RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
21 Nov 2024 04:11 PM IST
| RBLBANK 28NOV2024 160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.07
Theta: -0.17
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 156.23 | 1.2 | -0.30 | 30.36 | 1,565 | 40 | 761 | |||
| 20 Nov | 156.18 | 1.5 | 0.00 | 32.30 | 2,154 | -184 | 723 | |||
| 19 Nov | 156.18 | 1.5 | -1.35 | 32.30 | 2,154 | -182 | 723 | |||
| 18 Nov | 158.39 | 2.85 | 1.00 | 30.83 | 2,732 | 28 | 906 | |||
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| 14 Nov | 154.73 | 1.85 | 0.10 | 28.97 | 1,741 | 57 | 876 | |||
| 13 Nov | 152.12 | 1.75 | -2.15 | 34.33 | 2,723 | 363 | 820 | |||
| 12 Nov | 159.68 | 3.9 | -2.05 | 30.08 | 1,643 | 168 | 448 | |||
| 11 Nov | 161.88 | 5.95 | -1.80 | 29.85 | 819 | 128 | 276 | |||
| 8 Nov | 165.29 | 7.75 | -5.65 | 28.40 | 264 | 72 | 147 | |||
| 7 Nov | 171.32 | 13.4 | -2.35 | 36.36 | 40 | -3 | 74 | |||
| 6 Nov | 173.42 | 15.75 | 1.55 | 38.77 | 32 | 10 | 78 | |||
| 5 Nov | 171.24 | 14.2 | -1.30 | 39.44 | 70 | 25 | 69 | |||
| 4 Nov | 171.96 | 15.5 | -4.50 | 46.58 | 44 | 17 | 44 | |||
| 1 Nov | 175.96 | 20 | -11.00 | 44.80 | 26 | 3 | 27 | |||
| 31 Oct | 169.75 | 31 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 175.61 | 31 | 0.00 | - | 0 | 0 | 24 | |||
| 29 Oct | 173.12 | 31 | 0.00 | - | 0 | 0 | 24 | |||
| 28 Oct | 166.55 | 31 | 0.00 | - | 0 | 24 | 24 | |||
| 25 Oct | 161.92 | 31 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 165.92 | 31 | 0.00 | - | 0 | 0 | 24 | |||
| 23 Oct | 165.85 | 31 | 10.80 | - | 12 | -11 | 25 | |||
| 22 Oct | 167.20 | 20.2 | 0.00 | - | 39 | 0 | 36 | |||
| 21 Oct | 176.14 | 20.2 | 20.20 | - | 39 | 35 | 35 | |||
| 19 Sept | 209.51 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 209.69 | 0 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 160 expiring on 28NOV2024
Delta for 160 CE is 0.30
Historical price for 160 CE is as follows
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 30.36, the open interest changed by 40 which increased total open position to 761
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 32.30, the open interest changed by -184 which decreased total open position to 723
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 1.5, which was -1.35 lower than the previous day. The implied volatity was 32.30, the open interest changed by -182 which decreased total open position to 723
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 2.85, which was 1.00 higher than the previous day. The implied volatity was 30.83, the open interest changed by 28 which increased total open position to 906
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 1.85, which was 0.10 higher than the previous day. The implied volatity was 28.97, the open interest changed by 57 which increased total open position to 876
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 1.75, which was -2.15 lower than the previous day. The implied volatity was 34.33, the open interest changed by 363 which increased total open position to 820
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 3.9, which was -2.05 lower than the previous day. The implied volatity was 30.08, the open interest changed by 168 which increased total open position to 448
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 5.95, which was -1.80 lower than the previous day. The implied volatity was 29.85, the open interest changed by 128 which increased total open position to 276
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 7.75, which was -5.65 lower than the previous day. The implied volatity was 28.40, the open interest changed by 72 which increased total open position to 147
On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 13.4, which was -2.35 lower than the previous day. The implied volatity was 36.36, the open interest changed by -3 which decreased total open position to 74
On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 15.75, which was 1.55 higher than the previous day. The implied volatity was 38.77, the open interest changed by 10 which increased total open position to 78
On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 14.2, which was -1.30 lower than the previous day. The implied volatity was 39.44, the open interest changed by 25 which increased total open position to 69
On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 15.5, which was -4.50 lower than the previous day. The implied volatity was 46.58, the open interest changed by 17 which increased total open position to 44
On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 20, which was -11.00 lower than the previous day. The implied volatity was 44.80, the open interest changed by 3 which increased total open position to 27
On 31 Oct RBLBANK was trading at 169.75. The strike last trading price was 31, 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 31, 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 31, 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 31, 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 31, 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 24 Oct RBLBANK was trading at 165.92. The strike last trading price was 31, 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 31, which was 10.80 higher 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 20.2, 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 20.2, which was 20.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept RBLBANK was trading at 209.51. 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 11 Sept RBLBANK was trading at 209.69. 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 160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.08
Theta: -0.18
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 156.23 | 5.45 | -0.85 | 37.59 | 768 | -18 | 926 |
| 20 Nov | 156.18 | 6.3 | 0.00 | 38.52 | 1,108 | -35 | 941 |
| 19 Nov | 156.18 | 6.3 | 2.25 | 38.52 | 1,108 | -38 | 941 |
| 18 Nov | 158.39 | 4.05 | -2.25 | 34.54 | 547 | -77 | 985 |
| 14 Nov | 154.73 | 6.3 | -2.50 | 31.33 | 416 | -79 | 1,065 |
| 13 Nov | 152.12 | 8.8 | 4.15 | 36.67 | 1,130 | 0 | 1,144 |
| 12 Nov | 159.68 | 4.65 | 1.55 | 34.22 | 2,175 | 32 | 1,143 |
| 11 Nov | 161.88 | 3.1 | 0.85 | 32.75 | 2,246 | 82 | 1,113 |
| 8 Nov | 165.29 | 2.25 | 0.65 | 30.09 | 814 | 273 | 1,031 |
| 7 Nov | 171.32 | 1.6 | 0.40 | 35.63 | 637 | 50 | 752 |
| 6 Nov | 173.42 | 1.2 | -0.80 | 34.95 | 884 | -52 | 703 |
| 5 Nov | 171.24 | 2 | -0.35 | 37.88 | 795 | 107 | 762 |
| 4 Nov | 171.96 | 2.35 | 0.55 | 40.32 | 1,245 | 117 | 656 |
| 1 Nov | 175.96 | 1.8 | -1.30 | 42.07 | 374 | 88 | 534 |
| 31 Oct | 169.75 | 3.1 | 1.40 | - | 74 | -6 | 446 |
| 30 Oct | 175.61 | 1.7 | -0.30 | - | 5 | -4 | 453 |
| 29 Oct | 173.12 | 2 | -0.50 | - | 9 | -5 | 461 |
| 28 Oct | 166.55 | 2.5 | 0.15 | - | 2 | 467 | 467 |
| 25 Oct | 161.92 | 2.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 165.92 | 2.35 | 0.00 | - | 0 | -5 | 0 |
| 23 Oct | 165.85 | 2.35 | 0.00 | - | 5 | -1 | 472 |
| 22 Oct | 167.20 | 2.35 | -0.55 | - | 10 | -9 | 474 |
| 21 Oct | 176.14 | 2.9 | -340.35 | - | 864 | 485 | 485 |
| 19 Sept | 209.51 | 343.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 209.69 | 343.25 | - | 0 | 0 | 0 | |
For Rbl Bank Limited - strike price 160 expiring on 28NOV2024
Delta for 160 PE is -0.66
Historical price for 160 PE is as follows
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 5.45, which was -0.85 lower than the previous day. The implied volatity was 37.59, the open interest changed by -18 which decreased total open position to 926
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 38.52, the open interest changed by -35 which decreased total open position to 941
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 6.3, which was 2.25 higher than the previous day. The implied volatity was 38.52, the open interest changed by -38 which decreased total open position to 941
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 4.05, which was -2.25 lower than the previous day. The implied volatity was 34.54, the open interest changed by -77 which decreased total open position to 985
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 6.3, which was -2.50 lower than the previous day. The implied volatity was 31.33, the open interest changed by -79 which decreased total open position to 1065
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 8.8, which was 4.15 higher than the previous day. The implied volatity was 36.67, the open interest changed by 0 which decreased total open position to 1144
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 4.65, which was 1.55 higher than the previous day. The implied volatity was 34.22, the open interest changed by 32 which increased total open position to 1143
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 3.1, which was 0.85 higher than the previous day. The implied volatity was 32.75, the open interest changed by 82 which increased total open position to 1113
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 2.25, which was 0.65 higher than the previous day. The implied volatity was 30.09, the open interest changed by 273 which increased total open position to 1031
On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 1.6, which was 0.40 higher than the previous day. The implied volatity was 35.63, the open interest changed by 50 which increased total open position to 752
On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 1.2, which was -0.80 lower than the previous day. The implied volatity was 34.95, the open interest changed by -52 which decreased total open position to 703
On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 37.88, the open interest changed by 107 which increased total open position to 762
On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 2.35, which was 0.55 higher than the previous day. The implied volatity was 40.32, the open interest changed by 117 which increased total open position to 656
On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 1.8, which was -1.30 lower than the previous day. The implied volatity was 42.07, the open interest changed by 88 which increased total open position to 534
On 31 Oct RBLBANK was trading at 169.75. The strike last trading price was 3.1, which was 1.40 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 1.7, which was -0.30 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 2, which was -0.50 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 2.5, which was 0.15 higher 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 2.35, 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 24 Oct RBLBANK was trading at 165.92. The strike last trading price was 2.35, 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 2.35, 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 2.35, which was -0.55 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 2.9, which was -340.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept RBLBANK was trading at 209.51. The strike last trading price was 343.25, 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 11 Sept RBLBANK was trading at 209.69. The strike last trading price was 343.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
