RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
20 Dec 2024 04:11 PM IST
| RBLBANK 26DEC2024 165 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.04
Theta: -0.14
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 152.79 | 0.45 | -2.55 | 46.90 | 3,432 | 234 | 576 | |||
| 19 Dec | 164.33 | 3 | -1.00 | 30.60 | 3 | -1 | 342 | |||
| 18 Dec | 165.88 | 4 | -0.50 | 28.55 | 7 | -4 | 343 | |||
| 17 Dec | 167.05 | 4.5 | -5.25 | 33.75 | 8 | -7 | 348 | |||
| 16 Dec | 172.53 | 9.75 | 0.00 | 0.00 | 0 | -7 | 0 | |||
| 13 Dec | 173.25 | 9.75 | -5.25 | 25.15 | 7 | -6 | 356 | |||
| 12 Dec | 173.64 | 15 | 0.00 | 0.00 | 0 | -18 | 0 | |||
| 11 Dec | 179.05 | 15 | 2.00 | 38.56 | 18 | -15 | 365 | |||
| 10 Dec | 178.08 | 13 | 3.00 | - | 31 | -30 | 381 | |||
| 9 Dec | 171.36 | 10 | -1.80 | 40.40 | 24 | -22 | 413 | |||
| 6 Dec | 174.66 | 11.8 | -1.45 | 33.46 | 546 | -9 | 441 | |||
| 5 Dec | 174.22 | 13.25 | 1.95 | 39.75 | 74 | -20 | 451 | |||
| 4 Dec | 173.40 | 11.3 | 7.20 | 28.48 | 128 | -113 | 473 | |||
| 3 Dec | 162.71 | 4.1 | 1.35 | 24.86 | 344 | -335 | 595 | |||
| 2 Dec | 155.96 | 2.75 | 0.40 | 35.25 | 3,692 | 434 | 899 | |||
| 29 Nov | 154.98 | 2.35 | -1.50 | 33.06 | 1,001 | 177 | 473 | |||
| 28 Nov | 157.49 | 3.85 | -0.25 | 35.33 | 813 | 127 | 296 | |||
| 27 Nov | 158.06 | 4.1 | -0.10 | 37.04 | 77 | 13 | 169 | |||
| 26 Nov | 158.11 | 4.2 | -0.40 | 36.60 | 102 | 50 | 153 | |||
| 25 Nov | 158.31 | 4.6 | -0.15 | 36.93 | 142 | 75 | 103 | |||
| 22 Nov | 157.40 | 4.75 | 0.30 | 37.20 | 24 | 8 | 36 | |||
| 21 Nov | 156.23 | 4.45 | 0.00 | 38.51 | 19 | 7 | 27 | |||
|
|
||||||||||
| 20 Nov | 156.18 | 4.45 | 0.00 | 38.58 | 19 | 13 | 20 | |||
| 19 Nov | 156.18 | 4.45 | -1.30 | 38.58 | 19 | 13 | 20 | |||
| 18 Nov | 158.39 | 5.75 | 0.80 | 37.71 | 11 | 3 | 7 | |||
| 14 Nov | 154.73 | 4.95 | 0.95 | 38.54 | 6 | 1 | 2 | |||
| 13 Nov | 152.12 | 4 | -45.80 | 38.05 | 1 | 0 | 0 | |||
| 12 Nov | 159.68 | 49.8 | 0.00 | 2.37 | 0 | 0 | 0 | |||
| 11 Nov | 161.88 | 49.8 | 0.00 | 0.37 | 0 | 0 | 0 | |||
| 8 Nov | 165.29 | 49.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 171.32 | 49.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 173.42 | 49.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 171.24 | 49.8 | 49.80 | - | 0 | 0 | 0 | |||
| 1 Nov | 175.96 | 0 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 165 expiring on 26DEC2024
Delta for 165 CE is 0.11
Historical price for 165 CE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 0.45, which was -2.55 lower than the previous day. The implied volatity was 46.90, the open interest changed by 234 which increased total open position to 576
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 30.60, the open interest changed by -1 which decreased total open position to 342
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 4, which was -0.50 lower than the previous day. The implied volatity was 28.55, the open interest changed by -4 which decreased total open position to 343
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 4.5, which was -5.25 lower than the previous day. The implied volatity was 33.75, the open interest changed by -7 which decreased total open position to 348
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 9.75, 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 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 9.75, which was -5.25 lower than the previous day. The implied volatity was 25.15, the open interest changed by -6 which decreased total open position to 356
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -18 which decreased total open position to 0
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 15, which was 2.00 higher than the previous day. The implied volatity was 38.56, the open interest changed by -15 which decreased total open position to 365
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 13, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 381
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 10, which was -1.80 lower than the previous day. The implied volatity was 40.40, the open interest changed by -22 which decreased total open position to 413
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 11.8, which was -1.45 lower than the previous day. The implied volatity was 33.46, the open interest changed by -9 which decreased total open position to 441
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 13.25, which was 1.95 higher than the previous day. The implied volatity was 39.75, the open interest changed by -20 which decreased total open position to 451
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 11.3, which was 7.20 higher than the previous day. The implied volatity was 28.48, the open interest changed by -113 which decreased total open position to 473
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 4.1, which was 1.35 higher than the previous day. The implied volatity was 24.86, the open interest changed by -335 which decreased total open position to 595
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 2.75, which was 0.40 higher than the previous day. The implied volatity was 35.25, the open interest changed by 434 which increased total open position to 899
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 2.35, which was -1.50 lower than the previous day. The implied volatity was 33.06, the open interest changed by 177 which increased total open position to 473
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 3.85, which was -0.25 lower than the previous day. The implied volatity was 35.33, the open interest changed by 127 which increased total open position to 296
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 4.1, which was -0.10 lower than the previous day. The implied volatity was 37.04, the open interest changed by 13 which increased total open position to 169
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 4.2, which was -0.40 lower than the previous day. The implied volatity was 36.60, the open interest changed by 50 which increased total open position to 153
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 4.6, which was -0.15 lower than the previous day. The implied volatity was 36.93, the open interest changed by 75 which increased total open position to 103
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 4.75, which was 0.30 higher than the previous day. The implied volatity was 37.20, the open interest changed by 8 which increased total open position to 36
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 4.45, which was 0.00 lower than the previous day. The implied volatity was 38.51, the open interest changed by 7 which increased total open position to 27
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 4.45, which was 0.00 lower than the previous day. The implied volatity was 38.58, the open interest changed by 13 which increased total open position to 20
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 4.45, which was -1.30 lower than the previous day. The implied volatity was 38.58, the open interest changed by 13 which increased total open position to 20
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 5.75, which was 0.80 higher than the previous day. The implied volatity was 37.71, the open interest changed by 3 which increased total open position to 7
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 4.95, which was 0.95 higher than the previous day. The implied volatity was 38.54, the open interest changed by 1 which increased total open position to 2
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 4, which was -45.80 lower than the previous day. The implied volatity was 38.05, 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 49.8, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 49.8, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 49.8, 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 49.8, 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 49.8, 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 49.8, which was 49.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 0, 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 165 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.05
Theta: -0.26
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 152.79 | 13.55 | 10.35 | 66.06 | 1,010 | -64 | 165 |
| 19 Dec | 164.33 | 3.2 | 1.20 | 37.11 | 15 | -6 | 229 |
| 18 Dec | 165.88 | 2 | -0.40 | 27.30 | 49 | -47 | 235 |
| 17 Dec | 167.05 | 2.4 | 1.35 | 29.47 | 22 | -21 | 283 |
| 16 Dec | 172.53 | 1.05 | -0.70 | 32.43 | 4 | 0 | 308 |
| 13 Dec | 173.25 | 1.75 | 0.55 | 37.32 | 29 | -28 | 309 |
| 12 Dec | 173.64 | 1.2 | 0.45 | 33.81 | 10 | -4 | 343 |
| 11 Dec | 179.05 | 0.75 | -0.10 | 35.46 | 4 | -3 | 348 |
| 10 Dec | 178.08 | 0.85 | -1.15 | 34.77 | 49 | -48 | 352 |
| 9 Dec | 171.36 | 2 | 0.35 | 32.65 | 90 | -89 | 401 |
| 6 Dec | 174.66 | 1.65 | -1.35 | 33.05 | 2,123 | 411 | 497 |
| 5 Dec | 174.22 | 3 | 0.25 | 43.86 | 2 | 0 | 85 |
| 4 Dec | 173.40 | 2.75 | -4.25 | 39.29 | 49 | -48 | 86 |
| 3 Dec | 162.71 | 7 | -3.15 | 41.43 | 4 | -3 | 135 |
| 2 Dec | 155.96 | 10.15 | -1.00 | 33.85 | 183 | 8 | 138 |
| 29 Nov | 154.98 | 11.15 | 1.05 | 32.82 | 70 | 28 | 130 |
| 28 Nov | 157.49 | 10.1 | 0.20 | 38.86 | 82 | 36 | 103 |
| 27 Nov | 158.06 | 9.9 | -0.70 | 35.65 | 14 | 10 | 66 |
| 26 Nov | 158.11 | 10.6 | 0.45 | 39.77 | 23 | 10 | 56 |
| 25 Nov | 158.31 | 10.15 | -1.35 | 38.64 | 42 | 28 | 44 |
| 22 Nov | 157.40 | 11.5 | 0.65 | 41.84 | 1 | 0 | 16 |
| 21 Nov | 156.23 | 10.85 | -0.25 | 31.68 | 3 | 2 | 15 |
| 20 Nov | 156.18 | 11.1 | 0.00 | 31.25 | 6 | 3 | 13 |
| 19 Nov | 156.18 | 11.1 | -2.90 | 31.25 | 6 | 3 | 13 |
| 18 Nov | 158.39 | 14 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Nov | 154.73 | 14 | 0.00 | 44.13 | 2 | 0 | 11 |
| 13 Nov | 152.12 | 14 | 4.65 | 35.23 | 9 | 0 | 2 |
| 12 Nov | 159.68 | 9.35 | 5.50 | 32.38 | 6 | 2 | 2 |
| 11 Nov | 161.88 | 3.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 165.29 | 3.85 | 0.00 | 1.15 | 0 | 0 | 0 |
| 7 Nov | 171.32 | 3.85 | 0.00 | 4.32 | 0 | 0 | 0 |
| 6 Nov | 173.42 | 3.85 | 0.00 | 5.45 | 0 | 0 | 0 |
| 5 Nov | 171.24 | 3.85 | 0.00 | 4.38 | 0 | 0 | 0 |
| 1 Nov | 175.96 | 3.85 | 6.31 | 0 | 0 | 0 | |
For Rbl Bank Limited - strike price 165 expiring on 26DEC2024
Delta for 165 PE is -0.81
Historical price for 165 PE is as follows
On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 13.55, which was 10.35 higher than the previous day. The implied volatity was 66.06, the open interest changed by -64 which decreased total open position to 165
On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 3.2, which was 1.20 higher than the previous day. The implied volatity was 37.11, the open interest changed by -6 which decreased total open position to 229
On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 27.30, the open interest changed by -47 which decreased total open position to 235
On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 2.4, which was 1.35 higher than the previous day. The implied volatity was 29.47, the open interest changed by -21 which decreased total open position to 283
On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 1.05, which was -0.70 lower than the previous day. The implied volatity was 32.43, the open interest changed by 0 which decreased total open position to 308
On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 1.75, which was 0.55 higher than the previous day. The implied volatity was 37.32, the open interest changed by -28 which decreased total open position to 309
On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 1.2, which was 0.45 higher than the previous day. The implied volatity was 33.81, the open interest changed by -4 which decreased total open position to 343
On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 35.46, the open interest changed by -3 which decreased total open position to 348
On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 0.85, which was -1.15 lower than the previous day. The implied volatity was 34.77, the open interest changed by -48 which decreased total open position to 352
On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 32.65, the open interest changed by -89 which decreased total open position to 401
On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 33.05, the open interest changed by 411 which increased total open position to 497
On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 43.86, the open interest changed by 0 which decreased total open position to 85
On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 2.75, which was -4.25 lower than the previous day. The implied volatity was 39.29, the open interest changed by -48 which decreased total open position to 86
On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 7, which was -3.15 lower than the previous day. The implied volatity was 41.43, the open interest changed by -3 which decreased total open position to 135
On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 10.15, which was -1.00 lower than the previous day. The implied volatity was 33.85, the open interest changed by 8 which increased total open position to 138
On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 11.15, which was 1.05 higher than the previous day. The implied volatity was 32.82, the open interest changed by 28 which increased total open position to 130
On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 10.1, which was 0.20 higher than the previous day. The implied volatity was 38.86, the open interest changed by 36 which increased total open position to 103
On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 9.9, which was -0.70 lower than the previous day. The implied volatity was 35.65, the open interest changed by 10 which increased total open position to 66
On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 10.6, which was 0.45 higher than the previous day. The implied volatity was 39.77, the open interest changed by 10 which increased total open position to 56
On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 10.15, which was -1.35 lower than the previous day. The implied volatity was 38.64, the open interest changed by 28 which increased total open position to 44
On 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 11.5, which was 0.65 higher than the previous day. The implied volatity was 41.84, the open interest changed by 0 which decreased total open position to 16
On 21 Nov RBLBANK was trading at 156.23. The strike last trading price was 10.85, which was -0.25 lower than the previous day. The implied volatity was 31.68, the open interest changed by 2 which increased total open position to 15
On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 11.1, which was 0.00 lower than the previous day. The implied volatity was 31.25, the open interest changed by 3 which increased total open position to 13
On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 11.1, which was -2.90 lower than the previous day. The implied volatity was 31.25, the open interest changed by 3 which increased total open position to 13
On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 14, 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 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 44.13, the open interest changed by 0 which decreased total open position to 11
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 14, which was 4.65 higher than the previous day. The implied volatity was 35.23, the open interest changed by 0 which decreased total open position to 2
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 9.35, which was 5.50 higher than the previous day. The implied volatity was 32.38, the open interest changed by 2 which increased total open position to 2
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 3.85, 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 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 1.15, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 4.32, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 5.45, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
