RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
20 Dec 2024 04:11 PM IST
| RBLBANK 26DEC2024 152.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.08
Theta: -0.28
Gamma: 0.05
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 152.79 | 3.2 | -15.50 | 39.44 | 774 | -34 | 229 | |||
| 19 Dec | 164.33 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 165.88 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 167.05 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 172.53 | 18.7 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 173.25 | 18.7 | -4.75 | - | 1 | 0 | 264 | |||
| 12 Dec | 173.64 | 23.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 179.05 | 23.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 178.08 | 23.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 171.36 | 23.45 | 0.00 | 0.00 | 0 | -24 | 0 | |||
| 6 Dec | 174.66 | 23.45 | 0.45 | 47.43 | 145 | -26 | 262 | |||
| 5 Dec | 174.22 | 23 | 2.10 | 28.74 | 44 | -17 | 288 | |||
| 4 Dec | 173.40 | 20.9 | 7.40 | - | 80 | -70 | 315 | |||
| 3 Dec | 162.71 | 13.5 | 5.00 | 35.19 | 63 | -61 | 387 | |||
| 2 Dec | 155.96 | 8.5 | 1.10 | 36.68 | 4,266 | 405 | 449 | |||
| 29 Nov | 154.98 | 7.4 | -2.70 | 32.67 | 106 | 43 | 44 | |||
|
|
||||||||||
| 28 Nov | 157.49 | 10.1 | -14.80 | 37.21 | 1 | 0 | 0 | |||
| 27 Nov | 158.06 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 158.11 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 158.31 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 157.40 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 156.23 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 156.18 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 156.18 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 158.39 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 154.73 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 152.12 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 159.68 | 24.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 161.88 | 24.9 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 152.5 expiring on 26DEC2024
Delta for 152.5 CE is 0.52
Historical price for 152.5 CE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 3.2, which was -15.50 lower than the previous day. The implied volatity was 39.44, the open interest changed by -34 which decreased total open position to 229
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 18.7, 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 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 18.7, 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 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 18.7, 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 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 18.7, 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 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 18.7, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 264
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 23.45, 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 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 23.45, 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 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 23.45, 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 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 23.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -24 which decreased total open position to 0
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 23.45, which was 0.45 higher than the previous day. The implied volatity was 47.43, the open interest changed by -26 which decreased total open position to 262
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 23, which was 2.10 higher than the previous day. The implied volatity was 28.74, the open interest changed by -17 which decreased total open position to 288
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 20.9, which was 7.40 higher than the previous day. The implied volatity was -, the open interest changed by -70 which decreased total open position to 315
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 13.5, which was 5.00 higher than the previous day. The implied volatity was 35.19, the open interest changed by -61 which decreased total open position to 387
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 8.5, which was 1.10 higher than the previous day. The implied volatity was 36.68, the open interest changed by 405 which increased total open position to 449
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 7.4, which was -2.70 lower than the previous day. The implied volatity was 32.67, the open interest changed by 43 which increased total open position to 44
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 10.1, which was -14.80 lower than the previous day. The implied volatity was 37.21, the open interest changed by 0 which decreased total open position to 0
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 24.9, 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 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 24.9, 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 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 24.9, 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 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 24.9, 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 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 24.9, 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 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 24.9, 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 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 24.9, 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 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 24.9, 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 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 24.9, 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 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 24.9, 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 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 24.9, 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 24.9, 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 26DEC2024 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.08
Theta: -0.29
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 152.79 | 3.65 | 3.00 | 48.43 | 2,048 | 106 | 390 |
| 19 Dec | 164.33 | 0.65 | 0.50 | 47.54 | 6 | -2 | 288 |
| 18 Dec | 165.88 | 0.15 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 167.05 | 0.15 | 0.00 | 34.95 | 1 | 0 | 291 |
| 16 Dec | 172.53 | 0.15 | -0.15 | 41.12 | 2 | -1 | 292 |
| 13 Dec | 173.25 | 0.3 | 0.15 | 44.28 | 9 | -8 | 294 |
| 12 Dec | 173.64 | 0.15 | -0.35 | 37.10 | 2 | -1 | 303 |
| 11 Dec | 179.05 | 0.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 178.08 | 0.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 171.36 | 0.5 | 0.00 | 0.00 | 0 | -16 | 0 |
| 6 Dec | 174.66 | 0.5 | -0.40 | 40.64 | 323 | -12 | 308 |
| 5 Dec | 174.22 | 0.9 | -0.15 | 46.41 | 12 | -8 | 320 |
| 4 Dec | 173.40 | 1.05 | -0.80 | 46.53 | 37 | -36 | 329 |
| 3 Dec | 162.71 | 1.85 | -1.65 | 38.65 | 86 | -84 | 366 |
| 2 Dec | 155.96 | 3.5 | -0.50 | 35.47 | 3,665 | 341 | 466 |
| 29 Nov | 154.98 | 4 | 0.30 | 33.75 | 386 | 124 | 126 |
| 28 Nov | 157.49 | 3.7 | -2.25 | 38.20 | 4 | 1 | 1 |
| 27 Nov | 158.06 | 5.95 | 0.00 | 4.96 | 0 | 0 | 0 |
| 26 Nov | 158.11 | 5.95 | 0.00 | 4.84 | 0 | 0 | 0 |
| 25 Nov | 158.31 | 5.95 | 0.00 | 5.17 | 0 | 0 | 0 |
| 22 Nov | 157.40 | 5.95 | 0.00 | 4.62 | 0 | 0 | 0 |
| 21 Nov | 156.23 | 5.95 | 0.00 | 3.48 | 0 | 0 | 0 |
| 20 Nov | 156.18 | 5.95 | 0.00 | 3.02 | 0 | 0 | 0 |
| 19 Nov | 156.18 | 5.95 | 0.00 | 3.02 | 0 | 0 | 0 |
| 18 Nov | 158.39 | 5.95 | 0.00 | 5.11 | 0 | 0 | 0 |
| 14 Nov | 154.73 | 5.95 | 0.00 | 2.88 | 0 | 0 | 0 |
| 13 Nov | 152.12 | 5.95 | 0.00 | 1.34 | 0 | 0 | 0 |
| 12 Nov | 159.68 | 5.95 | 0.00 | 5.11 | 0 | 0 | 0 |
| 11 Nov | 161.88 | 5.95 | 6.86 | 0 | 0 | 0 | |
For Rbl Bank Limited - strike price 152.5 expiring on 26DEC2024
Delta for 152.5 PE is -0.48
Historical price for 152.5 PE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 3.65, which was 3.00 higher than the previous day. The implied volatity was 48.43, the open interest changed by 106 which increased total open position to 390
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 0.65, which was 0.50 higher than the previous day. The implied volatity was 47.54, the open interest changed by -2 which decreased total open position to 288
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 0.15, 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 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 34.95, the open interest changed by 0 which decreased total open position to 291
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 41.12, the open interest changed by -1 which decreased total open position to 292
On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 44.28, the open interest changed by -8 which decreased total open position to 294
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 0.15, which was -0.35 lower than the previous day. The implied volatity was 37.10, the open interest changed by -1 which decreased total open position to 303
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 0.5, 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 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 0.5, 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 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -16 which decreased total open position to 0
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 0.5, which was -0.40 lower than the previous day. The implied volatity was 40.64, the open interest changed by -12 which decreased total open position to 308
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 46.41, the open interest changed by -8 which decreased total open position to 320
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 1.05, which was -0.80 lower than the previous day. The implied volatity was 46.53, the open interest changed by -36 which decreased total open position to 329
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 1.85, which was -1.65 lower than the previous day. The implied volatity was 38.65, the open interest changed by -84 which decreased total open position to 366
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 35.47, the open interest changed by 341 which increased total open position to 466
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 4, which was 0.30 higher than the previous day. The implied volatity was 33.75, the open interest changed by 124 which increased total open position to 126
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 3.7, which was -2.25 lower than the previous day. The implied volatity was 38.20, the open interest changed by 1 which increased total open position to 1
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 5.95, which was lower than the previous day. The implied volatity was 6.86, the open interest changed by 0 which decreased total open position to 0
