RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
20 Dec 2024 04:11 PM IST
| RBLBANK 26DEC2024 150 CE | ||||||||||
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Delta: 0.64
Vega: 0.07
Theta: -0.28
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 152.79 | 4.75 | -10.25 | 41.28 | 1,117 | 39 | 362 | |||
| 19 Dec | 164.33 | 15 | -6.00 | - | 26 | -13 | 336 | |||
| 18 Dec | 165.88 | 21 | 3.00 | 113.53 | 3 | -2 | 350 | |||
| 17 Dec | 167.05 | 18 | -8.00 | 70.47 | 6 | -5 | 353 | |||
| 16 Dec | 172.53 | 26 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 13 Dec | 173.25 | 26 | -1.50 | 78.48 | 4 | -2 | 360 | |||
| 12 Dec | 173.64 | 27.5 | -3.00 | - | 6 | -4 | 364 | |||
| 11 Dec | 179.05 | 30.5 | 0.55 | 77.97 | 2 | -1 | 369 | |||
| 10 Dec | 178.08 | 29.95 | 4.90 | 69.24 | 9 | -7 | 372 | |||
| 9 Dec | 171.36 | 25.05 | -0.95 | 77.15 | 9 | -8 | 380 | |||
| 6 Dec | 174.66 | 26 | 0.70 | 52.56 | 374 | 36 | 389 | |||
| 5 Dec | 174.22 | 25.3 | 1.30 | - | 157 | -42 | 353 | |||
| 4 Dec | 173.40 | 24 | 8.20 | - | 232 | -226 | 401 | |||
| 3 Dec | 162.71 | 15.8 | 5.60 | 38.02 | 189 | -187 | 629 | |||
| 2 Dec | 155.96 | 10.2 | 1.40 | 37.39 | 7,658 | 383 | 819 | |||
| 29 Nov | 154.98 | 8.8 | -2.85 | 31.70 | 606 | 174 | 429 | |||
| 28 Nov | 157.49 | 11.65 | -0.90 | 34.99 | 308 | 92 | 256 | |||
| 27 Nov | 158.06 | 12.55 | 0.70 | 42.33 | 26 | 8 | 164 | |||
| 26 Nov | 158.11 | 11.85 | -0.90 | 36.19 | 30 | 7 | 154 | |||
| 25 Nov | 158.31 | 12.75 | 0.20 | 38.64 | 58 | -27 | 141 | |||
| 22 Nov | 157.40 | 12.55 | 1.25 | 38.05 | 69 | 0 | 168 | |||
| 21 Nov | 156.23 | 11.3 | -0.95 | 37.04 | 104 | -70 | 169 | |||
| 20 Nov | 156.18 | 12.25 | 0.00 | 43.44 | 11 | -3 | 238 | |||
| 19 Nov | 156.18 | 12.25 | -2.00 | 43.44 | 11 | -4 | 238 | |||
| 18 Nov | 158.39 | 14.25 | 2.60 | 40.88 | 243 | 233 | 243 | |||
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| 14 Nov | 154.73 | 11.65 | 1.15 | 37.37 | 3 | 2 | 10 | |||
| 13 Nov | 152.12 | 10.5 | -4.40 | 39.72 | 8 | 5 | 7 | |||
| 12 Nov | 159.68 | 14.9 | -1.95 | 39.25 | 3 | 0 | 1 | |||
| 11 Nov | 161.88 | 16.85 | 35.18 | 1 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 150 expiring on 26DEC2024
Delta for 150 CE is 0.64
Historical price for 150 CE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 4.75, which was -10.25 lower than the previous day. The implied volatity was 41.28, the open interest changed by 39 which increased total open position to 362
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 15, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 336
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 21, which was 3.00 higher than the previous day. The implied volatity was 113.53, the open interest changed by -2 which decreased total open position to 350
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 18, which was -8.00 lower than the previous day. The implied volatity was 70.47, the open interest changed by -5 which decreased total open position to 353
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 26, 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 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 26, which was -1.50 lower than the previous day. The implied volatity was 78.48, the open interest changed by -2 which decreased total open position to 360
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 27.5, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 364
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 30.5, which was 0.55 higher than the previous day. The implied volatity was 77.97, the open interest changed by -1 which decreased total open position to 369
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 29.95, which was 4.90 higher than the previous day. The implied volatity was 69.24, the open interest changed by -7 which decreased total open position to 372
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 25.05, which was -0.95 lower than the previous day. The implied volatity was 77.15, the open interest changed by -8 which decreased total open position to 380
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 26, which was 0.70 higher than the previous day. The implied volatity was 52.56, the open interest changed by 36 which increased total open position to 389
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 25.3, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 353
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 24, which was 8.20 higher than the previous day. The implied volatity was -, the open interest changed by -226 which decreased total open position to 401
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 15.8, which was 5.60 higher than the previous day. The implied volatity was 38.02, the open interest changed by -187 which decreased total open position to 629
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 10.2, which was 1.40 higher than the previous day. The implied volatity was 37.39, the open interest changed by 383 which increased total open position to 819
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 8.8, which was -2.85 lower than the previous day. The implied volatity was 31.70, the open interest changed by 174 which increased total open position to 429
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 11.65, which was -0.90 lower than the previous day. The implied volatity was 34.99, the open interest changed by 92 which increased total open position to 256
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 12.55, which was 0.70 higher than the previous day. The implied volatity was 42.33, the open interest changed by 8 which increased total open position to 164
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 11.85, which was -0.90 lower than the previous day. The implied volatity was 36.19, the open interest changed by 7 which increased total open position to 154
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 12.75, which was 0.20 higher than the previous day. The implied volatity was 38.64, the open interest changed by -27 which decreased total open position to 141
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 12.55, which was 1.25 higher than the previous day. The implied volatity was 38.05, the open interest changed by 0 which decreased total open position to 168
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 11.3, which was -0.95 lower than the previous day. The implied volatity was 37.04, the open interest changed by -70 which decreased total open position to 169
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was 43.44, the open interest changed by -3 which decreased total open position to 238
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 12.25, which was -2.00 lower than the previous day. The implied volatity was 43.44, the open interest changed by -4 which decreased total open position to 238
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 14.25, which was 2.60 higher than the previous day. The implied volatity was 40.88, the open interest changed by 233 which increased total open position to 243
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 11.65, which was 1.15 higher than the previous day. The implied volatity was 37.37, the open interest changed by 2 which increased total open position to 10
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 10.5, which was -4.40 lower than the previous day. The implied volatity was 39.72, the open interest changed by 5 which increased total open position to 7
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 14.9, which was -1.95 lower than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 1
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 16.85, which was lower than the previous day. The implied volatity was 35.18, the open interest changed by 0 which decreased total open position to 0
| RBLBANK 26DEC2024 150 PE | |||||||
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Delta: -0.38
Vega: 0.07
Theta: -0.31
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 152.79 | 2.8 | 2.30 | 52.08 | 7,518 | -77 | 1,216 |
| 19 Dec | 164.33 | 0.5 | 0.00 | 53.30 | 110 | -107 | 1,296 |
| 18 Dec | 165.88 | 0.5 | 0.00 | 52.18 | 35 | -33 | 1,405 |
| 17 Dec | 167.05 | 0.5 | 0.25 | 49.09 | 38 | -35 | 1,441 |
| 16 Dec | 172.53 | 0.25 | -0.20 | 50.62 | 17 | -15 | 1,478 |
| 13 Dec | 173.25 | 0.45 | 0.05 | 52.21 | 42 | -41 | 1,494 |
| 12 Dec | 173.64 | 0.4 | 0.00 | 49.65 | 29 | -28 | 1,536 |
| 11 Dec | 179.05 | 0.4 | -0.05 | 53.97 | 24 | -23 | 1,565 |
| 10 Dec | 178.08 | 0.45 | -0.10 | 53.96 | 21 | -18 | 1,591 |
| 9 Dec | 171.36 | 0.55 | 0.15 | 45.00 | 38 | -37 | 1,610 |
| 6 Dec | 174.66 | 0.4 | -0.40 | 42.27 | 1,795 | 393 | 1,647 |
| 5 Dec | 174.22 | 0.8 | -0.15 | 49.04 | 206 | -114 | 1,254 |
| 4 Dec | 173.40 | 0.95 | -0.65 | 49.75 | 330 | -318 | 1,373 |
| 3 Dec | 162.71 | 1.6 | -1.20 | 40.92 | 568 | -566 | 1,693 |
| 2 Dec | 155.96 | 2.8 | -0.20 | 36.68 | 11,600 | 1,312 | 2,303 |
| 29 Nov | 154.98 | 3 | 0.05 | 33.42 | 1,357 | 276 | 978 |
| 28 Nov | 157.49 | 2.95 | -0.05 | 38.69 | 518 | 133 | 704 |
| 27 Nov | 158.06 | 3 | -0.45 | 37.67 | 221 | 85 | 570 |
| 26 Nov | 158.11 | 3.45 | 0.25 | 40.34 | 207 | 72 | 483 |
| 25 Nov | 158.31 | 3.2 | -0.60 | 39.16 | 251 | 82 | 410 |
| 22 Nov | 157.40 | 3.8 | -0.35 | 40.19 | 100 | 7 | 335 |
| 21 Nov | 156.23 | 4.15 | -0.90 | 38.67 | 284 | 157 | 323 |
| 20 Nov | 156.18 | 5.05 | 0.00 | 41.59 | 208 | 78 | 167 |
| 19 Nov | 156.18 | 5.05 | 0.85 | 41.59 | 208 | 79 | 167 |
| 18 Nov | 158.39 | 4.2 | -1.35 | 42.34 | 78 | 29 | 88 |
| 14 Nov | 154.73 | 5.55 | -0.60 | 41.85 | 29 | 8 | 59 |
| 13 Nov | 152.12 | 6.15 | 2.85 | 39.45 | 53 | 46 | 51 |
| 12 Nov | 159.68 | 3.3 | 1.15 | 35.40 | 5 | 1 | 4 |
| 11 Nov | 161.88 | 2.15 | 32.86 | 3 | 1 | 1 | |
For Rbl Bank Limited - strike price 150 expiring on 26DEC2024
Delta for 150 PE is -0.38
Historical price for 150 PE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 2.8, which was 2.30 higher than the previous day. The implied volatity was 52.08, the open interest changed by -77 which decreased total open position to 1216
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 53.30, the open interest changed by -107 which decreased total open position to 1296
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 52.18, the open interest changed by -33 which decreased total open position to 1405
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 0.5, which was 0.25 higher than the previous day. The implied volatity was 49.09, the open interest changed by -35 which decreased total open position to 1441
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 50.62, the open interest changed by -15 which decreased total open position to 1478
On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 52.21, the open interest changed by -41 which decreased total open position to 1494
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 49.65, the open interest changed by -28 which decreased total open position to 1536
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 53.97, the open interest changed by -23 which decreased total open position to 1565
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 53.96, the open interest changed by -18 which decreased total open position to 1591
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 45.00, the open interest changed by -37 which decreased total open position to 1610
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 42.27, the open interest changed by 393 which increased total open position to 1647
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 49.04, the open interest changed by -114 which decreased total open position to 1254
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 49.75, the open interest changed by -318 which decreased total open position to 1373
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 1.6, which was -1.20 lower than the previous day. The implied volatity was 40.92, the open interest changed by -566 which decreased total open position to 1693
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 2.8, which was -0.20 lower than the previous day. The implied volatity was 36.68, the open interest changed by 1312 which increased total open position to 2303
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 33.42, the open interest changed by 276 which increased total open position to 978
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 38.69, the open interest changed by 133 which increased total open position to 704
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 37.67, the open interest changed by 85 which increased total open position to 570
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 3.45, which was 0.25 higher than the previous day. The implied volatity was 40.34, the open interest changed by 72 which increased total open position to 483
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 3.2, which was -0.60 lower than the previous day. The implied volatity was 39.16, the open interest changed by 82 which increased total open position to 410
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was 40.19, the open interest changed by 7 which increased total open position to 335
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 4.15, which was -0.90 lower than the previous day. The implied volatity was 38.67, the open interest changed by 157 which increased total open position to 323
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 5.05, which was 0.00 lower than the previous day. The implied volatity was 41.59, the open interest changed by 78 which increased total open position to 167
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 5.05, which was 0.85 higher than the previous day. The implied volatity was 41.59, the open interest changed by 79 which increased total open position to 167
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 4.2, which was -1.35 lower than the previous day. The implied volatity was 42.34, the open interest changed by 29 which increased total open position to 88
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 5.55, which was -0.60 lower than the previous day. The implied volatity was 41.85, the open interest changed by 8 which increased total open position to 59
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 6.15, which was 2.85 higher than the previous day. The implied volatity was 39.45, the open interest changed by 46 which increased total open position to 51
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 3.3, which was 1.15 higher than the previous day. The implied volatity was 35.40, the open interest changed by 1 which increased total open position to 4
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was 32.86, the open interest changed by 1 which increased total open position to 1
