RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
20 Dec 2024 04:11 PM IST
| RBLBANK 26DEC2024 155 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.40
Vega: 0.08
Theta: -0.27
Gamma: 0.05
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 152.79 | 2.15 | -8.35 | 40.04 | 4,919 | 278 | 548 | |||
| 19 Dec | 164.33 | 10.5 | -2.05 | 27.20 | 25 | -23 | 272 | |||
| 18 Dec | 165.88 | 12.55 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 17 Dec | 167.05 | 12.55 | -6.45 | 48.73 | 1 | 0 | 296 | |||
| 16 Dec | 172.53 | 19 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 173.25 | 19 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 12 Dec | 173.64 | 19 | -6.00 | - | 2 | -1 | 297 | |||
| 11 Dec | 179.05 | 25 | 5.00 | 58.45 | 6 | -4 | 300 | |||
| 10 Dec | 178.08 | 20 | 2.35 | - | 4 | -3 | 305 | |||
| 9 Dec | 171.36 | 17.65 | -2.95 | 37.11 | 8 | -7 | 309 | |||
| 6 Dec | 174.66 | 20.6 | -0.40 | 37.80 | 264 | -23 | 333 | |||
| 5 Dec | 174.22 | 21 | 1.40 | 38.99 | 21 | -20 | 357 | |||
| 4 Dec | 173.40 | 19.6 | 8.35 | - | 201 | -200 | 378 | |||
| 3 Dec | 162.71 | 11.25 | 4.30 | 32.38 | 393 | -387 | 584 | |||
| 2 Dec | 155.96 | 6.95 | 0.95 | 35.97 | 8,283 | 470 | 977 | |||
| 29 Nov | 154.98 | 6 | -2.60 | 32.46 | 1,040 | 347 | 510 | |||
|
|
||||||||||
| 28 Nov | 157.49 | 8.6 | -0.35 | 36.21 | 152 | 62 | 165 | |||
| 27 Nov | 158.06 | 8.95 | 0.10 | 39.04 | 33 | 10 | 101 | |||
| 26 Nov | 158.11 | 8.85 | -0.50 | 37.16 | 37 | 24 | 91 | |||
| 25 Nov | 158.31 | 9.35 | 0.05 | 37.28 | 52 | 27 | 66 | |||
| 22 Nov | 157.40 | 9.3 | 1.35 | 37.57 | 3 | 2 | 41 | |||
| 21 Nov | 156.23 | 7.95 | -0.85 | 34.73 | 14 | 0 | 39 | |||
| 20 Nov | 156.18 | 8.8 | 0.00 | 39.83 | 41 | 0 | 39 | |||
| 19 Nov | 156.18 | 8.8 | -2.20 | 39.83 | 41 | 0 | 39 | |||
| 18 Nov | 158.39 | 11 | 2.05 | 40.05 | 28 | 9 | 37 | |||
| 14 Nov | 154.73 | 8.95 | -49.10 | 38.00 | 50 | 25 | 25 | |||
| 13 Nov | 152.12 | 58.05 | 0.00 | 0.47 | 0 | 0 | 0 | |||
| 12 Nov | 159.68 | 58.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 161.88 | 58.05 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 155 expiring on 26DEC2024
Delta for 155 CE is 0.40
Historical price for 155 CE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 2.15, which was -8.35 lower than the previous day. The implied volatity was 40.04, the open interest changed by 278 which increased total open position to 548
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 10.5, which was -2.05 lower than the previous day. The implied volatity was 27.20, the open interest changed by -23 which decreased total open position to 272
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 12.55, 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 12.55, which was -6.45 lower than the previous day. The implied volatity was 48.73, the open interest changed by 0 which decreased total open position to 296
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 19, 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 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 19, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 297
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 25, which was 5.00 higher than the previous day. The implied volatity was 58.45, the open interest changed by -4 which decreased total open position to 300
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 20, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 305
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 17.65, which was -2.95 lower than the previous day. The implied volatity was 37.11, the open interest changed by -7 which decreased total open position to 309
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 20.6, which was -0.40 lower than the previous day. The implied volatity was 37.80, the open interest changed by -23 which decreased total open position to 333
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 21, which was 1.40 higher than the previous day. The implied volatity was 38.99, the open interest changed by -20 which decreased total open position to 357
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 19.6, which was 8.35 higher than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 378
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 11.25, which was 4.30 higher than the previous day. The implied volatity was 32.38, the open interest changed by -387 which decreased total open position to 584
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 6.95, which was 0.95 higher than the previous day. The implied volatity was 35.97, the open interest changed by 470 which increased total open position to 977
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 6, which was -2.60 lower than the previous day. The implied volatity was 32.46, the open interest changed by 347 which increased total open position to 510
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 8.6, which was -0.35 lower than the previous day. The implied volatity was 36.21, the open interest changed by 62 which increased total open position to 165
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 8.95, which was 0.10 higher than the previous day. The implied volatity was 39.04, the open interest changed by 10 which increased total open position to 101
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 8.85, which was -0.50 lower than the previous day. The implied volatity was 37.16, the open interest changed by 24 which increased total open position to 91
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 9.35, which was 0.05 higher than the previous day. The implied volatity was 37.28, the open interest changed by 27 which increased total open position to 66
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 9.3, which was 1.35 higher than the previous day. The implied volatity was 37.57, the open interest changed by 2 which increased total open position to 41
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 7.95, which was -0.85 lower than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 39
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 8.8, which was 0.00 lower than the previous day. The implied volatity was 39.83, the open interest changed by 0 which decreased total open position to 39
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 8.8, which was -2.20 lower than the previous day. The implied volatity was 39.83, the open interest changed by 0 which decreased total open position to 39
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 11, which was 2.05 higher than the previous day. The implied volatity was 40.05, the open interest changed by 9 which increased total open position to 37
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 8.95, which was -49.10 lower than the previous day. The implied volatity was 38.00, the open interest changed by 25 which increased total open position to 25
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 58.05, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 58.05, 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 58.05, 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 155 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.08
Theta: -0.30
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 152.79 | 5.25 | 4.90 | 51.27 | 8,393 | 104 | 549 |
| 19 Dec | 164.33 | 0.35 | -0.20 | 35.51 | 48 | -45 | 448 |
| 18 Dec | 165.88 | 0.55 | -0.35 | 41.29 | 9 | -7 | 495 |
| 17 Dec | 167.05 | 0.9 | 0.40 | 44.44 | 36 | -35 | 503 |
| 16 Dec | 172.53 | 0.5 | 0.00 | 0.00 | 0 | -19 | 0 |
| 13 Dec | 173.25 | 0.5 | -0.10 | 44.04 | 19 | -18 | 539 |
| 12 Dec | 173.64 | 0.6 | 0.50 | 45.00 | 9 | -7 | 559 |
| 11 Dec | 179.05 | 0.1 | -0.30 | 35.77 | 8 | -4 | 570 |
| 10 Dec | 178.08 | 0.4 | -0.40 | 45.62 | 4 | -3 | 575 |
| 9 Dec | 171.36 | 0.8 | 0.30 | 40.92 | 30 | -25 | 583 |
| 6 Dec | 174.66 | 0.5 | -0.90 | 36.88 | 1,044 | 10 | 623 |
| 5 Dec | 174.22 | 1.4 | 0.55 | 48.58 | 15 | -11 | 617 |
| 4 Dec | 173.40 | 0.85 | -1.55 | 40.24 | 130 | -127 | 629 |
| 3 Dec | 162.71 | 2.4 | -2.15 | 37.74 | 212 | -210 | 758 |
| 2 Dec | 155.96 | 4.55 | -0.60 | 35.55 | 5,001 | 503 | 986 |
| 29 Nov | 154.98 | 5.15 | 0.60 | 33.91 | 860 | 163 | 480 |
| 28 Nov | 157.49 | 4.55 | -0.30 | 37.51 | 436 | 114 | 318 |
| 27 Nov | 158.06 | 4.85 | -0.25 | 37.78 | 106 | 0 | 203 |
| 26 Nov | 158.11 | 5.1 | 0.10 | 39.01 | 133 | 35 | 202 |
| 25 Nov | 158.31 | 5 | -0.70 | 39.12 | 155 | 108 | 167 |
| 22 Nov | 157.40 | 5.7 | -0.20 | 40.10 | 50 | 17 | 76 |
| 21 Nov | 156.23 | 5.9 | -0.90 | 37.00 | 7 | 1 | 58 |
| 20 Nov | 156.18 | 6.8 | 0.00 | 39.39 | 79 | 47 | 57 |
| 19 Nov | 156.18 | 6.8 | 0.35 | 39.39 | 79 | 47 | 57 |
| 18 Nov | 158.39 | 6.45 | -2.50 | 44.20 | 8 | 6 | 9 |
| 14 Nov | 154.73 | 8.95 | 0.00 | 47.52 | 1 | 0 | 3 |
| 13 Nov | 152.12 | 8.95 | 5.45 | 41.23 | 2 | 1 | 2 |
| 12 Nov | 159.68 | 3.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Nov | 161.88 | 3.5 | 32.82 | 1 | 0 | 0 | |
For Rbl Bank Limited - strike price 155 expiring on 26DEC2024
Delta for 155 PE is -0.58
Historical price for 155 PE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 5.25, which was 4.90 higher than the previous day. The implied volatity was 51.27, the open interest changed by 104 which increased total open position to 549
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 35.51, the open interest changed by -45 which decreased total open position to 448
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 41.29, the open interest changed by -7 which decreased total open position to 495
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 0.9, which was 0.40 higher than the previous day. The implied volatity was 44.44, the open interest changed by -35 which decreased total open position to 503
On 16 Dec RBLBANK was trading at 172.53. 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 -19 which decreased total open position to 0
On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 44.04, the open interest changed by -18 which decreased total open position to 539
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 0.6, which was 0.50 higher than the previous day. The implied volatity was 45.00, the open interest changed by -7 which decreased total open position to 559
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 0.1, which was -0.30 lower than the previous day. The implied volatity was 35.77, the open interest changed by -4 which decreased total open position to 570
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 45.62, the open interest changed by -3 which decreased total open position to 575
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 0.8, which was 0.30 higher than the previous day. The implied volatity was 40.92, the open interest changed by -25 which decreased total open position to 583
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 0.5, which was -0.90 lower than the previous day. The implied volatity was 36.88, the open interest changed by 10 which increased total open position to 623
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 1.4, which was 0.55 higher than the previous day. The implied volatity was 48.58, the open interest changed by -11 which decreased total open position to 617
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 0.85, which was -1.55 lower than the previous day. The implied volatity was 40.24, the open interest changed by -127 which decreased total open position to 629
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 2.4, which was -2.15 lower than the previous day. The implied volatity was 37.74, the open interest changed by -210 which decreased total open position to 758
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 4.55, which was -0.60 lower than the previous day. The implied volatity was 35.55, the open interest changed by 503 which increased total open position to 986
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 5.15, which was 0.60 higher than the previous day. The implied volatity was 33.91, the open interest changed by 163 which increased total open position to 480
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 4.55, which was -0.30 lower than the previous day. The implied volatity was 37.51, the open interest changed by 114 which increased total open position to 318
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 37.78, the open interest changed by 0 which decreased total open position to 203
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 5.1, which was 0.10 higher than the previous day. The implied volatity was 39.01, the open interest changed by 35 which increased total open position to 202
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 5, which was -0.70 lower than the previous day. The implied volatity was 39.12, the open interest changed by 108 which increased total open position to 167
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 5.7, which was -0.20 lower than the previous day. The implied volatity was 40.10, the open interest changed by 17 which increased total open position to 76
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 5.9, which was -0.90 lower than the previous day. The implied volatity was 37.00, the open interest changed by 1 which increased total open position to 58
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 6.8, which was 0.00 lower than the previous day. The implied volatity was 39.39, the open interest changed by 47 which increased total open position to 57
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 6.8, which was 0.35 higher than the previous day. The implied volatity was 39.39, the open interest changed by 47 which increased total open position to 57
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 6.45, which was -2.50 lower than the previous day. The implied volatity was 44.20, the open interest changed by 6 which increased total open position to 9
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was 47.52, the open interest changed by 0 which decreased total open position to 3
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 8.95, which was 5.45 higher than the previous day. The implied volatity was 41.23, the open interest changed by 1 which increased total open position to 2
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 3.5, 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 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was 32.82, the open interest changed by 0 which decreased total open position to 0
