`
Related Pages for RBLBANK
[--[65.84.65.76]--]
RBLBANK
Rbl Bank Limited
154.73 2.61 (1.72%)

Back to Option Chain

Historical option data for RBLBANK

14 Nov 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
RBLBANK 28NOV2024 150 CE
Delta: 0.76
Vega: 0.10
Theta: -0.13
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
14 Nov 154.73 7.1 1.15 29.22 426 29 127
13 Nov 152.12 5.95 -4.60 34.28 267 55 93
12 Nov 159.68 10.55 -3.20 29.99 91 22 37
11 Nov 161.88 13.75 -3.45 31.85 15 6 14
8 Nov 165.29 17.2 -3.15 45.15 3 0 5
7 Nov 171.32 20.35 0.00 0.00 0 0 0
6 Nov 173.42 20.35 0.00 0.00 0 5 0
5 Nov 171.24 20.35 -60.05 - 9 4 4
4 Nov 171.96 80.4 0.00 - 0 0 0
1 Nov 175.96 80.4 - 0 0 0

For Rbl Bank Limited - strike price 150 expiring on 28NOV2024

Delta for 150 CE is 0.76

Historical price for 150 CE is as follows

On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 7.1, which was 1.15 higher than the previous day. The implied volatity was 29.22, the open interest changed by 29 which increased total open position to 127


On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 5.95, which was -4.60 lower than the previous day. The implied volatity was 34.28, the open interest changed by 55 which increased total open position to 93


On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 10.55, which was -3.20 lower than the previous day. The implied volatity was 29.99, the open interest changed by 22 which increased total open position to 37


On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 13.75, which was -3.45 lower than the previous day. The implied volatity was 31.85, the open interest changed by 6 which increased total open position to 14


On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 17.2, which was -3.15 lower than the previous day. The implied volatity was 45.15, the open interest changed by 0 which decreased total open position to 5


On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 20.35, 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 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 20.35, which was -60.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 80.4, 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 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 80.4, 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 28NOV2024 150 PE
Delta: -0.28
Vega: 0.10
Theta: -0.12
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 154.73 1.95 -1.05 35.51 1,318 182 537
13 Nov 152.12 3 1.70 36.04 1,551 49 336
12 Nov 159.68 1.3 0.40 35.99 181 3 283
11 Nov 161.88 0.9 0.25 36.70 316 -7 266
8 Nov 165.29 0.65 0.25 34.39 225 116 271
7 Nov 171.32 0.4 0.00 37.23 23 -7 155
6 Nov 173.42 0.4 -0.40 39.22 154 25 169
5 Nov 171.24 0.8 -0.10 42.69 141 -7 159
4 Nov 171.96 0.9 0.00 43.41 437 137 166
1 Nov 175.96 0.9 47.59 31 28 28

For Rbl Bank Limited - strike price 150 expiring on 28NOV2024

Delta for 150 PE is -0.28

Historical price for 150 PE is as follows

On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 35.51, the open interest changed by 182 which increased total open position to 537


On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 3, which was 1.70 higher than the previous day. The implied volatity was 36.04, the open interest changed by 49 which increased total open position to 336


On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 1.3, which was 0.40 higher than the previous day. The implied volatity was 35.99, the open interest changed by 3 which increased total open position to 283


On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 36.70, the open interest changed by -7 which decreased total open position to 266


On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 34.39, the open interest changed by 116 which increased total open position to 271


On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 37.23, the open interest changed by -7 which decreased total open position to 155


On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 39.22, the open interest changed by 25 which increased total open position to 169


On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 42.69, the open interest changed by -7 which decreased total open position to 159


On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 43.41, the open interest changed by 137 which increased total open position to 166


On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 47.59, the open interest changed by 28 which increased total open position to 28