RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
20 Dec 2024 04:11 PM IST
| RBLBANK 26DEC2024 160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.06
Theta: -0.21
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 152.79 | 1 | -4.50 | 43.68 | 7,834 | 1,372 | 2,072 | |||
| 19 Dec | 164.33 | 5.5 | -0.60 | 15.62 | 12 | -9 | 701 | |||
| 18 Dec | 165.88 | 6.1 | -3.40 | - | 2 | 0 | 712 | |||
| 17 Dec | 167.05 | 9.5 | -4.60 | 46.97 | 32 | -29 | 713 | |||
| 16 Dec | 172.53 | 14.1 | 0.00 | 0.00 | 0 | -26 | 0 | |||
| 13 Dec | 173.25 | 14.1 | -1.40 | - | 26 | -24 | 744 | |||
| 12 Dec | 173.64 | 15.5 | -3.10 | 42.75 | 21 | -20 | 769 | |||
| 11 Dec | 179.05 | 18.6 | 0.05 | - | 34 | -30 | 793 | |||
|
|
||||||||||
| 10 Dec | 178.08 | 18.55 | 6.05 | - | 35 | -31 | 827 | |||
| 9 Dec | 171.36 | 12.5 | -3.45 | 26.55 | 32 | -31 | 859 | |||
| 6 Dec | 174.66 | 15.95 | -1.05 | 34.39 | 1,492 | -333 | 933 | |||
| 5 Dec | 174.22 | 17 | 2.00 | 38.29 | 224 | -175 | 1,267 | |||
| 4 Dec | 173.40 | 15 | 6.50 | 17.00 | 534 | -522 | 1,454 | |||
| 3 Dec | 162.71 | 8.5 | 4.00 | 36.84 | 732 | -719 | 1,989 | |||
| 2 Dec | 155.96 | 4.5 | 0.70 | 35.48 | 10,004 | 829 | 2,715 | |||
| 29 Nov | 154.98 | 3.8 | -2.00 | 32.44 | 2,237 | 411 | 1,889 | |||
| 28 Nov | 157.49 | 5.8 | -0.70 | 35.10 | 1,467 | 336 | 1,479 | |||
| 27 Nov | 158.06 | 6.5 | 0.20 | 39.51 | 418 | 109 | 1,143 | |||
| 26 Nov | 158.11 | 6.3 | -0.65 | 36.96 | 568 | 198 | 1,038 | |||
| 25 Nov | 158.31 | 6.95 | 0.35 | 38.51 | 614 | 240 | 839 | |||
| 22 Nov | 157.40 | 6.6 | 0.50 | 36.36 | 268 | 36 | 635 | |||
| 21 Nov | 156.23 | 6.1 | -0.20 | 37.45 | 299 | 35 | 599 | |||
| 20 Nov | 156.18 | 6.3 | 0.00 | 38.79 | 378 | 10 | 564 | |||
| 19 Nov | 156.18 | 6.3 | -1.80 | 38.79 | 378 | 10 | 564 | |||
| 18 Nov | 158.39 | 8.1 | 1.50 | 38.71 | 218 | -4 | 556 | |||
| 14 Nov | 154.73 | 6.6 | 0.80 | 37.74 | 607 | 320 | 562 | |||
| 13 Nov | 152.12 | 5.8 | -2.35 | 39.04 | 323 | 238 | 241 | |||
| 12 Nov | 159.68 | 8.15 | -1.35 | 34.76 | 2 | 1 | 2 | |||
| 11 Nov | 161.88 | 9.5 | -44.35 | 31.43 | 1 | 0 | 0 | |||
| 8 Nov | 165.29 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 171.32 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 173.42 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 171.24 | 53.85 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 160 expiring on 26DEC2024
Delta for 160 CE is 0.21
Historical price for 160 CE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 1, which was -4.50 lower than the previous day. The implied volatity was 43.68, the open interest changed by 1372 which increased total open position to 2072
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 5.5, which was -0.60 lower than the previous day. The implied volatity was 15.62, the open interest changed by -9 which decreased total open position to 701
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 6.1, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 712
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 9.5, which was -4.60 lower than the previous day. The implied volatity was 46.97, the open interest changed by -29 which decreased total open position to 713
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 14.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -26 which decreased total open position to 0
On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 14.1, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 744
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 15.5, which was -3.10 lower than the previous day. The implied volatity was 42.75, the open interest changed by -20 which decreased total open position to 769
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 18.6, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 793
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 18.55, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 827
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 12.5, which was -3.45 lower than the previous day. The implied volatity was 26.55, the open interest changed by -31 which decreased total open position to 859
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 15.95, which was -1.05 lower than the previous day. The implied volatity was 34.39, the open interest changed by -333 which decreased total open position to 933
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 17, which was 2.00 higher than the previous day. The implied volatity was 38.29, the open interest changed by -175 which decreased total open position to 1267
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 15, which was 6.50 higher than the previous day. The implied volatity was 17.00, the open interest changed by -522 which decreased total open position to 1454
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 8.5, which was 4.00 higher than the previous day. The implied volatity was 36.84, the open interest changed by -719 which decreased total open position to 1989
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 4.5, which was 0.70 higher than the previous day. The implied volatity was 35.48, the open interest changed by 829 which increased total open position to 2715
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 3.8, which was -2.00 lower than the previous day. The implied volatity was 32.44, the open interest changed by 411 which increased total open position to 1889
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 5.8, which was -0.70 lower than the previous day. The implied volatity was 35.10, the open interest changed by 336 which increased total open position to 1479
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 6.5, which was 0.20 higher than the previous day. The implied volatity was 39.51, the open interest changed by 109 which increased total open position to 1143
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 6.3, which was -0.65 lower than the previous day. The implied volatity was 36.96, the open interest changed by 198 which increased total open position to 1038
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 6.95, which was 0.35 higher than the previous day. The implied volatity was 38.51, the open interest changed by 240 which increased total open position to 839
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 6.6, which was 0.50 higher than the previous day. The implied volatity was 36.36, the open interest changed by 36 which increased total open position to 635
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 6.1, which was -0.20 lower than the previous day. The implied volatity was 37.45, the open interest changed by 35 which increased total open position to 599
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 38.79, the open interest changed by 10 which increased total open position to 564
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 6.3, which was -1.80 lower than the previous day. The implied volatity was 38.79, the open interest changed by 10 which increased total open position to 564
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 8.1, which was 1.50 higher than the previous day. The implied volatity was 38.71, the open interest changed by -4 which decreased total open position to 556
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 6.6, which was 0.80 higher than the previous day. The implied volatity was 37.74, the open interest changed by 320 which increased total open position to 562
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 5.8, which was -2.35 lower than the previous day. The implied volatity was 39.04, the open interest changed by 238 which increased total open position to 241
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 8.15, which was -1.35 lower than the previous day. The implied volatity was 34.76, the open interest changed by 1 which increased total open position to 2
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 9.5, which was -44.35 lower than the previous day. The implied volatity was 31.43, the open interest changed by 0 which decreased total open position to 0
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 53.85, 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 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 53.85, 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 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 53.85, 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 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 53.85, 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 160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.06
Theta: -0.25
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 152.79 | 8.85 | 7.65 | 53.82 | 4,921 | -103 | 403 |
| 19 Dec | 164.33 | 1.2 | 0.30 | 35.54 | 40 | -21 | 514 |
| 18 Dec | 165.88 | 0.9 | 0.50 | 33.91 | 18 | -5 | 537 |
| 17 Dec | 167.05 | 0.4 | 0.00 | 23.80 | 36 | -31 | 547 |
| 16 Dec | 172.53 | 0.4 | -0.10 | 35.16 | 12 | -5 | 585 |
| 13 Dec | 173.25 | 0.5 | -0.10 | 34.84 | 5 | -4 | 591 |
| 12 Dec | 173.64 | 0.6 | 0.10 | 35.65 | 3 | -2 | 596 |
| 11 Dec | 179.05 | 0.5 | -0.10 | 39.69 | 17 | -16 | 599 |
| 10 Dec | 178.08 | 0.6 | -0.70 | 39.87 | 26 | -24 | 617 |
| 9 Dec | 171.36 | 1.3 | 0.40 | 37.43 | 44 | -43 | 642 |
| 6 Dec | 174.66 | 0.9 | -0.80 | 34.69 | 2,333 | 151 | 731 |
| 5 Dec | 174.22 | 1.7 | 0.70 | 42.60 | 52 | -35 | 582 |
| 4 Dec | 173.40 | 1 | -2.80 | 34.04 | 129 | -126 | 620 |
| 3 Dec | 162.71 | 3.8 | -3.30 | 36.94 | 42 | -41 | 747 |
| 2 Dec | 155.96 | 7.1 | -0.75 | 35.28 | 1,188 | 3 | 787 |
| 29 Nov | 154.98 | 7.85 | 1.05 | 33.54 | 600 | 210 | 781 |
| 28 Nov | 157.49 | 6.8 | -0.35 | 36.84 | 771 | 259 | 571 |
| 27 Nov | 158.06 | 7.15 | -0.40 | 37.12 | 184 | 61 | 325 |
| 26 Nov | 158.11 | 7.55 | 0.25 | 39.23 | 205 | 97 | 263 |
| 25 Nov | 158.31 | 7.3 | -0.75 | 38.85 | 147 | 91 | 165 |
| 22 Nov | 157.40 | 8.05 | -1.05 | 39.71 | 29 | 16 | 90 |
| 21 Nov | 156.23 | 9.1 | -0.30 | 40.19 | 37 | 15 | 78 |
| 20 Nov | 156.18 | 9.4 | 0.00 | 39.11 | 45 | 18 | 61 |
| 19 Nov | 156.18 | 9.4 | 1.00 | 39.11 | 45 | 16 | 61 |
| 18 Nov | 158.39 | 8.4 | -1.70 | 42.18 | 10 | 6 | 45 |
| 14 Nov | 154.73 | 10.1 | -0.80 | 40.40 | 11 | -1 | 39 |
| 13 Nov | 152.12 | 10.9 | 3.45 | 36.65 | 67 | -10 | 40 |
| 12 Nov | 159.68 | 7.45 | 2.00 | 36.21 | 9 | -1 | 50 |
| 11 Nov | 161.88 | 5.45 | 0.45 | 33.27 | 51 | 42 | 51 |
| 8 Nov | 165.29 | 5 | 1.80 | 34.27 | 4 | 2 | 7 |
| 7 Nov | 171.32 | 3.2 | 0.00 | 33.64 | 3 | 2 | 4 |
| 6 Nov | 173.42 | 3.2 | -2.00 | 36.22 | 2 | 1 | 3 |
| 5 Nov | 171.24 | 5.2 | 43.16 | 2 | 1 | 1 | |
For Rbl Bank Limited - strike price 160 expiring on 26DEC2024
Delta for 160 PE is -0.74
Historical price for 160 PE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 8.85, which was 7.65 higher than the previous day. The implied volatity was 53.82, the open interest changed by -103 which decreased total open position to 403
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 1.2, which was 0.30 higher than the previous day. The implied volatity was 35.54, the open interest changed by -21 which decreased total open position to 514
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 0.9, which was 0.50 higher than the previous day. The implied volatity was 33.91, the open interest changed by -5 which decreased total open position to 537
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 23.80, the open interest changed by -31 which decreased total open position to 547
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 35.16, the open interest changed by -5 which decreased total open position to 585
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 34.84, the open interest changed by -4 which decreased total open position to 591
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 35.65, the open interest changed by -2 which decreased total open position to 596
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 39.69, the open interest changed by -16 which decreased total open position to 599
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 0.6, which was -0.70 lower than the previous day. The implied volatity was 39.87, the open interest changed by -24 which decreased total open position to 617
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 1.3, which was 0.40 higher than the previous day. The implied volatity was 37.43, the open interest changed by -43 which decreased total open position to 642
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 34.69, the open interest changed by 151 which increased total open position to 731
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 1.7, which was 0.70 higher than the previous day. The implied volatity was 42.60, the open interest changed by -35 which decreased total open position to 582
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 1, which was -2.80 lower than the previous day. The implied volatity was 34.04, the open interest changed by -126 which decreased total open position to 620
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 3.8, which was -3.30 lower than the previous day. The implied volatity was 36.94, the open interest changed by -41 which decreased total open position to 747
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 7.1, which was -0.75 lower than the previous day. The implied volatity was 35.28, the open interest changed by 3 which increased total open position to 787
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 7.85, which was 1.05 higher than the previous day. The implied volatity was 33.54, the open interest changed by 210 which increased total open position to 781
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 6.8, which was -0.35 lower than the previous day. The implied volatity was 36.84, the open interest changed by 259 which increased total open position to 571
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 7.15, which was -0.40 lower than the previous day. The implied volatity was 37.12, the open interest changed by 61 which increased total open position to 325
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 7.55, which was 0.25 higher than the previous day. The implied volatity was 39.23, the open interest changed by 97 which increased total open position to 263
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 7.3, which was -0.75 lower than the previous day. The implied volatity was 38.85, the open interest changed by 91 which increased total open position to 165
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 8.05, which was -1.05 lower than the previous day. The implied volatity was 39.71, the open interest changed by 16 which increased total open position to 90
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 9.1, which was -0.30 lower than the previous day. The implied volatity was 40.19, the open interest changed by 15 which increased total open position to 78
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 39.11, the open interest changed by 18 which increased total open position to 61
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 9.4, which was 1.00 higher than the previous day. The implied volatity was 39.11, the open interest changed by 16 which increased total open position to 61
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 8.4, which was -1.70 lower than the previous day. The implied volatity was 42.18, the open interest changed by 6 which increased total open position to 45
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 10.1, which was -0.80 lower than the previous day. The implied volatity was 40.40, the open interest changed by -1 which decreased total open position to 39
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 10.9, which was 3.45 higher than the previous day. The implied volatity was 36.65, the open interest changed by -10 which decreased total open position to 40
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 7.45, which was 2.00 higher than the previous day. The implied volatity was 36.21, the open interest changed by -1 which decreased total open position to 50
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 5.45, which was 0.45 higher than the previous day. The implied volatity was 33.27, the open interest changed by 42 which increased total open position to 51
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 5, which was 1.80 higher than the previous day. The implied volatity was 34.27, the open interest changed by 2 which increased total open position to 7
On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 33.64, the open interest changed by 2 which increased total open position to 4
On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 3.2, which was -2.00 lower than the previous day. The implied volatity was 36.22, the open interest changed by 1 which increased total open position to 3
On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was 43.16, the open interest changed by 1 which increased total open position to 1
