Historical option data for RADICO
27 May 2026 01:24 PM IST
| RADICO 30-Jun-2026 (34d) 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.04
Theta: -2.42
Gamma: 0.00104
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 3483.30 | 153.9 | -81.1 (-34.51%) | 35.75 | 7 | 4 | 4 | |||||||||
For Radico Khaitan Ltd - strike price 3500 expiring on 30JUN2026
Delta for 3500 CE is 0.52
Historical price for 3500 CE is as follows
On 27 May RADICO was trading at 3483.30. The strike last trading price was 153.9, which was -81.1 lower than the previous day. The implied volatity was 35.75, the open interest changed by 4 which increased total open position to 4
| RADICO 30-Jun-2026 (34d) 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.04
Theta: -1.95
Gamma: 0.00101
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 3483.30 | 155 | 18 (13.14%) | 36.67 | 13 | 8 | 8 |
For Radico Khaitan Ltd - strike price 3500 expiring on 30JUN2026
Delta for 3500 PE is -0.47
Historical price for 3500 PE is as follows
On 27 May RADICO was trading at 3483.30. The strike last trading price was 155, which was 18 higher than the previous day. The implied volatity was 36.67, the open interest changed by 8 which increased total open position to 8
