RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
21 Nov 2024 04:11 PM IST
| RBLBANK 28NOV2024 155 CE | ||||||||||
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Delta: 0.58
Vega: 0.08
Theta: -0.23
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 156.23 | 3.6 | 0.35 | 33.87 | 1,265 | 42 | 344 | |||
| 20 Nov | 156.18 | 3.25 | 0.00 | 29.56 | 732 | -57 | 297 | |||
| 19 Nov | 156.18 | 3.25 | -2.30 | 29.56 | 732 | -62 | 297 | |||
| 18 Nov | 158.39 | 5.55 | 1.65 | 29.15 | 2,297 | -61 | 355 | |||
| 14 Nov | 154.73 | 3.9 | 0.45 | 28.85 | 3,076 | 64 | 417 | |||
| 13 Nov | 152.12 | 3.45 | -3.50 | 34.66 | 1,710 | 308 | 355 | |||
| 12 Nov | 159.68 | 6.95 | -2.60 | 31.55 | 90 | 27 | 41 | |||
| 11 Nov | 161.88 | 9.55 | -2.10 | 31.10 | 31 | 4 | 15 | |||
| 8 Nov | 165.29 | 11.65 | -6.50 | 29.35 | 12 | 3 | 10 | |||
| 7 Nov | 171.32 | 18.15 | -1.85 | 43.63 | 7 | 0 | 6 | |||
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| 6 Nov | 173.42 | 20 | 1.35 | 39.53 | 13 | 1 | 7 | |||
| 5 Nov | 171.24 | 18.65 | 0.10 | 44.25 | 13 | 3 | 6 | |||
| 4 Nov | 171.96 | 18.55 | -37.55 | 39.81 | 16 | 5 | 5 | |||
| 1 Nov | 175.96 | 56.1 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 169.75 | 56.1 | 56.10 | - | 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 | |||
| 23 Oct | 165.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 167.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 176.14 | 0 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 155 expiring on 28NOV2024
Delta for 155 CE is 0.58
Historical price for 155 CE is as follows
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 3.6, which was 0.35 higher than the previous day. The implied volatity was 33.87, the open interest changed by 42 which increased total open position to 344
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 29.56, the open interest changed by -57 which decreased total open position to 297
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 3.25, which was -2.30 lower than the previous day. The implied volatity was 29.56, the open interest changed by -62 which decreased total open position to 297
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 5.55, which was 1.65 higher than the previous day. The implied volatity was 29.15, the open interest changed by -61 which decreased total open position to 355
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 3.9, which was 0.45 higher than the previous day. The implied volatity was 28.85, the open interest changed by 64 which increased total open position to 417
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 3.45, which was -3.50 lower than the previous day. The implied volatity was 34.66, the open interest changed by 308 which increased total open position to 355
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 6.95, which was -2.60 lower than the previous day. The implied volatity was 31.55, the open interest changed by 27 which increased total open position to 41
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 9.55, which was -2.10 lower than the previous day. The implied volatity was 31.10, the open interest changed by 4 which increased total open position to 15
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 11.65, which was -6.50 lower than the previous day. The implied volatity was 29.35, the open interest changed by 3 which increased total open position to 10
On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 18.15, which was -1.85 lower than the previous day. The implied volatity was 43.63, the open interest changed by 0 which decreased total open position to 6
On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 20, which was 1.35 higher than the previous day. The implied volatity was 39.53, the open interest changed by 1 which increased total open position to 7
On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 18.65, which was 0.10 higher than the previous day. The implied volatity was 44.25, the open interest changed by 3 which increased total open position to 6
On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 18.55, which was -37.55 lower than the previous day. The implied volatity was 39.81, the open interest changed by 5 which increased total open position to 5
On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 56.1, 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 56.1, which was 56.10 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 23 Oct RBLBANK was trading at 165.85. 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 155 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.08
Theta: -0.23
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 156.23 | 2.9 | -0.40 | 40.91 | 1,167 | 64 | 420 |
| 20 Nov | 156.18 | 3.3 | 0.00 | 37.65 | 565 | -16 | 355 |
| 19 Nov | 156.18 | 3.3 | 1.50 | 37.65 | 565 | -17 | 355 |
| 18 Nov | 158.39 | 1.8 | -1.70 | 33.82 | 1,114 | -117 | 372 |
| 14 Nov | 154.73 | 3.5 | -1.85 | 32.31 | 1,049 | -4 | 493 |
| 13 Nov | 152.12 | 5.35 | 2.85 | 35.28 | 2,459 | 38 | 499 |
| 12 Nov | 159.68 | 2.5 | 0.90 | 34.32 | 395 | -8 | 460 |
| 11 Nov | 161.88 | 1.6 | 0.45 | 33.61 | 765 | 30 | 470 |
| 8 Nov | 165.29 | 1.15 | 0.35 | 31.41 | 324 | 56 | 417 |
| 7 Nov | 171.32 | 0.8 | 0.10 | 35.99 | 182 | 71 | 356 |
| 6 Nov | 173.42 | 0.7 | -0.60 | 37.04 | 102 | 15 | 286 |
| 5 Nov | 171.24 | 1.3 | -0.20 | 40.49 | 258 | 76 | 273 |
| 4 Nov | 171.96 | 1.5 | 0.10 | 42.09 | 376 | 93 | 197 |
| 1 Nov | 175.96 | 1.4 | -0.55 | 46.16 | 101 | 79 | 102 |
| 31 Oct | 169.75 | 1.95 | 0.00 | - | 0 | 0 | 23 |
| 30 Oct | 175.61 | 1.95 | 0.00 | - | 0 | 0 | 23 |
| 29 Oct | 173.12 | 1.95 | 0.00 | - | 0 | 0 | 23 |
| 28 Oct | 166.55 | 1.95 | 0.00 | - | 0 | 23 | 23 |
| 25 Oct | 161.92 | 1.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 165.85 | 1.95 | 0.00 | - | 0 | 0 | 23 |
| 22 Oct | 167.20 | 1.95 | 0.00 | - | 24 | 0 | 23 |
| 21 Oct | 176.14 | 1.95 | - | 24 | 2 | 2 | |
For Rbl Bank Limited - strike price 155 expiring on 28NOV2024
Delta for 155 PE is -0.43
Historical price for 155 PE is as follows
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 2.9, which was -0.40 lower than the previous day. The implied volatity was 40.91, the open interest changed by 64 which increased total open position to 420
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 37.65, the open interest changed by -16 which decreased total open position to 355
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 3.3, which was 1.50 higher than the previous day. The implied volatity was 37.65, the open interest changed by -17 which decreased total open position to 355
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 1.8, which was -1.70 lower than the previous day. The implied volatity was 33.82, the open interest changed by -117 which decreased total open position to 372
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 3.5, which was -1.85 lower than the previous day. The implied volatity was 32.31, the open interest changed by -4 which decreased total open position to 493
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 5.35, which was 2.85 higher than the previous day. The implied volatity was 35.28, the open interest changed by 38 which increased total open position to 499
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 2.5, which was 0.90 higher than the previous day. The implied volatity was 34.32, the open interest changed by -8 which decreased total open position to 460
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 1.6, which was 0.45 higher than the previous day. The implied volatity was 33.61, the open interest changed by 30 which increased total open position to 470
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 31.41, the open interest changed by 56 which increased total open position to 417
On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 35.99, the open interest changed by 71 which increased total open position to 356
On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 37.04, the open interest changed by 15 which increased total open position to 286
On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 40.49, the open interest changed by 76 which increased total open position to 273
On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 1.5, which was 0.10 higher than the previous day. The implied volatity was 42.09, the open interest changed by 93 which increased total open position to 197
On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 46.16, the open interest changed by 79 which increased total open position to 102
On 31 Oct RBLBANK was trading at 169.75. The strike last trading price was 1.95, 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 1.95, 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 1.95, 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 1.95, 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 1.95, 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 23 Oct RBLBANK was trading at 165.85. The strike last trading price was 1.95, 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 1.95, 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 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
