Historical option data for ANGELONE
23 Jun 2026 04:10 PM IST
| ANGELONE 28-Jul-2026 (35d) 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0
Theta: -0.28
Gamma: 0.00865
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 342.10 | 18.25 | -7.75 (-29.81%) | 43.15 | 172 | 99 | 104 | |||||||||
| 22 Jun | 354.80 | 25.75 | -0.25 (-0.96%) | 39.62 | 1 | 0 | 5 | |||||||||
| 19 Jun | 353.70 | 25.75 | 3.75 (17.05%) | 35.33 | 1 | 0 | 5 | |||||||||
| 18 Jun | 352.80 | 22 | 2 (10.00%) | 40.99 | 1 | 0 | 5 | |||||||||
| 17 Jun | 348.70 | 20 | 0 (0.00%) | 40.54 | 6 | 2 | 4 | |||||||||
| 16 Jun | 348.25 | 20 | -5 (-20.00%) | 41.69 | 1 | 0 | 1 | |||||||||
| 15 Jun | 352.30 | 25 | -9 (-26.47%) | 42 | 1 | 1 | 1 | |||||||||
| 12 Jun | 339.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 323.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 329.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 337.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 325.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 332.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 337.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 334.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 342.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 335.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 337.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 345 expiring on 28JUL2026
Delta for 345 CE is 0.52
Historical price for 345 CE is as follows
On 23 Jun ANGELONE was trading at 342.10. The strike last trading price was 18.25, which was -7.75 lower than the previous day. The implied volatity was 43.15, the open interest changed by 99 which increased total open position to 104
On 22 Jun ANGELONE was trading at 354.80. The strike last trading price was 25.75, which was -0.25 lower than the previous day. The implied volatity was 39.62, the open interest changed by 0 which decreased total open position to 5
On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 25.75, which was 3.75 higher than the previous day. The implied volatity was 35.33, the open interest changed by 0 which decreased total open position to 5
On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 22, which was 2 higher than the previous day. The implied volatity was 40.99, the open interest changed by 0 which decreased total open position to 5
On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 40.54, the open interest changed by 2 which increased total open position to 4
On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 20, which was -5 lower than the previous day. The implied volatity was 41.69, the open interest changed by 0 which decreased total open position to 1
On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 25, which was -9 lower than the previous day. The implied volatity was 42, the open interest changed by 1 which increased total open position to 1
On 12 Jun ANGELONE was trading at 339.50. 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 11 Jun ANGELONE was trading at 323.75. 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 Jun ANGELONE was trading at 329.85. 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 9 Jun ANGELONE was trading at 337.55. 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 8 Jun ANGELONE was trading at 325.70. 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 5 Jun ANGELONE was trading at 332.60. 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 4 Jun ANGELONE was trading at 337.70. 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 3 Jun ANGELONE was trading at 334.75. 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 2 Jun ANGELONE was trading at 342.65. 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 1 Jun ANGELONE was trading at 335.60. 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 29 May ANGELONE was trading at 337.30. 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 (35d) 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0
Theta: -0.21
Gamma: 0.00915
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 342.10 | 18.7 | 5.7 (43.85%) | 41.1 | 1 | 0 | 8 |
| 22 Jun | 354.80 | 13.1 | -2.85 (-17.87%) | 42 | 11 | 3 | 9 |
| 19 Jun | 353.70 | 15.95 | 15.95 | - | 8 | 0 | 6 |
| 18 Jun | 352.80 | 15.95 | 15.95 (-24.76%) | 40.13 | 8 | 0 | 6 |
| 17 Jun | 348.70 | 15.8 | -5.2 (-24.76%) | 40.13 | 8 | 6 | 7 |
| 16 Jun | 348.25 | 21 | 21 (0.00%) | - | 2 | 0 | 1 |
| 15 Jun | 352.30 | 21 | 0 (0.00%) | - | 2 | 0 | 1 |
| 12 Jun | 339.50 | 21 | 0 (0.00%) | - | 2 | 0 | 1 |
| 11 Jun | 323.75 | 21 | 0 (0.00%) | - | 2 | 0 | 1 |
| 10 Jun | 329.85 | 21 | 0 (0.00%) | - | 2 | 0 | 1 |
| 9 Jun | 337.55 | 21 | 0 (0.00%) | - | 2 | 0 | 1 |
| 8 Jun | 325.70 | 21 | 0 (0.00%) | - | 2 | 0 | 1 |
| 5 Jun | 332.60 | 21 | 0 (0.00%) | - | 2 | 0 | 1 |
| 4 Jun | 337.70 | 21 | 0 (0.00%) | - | 2 | 0 | 1 |
| 3 Jun | 334.75 | 21 | 0 (0.00%) | 40.09 | 2 | 0 | 1 |
| 2 Jun | 342.65 | 21 | -9.55 (-31.26%) | 40.09 | 2 | 0 | 1 |
| 1 Jun | 335.60 | 30.55 | 0 (0.00%) | 51.91 | 1 | 0 | 1 |
| 29 May | 337.30 | 30.55 | 0 (0.00%) | 51.91 | 1 | 1 | 1 |
For Angel One Limited - strike price 345 expiring on 28JUL2026
Delta for 345 PE is -0.5
Historical price for 345 PE is as follows
On 23 Jun ANGELONE was trading at 342.10. The strike last trading price was 18.7, which was 5.7 higher than the previous day. The implied volatity was 41.1, the open interest changed by 0 which decreased total open position to 8
On 22 Jun ANGELONE was trading at 354.80. The strike last trading price was 13.1, which was -2.85 lower than the previous day. The implied volatity was 42, the open interest changed by 3 which increased total open position to 9
On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 15.95, which was 15.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 15.95, which was 15.95 higher than the previous day. The implied volatity was 40.13, the open interest changed by 0 which decreased total open position to 6
On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 15.8, which was -5.2 lower than the previous day. The implied volatity was 40.13, the open interest changed by 6 which increased total open position to 7
On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 21, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 21, 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 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 21, 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 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 21, 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 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 21, 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 9 Jun ANGELONE was trading at 337.55. The strike last trading price was 21, 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 8 Jun ANGELONE was trading at 325.70. The strike last trading price was 21, 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 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 21, 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 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 21, 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 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 40.09, the open interest changed by 0 which decreased total open position to 1
On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 21, which was -9.55 lower than the previous day. The implied volatity was 40.09, the open interest changed by 0 which decreased total open position to 1
On 1 Jun ANGELONE was trading at 335.60. The strike last trading price was 30.55, which was 0 lower than the previous day. The implied volatity was 51.91, the open interest changed by 0 which decreased total open position to 1
On 29 May ANGELONE was trading at 337.30. The strike last trading price was 30.55, which was 0 lower than the previous day. The implied volatity was 51.91, the open interest changed by 1 which increased total open position to 1
