | 332 | -22 | 210 |
| 8 May | 326.00 | 12.55 | -2.55 (-16.89%) | 37.35 | 1,215 | 149 | 235 |
| 7 May | 322.60 | 15.1 | -3.95 (-20.73%) | 38.98 | 163 | 31 | 86 |
| 6 May | 316.85 | 19 | -2.25 (-10.59%) | 39.01 | 65 | -7 | 57 |
| 5 May | 314.40 | 21 | -4.35 (-17.16%) | 41.27 | 56 | -2 | 65 |
| 4 May | 307.70 | 25 | -0.59 (-2.31%) | 37.28 | 14 | 1 | 68 |
| 30 Apr | 308.71 | 25.59 | 2.18 (9.31%) | 41 | 15 | 0 | 67 |
| 29 Apr | 313.10 | 23.58 | 3.21 (15.76%) | 41 | 73 | -6 | 67 |
| 28 Apr | 319.27 | 19.74 | -1.26 (-6.00%) | 41.06 | 119 | -33 | 73 |
| 27 Apr | 318.64 | 21 | -4.16 (-16.53%) | 43.54 | 69 | 40 | 105 |
| 24 Apr | 314.52 | 24.97 | 3.63 (17.01%) | 45.78 | 55 | 5 | 63 |
| 23 Apr | 321.21 | 21.78 | 1.01 (4.86%) | 45.98 | 81 | 25 | 44 |
| 22 Apr | 328.59 | 20.74 | -823.86 (-97.54%) | 51.72 | 32 | 18 | 18 |
| 21 Apr | 324.05 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 319.16 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 322.47 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 292.61 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 297.76 | 0 | 0 | - | 0 | 0 | 0 |
For Angel One Limited - strike price 330 expiring on 26MAY2026
Delta for 330 PE is -0.03
Historical price for 330 PE is as follows
On 25 May ANGELONE was trading at 346.45. The strike last trading price was 0.1, which was -0.9 lower than the previous day. The implied volatity was 45.53, the open interest changed by 94 which increased total open position to 686
On 22 May ANGELONE was trading at 339.35. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 28.64, the open interest changed by 9 which increased total open position to 596
On 21 May ANGELONE was trading at 339.65. The strike last trading price was 2.1, which was -7.9 lower than the previous day. The implied volatity was 35.05, the open interest changed by 391 which increased total open position to 587
On 20 May ANGELONE was trading at 325.00. The strike last trading price was 9.8, which was 0.8 higher than the previous day. The implied volatity was 41.96, the open interest changed by -49 which decreased total open position to 196
On 19 May ANGELONE was trading at 328.00. The strike last trading price was 8.4, which was -19.6 lower than the previous day. The implied volatity was 45.5, the open interest changed by 67 which increased total open position to 246
On 18 May ANGELONE was trading at 303.95. The strike last trading price was 26.5, which was 4.5 higher than the previous day. The implied volatity was 31.87, the open interest changed by 0 which decreased total open position to 178
On 15 May ANGELONE was trading at 306.85. The strike last trading price was 21.6, which was -5.25 lower than the previous day. The implied volatity was 38.71, the open interest changed by 3 which increased total open position to 177
On 14 May ANGELONE was trading at 303.70. The strike last trading price was 26.85, which was -5.65 lower than the previous day. The implied volatity was 32.96, the open interest changed by -13 which decreased total open position to 175
On 13 May ANGELONE was trading at 298.15. The strike last trading price was 32.75, which was 0.25 higher than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 188
On 12 May ANGELONE was trading at 299.10. The strike last trading price was 31.55, which was 13.35 higher than the previous day. The implied volatity was 0, the open interest changed by -20 which decreased total open position to 191
On 11 May ANGELONE was trading at 317.20. The strike last trading price was 17.9, which was 4.55 higher than the previous day. The implied volatity was 43.14, the open interest changed by -22 which decreased total open position to 210
On 8 May ANGELONE was trading at 326.00. The strike last trading price was 12.55, which was -2.55 lower than the previous day. The implied volatity was 37.35, the open interest changed by 149 which increased total open position to 235
On 7 May ANGELONE was trading at 322.60. The strike last trading price was 15.1, which was -3.95 lower than the previous day. The implied volatity was 38.98, the open interest changed by 31 which increased total open position to 86
On 6 May ANGELONE was trading at 316.85. The strike last trading price was 19, which was -2.25 lower than the previous day. The implied volatity was 39.01, the open interest changed by -7 which decreased total open position to 57
On 5 May ANGELONE was trading at 314.40. The strike last trading price was 21, which was -4.35 lower than the previous day. The implied volatity was 41.27, the open interest changed by -2 which decreased total open position to 65
On 4 May ANGELONE was trading at 307.70. The strike last trading price was 25, which was -0.59 lower than the previous day. The implied volatity was 37.28, the open interest changed by 1 which increased total open position to 68
On 30 Apr ANGELONE was trading at 308.71. The strike last trading price was 25.59, which was 2.18 higher than the previous day. The implied volatity was 41, the open interest changed by 0 which decreased total open position to 67
On 29 Apr ANGELONE was trading at 313.10. The strike last trading price was 23.58, which was 3.21 higher than the previous day. The implied volatity was 41, the open interest changed by -6 which decreased total open position to 67
On 28 Apr ANGELONE was trading at 319.27. The strike last trading price was 19.74, which was -1.26 lower than the previous day. The implied volatity was 41.06, the open interest changed by -33 which decreased total open position to 73
On 27 Apr ANGELONE was trading at 318.64. The strike last trading price was 21, which was -4.16 lower than the previous day. The implied volatity was 43.54, the open interest changed by 40 which increased total open position to 105
On 24 Apr ANGELONE was trading at 314.52. The strike last trading price was 24.97, which was 3.63 higher than the previous day. The implied volatity was 45.78, the open interest changed by 5 which increased total open position to 63
On 23 Apr ANGELONE was trading at 321.21. The strike last trading price was 21.78, which was 1.01 higher than the previous day. The implied volatity was 45.98, the open interest changed by 25 which increased total open position to 44
On 22 Apr ANGELONE was trading at 328.59. The strike last trading price was 20.74, which was -823.86 lower than the previous day. The implied volatity was 51.72, the open interest changed by 18 which increased total open position to 18
On 21 Apr ANGELONE was trading at 324.05. 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 20 Apr ANGELONE was trading at 319.16. 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 17 Apr ANGELONE was trading at 322.47. 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 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
