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Historical option data for ANGELONE

24 Jun 2026 09:53 AM IST
ANGELONE 30-Jun-2026 (6d) 340 CE
Delta: 0.52
Vega: 0
Theta: -0.47
Gamma: 0.0268
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 339.85 6.1 -1.55 (-20.26%) 32.61 132 8 364
23 Jun 342.10 8.35 -9.9 (-54.25%) 32.38 637 12 356
22 Jun 354.80 17.95 0.75 (4.36%) 39.32 163 -18 345
19 Jun 353.70 16.9 -1.3 (-7.14%) 33.86 282 -41 364
18 Jun 352.80 19 3 (18.75%) 41.8 420 -67 414
17 Jun 348.70 15.9 0.3 (1.92%) 40.77 685 -46 484
16 Jun 348.25 16 -3.35 (-17.31%) 38.56 573 60 528
15 Jun 352.30 19.75 7.2 (57.37%) 43.08 1,465 -199 475
12 Jun 339.50 12.15 5.45 (81.34%) 40.2 1,972 21 680
11 Jun 323.75 6.9 -2.1 (-23.33%) 42.73 916 32 664
10 Jun 329.85 9.2 -4.1 (-30.83%) 41.38 866 37 631
9 Jun 337.55 13.65 5.05 (58.72%) 41.71 1,243 18 591
8 Jun 325.70 8.1 -4.25 (-34.41%) 43.87 851 -8 574
5 Jun 332.60 12.4 -2.55 (-17.06%) 42.02 3,236 21 593
4 Jun 337.70 14.25 -0.2 (-1.38%) 41.84 1,852 57 573
3 Jun 334.75 14.2 -3.8 (-21.11%) 43.77 1,571 59 517
2 Jun 342.65 17.9 3.85 (27.40%) 41.29 1,222 -49 464
1 Jun 335.60 14.05 -1.1 (-7.26%) 37.93 1,709 66 499
29 May 337.30 16.05 0.85 (5.59%) 40.43 790 60 436
27 May 336.95 15 -4.5 (-23.08%) 37.82 584 114 376
26 May 344.45 19.7 -3.1 (-13.60%) 39.11 308 41 264
25 May 346.45 23.25 4.4 (23.34%) 41.83 351 -26 226
22 May 339.35 19 -0.85 (-4.28%) 41.2 453 0 254
21 May 339.65 19.7 6.95 (54.51%) 41.77 1,445 189 254
20 May 325.00 12.9 -1.4 (-9.79%) 41.83 83 14 64
19 May 328.00 15.15 9.15 (152.50%) 41.7 125 46 49
18 May 303.95 5.75 -0.25 (-4.17%) - 0 0 3
15 May 306.85 5.75 -2.15 (-27.22%) 36.38 1 0 2
14 May 303.70 7.9 0.9 (12.86%) 45.16 1 0 2
13 May 298.15 7 0 (0.00%) 0 0 0 2
12 May 299.10 7 4.27 (156.41%) 43.53 2 2 2
11 May 317.20 0 -2.73 (-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 340 expiring on 30JUN2026

Delta for 340 CE is 0.52

Historical price for 340 CE is as follows

On 24 Jun ANGELONE was trading at 339.85. The strike last trading price was 6.1, which was -1.55 lower than the previous day. The implied volatity was 32.61, the open interest changed by 8 which increased total open position to 364


On 23 Jun ANGELONE was trading at 342.10. The strike last trading price was 8.35, which was -9.9 lower than the previous day. The implied volatity was 32.38, the open interest changed by 12 which increased total open position to 356


On 22 Jun ANGELONE was trading at 354.80. The strike last trading price was 17.95, which was 0.75 higher than the previous day. The implied volatity was 39.32, the open interest changed by -18 which decreased total open position to 345


On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 16.9, which was -1.3 lower than the previous day. The implied volatity was 33.86, the open interest changed by -41 which decreased total open position to 364


On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 19, which was 3 higher than the previous day. The implied volatity was 41.8, the open interest changed by -67 which decreased total open position to 414


On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 15.9, which was 0.3 higher than the previous day. The implied volatity was 40.77, the open interest changed by -46 which decreased total open position to 484


On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 16, which was -3.35 lower than the previous day. The implied volatity was 38.56, the open interest changed by 60 which increased total open position to 528


On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 19.75, which was 7.2 higher than the previous day. The implied volatity was 43.08, the open interest changed by -199 which decreased total open position to 475


On 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 12.15, which was 5.45 higher than the previous day. The implied volatity was 40.2, the open interest changed by 21 which increased total open position to 680


On 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 6.9, which was -2.1 lower than the previous day. The implied volatity was 42.73, the open interest changed by 32 which increased total open position to 664


On 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 9.2, which was -4.1 lower than the previous day. The implied volatity was 41.38, the open interest changed by 37 which increased total open position to 631


On 9 Jun ANGELONE was trading at 337.55. The strike last trading price was 13.65, which was 5.05 higher than the previous day. The implied volatity was 41.71, the open interest changed by 18 which increased total open position to 591


On 8 Jun ANGELONE was trading at 325.70. The strike last trading price was 8.1, which was -4.25 lower than the previous day. The implied volatity was 43.87, the open interest changed by -8 which decreased total open position to 574


On 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 12.4, which was -2.55 lower than the previous day. The implied volatity was 42.02, the open interest changed by 21 which increased total open position to 593


On 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 14.25, which was -0.2 lower than the previous day. The implied volatity was 41.84, the open interest changed by 57 which increased total open position to 573


On 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 14.2, which was -3.8 lower than the previous day. The implied volatity was 43.77, the open interest changed by 59 which increased total open position to 517


On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 17.9, which was 3.85 higher than the previous day. The implied volatity was 41.29, the open interest changed by -49 which decreased total open position to 464


On 1 Jun ANGELONE was trading at 335.60. The strike last trading price was 14.05, which was -1.1 lower than the previous day. The implied volatity was 37.93, the open interest changed by 66 which increased total open position to 499


On 29 May ANGELONE was trading at 337.30. The strike last trading price was 16.05, which was 0.85 higher than the previous day. The implied volatity was 40.43, the open interest changed by 60 which increased total open position to 436


On 27 May ANGELONE was trading at 336.95. The strike last trading price was 15, which was -4.5 lower than the previous day. The implied volatity was 37.82, the open interest changed by 114 which increased total open position to 376


On 26 May ANGELONE was trading at 344.45. The strike last trading price was 19.7, which was -3.1 lower than the previous day. The implied volatity was 39.11, the open interest changed by 41 which increased total open position to 264


On 25 May ANGELONE was trading at 346.45. The strike last trading price was 23.25, which was 4.4 higher than the previous day. The implied volatity was 41.83, the open interest changed by -26 which decreased total open position to 226


On 22 May ANGELONE was trading at 339.35. The strike last trading price was 19, which was -0.85 lower than the previous day. The implied volatity was 41.2, the open interest changed by 0 which decreased total open position to 254


On 21 May ANGELONE was trading at 339.65. The strike last trading price was 19.7, which was 6.95 higher than the previous day. The implied volatity was 41.77, the open interest changed by 189 which increased total open position to 254


On 20 May ANGELONE was trading at 325.00. The strike last trading price was 12.9, which was -1.4 lower than the previous day. The implied volatity was 41.83, the open interest changed by 14 which increased total open position to 64


On 19 May ANGELONE was trading at 328.00. The strike last trading price was 15.15, which was 9.15 higher than the previous day. The implied volatity was 41.7, the open interest changed by 46 which increased total open position to 49


On 18 May ANGELONE was trading at 303.95. The strike last trading price was 5.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 15 May ANGELONE was trading at 306.85. The strike last trading price was 5.75, which was -2.15 lower than the previous day. The implied volatity was 36.38, 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 7.9, which was 0.9 higher than the previous day. The implied volatity was 45.16, 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 7, 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 7, which was 4.27 higher than the previous day. The implied volatity was 43.53, the open interest changed by 2 which increased total open position to 2


On 11 May ANGELONE was trading at 317.20. The strike last trading price was 0, which was -2.73 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


ANGELONE 30-Jun-2026 (6d) 340 PE
Delta: -0.48
Vega: 0
Theta: -0.43
Gamma: 0.02598
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 339.85 5.95 -0.05 (-0.83%) 33.64 208 9 948
23 Jun 342.10 5 2.8 (127.27%) 34.91 1,379 -145 940
22 Jun 354.80 2.3 -0.7 (-23.33%) 36.24 653 -13 1,085
19 Jun 353.70 3.25 -0.75 (-18.75%) 34.53 1,532 292 1,098
18 Jun 352.80 3.7 -2.2 (-37.29%) 35.46 887 -17 806
17 Jun 348.70 5.85 -0.15 (-2.50%) 37.24 1,461 46 827
16 Jun 348.25 6.45 0.55 (9.32%) 38.35 1,214 30 781
15 Jun 352.30 5.75 -5.45 (-48.66%) 39.1 1,484 366 752
12 Jun 339.50 11.15 -10 (-47.28%) 36.69 420 53 387
11 Jun 323.75 20.7 1.7 (8.95%) 38.82 144 -14 337
10 Jun 329.85 18.3 4.65 (34.07%) 43.16 203 -12 351
9 Jun 337.55 13.5 -7.8 (-36.62%) 41.38 200 36 360
8 Jun 325.70 22.25 5.25 (30.88%) 41.33 277 -35 325
5 Jun 332.60 16.2 1.55 (10.58%) 37.82 1,107 -59 360
4 Jun 337.70 15.05 -1.5 (-9.06%) 39.06 565 54 423
3 Jun 334.75 16.25 3.95 (32.11%) 39.12 801 -23 369
2 Jun 342.65 12.2 -5.1 (-29.48%) 37.69 852 21 390
1 Jun 335.60 16.4 1.45 (9.70%) 41.73 995 -17 366
29 May 337.30 14.45 -1.9 (-11.62%) 35.57 770 -30 383
27 May 336.95 16.55 3.2 (23.97%) 38.56 1,330 140 414
26 May 344.45 12.85 -0.3 (-2.28%) 37.12 476 60 278
25 May 346.45 12.8 -3.75 (-22.66%) 39.82 327 58 218
22 May 339.35 16.5 -0.9 (-5.17%) 39.31 274 17 158
21 May 339.65 17.3 -10.2 (-37.09%) 40.56 350 128 140
20 May 325.00 27.5 2.6 (10.44%) 42.67 3 2 12
19 May 328.00 24.7 -84.41 (-77.36%) 45.09 14 10 10
18 May 303.95 0 0 (-100.00%) - 0 0 0
15 May 306.85 0 -109.11 (-100.00%) - 0 0 0
14 May 303.70 0 -109.11 (-100.00%) 0 0 0 0
13 May 298.15 0 -109.11 (-100.00%) 0 0 0 0
12 May 299.10 0 -109.11 (-100.00%) 0 0 0 0
11 May 317.20 0 -109.11 (-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 340 expiring on 30JUN2026

Delta for 340 PE is -0.48

Historical price for 340 PE is as follows

On 24 Jun ANGELONE was trading at 339.85. The strike last trading price was 5.95, which was -0.05 lower than the previous day. The implied volatity was 33.64, the open interest changed by 9 which increased total open position to 948


On 23 Jun ANGELONE was trading at 342.10. The strike last trading price was 5, which was 2.8 higher than the previous day. The implied volatity was 34.91, the open interest changed by -145 which decreased total open position to 940


On 22 Jun ANGELONE was trading at 354.80. The strike last trading price was 2.3, which was -0.7 lower than the previous day. The implied volatity was 36.24, the open interest changed by -13 which decreased total open position to 1085


On 19 Jun ANGELONE was trading at 353.70. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 34.53, the open interest changed by 292 which increased total open position to 1098


On 18 Jun ANGELONE was trading at 352.80. The strike last trading price was 3.7, which was -2.2 lower than the previous day. The implied volatity was 35.46, the open interest changed by -17 which decreased total open position to 806


On 17 Jun ANGELONE was trading at 348.70. The strike last trading price was 5.85, which was -0.15 lower than the previous day. The implied volatity was 37.24, the open interest changed by 46 which increased total open position to 827


On 16 Jun ANGELONE was trading at 348.25. The strike last trading price was 6.45, which was 0.55 higher than the previous day. The implied volatity was 38.35, the open interest changed by 30 which increased total open position to 781


On 15 Jun ANGELONE was trading at 352.30. The strike last trading price was 5.75, which was -5.45 lower than the previous day. The implied volatity was 39.1, the open interest changed by 366 which increased total open position to 752


On 12 Jun ANGELONE was trading at 339.50. The strike last trading price was 11.15, which was -10 lower than the previous day. The implied volatity was 36.69, the open interest changed by 53 which increased total open position to 387


On 11 Jun ANGELONE was trading at 323.75. The strike last trading price was 20.7, which was 1.7 higher than the previous day. The implied volatity was 38.82, the open interest changed by -14 which decreased total open position to 337


On 10 Jun ANGELONE was trading at 329.85. The strike last trading price was 18.3, which was 4.65 higher than the previous day. The implied volatity was 43.16, the open interest changed by -12 which decreased total open position to 351


On 9 Jun ANGELONE was trading at 337.55. The strike last trading price was 13.5, which was -7.8 lower than the previous day. The implied volatity was 41.38, the open interest changed by 36 which increased total open position to 360


On 8 Jun ANGELONE was trading at 325.70. The strike last trading price was 22.25, which was 5.25 higher than the previous day. The implied volatity was 41.33, the open interest changed by -35 which decreased total open position to 325


On 5 Jun ANGELONE was trading at 332.60. The strike last trading price was 16.2, which was 1.55 higher than the previous day. The implied volatity was 37.82, the open interest changed by -59 which decreased total open position to 360


On 4 Jun ANGELONE was trading at 337.70. The strike last trading price was 15.05, which was -1.5 lower than the previous day. The implied volatity was 39.06, the open interest changed by 54 which increased total open position to 423


On 3 Jun ANGELONE was trading at 334.75. The strike last trading price was 16.25, which was 3.95 higher than the previous day. The implied volatity was 39.12, the open interest changed by -23 which decreased total open position to 369


On 2 Jun ANGELONE was trading at 342.65. The strike last trading price was 12.2, which was -5.1 lower than the previous day. The implied volatity was 37.69, the open interest changed by 21 which increased total open position to 390


On 1 Jun ANGELONE was trading at 335.60. The strike last trading price was 16.4, which was 1.45 higher than the previous day. The implied volatity was 41.73, the open interest changed by -17 which decreased total open position to 366


On 29 May ANGELONE was trading at 337.30. The strike last trading price was 14.45, which was -1.9 lower than the previous day. The implied volatity was 35.57, the open interest changed by -30 which decreased total open position to 383


On 27 May ANGELONE was trading at 336.95. The strike last trading price was 16.55, which was 3.2 higher than the previous day. The implied volatity was 38.56, the open interest changed by 140 which increased total open position to 414


On 26 May ANGELONE was trading at 344.45. The strike last trading price was 12.85, which was -0.3 lower than the previous day. The implied volatity was 37.12, the open interest changed by 60 which increased total open position to 278


On 25 May ANGELONE was trading at 346.45. The strike last trading price was 12.8, which was -3.75 lower than the previous day. The implied volatity was 39.82, the open interest changed by 58 which increased total open position to 218


On 22 May ANGELONE was trading at 339.35. The strike last trading price was 16.5, which was -0.9 lower than the previous day. The implied volatity was 39.31, the open interest changed by 17 which increased total open position to 158


On 21 May ANGELONE was trading at 339.65. The strike last trading price was 17.3, which was -10.2 lower than the previous day. The implied volatity was 40.56, the open interest changed by 128 which increased total open position to 140


On 20 May ANGELONE was trading at 325.00. The strike last trading price was 27.5, which was 2.6 higher than the previous day. The implied volatity was 42.67, the open interest changed by 2 which increased total open position to 12


On 19 May ANGELONE was trading at 328.00. The strike last trading price was 24.7, which was -84.41 lower than the previous day. The implied volatity was 45.09, the open interest changed by 10 which increased total open position to 10


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 -109.11 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 -109.11 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 -109.11 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 -109.11 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 -109.11 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