RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
14 Nov 2024 04:11 PM IST
| RBLBANK 28NOV2024 147.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.06
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 154.73 | 8.75 | 1.05 | 24.93 | 62 | 22 | 39 | |||
| 13 Nov | 152.12 | 7.7 | -55.30 | 35.53 | 47 | 17 | 17 | |||
| 12 Nov | 159.68 | 63 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 161.88 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 165.29 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 171.32 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 173.42 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 171.24 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 171.96 | 63 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 147.5 expiring on 28NOV2024
Delta for 147.5 CE is 0.87
Historical price for 147.5 CE is as follows
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 8.75, which was 1.05 higher than the previous day. The implied volatity was 24.93, the open interest changed by 22 which increased total open position to 39
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 7.7, which was -55.30 lower than the previous day. The implied volatity was 35.53, the open interest changed by 17 which increased total open position to 17
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 63, 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 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 63, 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 63, 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 63, 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 63, 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 63, 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 63, 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 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.09
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 154.73 | 1.25 | -0.90 | 35.15 | 137 | -1 | 64 |
| 13 Nov | 152.12 | 2.15 | 1.50 | 36.43 | 281 | 73 | 73 |
| 12 Nov | 159.68 | 0.65 | 0.00 | 12.79 | 0 | 0 | 0 |
| 11 Nov | 161.88 | 0.65 | 0.00 | 14.03 | 0 | 0 | 0 |
| 8 Nov | 165.29 | 0.65 | 0.00 | 14.78 | 0 | 0 | 0 |
| 7 Nov | 171.32 | 0.65 | 0.00 | 18.82 | 0 | 0 | 0 |
| 6 Nov | 173.42 | 0.65 | 0.00 | 19.50 | 0 | 0 | 0 |
| 5 Nov | 171.24 | 0.65 | 0.00 | 18.80 | 0 | 0 | 0 |
| 4 Nov | 171.96 | 0.65 | 18.80 | 0 | 0 | 0 | |
For Rbl Bank Limited - strike price 147.5 expiring on 28NOV2024
Delta for 147.5 PE is -0.20
Historical price for 147.5 PE is as follows
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 1.25, which was -0.90 lower than the previous day. The implied volatity was 35.15, the open interest changed by -1 which decreased total open position to 64
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 2.15, which was 1.50 higher than the previous day. The implied volatity was 36.43, the open interest changed by 73 which increased total open position to 73
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 12.79, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 14.03, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 14.78, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 18.82, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 19.50, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 18.80, 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 0.65, which was lower than the previous day. The implied volatity was 18.80, the open interest changed by 0 which decreased total open position to 0
