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

154.73 2.61 (1.72%)

Back to Option Chain


Historical option data for RBLBANK

14 Nov 2024 04:11 PM IST
RBLBANK 28NOV2024 165 CE
Delta: 0.17
Vega: 0.08
Theta: -0.09
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 154.73 0.8 -0.05 29.78 1,307 -50 624
13 Nov 152.12 0.85 -1.30 34.98 1,677 213 677
12 Nov 159.68 2.15 -1.35 31.45 1,461 157 467
11 Nov 161.88 3.5 -1.40 30.69 931 164 305
8 Nov 165.29 4.9 -4.75 29.40 492 95 136
7 Nov 171.32 9.65 -1.80 35.26 39 0 40
6 Nov 173.42 11.45 0.80 34.69 32 -3 41
5 Nov 171.24 10.65 -0.15 38.33 114 17 43
4 Nov 171.96 10.8 -36.55 37.81 99 23 23
1 Nov 175.96 47.35 0.00 - 0 0 0
31 Oct 169.75 47.35 0.00 - 0 0 0
30 Oct 175.61 47.35 0.00 - 0 0 0
29 Oct 173.12 47.35 0.00 - 0 0 0
28 Oct 166.55 47.35 0.00 - 0 0 0
25 Oct 161.92 47.35 0.00 - 0 0 0
24 Oct 165.92 47.35 0.00 - 0 0 0
23 Oct 165.85 47.35 0.00 - 0 0 0
22 Oct 167.20 47.35 0.00 - 0 0 0
21 Oct 176.14 47.35 - 0 0 0


For Rbl Bank Limited - strike price 165 expiring on 28NOV2024

Delta for 165 CE is 0.17

Historical price for 165 CE is as follows

On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 29.78, the open interest changed by -50 which decreased total open position to 624


On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 0.85, which was -1.30 lower than the previous day. The implied volatity was 34.98, the open interest changed by 213 which increased total open position to 677


On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 2.15, which was -1.35 lower than the previous day. The implied volatity was 31.45, the open interest changed by 157 which increased total open position to 467


On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 3.5, which was -1.40 lower than the previous day. The implied volatity was 30.69, the open interest changed by 164 which increased total open position to 305


On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 4.9, which was -4.75 lower than the previous day. The implied volatity was 29.40, the open interest changed by 95 which increased total open position to 136


On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 9.65, which was -1.80 lower than the previous day. The implied volatity was 35.26, the open interest changed by 0 which decreased total open position to 40


On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 11.45, which was 0.80 higher than the previous day. The implied volatity was 34.69, the open interest changed by -3 which decreased total open position to 41


On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 10.65, which was -0.15 lower than the previous day. The implied volatity was 38.33, the open interest changed by 17 which increased total open position to 43


On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 10.8, which was -36.55 lower than the previous day. The implied volatity was 37.81, the open interest changed by 23 which increased total open position to 23


On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 47.35, 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 31 Oct RBLBANK was trading at 169.75. The strike last trading price was 47.35, 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 30 Oct RBLBANK was trading at 175.61. The strike last trading price was 47.35, 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 29 Oct RBLBANK was trading at 173.12. The strike last trading price was 47.35, 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 28 Oct RBLBANK was trading at 166.55. The strike last trading price was 47.35, 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 25 Oct RBLBANK was trading at 161.92. The strike last trading price was 47.35, 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 47.35, 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 47.35, 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 47.35, 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 21 Oct RBLBANK was trading at 176.14. The strike last trading price was 47.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RBLBANK 28NOV2024 165 PE
Delta: -0.80
Vega: 0.09
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 154.73 10.3 -2.50 33.85 66 -29 275
13 Nov 152.12 12.8 5.15 37.16 170 -57 302
12 Nov 159.68 7.65 2.30 34.11 830 23 361
11 Nov 161.88 5.35 1.05 31.46 737 13 338
8 Nov 165.29 4.3 1.40 30.39 607 62 317
7 Nov 171.32 2.9 0.80 35.24 263 25 256
6 Nov 173.42 2.1 -1.15 33.43 334 -1 233
5 Nov 171.24 3.25 -0.50 36.61 470 74 238
4 Nov 171.96 3.75 0.90 39.68 785 140 170
1 Nov 175.96 2.85 0.55 41.46 58 29 29
31 Oct 169.75 2.3 0.00 - 0 0 0
30 Oct 175.61 2.3 0.00 - 0 0 0
29 Oct 173.12 2.3 0.00 - 0 0 0
28 Oct 166.55 2.3 0.00 - 0 0 0
25 Oct 161.92 2.3 0.00 - 0 0 0
24 Oct 165.92 2.3 0.00 - 0 0 0
23 Oct 165.85 2.3 0.00 - 0 0 0
22 Oct 167.20 2.3 0.00 - 0 0 0
21 Oct 176.14 2.3 - 0 0 0


For Rbl Bank Limited - strike price 165 expiring on 28NOV2024

Delta for 165 PE is -0.80

Historical price for 165 PE is as follows

On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 10.3, which was -2.50 lower than the previous day. The implied volatity was 33.85, the open interest changed by -29 which decreased total open position to 275


On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 12.8, which was 5.15 higher than the previous day. The implied volatity was 37.16, the open interest changed by -57 which decreased total open position to 302


On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 7.65, which was 2.30 higher than the previous day. The implied volatity was 34.11, the open interest changed by 23 which increased total open position to 361


On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 5.35, which was 1.05 higher than the previous day. The implied volatity was 31.46, the open interest changed by 13 which increased total open position to 338


On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 4.3, which was 1.40 higher than the previous day. The implied volatity was 30.39, the open interest changed by 62 which increased total open position to 317


On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 2.9, which was 0.80 higher than the previous day. The implied volatity was 35.24, the open interest changed by 25 which increased total open position to 256


On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 2.1, which was -1.15 lower than the previous day. The implied volatity was 33.43, the open interest changed by -1 which decreased total open position to 233


On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 3.25, which was -0.50 lower than the previous day. The implied volatity was 36.61, the open interest changed by 74 which increased total open position to 238


On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 3.75, which was 0.90 higher than the previous day. The implied volatity was 39.68, the open interest changed by 140 which increased total open position to 170


On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 2.85, which was 0.55 higher than the previous day. The implied volatity was 41.46, the open interest changed by 29 which increased total open position to 29


On 31 Oct RBLBANK was trading at 169.75. The strike last trading price was 2.3, 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 2.3, 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 2.3, 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 2.3, 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 2.3, 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 2.3, 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 2.3, 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 2.3, 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 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to