Historical option data for ANGELONE
19 Jun 2026 04:10 PM IST
| ANGELONE 30-Jun-2026 (10d) 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0
Theta: -0.37
Gamma: 0.01651
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 353.70 | 13.75 | -1.05 (-7.09%) | 35.31 | 340 | -1 | 382 | |||||||||
| 18 Jun | 352.80 | 15.5 | 2.55 (19.69%) | 39.4 | 450 | -56 | 384 | |||||||||
| 17 Jun | 348.70 | 12.8 | 0.3 (2.40%) | 39.92 | 864 | 20 | 438 | |||||||||
| 16 Jun | 348.25 | 12.8 | -3.45 (-21.23%) | 37.65 | 1,031 | 130 | 419 | |||||||||
| 15 Jun | 352.30 | 16.4 | 6.2 (60.78%) | 42.54 | 1,176 | -148 | 289 | |||||||||
| 12 Jun | 339.50 | 10.1 | 4.75 (88.79%) | 40.07 | 972 | -94 | 423 | |||||||||
| 11 Jun | 323.75 | 5.5 | -1.95 (-26.17%) | 42.74 | 399 | 32 | 518 | |||||||||
| 10 Jun | 329.85 | 7.5 | -3.65 (-32.74%) | 41.91 | 281 | 28 | 487 | |||||||||
| 9 Jun | 337.55 | 11.45 | 4.5 (64.75%) | 41.8 | 386 | -74 | 461 | |||||||||
| 8 Jun | 325.70 | 6.6 | -3.75 (-36.23%) | 43.78 | 443 | -11 | 526 | |||||||||
| 5 Jun | 332.60 | 10.6 | -2.05 (-16.21%) | 42.78 | 1,862 | -42 | 540 | |||||||||
| 4 Jun | 337.70 | 12.2 | 0 (0.00%) | 42.14 | 1,275 | 42 | 581 | |||||||||
| 3 Jun | 334.75 | 12.25 | -3.15 (-20.45%) | 44.07 | 1,213 | -177 | 537 | |||||||||
| 2 Jun | 342.65 | 15.5 | 3.5 (29.17%) | 41.47 | 1,838 | 179 | 718 | |||||||||
| 1 Jun | 335.60 | 12.35 | -0.75 (-5.73%) | 39.25 | 1,704 | 252 | 543 | |||||||||
| 29 May | 337.30 | 13.4 | 0.5 (3.88%) | 38.2 | 517 | 40 | 293 | |||||||||
| 27 May | 336.95 | 12.9 | -4.05 (-23.89%) | 38.03 | 673 | 116 | 254 | |||||||||
| 26 May | 344.45 | 16.8 | -3.1 (-15.58%) | 37.17 | 339 | -5 | 136 | |||||||||
| 25 May | 346.45 | 20.5 | 4.1 (25.00%) | 41.63 | 396 | 90 | 142 | |||||||||
| 22 May | 339.35 | 16.25 | -1.6 (-8.96%) | 40.03 | 116 | -1 | 52 | |||||||||
| 21 May | 339.65 | 17.55 | 7.05 (67.14%) | 42.15 | 161 | 51 | 52 | |||||||||
| 20 May | 325.00 | 10.5 | 0 (0.00%) | 42.09 | 0 | 0 | 1 | |||||||||
| 19 May | 328.00 | 10.5 | 5.5 (110.00%) | 42.09 | 1 | 0 | 1 | |||||||||
| 18 May | 303.95 | 5 | -1 (-16.67%) | 43.53 | 1 | 0 | 1 | |||||||||
| 15 May | 306.85 | 6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 303.70 | 6 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 298.15 | 6 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 299.10 | 6 | -15.14 (-71.62%) | 43.48 | 1 | 1 | 1 | |||||||||
| 11 May | 317.20 | 0 | -21.14 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 326.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 345 expiring on 30JUN2026
Delta for 345 CE is 0.67
Historical price for 345 CE is as follows
On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 13.75, which was -1.05 lower than the previous day. The implied volatity was 35.31, the open interest changed by -1 which decreased total open position to 382
On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 15.5, which was 2.55 higher than the previous day. The implied volatity was 39.4, the open interest changed by -56 which decreased total open position to 384
On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 12.8, which was 0.3 higher than the previous day. The implied volatity was 39.92, the open interest changed by 20 which increased total open position to 438
On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 12.8, which was -3.45 lower than the previous day. The implied volatity was 37.65, the open interest changed by 130 which increased total open position to 419
On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 16.4, which was 6.2 higher than the previous day. The implied volatity was 42.54, the open interest changed by -148 which decreased total open position to 289
On 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 10.1, which was 4.75 higher than the previous day. The implied volatity was 40.07, the open interest changed by -94 which decreased total open position to 423
On 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 5.5, which was -1.95 lower than the previous day. The implied volatity was 42.74, the open interest changed by 32 which increased total open position to 518
On 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 7.5, which was -3.65 lower than the previous day. The implied volatity was 41.91, the open interest changed by 28 which increased total open position to 487
On 9 Jun ANGELONE was trading at 337.55. The strike last trading price was 11.45, which was 4.5 higher than the previous day. The implied volatity was 41.8, the open interest changed by -74 which decreased total open position to 461
On 8 Jun ANGELONE was trading at 325.70. The strike last trading price was 6.6, which was -3.75 lower than the previous day. The implied volatity was 43.78, the open interest changed by -11 which decreased total open position to 526
On 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 10.6, which was -2.05 lower than the previous day. The implied volatity was 42.78, the open interest changed by -42 which decreased total open position to 540
On 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 12.2, which was 0 lower than the previous day. The implied volatity was 42.14, the open interest changed by 42 which increased total open position to 581
On 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 12.25, which was -3.15 lower than the previous day. The implied volatity was 44.07, the open interest changed by -177 which decreased total open position to 537
On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 15.5, which was 3.5 higher than the previous day. The implied volatity was 41.47, the open interest changed by 179 which increased total open position to 718
On 1 Jun ANGELONE was trading at 335.60. The strike last trading price was 12.35, which was -0.75 lower than the previous day. The implied volatity was 39.25, the open interest changed by 252 which increased total open position to 543
On 29 May ANGELONE was trading at 337.30. The strike last trading price was 13.4, which was 0.5 higher than the previous day. The implied volatity was 38.2, the open interest changed by 40 which increased total open position to 293
On 27 May ANGELONE was trading at 336.95. The strike last trading price was 12.9, which was -4.05 lower than the previous day. The implied volatity was 38.03, the open interest changed by 116 which increased total open position to 254
On 26 May ANGELONE was trading at 344.45. The strike last trading price was 16.8, which was -3.1 lower than the previous day. The implied volatity was 37.17, the open interest changed by -5 which decreased total open position to 136
On 25 May ANGELONE was trading at 346.45. The strike last trading price was 20.5, which was 4.1 higher than the previous day. The implied volatity was 41.63, the open interest changed by 90 which increased total open position to 142
On 22 May ANGELONE was trading at 339.35. The strike last trading price was 16.25, which was -1.6 lower than the previous day. The implied volatity was 40.03, the open interest changed by -1 which decreased total open position to 52
On 21 May ANGELONE was trading at 339.65. The strike last trading price was 17.55, which was 7.05 higher than the previous day. The implied volatity was 42.15, the open interest changed by 51 which increased total open position to 52
On 20 May ANGELONE was trading at 325.00. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 42.09, the open interest changed by 0 which decreased total open position to 1
On 19 May ANGELONE was trading at 328.00. The strike last trading price was 10.5, which was 5.5 higher than the previous day. The implied volatity was 42.09, the open interest changed by 0 which decreased total open position to 1
On 18 May ANGELONE was trading at 303.95. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 43.53, the open interest changed by 0 which decreased total open position to 1
On 15 May ANGELONE was trading at 306.85. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May ANGELONE was trading at 303.70. The strike last trading price was 6, 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 1
On 13 May ANGELONE was trading at 298.15. The strike last trading price was 6, 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 1
On 12 May ANGELONE was trading at 299.10. The strike last trading price was 6, which was -15.14 lower than the previous day. The implied volatity was 43.48, the open interest changed by 1 which increased total open position to 1
On 11 May ANGELONE was trading at 317.20. The strike last trading price was 0, which was -21.14 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
| ANGELONE 30-Jun-2026 (10d) 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0
Theta: -0.31
Gamma: 0.01679
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 353.70 | 4.8 | -1.2 (-20.00%) | 34.59 | 720 | 48 | 358 |
| 18 Jun | 352.80 | 5.2 | -2.65 (-33.76%) | 35.78 | 678 | 13 | 310 |
| 17 Jun | 348.70 | 7.7 | -1.3 (-14.44%) | 36.63 | 1,003 | 109 | 299 |
| 16 Jun | 348.25 | 8.4 | 0.55 (7.01%) | 38.56 | 605 | -27 | 190 |
| 15 Jun | 352.30 | 7.5 | -6.3 (-45.65%) | 38.52 | 544 | 27 | 218 |
| 12 Jun | 339.50 | 13.6 | -11.35 (-45.49%) | 37.14 | 108 | -6 | 192 |
| 11 Jun | 323.75 | 24.8 | 3.8 (18.10%) | 40.87 | 41 | -5 | 201 |
| 10 Jun | 329.85 | 22.25 | 5.65 (34.04%) | 42.34 | 44 | -11 | 206 |
| 9 Jun | 337.55 | 16 | -7.5 (-31.91%) | 40.75 | 30 | 8 | 214 |
| 8 Jun | 325.70 | 24.65 | 4.65 (23.25%) | 40.07 | 79 | -8 | 207 |
| 5 Jun | 332.60 | 19.1 | 1.3 (7.30%) | 37.4 | 379 | 30 | 216 |
| 4 Jun | 337.70 | 18.45 | -1.1 (-5.63%) | 39.95 | 138 | 0 | 187 |
| 3 Jun | 334.75 | 19.55 | 4.95 (33.90%) | 39.27 | 142 | 6 | 187 |
| 2 Jun | 342.65 | 14.6 | -5.75 (-28.26%) | 37.39 | 285 | 8 | 181 |
| 1 Jun | 335.60 | 19.3 | 1.7 (9.66%) | 42.07 | 397 | 45 | 175 |
| 29 May | 337.30 | 17.5 | -1.85 (-9.56%) | 34.05 | 190 | 4 | 130 |
| 27 May | 336.95 | 19.3 | 3.5 (22.15%) | 38.46 | 469 | 78 | 131 |
| 26 May | 344.45 | 15.75 | 0.25 (1.61%) | 37.92 | 218 | -1 | 52 |
| 25 May | 346.45 | 14.75 | -4.05 (-21.54%) | 39 | 131 | 50 | 54 |
| 22 May | 339.35 | 18.8 | -1.5 (-7.39%) | 38.26 | 7 | 2 | 5 |
| 21 May | 339.65 | 20.3 | -23.13 (-53.26%) | 41.35 | 3 | 2 | 2 |
| 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 | -43.43 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 303.70 | 0 | -43.43 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 298.15 | 0 | -43.43 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 299.10 | 0 | -43.43 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 317.20 | 0 | -43.43 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 326.00 | 0 | 0 | - | 0 | 0 | 0 |
For Angel One Limited - strike price 345 expiring on 30JUN2026
Delta for 345 PE is -0.33
Historical price for 345 PE is as follows
On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 4.8, which was -1.2 lower than the previous day. The implied volatity was 34.59, the open interest changed by 48 which increased total open position to 358
On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 5.2, which was -2.65 lower than the previous day. The implied volatity was 35.78, the open interest changed by 13 which increased total open position to 310
On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 7.7, which was -1.3 lower than the previous day. The implied volatity was 36.63, the open interest changed by 109 which increased total open position to 299
On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 8.4, which was 0.55 higher than the previous day. The implied volatity was 38.56, the open interest changed by -27 which decreased total open position to 190
On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 7.5, which was -6.3 lower than the previous day. The implied volatity was 38.52, the open interest changed by 27 which increased total open position to 218
On 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 13.6, which was -11.35 lower than the previous day. The implied volatity was 37.14, the open interest changed by -6 which decreased total open position to 192
On 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 24.8, which was 3.8 higher than the previous day. The implied volatity was 40.87, the open interest changed by -5 which decreased total open position to 201
On 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 22.25, which was 5.65 higher than the previous day. The implied volatity was 42.34, the open interest changed by -11 which decreased total open position to 206
On 9 Jun ANGELONE was trading at 337.55. The strike last trading price was 16, which was -7.5 lower than the previous day. The implied volatity was 40.75, the open interest changed by 8 which increased total open position to 214
On 8 Jun ANGELONE was trading at 325.70. The strike last trading price was 24.65, which was 4.65 higher than the previous day. The implied volatity was 40.07, the open interest changed by -8 which decreased total open position to 207
On 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 19.1, which was 1.3 higher than the previous day. The implied volatity was 37.4, the open interest changed by 30 which increased total open position to 216
On 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 18.45, which was -1.1 lower than the previous day. The implied volatity was 39.95, the open interest changed by 0 which decreased total open position to 187
On 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 19.55, which was 4.95 higher than the previous day. The implied volatity was 39.27, the open interest changed by 6 which increased total open position to 187
On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 14.6, which was -5.75 lower than the previous day. The implied volatity was 37.39, the open interest changed by 8 which increased total open position to 181
On 1 Jun ANGELONE was trading at 335.60. The strike last trading price was 19.3, which was 1.7 higher than the previous day. The implied volatity was 42.07, the open interest changed by 45 which increased total open position to 175
On 29 May ANGELONE was trading at 337.30. The strike last trading price was 17.5, which was -1.85 lower than the previous day. The implied volatity was 34.05, the open interest changed by 4 which increased total open position to 130
On 27 May ANGELONE was trading at 336.95. The strike last trading price was 19.3, which was 3.5 higher than the previous day. The implied volatity was 38.46, the open interest changed by 78 which increased total open position to 131
On 26 May ANGELONE was trading at 344.45. The strike last trading price was 15.75, which was 0.25 higher than the previous day. The implied volatity was 37.92, the open interest changed by -1 which decreased total open position to 52
On 25 May ANGELONE was trading at 346.45. The strike last trading price was 14.75, which was -4.05 lower than the previous day. The implied volatity was 39, the open interest changed by 50 which increased total open position to 54
On 22 May ANGELONE was trading at 339.35. The strike last trading price was 18.8, which was -1.5 lower than the previous day. The implied volatity was 38.26, the open interest changed by 2 which increased total open position to 5
On 21 May ANGELONE was trading at 339.65. The strike last trading price was 20.3, which was -23.13 lower than the previous day. The implied volatity was 41.35, the open interest changed by 2 which increased total open position to 2
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 -43.43 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 -43.43 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 -43.43 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 -43.43 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 -43.43 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
