RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
14 Nov 2024 04:11 PM IST
| RBLBANK 28NOV2024 152.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.11
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 154.73 | 5.3 | 0.75 | 28.13 | 1,010 | 96 | 171 | |||
| 13 Nov | 152.12 | 4.55 | -3.95 | 34.20 | 227 | 69 | 74 | |||
| 12 Nov | 159.68 | 8.5 | -3.00 | 29.39 | 23 | -1 | 4 | |||
| 11 Nov | 161.88 | 11.5 | -7.85 | 30.45 | 16 | 3 | 5 | |||
| 8 Nov | 165.29 | 19.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 171.32 | 19.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 173.42 | 19.35 | 1.35 | - | 1 | 0 | 1 | |||
| 5 Nov | 171.24 | 18 | -1.85 | - | 3 | 0 | 2 | |||
| 4 Nov | 171.96 | 19.85 | -38.55 | 24.20 | 9 | 1 | 1 | |||
| 1 Nov | 175.96 | 58.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 169.75 | 58.4 | 58.40 | - | 0 | 0 | 0 | |||
| 30 Oct | 175.61 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 173.12 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 166.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 161.92 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 167.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 176.14 | 0 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 152.5 expiring on 28NOV2024
Delta for 152.5 CE is 0.66
Historical price for 152.5 CE is as follows
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 5.3, which was 0.75 higher than the previous day. The implied volatity was 28.13, the open interest changed by 96 which increased total open position to 171
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 4.55, which was -3.95 lower than the previous day. The implied volatity was 34.20, the open interest changed by 69 which increased total open position to 74
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 8.5, which was -3.00 lower than the previous day. The implied volatity was 29.39, the open interest changed by -1 which decreased total open position to 4
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 11.5, which was -7.85 lower than the previous day. The implied volatity was 30.45, the open interest changed by 3 which increased total open position to 5
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 19.35, 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 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 19.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 19.35, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 18, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 19.85, which was -38.55 lower than the previous day. The implied volatity was 24.20, the open interest changed by 1 which increased total open position to 1
On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 58.4, 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 31 Oct RBLBANK was trading at 169.75. The strike last trading price was 58.4, which was 58.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RBLBANK was trading at 175.61. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RBLBANK was trading at 173.12. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RBLBANK was trading at 166.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct RBLBANK was trading at 161.92. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct RBLBANK was trading at 167.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct RBLBANK was trading at 176.14. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RBLBANK 28NOV2024 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 0.11
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 154.73 | 2.55 | -1.55 | 33.32 | 580 | 28 | 162 |
| 13 Nov | 152.12 | 4.1 | 2.30 | 35.96 | 911 | 34 | 128 |
| 12 Nov | 159.68 | 1.8 | 0.70 | 34.96 | 44 | 4 | 92 |
| 11 Nov | 161.88 | 1.1 | 0.05 | 34.02 | 116 | -22 | 94 |
| 8 Nov | 165.29 | 1.05 | 0.45 | 35.08 | 3 | 0 | 113 |
| 7 Nov | 171.32 | 0.6 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Nov | 173.42 | 0.6 | -0.50 | 39.30 | 7 | -2 | 112 |
| 5 Nov | 171.24 | 1.1 | -0.10 | 42.66 | 24 | 9 | 114 |
| 4 Nov | 171.96 | 1.2 | 1.15 | 43.12 | 252 | 106 | 107 |
| 1 Nov | 175.96 | 0.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 169.75 | 0.05 | 0.00 | - | 2 | 0 | 1 |
| 30 Oct | 175.61 | 0.05 | -2.45 | - | 2 | 0 | 2 |
| 29 Oct | 173.12 | 2.5 | 0.00 | - | 0 | 0 | 2 |
| 28 Oct | 166.55 | 2.5 | 0.00 | - | 0 | 0 | 2 |
| 25 Oct | 161.92 | 2.5 | 0.00 | - | 0 | 0 | 2 |
| 22 Oct | 167.20 | 2.5 | 0.00 | - | 0 | 0 | 2 |
| 21 Oct | 176.14 | 2.5 | - | 3 | 1 | 1 | |
For Rbl Bank Limited - strike price 152.5 expiring on 28NOV2024
Delta for 152.5 PE is -0.36
Historical price for 152.5 PE is as follows
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 2.55, which was -1.55 lower than the previous day. The implied volatity was 33.32, the open interest changed by 28 which increased total open position to 162
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 4.1, which was 2.30 higher than the previous day. The implied volatity was 35.96, the open interest changed by 34 which increased total open position to 128
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 1.8, which was 0.70 higher than the previous day. The implied volatity was 34.96, the open interest changed by 4 which increased total open position to 92
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 34.02, the open interest changed by -22 which decreased total open position to 94
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 1.05, which was 0.45 higher than the previous day. The implied volatity was 35.08, the open interest changed by 0 which decreased total open position to 113
On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was 39.30, the open interest changed by -2 which decreased total open position to 112
On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 42.66, the open interest changed by 9 which increased total open position to 114
On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 1.2, which was 1.15 higher than the previous day. The implied volatity was 43.12, the open interest changed by 106 which increased total open position to 107
On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 0.05, 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 31 Oct RBLBANK was trading at 169.75. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RBLBANK was trading at 175.61. The strike last trading price was 0.05, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RBLBANK was trading at 173.12. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RBLBANK was trading at 166.55. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct RBLBANK was trading at 161.92. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct RBLBANK was trading at 167.20. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct RBLBANK was trading at 176.14. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
