RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
21 Nov 2024 04:11 PM IST
RBLBANK 28NOV2024 150 CE | ||||||||||
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Delta: 0.79
Vega: 0.06
Theta: -0.20
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 156.23 | 7.25 | 0.40 | 37.43 | 33 | -6 | 91 | |||
20 Nov | 156.18 | 6.85 | 0.00 | 33.64 | 37 | -17 | 100 | |||
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19 Nov | 156.18 | 6.85 | -2.75 | 33.64 | 37 | -14 | 100 | |||
18 Nov | 158.39 | 9.6 | 2.50 | 30.15 | 106 | -13 | 114 | |||
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 0.79
Historical price for 150 CE is as follows
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 7.25, which was 0.40 higher than the previous day. The implied volatity was 37.43, the open interest changed by -6 which decreased total open position to 91
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 6.85, which was 0.00 lower than the previous day. The implied volatity was 33.64, the open interest changed by -17 which decreased total open position to 100
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 6.85, which was -2.75 lower than the previous day. The implied volatity was 33.64, the open interest changed by -14 which decreased total open position to 100
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 9.6, which was 2.50 higher than the previous day. The implied volatity was 30.15, the open interest changed by -13 which decreased total open position to 114
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 | |||||||
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Delta: -0.25
Vega: 0.07
Theta: -0.21
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 156.23 | 1.5 | -0.05 | 45.67 | 635 | 4 | 425 |
20 Nov | 156.18 | 1.55 | 0.00 | 39.09 | 655 | -80 | 413 |
19 Nov | 156.18 | 1.55 | 0.80 | 39.09 | 655 | -88 | 413 |
18 Nov | 158.39 | 0.75 | -1.20 | 35.71 | 838 | -68 | 501 |
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 -0.25
Historical price for 150 PE is as follows
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 45.67, the open interest changed by 4 which increased total open position to 425
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 39.09, the open interest changed by -80 which decreased total open position to 413
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 1.55, which was 0.80 higher than the previous day. The implied volatity was 39.09, the open interest changed by -88 which decreased total open position to 413
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 0.75, which was -1.20 lower than the previous day. The implied volatity was 35.71, the open interest changed by -68 which decreased total open position to 501
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