RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
20 Dec 2024 04:11 PM IST
| RBLBANK 26DEC2024 137.5 CE | ||||||||||
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Delta: 0.92
Vega: 0.03
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 152.79 | 15.7 | -3.75 | 61.22 | 2 | 1 | 20 | |||
| 19 Dec | 164.33 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Dec | 165.88 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 167.05 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 172.53 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 173.25 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 173.64 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 179.05 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 178.08 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 171.36 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 174.66 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 174.22 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 173.40 | 19.45 | 0.00 | 0.00 | 0 | 0 | 19 | |||
| 3 Dec | 162.71 | 19.45 | 0.00 | 0.00 | 39 | 0 | 19 | |||
| 2 Dec | 155.96 | 19.45 | -16.70 | - | 39 | 19 | 19 | |||
| 29 Nov | 154.98 | 36.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 157.49 | 36.15 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 137.5 expiring on 26DEC2024
Delta for 137.5 CE is 0.92
Historical price for 137.5 CE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 15.7, which was -3.75 lower than the previous day. The implied volatity was 61.22, the open interest changed by 1 which increased total open position to 20
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 19
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 19
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 19.45, which was -16.70 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 36.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 36.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RBLBANK 26DEC2024 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.03
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 152.79 | 0.35 | 0.25 | 56.80 | 23 | 8 | 37 |
| 19 Dec | 164.33 | 0.1 | 0.00 | 0.00 | 0 | 0 | 29 |
| 18 Dec | 165.88 | 0.1 | 0.00 | 0.00 | 0 | 0 | 29 |
| 17 Dec | 167.05 | 0.1 | 0.00 | - | 2 | 0 | 31 |
| 16 Dec | 172.53 | 0.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 173.25 | 0.1 | 0.00 | 0.00 | 0 | 0 | 31 |
| 12 Dec | 173.64 | 0.1 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Dec | 179.05 | 0.1 | 0.00 | - | 1 | 0 | 32 |
| 10 Dec | 178.08 | 0.1 | -0.25 | - | 1 | 0 | 33 |
| 9 Dec | 171.36 | 0.35 | 0.00 | 0.00 | 0 | -6 | 0 |
| 6 Dec | 174.66 | 0.35 | 0.15 | 59.26 | 6 | -4 | 35 |
| 5 Dec | 174.22 | 0.2 | 0.00 | 52.80 | 68 | 0 | 106 |
| 4 Dec | 173.40 | 0.2 | -0.60 | 51.19 | 6 | -5 | 107 |
| 3 Dec | 162.71 | 0.8 | 0.00 | 0.00 | 0 | 112 | 0 |
| 2 Dec | 155.96 | 0.8 | -1.55 | 42.13 | 294 | 121 | 121 |
| 29 Nov | 154.98 | 2.35 | 0.00 | 14.24 | 0 | 0 | 0 |
| 28 Nov | 157.49 | 2.35 | 15.56 | 0 | 0 | 0 | |
For Rbl Bank Limited - strike price 137.5 expiring on 26DEC2024
Delta for 137.5 PE is -0.07
Historical price for 137.5 PE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 0.35, which was 0.25 higher than the previous day. The implied volatity was 56.80, the open interest changed by 8 which increased total open position to 37
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 29
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 29
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 31
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 0.1, 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 33
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 59.26, the open interest changed by -4 which decreased total open position to 35
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 52.80, the open interest changed by 0 which decreased total open position to 106
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 0.2, which was -0.60 lower than the previous day. The implied volatity was 51.19, the open interest changed by -5 which decreased total open position to 107
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 112 which increased total open position to 0
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 0.8, which was -1.55 lower than the previous day. The implied volatity was 42.13, the open interest changed by 121 which increased total open position to 121
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 14.24, the open interest changed by 0 which decreased total open position to 0
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 15.56, the open interest changed by 0 which decreased total open position to 0
