Historical option data for RADICO
08 Jun 2026 11:22 AM IST
| RADICO 30-Jun-2026 (22d) 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.03
Theta: -3.27
Gamma: 0.00115
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 3473.60 | 134.2 | -7.45 (-5.26%) | 39.98 | 36 | 2 | 146 | |||||||||
| 5 Jun | 3490.70 | 140.8 | -8 (-5.38%) | 37.02 | 72 | 15 | 144 | |||||||||
| 4 Jun | 3502.40 | 153 | 12.9 (9.21%) | 36.96 | 204 | -1 | 141 | |||||||||
| 3 Jun | 3464.10 | 140.7 | -15.85 (-10.12%) | 39.36 | 176 | 56 | 142 | |||||||||
| 2 Jun | 3487.50 | 159 | -0.2 (-0.13%) | 40.67 | 151 | 20 | 87 | |||||||||
| 1 Jun | 3506.10 | 154.85 | -19.15 (-11.01%) | 36.41 | 155 | 18 | 68 | |||||||||
| 29 May | 3518.60 | 180.65 | 56.65 (45.69%) | 37.49 | 405 | 38 | 50 | |||||||||
| 27 May | 3439.30 | 130 | -105 (-44.68%) | 35.45 | 23 | 11 | 11 | |||||||||
For Radico Khaitan Ltd - strike price 3500 expiring on 30JUN2026
Delta for 3500 CE is 0.51
Historical price for 3500 CE is as follows
On 8 Jun RADICO was trading at 3473.60. The strike last trading price was 134.2, which was -7.45 lower than the previous day. The implied volatity was 39.98, the open interest changed by 2 which increased total open position to 146
On 5 Jun RADICO was trading at 3490.70. The strike last trading price was 140.8, which was -8 lower than the previous day. The implied volatity was 37.02, the open interest changed by 15 which increased total open position to 144
On 4 Jun RADICO was trading at 3502.40. The strike last trading price was 153, which was 12.9 higher than the previous day. The implied volatity was 36.96, the open interest changed by -1 which decreased total open position to 141
On 3 Jun RADICO was trading at 3464.10. The strike last trading price was 140.7, which was -15.85 lower than the previous day. The implied volatity was 39.36, the open interest changed by 56 which increased total open position to 142
On 2 Jun RADICO was trading at 3487.50. The strike last trading price was 159, which was -0.2 lower than the previous day. The implied volatity was 40.67, the open interest changed by 20 which increased total open position to 87
On 1 Jun RADICO was trading at 3506.10. The strike last trading price was 154.85, which was -19.15 lower than the previous day. The implied volatity was 36.41, the open interest changed by 18 which increased total open position to 68
On 29 May RADICO was trading at 3518.60. The strike last trading price was 180.65, which was 56.65 higher than the previous day. The implied volatity was 37.49, the open interest changed by 38 which increased total open position to 50
On 27 May RADICO was trading at 3439.30. The strike last trading price was 130, which was -105 lower than the previous day. The implied volatity was 35.45, the open interest changed by 11 which increased total open position to 11
| RADICO 30-Jun-2026 (22d) 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.03
Theta: -2.57
Gamma: 0.00122
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 3473.60 | 134.6 | 17 (14.46%) | 37.74 | 21 | -3 | 295 |
| 5 Jun | 3490.70 | 116.7 | -10.8 (-8.47%) | 32.31 | 65 | 9 | 297 |
| 4 Jun | 3502.40 | 129.35 | -22.7 (-14.93%) | 35.21 | 81 | -22 | 288 |
| 3 Jun | 3464.10 | 154 | 12.9 (9.14%) | 38.23 | 297 | 223 | 308 |
| 2 Jun | 3487.50 | 145.3 | -0.45 (-0.31%) | 37.62 | 131 | 28 | 85 |
| 1 Jun | 3506.10 | 146.4 | 27.15 (22.77%) | 39.35 | 82 | 18 | 57 |
| 29 May | 3518.60 | 118 | -41.75 (-26.13%) | 33.7 | 106 | 21 | 33 |
| 27 May | 3439.30 | 152.7 | 15.7 (11.46%) | 30.87 | 22 | 12 | 12 |
For Radico Khaitan Ltd - strike price 3500 expiring on 30JUN2026
Delta for 3500 PE is -0.49
Historical price for 3500 PE is as follows
On 8 Jun RADICO was trading at 3473.60. The strike last trading price was 134.6, which was 17 higher than the previous day. The implied volatity was 37.74, the open interest changed by -3 which decreased total open position to 295
On 5 Jun RADICO was trading at 3490.70. The strike last trading price was 116.7, which was -10.8 lower than the previous day. The implied volatity was 32.31, the open interest changed by 9 which increased total open position to 297
On 4 Jun RADICO was trading at 3502.40. The strike last trading price was 129.35, which was -22.7 lower than the previous day. The implied volatity was 35.21, the open interest changed by -22 which decreased total open position to 288
On 3 Jun RADICO was trading at 3464.10. The strike last trading price was 154, which was 12.9 higher than the previous day. The implied volatity was 38.23, the open interest changed by 223 which increased total open position to 308
On 2 Jun RADICO was trading at 3487.50. The strike last trading price was 145.3, which was -0.45 lower than the previous day. The implied volatity was 37.62, the open interest changed by 28 which increased total open position to 85
On 1 Jun RADICO was trading at 3506.10. The strike last trading price was 146.4, which was 27.15 higher than the previous day. The implied volatity was 39.35, the open interest changed by 18 which increased total open position to 57
On 29 May RADICO was trading at 3518.60. The strike last trading price was 118, which was -41.75 lower than the previous day. The implied volatity was 33.7, the open interest changed by 21 which increased total open position to 33
On 27 May RADICO was trading at 3439.30. The strike last trading price was 152.7, which was 15.7 higher than the previous day. The implied volatity was 30.87, the open interest changed by 12 which increased total open position to 12
