Historical option data for ANGELONE
22 Jun 2026 01:19 PM IST
| ANGELONE 28-Jul-2026 (36d) 350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0
Theta: -0.28
Gamma: 0.00814
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 352.20 | 21.05 | -0.95 (-4.32%) | 43.66 | 22 | 13 | 148 | |||||||||
| 19 Jun | 353.70 | 21.75 | -1.25 (-5.43%) | 41.42 | 99 | 15 | 139 | |||||||||
| 18 Jun | 352.80 | 23 | 2 (9.52%) | 42.81 | 134 | 27 | 126 | |||||||||
| 17 Jun | 348.70 | 20.1 | 0.1 (0.50%) | 42.26 | 84 | 14 | 99 | |||||||||
| 16 Jun | 348.25 | 20 | -2 (-9.09%) | 41.83 | 94 | 43 | 95 | |||||||||
| 15 Jun | 352.30 | 22.05 | 5.05 (29.71%) | 39.8 | 52 | 19 | 51 | |||||||||
| 12 Jun | 339.50 | 16.95 | 5.95 (54.09%) | 42.5 | 31 | 10 | 32 | |||||||||
| 11 Jun | 323.75 | 11.2 | -2.8 (-20.00%) | 43.24 | 12 | 1 | 22 | |||||||||
| 10 Jun | 329.85 | 13.5 | -3.5 (-20.59%) | 42.5 | 3 | 0 | 21 | |||||||||
| 9 Jun | 337.55 | 17.75 | 1.75 (10.94%) | 43.57 | 7 | 0 | 21 | |||||||||
| 8 Jun | 325.70 | 15.5 | 0.5 (3.33%) | 44.41 | 10 | 6 | 21 | |||||||||
| 5 Jun | 332.60 | 14.85 | -5.15 (-25.75%) | 42.09 | 3 | 0 | 14 | |||||||||
| 4 Jun | 337.70 | 28.25 | 0.25 (0.89%) | - | 3 | 0 | 14 | |||||||||
| 3 Jun | 334.75 | 28.25 | 0.25 (0.89%) | 41.06 | 3 | 0 | 14 | |||||||||
| 2 Jun | 342.65 | 19.5 | 3.5 (21.88%) | 41.06 | 3 | 2 | 13 | |||||||||
| 1 Jun | 335.60 | 16 | -3 (-15.79%) | 39.6 | 7 | 5 | 11 | |||||||||
| 29 May | 337.30 | 19.35 | -6.65 (-25.58%) | 42.37 | 7 | 3 | 3 | |||||||||
For Angel One Limited - strike price 350 expiring on 28JUL2026
Delta for 350 CE is 0.56
Historical price for 350 CE is as follows
On 22 Jun ANGELONE was trading at 352.20. The strike last trading price was 21.05, which was -0.95 lower than the previous day. The implied volatity was 43.66, the open interest changed by 13 which increased total open position to 148
On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 21.75, which was -1.25 lower than the previous day. The implied volatity was 41.42, the open interest changed by 15 which increased total open position to 139
On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 23, which was 2 higher than the previous day. The implied volatity was 42.81, the open interest changed by 27 which increased total open position to 126
On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 20.1, which was 0.1 higher than the previous day. The implied volatity was 42.26, the open interest changed by 14 which increased total open position to 99
On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 20, which was -2 lower than the previous day. The implied volatity was 41.83, the open interest changed by 43 which increased total open position to 95
On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 22.05, which was 5.05 higher than the previous day. The implied volatity was 39.8, the open interest changed by 19 which increased total open position to 51
On 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 16.95, which was 5.95 higher than the previous day. The implied volatity was 42.5, the open interest changed by 10 which increased total open position to 32
On 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 11.2, which was -2.8 lower than the previous day. The implied volatity was 43.24, the open interest changed by 1 which increased total open position to 22
On 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 13.5, which was -3.5 lower than the previous day. The implied volatity was 42.5, 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 17.75, which was 1.75 higher than the previous day. The implied volatity was 43.57, 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 15.5, which was 0.5 higher than the previous day. The implied volatity was 44.41, the open interest changed by 6 which increased total open position to 21
On 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 14.85, which was -5.15 lower than the previous day. The implied volatity was 42.09, the open interest changed by 0 which decreased total open position to 14
On 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 28.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 28.25, which was 0.25 higher than the previous day. The implied volatity was 41.06, the open interest changed by 0 which decreased total open position to 14
On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 19.5, which was 3.5 higher than the previous day. The implied volatity was 41.06, the open interest changed by 2 which increased total open position to 13
On 1 Jun ANGELONE was trading at 335.60. The strike last trading price was 16, which was -3 lower than the previous day. The implied volatity was 39.6, the open interest changed by 5 which increased total open position to 11
On 29 May ANGELONE was trading at 337.30. The strike last trading price was 19.35, which was -6.65 lower than the previous day. The implied volatity was 42.37, the open interest changed by 3 which increased total open position to 3
| ANGELONE 28-Jul-2026 (36d) 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0
Theta: -0.22
Gamma: 0.00863
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 352.20 | 16.2 | -0.25 (-1.52%) | 41.06 | 6 | 4 | 80 |
| 19 Jun | 353.70 | 16.45 | -1.55 (-8.61%) | 42 | 28 | 5 | 76 |
| 18 Jun | 352.80 | 18 | -0.35 (-1.91%) | 40.26 | 44 | 20 | 71 |
| 17 Jun | 348.70 | 18.4 | -0.65 (-3.41%) | 40.17 | 23 | 11 | 51 |
| 16 Jun | 348.25 | 19.05 | 1.05 (5.83%) | 40.82 | 20 | 11 | 39 |
| 15 Jun | 352.30 | 18 | -6 (-25.00%) | 41.81 | 33 | 20 | 26 |
| 12 Jun | 339.50 | 24 | -2.9 (-10.78%) | 39.14 | 3 | 0 | 3 |
| 11 Jun | 323.75 | 31.95 | 31.95 | - | 3 | 0 | 3 |
| 10 Jun | 329.85 | 31.95 | 31.95 | - | 3 | 0 | 3 |
| 9 Jun | 337.55 | 31.95 | 31.95 | - | 3 | 0 | 3 |
| 8 Jun | 325.70 | 31.95 | 31.95 | - | 3 | 0 | 3 |
| 5 Jun | 332.60 | 31.95 | 31.95 | - | 3 | 0 | 3 |
| 4 Jun | 337.70 | 31.95 | 31.95 | - | 3 | 0 | 3 |
| 3 Jun | 334.75 | 31.95 | 31.95 (-47.95%) | 45.89 | 3 | 0 | 3 |
| 2 Jun | 342.65 | 26.9 | -24.78 (-47.95%) | 45.89 | 3 | 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 350 expiring on 28JUL2026
Delta for 350 PE is -0.44
Historical price for 350 PE is as follows
On 22 Jun ANGELONE was trading at 352.20. The strike last trading price was 16.2, which was -0.25 lower than the previous day. The implied volatity was 41.06, the open interest changed by 4 which increased total open position to 80
On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 16.45, which was -1.55 lower than the previous day. The implied volatity was 42, the open interest changed by 5 which increased total open position to 76
On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 18, which was -0.35 lower than the previous day. The implied volatity was 40.26, the open interest changed by 20 which increased total open position to 71
On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 18.4, which was -0.65 lower than the previous day. The implied volatity was 40.17, the open interest changed by 11 which increased total open position to 51
On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 19.05, which was 1.05 higher than the previous day. The implied volatity was 40.82, the open interest changed by 11 which increased total open position to 39
On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 18, which was -6 lower than the previous day. The implied volatity was 41.81, the open interest changed by 20 which increased total open position to 26
On 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 24, which was -2.9 lower than the previous day. The implied volatity was 39.14, the open interest changed by 0 which decreased total open position to 3
On 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 31.95, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 31.95, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Jun ANGELONE was trading at 337.55. The strike last trading price was 31.95, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Jun ANGELONE was trading at 325.70. The strike last trading price was 31.95, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 31.95, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 31.95, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 31.95, which was 31.95 higher than the previous day. The implied volatity was 45.89, the open interest changed by 0 which decreased total open position to 3
On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 26.9, which was -24.78 lower than the previous day. The implied volatity was 45.89, 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
