RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
14 Nov 2024 04:11 PM IST
| RBLBANK 28NOV2024 145 CE | ||||||||||
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Delta: 0.98
Vega: 0.02
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 154.73 | 10.85 | 1.30 | 18.36 | 28 | 11 | 28 | |||
| 13 Nov | 152.12 | 9.55 | -8.30 | 35.97 | 31 | 14 | 15 | |||
| 12 Nov | 159.68 | 17.85 | -47.50 | 67.45 | 1 | 0 | 0 | |||
| 11 Nov | 161.88 | 65.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 165.29 | 65.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 171.32 | 65.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 173.42 | 65.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 171.24 | 65.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 171.96 | 65.35 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 145 expiring on 28NOV2024
Delta for 145 CE is 0.98
Historical price for 145 CE is as follows
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 10.85, which was 1.30 higher than the previous day. The implied volatity was 18.36, the open interest changed by 11 which increased total open position to 28
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 9.55, which was -8.30 lower than the previous day. The implied volatity was 35.97, the open interest changed by 14 which increased total open position to 15
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 17.85, which was -47.50 lower than the previous day. The implied volatity was 67.45, the open interest changed by 0 which decreased total open position to 0
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 65.35, 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 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 65.35, 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 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 65.35, 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 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 65.35, 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 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 65.35, 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 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 65.35, 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 28NOV2024 145 PE | |||||||
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Delta: -0.16
Vega: 0.07
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 154.73 | 1 | -0.65 | 38.22 | 237 | 9 | 199 |
| 13 Nov | 152.12 | 1.65 | 0.95 | 38.52 | 370 | 38 | 194 |
| 12 Nov | 159.68 | 0.7 | 0.15 | 38.87 | 107 | -43 | 155 |
| 11 Nov | 161.88 | 0.55 | 0.15 | 40.70 | 120 | 58 | 197 |
| 8 Nov | 165.29 | 0.4 | 0.20 | 38.05 | 55 | 36 | 133 |
| 7 Nov | 171.32 | 0.2 | -0.15 | 38.89 | 80 | 10 | 39 |
| 6 Nov | 173.42 | 0.35 | -0.20 | 44.98 | 61 | -29 | 31 |
| 5 Nov | 171.24 | 0.55 | 0.05 | 46.15 | 99 | 15 | 73 |
| 4 Nov | 171.96 | 0.5 | 44.40 | 143 | 65 | 65 | |
For Rbl Bank Limited - strike price 145 expiring on 28NOV2024
Delta for 145 PE is -0.16
Historical price for 145 PE is as follows
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 38.22, the open interest changed by 9 which increased total open position to 199
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 1.65, which was 0.95 higher than the previous day. The implied volatity was 38.52, the open interest changed by 38 which increased total open position to 194
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 38.87, the open interest changed by -43 which decreased total open position to 155
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 40.70, the open interest changed by 58 which increased total open position to 197
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 0.4, which was 0.20 higher than the previous day. The implied volatity was 38.05, the open interest changed by 36 which increased total open position to 133
On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 38.89, the open interest changed by 10 which increased total open position to 39
On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 44.98, the open interest changed by -29 which decreased total open position to 31
On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 46.15, the open interest changed by 15 which increased total open position to 73
On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was 44.40, the open interest changed by 65 which increased total open position to 65
