RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
20 Dec 2024 04:11 PM IST
| RBLBANK 26DEC2024 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.30
Vega: 0.07
Theta: -0.25
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 152.79 | 1.5 | -5.00 | 42.31 | 2,420 | 80 | 291 | |||
| 19 Dec | 164.33 | 6.5 | -9.40 | - | 2 | 0 | 213 | |||
| 18 Dec | 165.88 | 15.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 167.05 | 15.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 172.53 | 15.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 173.25 | 15.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 173.64 | 15.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 179.05 | 15.9 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 10 Dec | 178.08 | 15.9 | -0.30 | - | 2 | 0 | 215 | |||
| 9 Dec | 171.36 | 16.2 | -2.25 | 46.15 | 4 | -3 | 216 | |||
| 6 Dec | 174.66 | 18.45 | -0.55 | 38.74 | 132 | -4 | 221 | |||
| 5 Dec | 174.22 | 19 | 1.15 | 36.52 | 9 | -8 | 226 | |||
| 4 Dec | 173.40 | 17.85 | 7.15 | 29.84 | 36 | -32 | 238 | |||
| 3 Dec | 162.71 | 10.7 | 5.10 | 41.15 | 73 | -72 | 271 | |||
| 2 Dec | 155.96 | 5.6 | 0.75 | 35.47 | 2,955 | 190 | 348 | |||
| 29 Nov | 154.98 | 4.85 | -2.20 | 32.68 | 388 | 106 | 143 | |||
| 28 Nov | 157.49 | 7.05 | -0.80 | 35.23 | 45 | 25 | 37 | |||
| 27 Nov | 158.06 | 7.85 | 0.35 | 40.39 | 10 | 5 | 11 | |||
| 26 Nov | 158.11 | 7.5 | -0.80 | 37.19 | 7 | 1 | 3 | |||
| 25 Nov | 158.31 | 8.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 157.40 | 8.3 | -13.35 | 38.95 | 2 | 1 | 1 | |||
| 21 Nov | 156.23 | 21.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 156.18 | 21.65 | 0.00 | 0.70 | 0 | 0 | 0 | |||
| 19 Nov | 156.18 | 21.65 | 0.00 | 0.70 | 0 | 0 | 0 | |||
| 18 Nov | 158.39 | 21.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 154.73 | 21.65 | 0.00 | 0.41 | 0 | 0 | 0 | |||
| 13 Nov | 152.12 | 21.65 | 0.00 | 2.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 12 Nov | 159.68 | 21.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 161.88 | 21.65 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 157.5 expiring on 26DEC2024
Delta for 157.5 CE is 0.30
Historical price for 157.5 CE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 1.5, which was -5.00 lower than the previous day. The implied volatity was 42.31, the open interest changed by 80 which increased total open position to 291
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 6.5, which was -9.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 213
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 15.9, 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 15.9, 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 15.9, 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 15.9, 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 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 15.9, 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 15.9, 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 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 15.9, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 215
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 16.2, which was -2.25 lower than the previous day. The implied volatity was 46.15, the open interest changed by -3 which decreased total open position to 216
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 18.45, which was -0.55 lower than the previous day. The implied volatity was 38.74, the open interest changed by -4 which decreased total open position to 221
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 19, which was 1.15 higher than the previous day. The implied volatity was 36.52, the open interest changed by -8 which decreased total open position to 226
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 17.85, which was 7.15 higher than the previous day. The implied volatity was 29.84, the open interest changed by -32 which decreased total open position to 238
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 10.7, which was 5.10 higher than the previous day. The implied volatity was 41.15, the open interest changed by -72 which decreased total open position to 271
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 5.6, which was 0.75 higher than the previous day. The implied volatity was 35.47, the open interest changed by 190 which increased total open position to 348
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 4.85, which was -2.20 lower than the previous day. The implied volatity was 32.68, the open interest changed by 106 which increased total open position to 143
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 7.05, which was -0.80 lower than the previous day. The implied volatity was 35.23, the open interest changed by 25 which increased total open position to 37
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 7.85, which was 0.35 higher than the previous day. The implied volatity was 40.39, the open interest changed by 5 which increased total open position to 11
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 7.5, which was -0.80 lower than the previous day. The implied volatity was 37.19, the open interest changed by 1 which increased total open position to 3
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 8.3, 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 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 8.3, which was -13.35 lower than the previous day. The implied volatity was 38.95, the open interest changed by 1 which increased total open position to 1
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 21.65, 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 21.65, which was 0.00 lower than the previous day. The implied volatity was 0.70, 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 21.65, which was 0.00 lower than the previous day. The implied volatity was 0.70, 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 21.65, 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 21.65, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 21.65, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 21.65, 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 21.65, 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 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.07
Theta: -0.26
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 152.79 | 6.75 | 5.65 | 49.66 | 2,439 | -111 | 90 |
| 19 Dec | 164.33 | 1.1 | 0.35 | 42.31 | 2 | 0 | 203 |
| 18 Dec | 165.88 | 0.75 | 0.00 | 0.00 | 0 | -10 | 0 |
| 17 Dec | 167.05 | 0.75 | 0.20 | 38.12 | 10 | -9 | 204 |
| 16 Dec | 172.53 | 0.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 173.25 | 0.55 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Dec | 173.64 | 0.55 | 0.00 | 37.94 | 1 | 0 | 214 |
| 11 Dec | 179.05 | 0.55 | 0.00 | 0.00 | 0 | -7 | 0 |
| 10 Dec | 178.08 | 0.55 | -0.15 | 44.77 | 7 | -6 | 215 |
| 9 Dec | 171.36 | 0.7 | 0.00 | 34.38 | 1 | 0 | 222 |
| 6 Dec | 174.66 | 0.7 | -0.70 | 36.17 | 534 | 130 | 225 |
| 5 Dec | 174.22 | 1.4 | 0.25 | 44.10 | 4 | -3 | 96 |
| 4 Dec | 173.40 | 1.15 | -3.45 | 39.83 | 8 | -7 | 100 |
| 3 Dec | 162.71 | 4.6 | -1.10 | 47.50 | 9 | -8 | 108 |
| 2 Dec | 155.96 | 5.7 | -0.75 | 35.18 | 959 | 61 | 117 |
| 29 Nov | 154.98 | 6.45 | 0.55 | 33.94 | 167 | 33 | 53 |
| 28 Nov | 157.49 | 5.9 | -1.75 | 38.91 | 32 | 20 | 20 |
| 27 Nov | 158.06 | 7.65 | 0.00 | 1.22 | 0 | 0 | 0 |
| 26 Nov | 158.11 | 7.65 | 0.00 | 1.35 | 0 | 0 | 0 |
| 25 Nov | 158.31 | 7.65 | 0.00 | 1.63 | 0 | 0 | 0 |
| 22 Nov | 157.40 | 7.65 | 0.00 | 1.34 | 0 | 0 | 0 |
| 21 Nov | 156.23 | 7.65 | 0.00 | 0.01 | 0 | 0 | 0 |
| 20 Nov | 156.18 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 156.18 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 158.39 | 7.65 | 0.00 | 1.93 | 0 | 0 | 0 |
| 14 Nov | 154.73 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 152.12 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 159.68 | 7.65 | 0.00 | 2.16 | 0 | 0 | 0 |
| 11 Nov | 161.88 | 7.65 | 4.10 | 0 | 0 | 0 | |
For Rbl Bank Limited - strike price 157.5 expiring on 26DEC2024
Delta for 157.5 PE is -0.67
Historical price for 157.5 PE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 6.75, which was 5.65 higher than the previous day. The implied volatity was 49.66, the open interest changed by -111 which decreased total open position to 90
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 42.31, the open interest changed by 0 which decreased total open position to 203
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 38.12, the open interest changed by -9 which decreased total open position to 204
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 0.55, 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 0.55, 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 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 37.94, the open interest changed by 0 which decreased total open position to 214
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 44.77, the open interest changed by -6 which decreased total open position to 215
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 222
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 0.7, which was -0.70 lower than the previous day. The implied volatity was 36.17, the open interest changed by 130 which increased total open position to 225
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was 44.10, the open interest changed by -3 which decreased total open position to 96
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 1.15, which was -3.45 lower than the previous day. The implied volatity was 39.83, the open interest changed by -7 which decreased total open position to 100
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 4.6, which was -1.10 lower than the previous day. The implied volatity was 47.50, the open interest changed by -8 which decreased total open position to 108
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 5.7, which was -0.75 lower than the previous day. The implied volatity was 35.18, the open interest changed by 61 which increased total open position to 117
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 6.45, which was 0.55 higher than the previous day. The implied volatity was 33.94, the open interest changed by 33 which increased total open position to 53
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 5.9, which was -1.75 lower than the previous day. The implied volatity was 38.91, the open interest changed by 20 which increased total open position to 20
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 1.35, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 7.65, 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 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 7.65, 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 7.65, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 7.65, 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 7.65, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 7.65, which was lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0
