RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
20 Dec 2024 04:11 PM IST
| RBLBANK 26DEC2024 140 CE | ||||||||||
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Delta: 0.93
Vega: 0.03
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 152.79 | 13 | -22.85 | 46.20 | 37 | 11 | 65 | |||
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| 19 Dec | 164.33 | 35.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 165.88 | 35.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 167.05 | 35.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 172.53 | 35.85 | 0.00 | 0.00 | 0 | 0 | 54 | |||
| 13 Dec | 173.25 | 35.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 173.64 | 35.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 179.05 | 35.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 178.08 | 35.85 | 0.00 | 0.00 | 0 | 0 | 54 | |||
| 9 Dec | 171.36 | 35.85 | 0.00 | 0.00 | 0 | -11 | 0 | |||
| 6 Dec | 174.66 | 35.85 | 0.60 | 67.87 | 12 | -11 | 54 | |||
| 5 Dec | 174.22 | 35.25 | 5.25 | - | 1 | 0 | 66 | |||
| 4 Dec | 173.40 | 30 | 7.50 | - | 5 | 0 | 71 | |||
| 3 Dec | 162.71 | 22.5 | 4.20 | - | 8 | -5 | 74 | |||
| 2 Dec | 155.96 | 18.3 | 1.40 | 41.29 | 295 | 51 | 85 | |||
| 29 Nov | 154.98 | 16.9 | -2.30 | 35.49 | 47 | 31 | 33 | |||
| 28 Nov | 157.49 | 19.2 | -52.20 | 21.72 | 2 | 1 | 1 | |||
| 27 Nov | 158.06 | 71.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 158.11 | 71.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 158.31 | 71.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 157.40 | 71.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 156.23 | 71.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 156.18 | 71.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 156.18 | 71.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 158.39 | 71.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 154.73 | 71.4 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 140 expiring on 26DEC2024
Delta for 140 CE is 0.93
Historical price for 140 CE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 13, which was -22.85 lower than the previous day. The implied volatity was 46.20, the open interest changed by 11 which increased total open position to 65
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 35.85, 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 35.85, 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 35.85, 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 35.85, 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 54
On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 35.85, 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 35.85, 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 35.85, 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 35.85, 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 54
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 35.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 35.85, which was 0.60 higher than the previous day. The implied volatity was 67.87, the open interest changed by -11 which decreased total open position to 54
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 35.25, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 30, which was 7.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 22.5, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 74
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 18.3, which was 1.40 higher than the previous day. The implied volatity was 41.29, the open interest changed by 51 which increased total open position to 85
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 16.9, which was -2.30 lower than the previous day. The implied volatity was 35.49, the open interest changed by 31 which increased total open position to 33
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 19.2, which was -52.20 lower than the previous day. The implied volatity was 21.72, the open interest changed by 1 which increased total open position to 1
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 71.4, 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 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 71.4, 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 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 71.4, 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 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 71.4, 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 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 71.4, 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 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 71.4, 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 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 71.4, 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 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 71.4, 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 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 71.4, 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 140 PE | |||||||
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Delta: -0.12
Vega: 0.04
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 152.79 | 0.7 | 0.55 | 59.47 | 979 | -5 | 417 |
| 19 Dec | 164.33 | 0.15 | 0.05 | - | 25 | -24 | 423 |
| 18 Dec | 165.88 | 0.1 | 0.00 | 56.79 | 9 | -4 | 452 |
| 17 Dec | 167.05 | 0.1 | 0.00 | 55.82 | 7 | -6 | 457 |
| 16 Dec | 172.53 | 0.1 | -0.05 | - | 13 | -9 | 467 |
| 13 Dec | 173.25 | 0.15 | 0.00 | - | 7 | -6 | 477 |
| 12 Dec | 173.64 | 0.15 | -0.15 | 56.61 | 10 | -9 | 484 |
| 11 Dec | 179.05 | 0.3 | 0.15 | - | 17 | -12 | 498 |
| 10 Dec | 178.08 | 0.15 | -0.15 | - | 16 | -13 | 513 |
| 9 Dec | 171.36 | 0.3 | 0.00 | 54.79 | 8 | -6 | 528 |
| 6 Dec | 174.66 | 0.3 | -0.10 | 53.98 | 184 | -21 | 536 |
| 5 Dec | 174.22 | 0.4 | 0.25 | 56.00 | 39 | -36 | 560 |
| 4 Dec | 173.40 | 0.15 | 0.00 | 45.35 | 27 | -23 | 600 |
| 3 Dec | 162.71 | 0.15 | -0.90 | 34.72 | 134 | -130 | 627 |
| 2 Dec | 155.96 | 1.05 | 0.15 | 41.13 | 3,642 | 293 | 757 |
| 29 Nov | 154.98 | 0.9 | -0.35 | 35.27 | 621 | 256 | 462 |
| 28 Nov | 157.49 | 1.25 | -0.05 | 43.03 | 175 | 56 | 205 |
| 27 Nov | 158.06 | 1.3 | -0.05 | 42.30 | 35 | 27 | 148 |
| 26 Nov | 158.11 | 1.35 | 0.20 | 42.36 | 33 | 12 | 121 |
| 25 Nov | 158.31 | 1.15 | -0.35 | 40.37 | 69 | 64 | 106 |
| 22 Nov | 157.40 | 1.5 | -0.35 | 41.34 | 39 | 17 | 59 |
| 21 Nov | 156.23 | 1.85 | -0.15 | 41.60 | 18 | 3 | 42 |
| 20 Nov | 156.18 | 2 | 0.00 | 40.90 | 40 | 23 | 38 |
| 19 Nov | 156.18 | 2 | 0.80 | 40.90 | 40 | 22 | 38 |
| 18 Nov | 158.39 | 1.2 | -1.75 | 37.79 | 4 | 3 | 16 |
| 14 Nov | 154.73 | 2.95 | 45.23 | 14 | 12 | 12 | |
For Rbl Bank Limited - strike price 140 expiring on 26DEC2024
Delta for 140 PE is -0.12
Historical price for 140 PE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 0.7, which was 0.55 higher than the previous day. The implied volatity was 59.47, the open interest changed by -5 which decreased total open position to 417
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 423
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 56.79, the open interest changed by -4 which decreased total open position to 452
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 55.82, the open interest changed by -6 which decreased total open position to 457
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 467
On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 477
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 56.61, the open interest changed by -9 which decreased total open position to 484
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 498
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 513
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 54.79, the open interest changed by -6 which decreased total open position to 528
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 53.98, the open interest changed by -21 which decreased total open position to 536
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 0.4, which was 0.25 higher than the previous day. The implied volatity was 56.00, the open interest changed by -36 which decreased total open position to 560
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.35, the open interest changed by -23 which decreased total open position to 600
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 0.15, which was -0.90 lower than the previous day. The implied volatity was 34.72, the open interest changed by -130 which decreased total open position to 627
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 41.13, the open interest changed by 293 which increased total open position to 757
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 35.27, the open interest changed by 256 which increased total open position to 462
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 43.03, the open interest changed by 56 which increased total open position to 205
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 42.30, the open interest changed by 27 which increased total open position to 148
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 42.36, the open interest changed by 12 which increased total open position to 121
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 40.37, the open interest changed by 64 which increased total open position to 106
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 41.34, the open interest changed by 17 which increased total open position to 59
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 41.60, the open interest changed by 3 which increased total open position to 42
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 40.90, the open interest changed by 23 which increased total open position to 38
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 2, which was 0.80 higher than the previous day. The implied volatity was 40.90, the open interest changed by 22 which increased total open position to 38
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 1.2, which was -1.75 lower than the previous day. The implied volatity was 37.79, the open interest changed by 3 which increased total open position to 16
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was 45.23, the open interest changed by 12 which increased total open position to 12
