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[--[65.84.65.76]--]
RBLBANK
Rbl Bank Limited

152.79 -11.54 (-7.02%)

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Historical option data for RBLBANK

20 Dec 2024 04:11 PM IST
RBLBANK 26DEC2024 162.5 CE
Delta: 0.15
Vega: 0.05
Theta: -0.17
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
20 Dec 152.79 0.65 -8.50 44.84 1,531 145 251
19 Dec 164.33 9.15 0.00 0.00 0 0 0
18 Dec 165.88 9.15 0.00 0.00 0 -1 0
17 Dec 167.05 9.15 -0.40 66.03 1 0 107
16 Dec 172.53 9.55 -2.15 - 1 0 108
13 Dec 173.25 11.7 -4.80 21.43 9 -8 109
12 Dec 173.64 16.5 0.00 0.00 0 -1 0
11 Dec 179.05 16.5 0.55 - 1 0 118
10 Dec 178.08 15.95 0.45 - 3 -2 119
9 Dec 171.36 15.5 1.10 69.87 3 -1 123
6 Dec 174.66 14.4 -0.10 39.37 73 -16 123
5 Dec 174.22 14.5 1.35 37.50 11 -10 139
4 Dec 173.40 13.15 6.90 26.36 30 -27 152
3 Dec 162.71 6.25 2.70 31.64 31 -29 181
2 Dec 155.96 3.55 0.55 35.39 1,134 72 208
29 Nov 154.98 3 -1.60 32.73 467 102 137
28 Nov 157.49 4.6 0.40 34.35 50 14 37
27 Nov 158.06 4.2 -1.10 32.39 14 10 23
26 Nov 158.11 5.3 -0.35 37.12 9 3 10
25 Nov 158.31 5.65 -0.50 37.06 6 4 6
22 Nov 157.40 6.15 0.00 0.00 0 0 0
21 Nov 156.23 6.15 0.00 0.00 0 2 0
20 Nov 156.18 6.15 0.00 43.00 2 2 0
19 Nov 156.18 6.15 -12.60 43.00 2 0 0
18 Nov 158.39 18.75 0.00 1.37 0 0 0
14 Nov 154.73 18.75 0.00 3.38 0 0 0
13 Nov 152.12 18.75 0.00 5.01 0 0 0
12 Nov 159.68 18.75 0.00 0.79 0 0 0
11 Nov 161.88 18.75 0.00 - 0 0 0
8 Nov 165.29 18.75 0.00 - 0 0 0
7 Nov 171.32 18.75 0.00 - 0 0 0
6 Nov 173.42 18.75 0.00 - 0 0 0
5 Nov 171.24 18.75 - 0 0 0


For Rbl Bank Limited - strike price 162.5 expiring on 26DEC2024

Delta for 162.5 CE is 0.15

Historical price for 162.5 CE is as follows

On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 0.65, which was -8.50 lower than the previous day. The implied volatity was 44.84, the open interest changed by 145 which increased total open position to 251


On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 9.15, 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 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 9.15, 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 9.15, which was -0.40 lower than the previous day. The implied volatity was 66.03, the open interest changed by 0 which decreased total open position to 107


On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 9.55, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 108


On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 11.7, which was -4.80 lower than the previous day. The implied volatity was 21.43, the open interest changed by -8 which decreased total open position to 109


On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 16.5, 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 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 16.5, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118


On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 15.95, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 119


On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 15.5, which was 1.10 higher than the previous day. The implied volatity was 69.87, the open interest changed by -1 which decreased total open position to 123


On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 14.4, which was -0.10 lower than the previous day. The implied volatity was 39.37, the open interest changed by -16 which decreased total open position to 123


On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 14.5, which was 1.35 higher than the previous day. The implied volatity was 37.50, the open interest changed by -10 which decreased total open position to 139


On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 13.15, which was 6.90 higher than the previous day. The implied volatity was 26.36, the open interest changed by -27 which decreased total open position to 152


On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 6.25, which was 2.70 higher than the previous day. The implied volatity was 31.64, the open interest changed by -29 which decreased total open position to 181


On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 3.55, which was 0.55 higher than the previous day. The implied volatity was 35.39, the open interest changed by 72 which increased total open position to 208


On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 3, which was -1.60 lower than the previous day. The implied volatity was 32.73, the open interest changed by 102 which increased total open position to 137


On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 4.6, which was 0.40 higher than the previous day. The implied volatity was 34.35, the open interest changed by 14 which increased total open position to 37


On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 4.2, which was -1.10 lower than the previous day. The implied volatity was 32.39, the open interest changed by 10 which increased total open position to 23


On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 5.3, which was -0.35 lower than the previous day. The implied volatity was 37.12, the open interest changed by 3 which increased total open position to 10


On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 5.65, which was -0.50 lower than the previous day. The implied volatity was 37.06, the open interest changed by 4 which increased total open position to 6


On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 6.15, 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 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 6.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 6.15, which was 0.00 lower than the previous day. The implied volatity was 43.00, the open interest changed by 2 which increased total open position to 0


On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 6.15, which was -12.60 lower than the previous day. The implied volatity was 43.00, 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 18.75, which was 0.00 lower than the previous day. The implied volatity was 1.37, 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 18.75, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 18.75, which was 0.00 lower than the previous day. The implied volatity was 5.01, 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 18.75, which was 0.00 lower than the previous day. The implied volatity was 0.79, 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 18.75, 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 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 18.75, 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 18.75, 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 18.75, 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 18.75, 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 162.5 PE
Delta: -0.78
Vega: 0.06
Theta: -0.26
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
20 Dec 152.79 11.2 10.05 60.41 578 35 172
19 Dec 164.33 1.15 0.35 20.09 6 0 137
18 Dec 165.88 0.8 -1.00 21.54 2 -1 138
17 Dec 167.05 1.8 1.30 33.46 17 -15 141
16 Dec 172.53 0.5 0.00 0.00 0 0 0
13 Dec 173.25 0.5 0.00 0.00 0 0 0
12 Dec 173.64 0.5 0.00 0.00 0 -4 0
11 Dec 179.05 0.5 0.30 35.92 4 -1 159
10 Dec 178.08 0.2 0.00 0.00 0 -4 0
9 Dec 171.36 0.2 -0.95 17.24 4 -2 162
6 Dec 174.66 1.15 -0.10 33.10 796 116 164
5 Dec 174.22 1.25 -1.25 33.70 1 0 48
4 Dec 173.40 2.5 -5.45 42.49 3 -2 49
3 Dec 162.71 7.95 -0.60 55.02 1 0 52
2 Dec 155.96 8.55 -1.45 34.63 151 37 52
29 Nov 154.98 10 1.10 36.87 15 2 14
28 Nov 157.49 8.9 -0.80 40.83 12 0 0
27 Nov 158.06 9.7 0.00 - 0 0 0
26 Nov 158.11 9.7 0.00 - 0 0 0
25 Nov 158.31 9.7 0.00 - 0 0 0
22 Nov 157.40 9.7 0.00 - 0 0 0
21 Nov 156.23 9.7 0.00 - 0 0 0
20 Nov 156.18 9.7 0.00 - 0 0 0
19 Nov 156.18 9.7 0.00 - 0 0 0
18 Nov 158.39 9.7 0.00 - 0 0 0
14 Nov 154.73 9.7 0.00 - 0 0 0
13 Nov 152.12 9.7 0.00 - 0 0 0
12 Nov 159.68 9.7 0.00 - 0 0 0
11 Nov 161.88 9.7 0.00 1.19 0 0 0
8 Nov 165.29 9.7 0.00 2.54 0 0 0
7 Nov 171.32 9.7 0.00 5.59 0 0 0
6 Nov 173.42 9.7 0.00 6.67 0 0 0
5 Nov 171.24 9.7 5.63 0 0 0


For Rbl Bank Limited - strike price 162.5 expiring on 26DEC2024

Delta for 162.5 PE is -0.78

Historical price for 162.5 PE is as follows

On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 11.2, which was 10.05 higher than the previous day. The implied volatity was 60.41, the open interest changed by 35 which increased total open position to 172


On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 20.09, the open interest changed by 0 which decreased total open position to 137


On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 0.8, which was -1.00 lower than the previous day. The implied volatity was 21.54, the open interest changed by -1 which decreased total open position to 138


On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 1.8, which was 1.30 higher than the previous day. The implied volatity was 33.46, the open interest changed by -15 which decreased total open position to 141


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 0 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 0.00 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 0.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 0.5, which was 0.30 higher than the previous day. The implied volatity was 35.92, the open interest changed by -1 which decreased total open position to 159


On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 0.2, which was -0.95 lower than the previous day. The implied volatity was 17.24, the open interest changed by -2 which decreased total open position to 162


On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 33.10, the open interest changed by 116 which increased total open position to 164


On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 1.25, which was -1.25 lower than the previous day. The implied volatity was 33.70, the open interest changed by 0 which decreased total open position to 48


On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 2.5, which was -5.45 lower than the previous day. The implied volatity was 42.49, the open interest changed by -2 which decreased total open position to 49


On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 7.95, which was -0.60 lower than the previous day. The implied volatity was 55.02, the open interest changed by 0 which decreased total open position to 52


On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 8.55, which was -1.45 lower than the previous day. The implied volatity was 34.63, the open interest changed by 37 which increased total open position to 52


On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 10, which was 1.10 higher than the previous day. The implied volatity was 36.87, the open interest changed by 2 which increased total open position to 14


On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 8.9, which was -0.80 lower than the previous day. The implied volatity was 40.83, the open interest changed by 0 which decreased total open position to 0


On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 9.7, 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 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 9.7, 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 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 9.7, 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 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 9.7, 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 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 9.7, 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 9.7, 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 9.7, 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 9.7, 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 9.7, 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 9.7, 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 9.7, 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 9.7, which was 0.00 lower than the previous day. The implied volatity was 1.19, 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 9.7, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 9.7, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 9.7, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 9.7, which was lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0