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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 167.5 CE
Delta: 0.06
Vega: 0.02
Theta: -0.10
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 152.79 0.25 -2.05 46.49 651 34 225
19 Dec 164.33 2.3 -0.30 35.46 10 -8 193
18 Dec 165.88 2.6 -0.20 30.91 1 0 202
17 Dec 167.05 2.8 -10.20 31.78 1 0 203
16 Dec 172.53 13 4.90 93.66 1 0 204
13 Dec 173.25 8.1 0.00 0.00 0 -1 0
12 Dec 173.64 8.1 -2.20 32.05 1 0 205
11 Dec 179.05 10.3 0.00 0.00 0 0 0
10 Dec 178.08 10.3 0.00 0.00 0 0 0
9 Dec 171.36 10.3 0.00 0.00 0 71 0
6 Dec 174.66 10.3 2.30 35.85 387 70 204
5 Dec 174.22 8 0.00 0.00 0 -8 0
4 Dec 173.40 8 4.55 15.62 18 -8 134
3 Dec 162.71 3.45 1.20 27.50 18 -17 143
2 Dec 155.96 2.25 0.55 36.31 395 68 161
29 Nov 154.98 1.7 -1.10 32.40 149 69 94
28 Nov 157.49 2.8 -0.80 33.59 41 21 26
27 Nov 158.06 3.6 0.15 38.28 2 0 5
26 Nov 158.11 3.45 -1.60 37.05 1 0 5
25 Nov 158.31 5.05 0.00 0.00 0 0 0
22 Nov 157.40 5.05 0.00 0.00 0 0 0
21 Nov 156.23 5.05 0.00 0.00 0 4 0
20 Nov 156.18 5.05 0.00 45.98 5 4 4
19 Nov 156.18 5.05 -0.05 45.98 5 3 4
18 Nov 158.39 5.1 -11.00 38.96 1 0 0
14 Nov 154.73 16.1 0.00 6.17 0 0 0
13 Nov 152.12 16.1 0.00 7.60 0 0 0
12 Nov 159.68 16.1 0.00 3.43 0 0 0
11 Nov 161.88 16.1 0.00 1.75 0 0 0
8 Nov 165.29 16.1 0.00 0.34 0 0 0
7 Nov 171.32 16.1 0.00 - 0 0 0
6 Nov 173.42 16.1 0.00 - 0 0 0
5 Nov 171.24 16.1 16.10 - 0 0 0
1 Nov 175.96 0 - 0 0 0


For Rbl Bank Limited - strike price 167.5 expiring on 26DEC2024

Delta for 167.5 CE is 0.06

Historical price for 167.5 CE is as follows

On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 0.25, which was -2.05 lower than the previous day. The implied volatity was 46.49, the open interest changed by 34 which increased total open position to 225


On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 2.3, which was -0.30 lower than the previous day. The implied volatity was 35.46, the open interest changed by -8 which decreased total open position to 193


On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 2.6, which was -0.20 lower than the previous day. The implied volatity was 30.91, the open interest changed by 0 which decreased total open position to 202


On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 2.8, which was -10.20 lower than the previous day. The implied volatity was 31.78, the open interest changed by 0 which decreased total open position to 203


On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 13, which was 4.90 higher than the previous day. The implied volatity was 93.66, the open interest changed by 0 which decreased total open position to 204


On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 8.1, 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 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 8.1, which was -2.20 lower than the previous day. The implied volatity was 32.05, the open interest changed by 0 which decreased total open position to 205


On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 10.3, 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 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 10.3, 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 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 10.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 71 which increased total open position to 0


On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 10.3, which was 2.30 higher than the previous day. The implied volatity was 35.85, the open interest changed by 70 which increased total open position to 204


On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0


On 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 8, which was 4.55 higher than the previous day. The implied volatity was 15.62, the open interest changed by -8 which decreased total open position to 134


On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 3.45, which was 1.20 higher than the previous day. The implied volatity was 27.50, the open interest changed by -17 which decreased total open position to 143


On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 36.31, the open interest changed by 68 which increased total open position to 161


On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 1.7, which was -1.10 lower than the previous day. The implied volatity was 32.40, the open interest changed by 69 which increased total open position to 94


On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 2.8, which was -0.80 lower than the previous day. The implied volatity was 33.59, the open interest changed by 21 which increased total open position to 26


On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 3.6, which was 0.15 higher than the previous day. The implied volatity was 38.28, the open interest changed by 0 which decreased total open position to 5


On 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 3.45, which was -1.60 lower than the previous day. The implied volatity was 37.05, the open interest changed by 0 which decreased total open position to 5


On 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 5.05, 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 22 Nov RBLBANK was trading at 157.40. The strike last trading price was 5.05, 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 5.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 5.05, which was 0.00 lower than the previous day. The implied volatity was 45.98, the open interest changed by 4 which increased total open position to 4


On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 5.05, which was -0.05 lower than the previous day. The implied volatity was 45.98, the open interest changed by 3 which increased total open position to 4


On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 5.1, which was -11.00 lower than the previous day. The implied volatity was 38.96, 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 16.1, which was 0.00 lower than the previous day. The implied volatity was 6.17, 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 16.1, which was 0.00 lower than the previous day. The implied volatity was 7.60, 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 16.1, which was 0.00 lower than the previous day. The implied volatity was 3.43, 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 16.1, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 16.1, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 16.1, 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 16.1, 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 16.1, which was 16.10 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 167.5 PE
Delta: -0.85
Vega: 0.05
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 152.79 15.75 12.75 67.73 339 3 113
19 Dec 164.33 3 0.00 0.00 0 -4 0
18 Dec 165.88 3 -0.60 29.14 7 -4 110
17 Dec 167.05 3.6 2.40 29.00 1 0 115
16 Dec 172.53 1.2 0.00 0.00 0 -1 0
13 Dec 173.25 1.2 -0.20 28.05 1 0 116
12 Dec 173.64 1.4 0.00 0.00 0 0 0
11 Dec 179.05 1.4 0.00 0.00 0 -2 0
10 Dec 178.08 1.4 -0.80 38.21 2 0 118
9 Dec 171.36 2.2 0.00 0.00 0 103 0
6 Dec 174.66 2.2 -10.20 32.28 338 102 117
5 Dec 174.22 12.4 0.00 0.00 0 0 0
4 Dec 173.40 12.4 0.00 0.00 0 0 0
3 Dec 162.71 12.4 0.00 0.00 60 0 15
2 Dec 155.96 12.4 -1.30 36.82 60 16 21
29 Nov 154.98 13.7 1.70 37.59 21 4 4
28 Nov 157.49 12 0.00 - 0 0 0
27 Nov 158.06 12 0.00 - 0 0 0
26 Nov 158.11 12 0.00 - 0 0 0
25 Nov 158.31 12 0.00 - 0 0 0
22 Nov 157.40 12 0.00 - 0 0 0
21 Nov 156.23 12 0.00 - 0 0 0
20 Nov 156.18 12 0.00 - 0 0 0
19 Nov 156.18 12 0.00 - 0 0 0
18 Nov 158.39 12 0.00 - 0 0 0
14 Nov 154.73 12 0.00 - 0 0 0
13 Nov 152.12 12 0.00 - 0 0 0
12 Nov 159.68 12 0.00 - 0 0 0
11 Nov 161.88 12 0.00 - 0 0 0
8 Nov 165.29 12 0.00 - 0 0 0
7 Nov 171.32 12 0.00 3.01 0 0 0
6 Nov 173.42 12 0.00 4.21 0 0 0
5 Nov 171.24 12 0.00 3.18 0 0 0
1 Nov 175.96 12 5.25 0 0 0


For Rbl Bank Limited - strike price 167.5 expiring on 26DEC2024

Delta for 167.5 PE is -0.85

Historical price for 167.5 PE is as follows

On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 15.75, which was 12.75 higher than the previous day. The implied volatity was 67.73, the open interest changed by 3 which increased total open position to 113


On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 3, 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 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 3, which was -0.60 lower than the previous day. The implied volatity was 29.14, the open interest changed by -4 which decreased total open position to 110


On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 3.6, which was 2.40 higher than the previous day. The implied volatity was 29.00, the open interest changed by 0 which decreased total open position to 115


On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 1.2, 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 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 28.05, the open interest changed by 0 which decreased total open position to 116


On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 1.4, 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 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 10 Dec RBLBANK was trading at 178.08. The strike last trading price was 1.4, which was -0.80 lower than the previous day. The implied volatity was 38.21, the open interest changed by 0 which decreased total open position to 118


On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 103 which increased total open position to 0


On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 2.2, which was -10.20 lower than the previous day. The implied volatity was 32.28, the open interest changed by 102 which increased total open position to 117


On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 12.4, 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 4 Dec RBLBANK was trading at 173.40. The strike last trading price was 12.4, 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 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 12.4, 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 15


On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 12.4, which was -1.30 lower than the previous day. The implied volatity was 36.82, the open interest changed by 16 which increased total open position to 21


On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 13.7, which was 1.70 higher than the previous day. The implied volatity was 37.59, the open interest changed by 4 which increased total open position to 4


On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 12, 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 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 12, 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 12, 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 12, 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 12, 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 12, 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 12, 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 12, 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 12, 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 12, 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 12, 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 12, 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 12, 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 12, 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 12, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 12, which was 0.00 lower than the previous day. The implied volatity was 4.21, 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 12, which was 0.00 lower than the previous day. The implied volatity was 3.18, 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 12, which was lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0