RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
20 Dec 2024 04:11 PM IST
| RBLBANK 26DEC2024 145 CE | ||||||||||
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Delta: 0.85
Vega: 0.05
Theta: -0.18
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 152.79 | 8.35 | -23.65 | 39.90 | 281 | 42 | 88 | |||
| 19 Dec | 164.33 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 165.88 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 167.05 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 172.53 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 173.25 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 173.64 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 179.05 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 178.08 | 32 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 9 Dec | 171.36 | 32 | 1.05 | 109.10 | 4 | -1 | 49 | |||
| 6 Dec | 174.66 | 30.95 | 1.80 | 60.66 | 17 | -13 | 50 | |||
| 5 Dec | 174.22 | 29.15 | 0.00 | 0.00 | 0 | -29 | 0 | |||
| 4 Dec | 173.40 | 29.15 | 9.35 | - | 29 | -24 | 68 | |||
| 3 Dec | 162.71 | 19.8 | 5.70 | 32.81 | 5 | -4 | 93 | |||
| 2 Dec | 155.96 | 14.1 | 1.40 | 39.74 | 1,064 | 30 | 97 | |||
| 29 Nov | 154.98 | 12.7 | -50.35 | 34.13 | 100 | 68 | 68 | |||
| 28 Nov | 157.49 | 63.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 158.06 | 63.05 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 158.11 | 63.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 158.31 | 63.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Nov | 157.40 | 63.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 156.23 | 63.05 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 156.18 | 63.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 156.18 | 63.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 158.39 | 63.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 154.73 | 63.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 152.12 | 63.05 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 145 expiring on 26DEC2024
Delta for 145 CE is 0.85
Historical price for 145 CE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 8.35, which was -23.65 lower than the previous day. The implied volatity was 39.90, the open interest changed by 42 which increased total open position to 88
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 32, 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 32, 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 32, 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 32, 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 32, 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 32, 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 32, 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 32, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 32, which was 1.05 higher than the previous day. The implied volatity was 109.10, the open interest changed by -1 which decreased total open position to 49
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 30.95, which was 1.80 higher than the previous day. The implied volatity was 60.66, the open interest changed by -13 which decreased total open position to 50
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 29.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -29 which decreased total open position to 0
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 29.15, which was 9.35 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 68
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 19.8, which was 5.70 higher than the previous day. The implied volatity was 32.81, the open interest changed by -4 which decreased total open position to 93
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 14.1, which was 1.40 higher than the previous day. The implied volatity was 39.74, the open interest changed by 30 which increased total open position to 97
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 12.7, which was -50.35 lower than the previous day. The implied volatity was 34.13, the open interest changed by 68 which increased total open position to 68
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 63.05, 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 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 63.05, 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 63.05, 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 63.05, 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 63.05, 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 63.05, 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 63.05, 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 63.05, 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 63.05, 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 63.05, 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 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 63.05, 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 145 PE | |||||||
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Delta: -0.22
Vega: 0.06
Theta: -0.26
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 152.79 | 1.45 | 1.25 | 55.84 | 1,896 | 121 | 511 |
| 19 Dec | 164.33 | 0.2 | -0.10 | 53.03 | 3 | -2 | 391 |
| 18 Dec | 165.88 | 0.3 | 0.00 | 58.86 | 17 | -13 | 397 |
| 17 Dec | 167.05 | 0.3 | 0.10 | 55.40 | 5 | -2 | 413 |
| 16 Dec | 172.53 | 0.2 | -0.05 | - | 8 | -7 | 416 |
| 13 Dec | 173.25 | 0.25 | -0.15 | 54.75 | 25 | -24 | 424 |
| 12 Dec | 173.64 | 0.4 | 0.15 | 57.77 | 18 | -16 | 450 |
| 11 Dec | 179.05 | 0.25 | 0.00 | - | 26 | -25 | 467 |
| 10 Dec | 178.08 | 0.25 | -0.10 | - | 5 | -1 | 496 |
| 9 Dec | 171.36 | 0.35 | 0.05 | 49.07 | 24 | -22 | 499 |
| 6 Dec | 174.66 | 0.3 | -0.30 | 46.85 | 540 | -2 | 523 |
| 5 Dec | 174.22 | 0.6 | 0.15 | 53.67 | 55 | -48 | 528 |
| 4 Dec | 173.40 | 0.45 | -0.45 | 48.35 | 149 | -147 | 578 |
| 3 Dec | 162.71 | 0.9 | -0.80 | 42.41 | 202 | -200 | 727 |
| 2 Dec | 155.96 | 1.7 | 0.05 | 38.56 | 5,950 | 612 | 921 |
| 29 Nov | 154.98 | 1.65 | -0.20 | 33.87 | 810 | 197 | 308 |
| 28 Nov | 157.49 | 1.85 | -0.05 | 40.09 | 95 | 43 | 111 |
| 27 Nov | 158.06 | 1.9 | -0.15 | 39.23 | 44 | 21 | 68 |
| 26 Nov | 158.11 | 2.05 | 0.05 | 40.37 | 32 | 14 | 37 |
| 25 Nov | 158.31 | 2 | -0.30 | 39.95 | 7 | 7 | 24 |
| 22 Nov | 157.40 | 2.3 | -0.50 | 39.65 | 11 | 4 | 21 |
| 21 Nov | 156.23 | 2.8 | -1.60 | 40.05 | 10 | 0 | 9 |
| 20 Nov | 156.18 | 4.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 156.18 | 4.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 158.39 | 4.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 154.73 | 4.4 | 0.00 | 0.00 | 0 | 9 | 0 |
| 13 Nov | 152.12 | 4.4 | 40.56 | 11 | 8 | 8 | |
For Rbl Bank Limited - strike price 145 expiring on 26DEC2024
Delta for 145 PE is -0.22
Historical price for 145 PE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 1.45, which was 1.25 higher than the previous day. The implied volatity was 55.84, the open interest changed by 121 which increased total open position to 511
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 53.03, the open interest changed by -2 which decreased total open position to 391
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 58.86, the open interest changed by -13 which decreased total open position to 397
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 55.40, the open interest changed by -2 which decreased total open position to 413
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 416
On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 54.75, the open interest changed by -24 which decreased total open position to 424
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 57.77, the open interest changed by -16 which decreased total open position to 450
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 467
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 496
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 49.07, the open interest changed by -22 which decreased total open position to 499
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 46.85, the open interest changed by -2 which decreased total open position to 523
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 53.67, the open interest changed by -48 which decreased total open position to 528
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 48.35, the open interest changed by -147 which decreased total open position to 578
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 42.41, the open interest changed by -200 which decreased total open position to 727
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 38.56, the open interest changed by 612 which increased total open position to 921
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 33.87, the open interest changed by 197 which increased total open position to 308
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 40.09, the open interest changed by 43 which increased total open position to 111
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 39.23, the open interest changed by 21 which increased total open position to 68
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 40.37, the open interest changed by 14 which increased total open position to 37
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 39.95, the open interest changed by 7 which increased total open position to 24
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 39.65, the open interest changed by 4 which increased total open position to 21
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 2.8, which was -1.60 lower than the previous day. The implied volatity was 40.05, the open interest changed by 0 which decreased total open position to 9
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 4.4, 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 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 4.4, 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 Nov RBLBANK was trading at 158.39. The strike last trading price was 4.4, 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 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 4.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was 40.56, the open interest changed by 8 which increased total open position to 8
