Historical option data for ANGELONE
27 May 2026 04:10 PM IST
| ANGELONE 30-Jun-2026 (33d) 335 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0
Theta: -0.24
Gamma: 0.01034
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 336.95 | 17.05 | -5.1 (-23.02%) | 36.88 | 127 | 17 | 58 | |||||||||
| 26 May | 344.45 | 21.95 | -4.05 (-15.58%) | 37.82 | 42 | -9 | 41 | |||||||||
| 25 May | 346.45 | 26 | 4.5 (20.93%) | 41.5 | 26 | -6 | 51 | |||||||||
| 22 May | 339.35 | 21.4 | -0.95 (-4.25%) | 40.92 | 71 | -2 | 55 | |||||||||
| 21 May | 339.65 | 22.85 | 9.15 (66.79%) | 43.31 | 225 | 53 | 57 | |||||||||
| 20 May | 325.00 | 13.7 | -2.75 (-16.72%) | 42.14 | 4 | 0 | 4 | |||||||||
| 19 May | 328.00 | 16.7 | 4.7 (39.17%) | 40.45 | 8 | 2 | 4 | |||||||||
| 18 May | 303.95 | 11.85 | -0.15 (-1.25%) | - | 0 | 0 | 2 | |||||||||
| 15 May | 306.85 | 11.85 | 0 (0.00%) | 46.32 | 1 | 0 | 2 | |||||||||
| 14 May | 303.70 | 11.85 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 298.15 | 11.85 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 12 May | 299.10 | 11.85 | 1.59 (15.50%) | 0 | 1 | 0 | 2 | |||||||||
| 11 May | 317.20 | 10.26 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 8 May | 326.00 | 10.26 | -9.14 (-47.11%) | - | 0 | 0 | 2 | |||||||||
| 7 May | 322.60 | 10.26 | -9.14 (-47.11%) | - | 0 | 0 | 2 | |||||||||
| 6 May | 316.85 | 10.26 | -9.14 (-47.11%) | - | 0 | 0 | 2 | |||||||||
| 5 May | 314.40 | 10.26 | -9.14 (-47.11%) | - | 0 | 0 | 2 | |||||||||
| 4 May | 307.70 | 10.26 | -9.14 (-47.11%) | - | 0 | 0 | 2 | |||||||||
| 30 Apr | 308.71 | 10.26 | -14.5 (-58.56%) | 37.51 | 2 | 1 | 1 | |||||||||
| 29 Apr | 313.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 335 expiring on 30JUN2026
Delta for 335 CE is 0.56
Historical price for 335 CE is as follows
On 27 May ANGELONE was trading at 336.95. The strike last trading price was 17.05, which was -5.1 lower than the previous day. The implied volatity was 36.88, the open interest changed by 17 which increased total open position to 58
On 26 May ANGELONE was trading at 344.45. The strike last trading price was 21.95, which was -4.05 lower than the previous day. The implied volatity was 37.82, the open interest changed by -9 which decreased total open position to 41
On 25 May ANGELONE was trading at 346.45. The strike last trading price was 26, which was 4.5 higher than the previous day. The implied volatity was 41.5, the open interest changed by -6 which decreased total open position to 51
On 22 May ANGELONE was trading at 339.35. The strike last trading price was 21.4, which was -0.95 lower than the previous day. The implied volatity was 40.92, the open interest changed by -2 which decreased total open position to 55
On 21 May ANGELONE was trading at 339.65. The strike last trading price was 22.85, which was 9.15 higher than the previous day. The implied volatity was 43.31, the open interest changed by 53 which increased total open position to 57
On 20 May ANGELONE was trading at 325.00. The strike last trading price was 13.7, which was -2.75 lower than the previous day. The implied volatity was 42.14, the open interest changed by 0 which decreased total open position to 4
On 19 May ANGELONE was trading at 328.00. The strike last trading price was 16.7, which was 4.7 higher than the previous day. The implied volatity was 40.45, the open interest changed by 2 which increased total open position to 4
On 18 May ANGELONE was trading at 303.95. The strike last trading price was 11.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May ANGELONE was trading at 306.85. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was 46.32, the open interest changed by 0 which decreased total open position to 2
On 14 May ANGELONE was trading at 303.70. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 13 May ANGELONE was trading at 298.15. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May ANGELONE was trading at 299.10. The strike last trading price was 11.85, which was 1.59 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 11 May ANGELONE was trading at 317.20. The strike last trading price was 10.26, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 8 May ANGELONE was trading at 326.00. The strike last trading price was 10.26, which was -9.14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May ANGELONE was trading at 322.60. The strike last trading price was 10.26, which was -9.14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 May ANGELONE was trading at 316.85. The strike last trading price was 10.26, which was -9.14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 May ANGELONE was trading at 314.40. The strike last trading price was 10.26, which was -9.14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May ANGELONE was trading at 307.70. The strike last trading price was 10.26, which was -9.14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr ANGELONE was trading at 308.71. The strike last trading price was 10.26, which was -14.5 lower than the previous day. The implied volatity was 37.51, the open interest changed by 1 which increased total open position to 1
On 29 Apr ANGELONE was trading at 313.10. 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 30-Jun-2026 (33d) 335 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0
Theta: -0.2
Gamma: 0.00965
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 336.95 | 14.4 | 3.2 (28.57%) | 39.52 | 284 | 13 | 73 |
| 26 May | 344.45 | 11 | -0.3 (-2.65%) | 37.63 | 95 | 4 | 61 |
| 25 May | 346.45 | 10.85 | -3.4 (-23.86%) | 40.04 | 65 | 29 | 58 |
| 22 May | 339.35 | 14.25 | -1 (-6.56%) | 39.72 | 34 | 21 | 28 |
| 21 May | 339.65 | 15.25 | -21.9 (-58.95%) | 41.42 | 12 | 5 | 5 |
| 20 May | 325.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 328.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 303.95 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 306.85 | 0 | -37.15 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 303.70 | 0 | -37.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 298.15 | 0 | -37.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 299.10 | 0 | -37.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 317.20 | 0 | -37.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 326.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 322.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 316.85 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 314.40 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 307.70 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 308.71 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 313.10 | 0 | 0 | - | 0 | 0 | 0 |
For Angel One Limited - strike price 335 expiring on 30JUN2026
Delta for 335 PE is -0.44
Historical price for 335 PE is as follows
On 27 May ANGELONE was trading at 336.95. The strike last trading price was 14.4, which was 3.2 higher than the previous day. The implied volatity was 39.52, the open interest changed by 13 which increased total open position to 73
On 26 May ANGELONE was trading at 344.45. The strike last trading price was 11, which was -0.3 lower than the previous day. The implied volatity was 37.63, the open interest changed by 4 which increased total open position to 61
On 25 May ANGELONE was trading at 346.45. The strike last trading price was 10.85, which was -3.4 lower than the previous day. The implied volatity was 40.04, the open interest changed by 29 which increased total open position to 58
On 22 May ANGELONE was trading at 339.35. The strike last trading price was 14.25, which was -1 lower than the previous day. The implied volatity was 39.72, the open interest changed by 21 which increased total open position to 28
On 21 May ANGELONE was trading at 339.65. The strike last trading price was 15.25, which was -21.9 lower than the previous day. The implied volatity was 41.42, the open interest changed by 5 which increased total open position to 5
On 20 May ANGELONE was trading at 325.00. 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 19 May ANGELONE was trading at 328.00. 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 18 May ANGELONE was trading at 303.95. 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 15 May ANGELONE was trading at 306.85. The strike last trading price was 0, which was -37.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ANGELONE was trading at 303.70. The strike last trading price was 0, which was -37.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ANGELONE was trading at 298.15. The strike last trading price was 0, which was -37.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ANGELONE was trading at 299.10. The strike last trading price was 0, which was -37.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ANGELONE was trading at 317.20. The strike last trading price was 0, which was -37.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ANGELONE was trading at 326.00. 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 7 May ANGELONE was trading at 322.60. 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 6 May ANGELONE was trading at 316.85. 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 5 May ANGELONE was trading at 314.40. 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 4 May ANGELONE was trading at 307.70. 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 30 Apr ANGELONE was trading at 308.71. 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 29 Apr ANGELONE was trading at 313.10. 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
