Historical option data for ANGELONE
29 Jun 2026 10:49 AM IST
| ANGELONE 28-Jul-2026 (27d) 330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0
Theta: -0.31
Gamma: 0.00902
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 331.70 | 19 | -2 (-9.52%) | 46.41 | 85 | 33 | 65 | |||||||||
| 25 Jun | 335.25 | 21.5 | -4.5 (-17.31%) | 43.8 | 42 | 7 | 33 | |||||||||
| 24 Jun | 340.65 | 25.6 | -0.4 (-1.54%) | 42.46 | 15 | 9 | 25 | |||||||||
| 23 Jun | 342.10 | 26.1 | -6.9 (-20.91%) | 43.49 | 9 | 2 | 15 | |||||||||
| 22 Jun | 354.80 | 32.85 | -1.15 (-3.38%) | 40.84 | 1 | 1 | 13 | |||||||||
| 19 Jun | 353.70 | 34.15 | 0.15 (0.44%) | 42.5 | 8 | 1 | 12 | |||||||||
| 18 Jun | 352.80 | 33.7 | 0.7 (2.12%) | 45.49 | 2 | 2 | 11 | |||||||||
| 17 Jun | 348.70 | 33.15 | 0.15 (0.45%) | - | 8 | 0 | 9 | |||||||||
| 16 Jun | 348.25 | 33.15 | 0.15 (0.45%) | 39.94 | 8 | 0 | 9 | |||||||||
| 15 Jun | 352.30 | 33.15 | 13.15 (65.75%) | 39.94 | 8 | 2 | 12 | |||||||||
| 12 Jun | 339.50 | 20.35 | 2.35 (13.06%) | 41.13 | 1 | 0 | 9 | |||||||||
| 11 Jun | 323.75 | 17.85 | -4.15 (-18.86%) | 43.5 | 1 | 0 | 9 | |||||||||
| 10 Jun | 329.85 | 22.35 | 0.35 (1.59%) | - | 2 | 0 | 9 | |||||||||
| 9 Jun | 337.55 | 22.35 | 0.35 (1.59%) | - | 2 | 0 | 9 | |||||||||
| 8 Jun | 325.70 | 22.35 | 0.35 (1.59%) | - | 2 | 0 | 9 | |||||||||
| 5 Jun | 332.60 | 22.35 | 1.35 (6.43%) | 43.19 | 2 | 1 | 8 | |||||||||
| 4 Jun | 337.70 | 21.15 | 0.15 (0.71%) | 40.29 | 2 | 0 | 7 | |||||||||
| 3 Jun | 334.75 | 21.15 | -9.85 (-31.77%) | 40.29 | 2 | 2 | 7 | |||||||||
| 2 Jun | 342.65 | 31 | 2 (6.90%) | 44.18 | 2 | 0 | 5 | |||||||||
| 1 Jun | 335.60 | 29.1 | 0.1 (0.34%) | 43.07 | 5 | 0 | 5 | |||||||||
| 29 May | 337.30 | 29.1 | -3.9 (-11.82%) | 43.07 | 5 | 1 | 1 | |||||||||
| 27 May | 336.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 344.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 346.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 339.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 330 expiring on 28JUL2026
Delta for 330 CE is 0.56
Historical price for 330 CE is as follows
On 29 Jun ANGELONE was trading at 331.70. The strike last trading price was 19, which was -2 lower than the previous day. The implied volatity was 46.41, the open interest changed by 33 which increased total open position to 65
On 25 Jun ANGELONE was trading at 335.25. The strike last trading price was 21.5, which was -4.5 lower than the previous day. The implied volatity was 43.8, the open interest changed by 7 which increased total open position to 33
On 24 Jun ANGELONE was trading at 340.65. The strike last trading price was 25.6, which was -0.4 lower than the previous day. The implied volatity was 42.46, the open interest changed by 9 which increased total open position to 25
On 23 Jun ANGELONE was trading at 342.10. The strike last trading price was 26.1, which was -6.9 lower than the previous day. The implied volatity was 43.49, the open interest changed by 2 which increased total open position to 15
On 22 Jun ANGELONE was trading at 354.80. The strike last trading price was 32.85, which was -1.15 lower than the previous day. The implied volatity was 40.84, the open interest changed by 1 which increased total open position to 13
On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 34.15, which was 0.15 higher than the previous day. The implied volatity was 42.5, the open interest changed by 1 which increased total open position to 12
On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 33.7, which was 0.7 higher than the previous day. The implied volatity was 45.49, the open interest changed by 2 which increased total open position to 11
On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 33.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 33.15, which was 0.15 higher than the previous day. The implied volatity was 39.94, the open interest changed by 0 which decreased total open position to 9
On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 33.15, which was 13.15 higher than the previous day. The implied volatity was 39.94, the open interest changed by 2 which increased total open position to 12
On 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 20.35, which was 2.35 higher than the previous day. The implied volatity was 41.13, the open interest changed by 0 which decreased total open position to 9
On 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 17.85, which was -4.15 lower than the previous day. The implied volatity was 43.5, the open interest changed by 0 which decreased total open position to 9
On 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 22.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Jun ANGELONE was trading at 337.55. The strike last trading price was 22.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 8 Jun ANGELONE was trading at 325.70. The strike last trading price was 22.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 22.35, which was 1.35 higher than the previous day. The implied volatity was 43.19, the open interest changed by 1 which increased total open position to 8
On 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 21.15, which was 0.15 higher than the previous day. The implied volatity was 40.29, the open interest changed by 0 which decreased total open position to 7
On 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 21.15, which was -9.85 lower than the previous day. The implied volatity was 40.29, the open interest changed by 2 which increased total open position to 7
On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 31, which was 2 higher than the previous day. The implied volatity was 44.18, the open interest changed by 0 which decreased total open position to 5
On 1 Jun ANGELONE was trading at 335.60. The strike last trading price was 29.1, which was 0.1 higher than the previous day. The implied volatity was 43.07, the open interest changed by 0 which decreased total open position to 5
On 29 May ANGELONE was trading at 337.30. The strike last trading price was 29.1, which was -3.9 lower than the previous day. The implied volatity was 43.07, the open interest changed by 1 which increased total open position to 1
On 27 May ANGELONE was trading at 336.95. 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 26 May ANGELONE was trading at 344.45. 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 25 May ANGELONE was trading at 346.45. 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 22 May ANGELONE was trading at 339.35. 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
| ANGELONE 28-Jul-2026 (27d) 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0
Theta: -0.25
Gamma: 0.00943
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 331.70 | 14.65 | 0.95 (6.93%) | 44.18 | 47 | 37 | 196 |
| 25 Jun | 335.25 | 13.5 | 2.3 (20.54%) | 42.31 | 115 | 79 | 158 |
| 24 Jun | 340.65 | 11.95 | 0.15 (1.27%) | 41.42 | 28 | 3 | 80 |
| 23 Jun | 342.10 | 11.45 | 3.55 (44.94%) | 43.41 | 62 | 7 | 78 |
| 22 Jun | 354.80 | 8.1 | -0.55 (-6.36%) | 42.85 | 23 | 16 | 70 |
| 19 Jun | 353.70 | 8.6 | -0.9 (-9.47%) | 41.57 | 32 | 12 | 55 |
| 18 Jun | 352.80 | 9.5 | -0.65 (-6.40%) | 41.48 | 14 | 7 | 42 |
| 17 Jun | 348.70 | 10.15 | -0.45 (-4.25%) | 40.74 | 4 | 1 | 35 |
| 16 Jun | 348.25 | 10.6 | 0.7 (7.07%) | 41.43 | 12 | -2 | 33 |
| 15 Jun | 352.30 | 9.7 | -4.85 (-33.33%) | 42.06 | 75 | 10 | 34 |
| 12 Jun | 339.50 | 14.55 | -5.65 (-27.97%) | 41.4 | 5 | 2 | 23 |
| 11 Jun | 323.75 | 20.2 | 20.2 | - | 1 | 0 | 21 |
| 10 Jun | 329.85 | 20.2 | 20.2 | - | 1 | 0 | 21 |
| 9 Jun | 337.55 | 20.2 | 20.2 (-10.62%) | 42.54 | 1 | 0 | 21 |
| 8 Jun | 325.70 | 20.2 | -2.4 (-10.62%) | 42.54 | 1 | 0 | 21 |
| 5 Jun | 332.60 | 22.6 | 6.6 (41.25%) | 43.92 | 2 | 0 | 20 |
| 4 Jun | 337.70 | 16 | -4.65 (-22.52%) | 41.58 | 1 | 0 | 20 |
| 3 Jun | 334.75 | 20.65 | 5.15 (33.23%) | 43.86 | 4 | 0 | 20 |
| 2 Jun | 342.65 | 15.5 | 15.5 | - | 14 | 0 | 20 |
| 1 Jun | 335.60 | 15.5 | 15.5 (21.57%) | 38.36 | 14 | 0 | 20 |
| 29 May | 337.30 | 15.5 | 2.75 (21.57%) | 38.36 | 14 | 0 | 20 |
| 27 May | 336.95 | 12.75 | 0 (0.00%) | 38.17 | 1 | 0 | 20 |
| 26 May | 344.45 | 12.75 | -0.45 (-3.41%) | 39.77 | 1 | 0 | 20 |
| 25 May | 346.45 | 16.25 | 0 (0.00%) | 38.73 | 33 | 0 | 20 |
| 22 May | 339.35 | 16.25 | -23.16 (-58.77%) | 38.39 | 33 | 20 | 20 |
For Angel One Limited - strike price 330 expiring on 28JUL2026
Delta for 330 PE is -0.44
Historical price for 330 PE is as follows
On 29 Jun ANGELONE was trading at 331.70. The strike last trading price was 14.65, which was 0.95 higher than the previous day. The implied volatity was 44.18, the open interest changed by 37 which increased total open position to 196
On 25 Jun ANGELONE was trading at 335.25. The strike last trading price was 13.5, which was 2.3 higher than the previous day. The implied volatity was 42.31, the open interest changed by 79 which increased total open position to 158
On 24 Jun ANGELONE was trading at 340.65. The strike last trading price was 11.95, which was 0.15 higher than the previous day. The implied volatity was 41.42, the open interest changed by 3 which increased total open position to 80
On 23 Jun ANGELONE was trading at 342.10. The strike last trading price was 11.45, which was 3.55 higher than the previous day. The implied volatity was 43.41, the open interest changed by 7 which increased total open position to 78
On 22 Jun ANGELONE was trading at 354.80. The strike last trading price was 8.1, which was -0.55 lower than the previous day. The implied volatity was 42.85, the open interest changed by 16 which increased total open position to 70
On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 8.6, which was -0.9 lower than the previous day. The implied volatity was 41.57, the open interest changed by 12 which increased total open position to 55
On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 9.5, which was -0.65 lower than the previous day. The implied volatity was 41.48, the open interest changed by 7 which increased total open position to 42
On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 10.15, which was -0.45 lower than the previous day. The implied volatity was 40.74, the open interest changed by 1 which increased total open position to 35
On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 10.6, which was 0.7 higher than the previous day. The implied volatity was 41.43, the open interest changed by -2 which decreased total open position to 33
On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 9.7, which was -4.85 lower than the previous day. The implied volatity was 42.06, the open interest changed by 10 which increased total open position to 34
On 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 14.55, which was -5.65 lower than the previous day. The implied volatity was 41.4, the open interest changed by 2 which increased total open position to 23
On 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 20.2, which was 20.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 20.2, which was 20.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Jun ANGELONE was trading at 337.55. The strike last trading price was 20.2, which was 20.2 higher than the previous day. The implied volatity was 42.54, the open interest changed by 0 which decreased total open position to 21
On 8 Jun ANGELONE was trading at 325.70. The strike last trading price was 20.2, which was -2.4 lower than the previous day. The implied volatity was 42.54, the open interest changed by 0 which decreased total open position to 21
On 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 22.6, which was 6.6 higher than the previous day. The implied volatity was 43.92, the open interest changed by 0 which decreased total open position to 20
On 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 16, which was -4.65 lower than the previous day. The implied volatity was 41.58, the open interest changed by 0 which decreased total open position to 20
On 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 20.65, which was 5.15 higher than the previous day. The implied volatity was 43.86, the open interest changed by 0 which decreased total open position to 20
On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 15.5, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 1 Jun ANGELONE was trading at 335.60. The strike last trading price was 15.5, which was 15.5 higher than the previous day. The implied volatity was 38.36, the open interest changed by 0 which decreased total open position to 20
On 29 May ANGELONE was trading at 337.30. The strike last trading price was 15.5, which was 2.75 higher than the previous day. The implied volatity was 38.36, the open interest changed by 0 which decreased total open position to 20
On 27 May ANGELONE was trading at 336.95. The strike last trading price was 12.75, which was 0 lower than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 20
On 26 May ANGELONE was trading at 344.45. The strike last trading price was 12.75, which was -0.45 lower than the previous day. The implied volatity was 39.77, the open interest changed by 0 which decreased total open position to 20
On 25 May ANGELONE was trading at 346.45. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 38.73, the open interest changed by 0 which decreased total open position to 20
On 22 May ANGELONE was trading at 339.35. The strike last trading price was 16.25, which was -23.16 lower than the previous day. The implied volatity was 38.39, the open interest changed by 20 which increased total open position to 20
