RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
14 Nov 2024 04:11 PM IST
| RBLBANK 28NOV2024 167.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.06
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 154.73 | 0.55 | -0.10 | 30.82 | 156 | 22 | 253 | |||
| 13 Nov | 152.12 | 0.65 | -0.90 | 36.50 | 280 | 6 | 231 | |||
| 12 Nov | 159.68 | 1.55 | -0.95 | 31.98 | 553 | 27 | 225 | |||
| 11 Nov | 161.88 | 2.5 | -1.40 | 30.26 | 449 | 70 | 200 | |||
| 8 Nov | 165.29 | 3.9 | -3.95 | 30.49 | 332 | 101 | 129 | |||
| 7 Nov | 171.32 | 7.85 | -1.75 | 33.82 | 64 | 5 | 29 | |||
| 6 Nov | 173.42 | 9.6 | 0.45 | 33.86 | 19 | 3 | 24 | |||
| 5 Nov | 171.24 | 9.15 | -0.10 | 38.66 | 116 | 3 | 21 | |||
| 4 Nov | 171.96 | 9.25 | -36.00 | 37.86 | 113 | 18 | 18 | |||
| 1 Nov | 175.96 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 169.75 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 175.61 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 173.12 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 166.55 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 161.92 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 165.92 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 165.85 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 167.20 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 176.14 | 45.25 | - | 0 | 0 | 0 | ||||
For Rbl Bank Limited - strike price 167.5 expiring on 28NOV2024
Delta for 167.5 CE is 0.12
Historical price for 167.5 CE is as follows
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 30.82, the open interest changed by 22 which increased total open position to 253
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 0.65, which was -0.90 lower than the previous day. The implied volatity was 36.50, the open interest changed by 6 which increased total open position to 231
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 31.98, the open interest changed by 27 which increased total open position to 225
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 2.5, which was -1.40 lower than the previous day. The implied volatity was 30.26, the open interest changed by 70 which increased total open position to 200
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 3.9, which was -3.95 lower than the previous day. The implied volatity was 30.49, the open interest changed by 101 which increased total open position to 129
On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 7.85, which was -1.75 lower than the previous day. The implied volatity was 33.82, the open interest changed by 5 which increased total open position to 29
On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 9.6, which was 0.45 higher than the previous day. The implied volatity was 33.86, the open interest changed by 3 which increased total open position to 24
On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 9.15, which was -0.10 lower than the previous day. The implied volatity was 38.66, the open interest changed by 3 which increased total open position to 21
On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 9.25, which was -36.00 lower than the previous day. The implied volatity was 37.86, the open interest changed by 18 which increased total open position to 18
On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 45.25, 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 45.25, 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 30 Oct RBLBANK was trading at 175.61. The strike last trading price was 45.25, 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 29 Oct RBLBANK was trading at 173.12. The strike last trading price was 45.25, 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 28 Oct RBLBANK was trading at 166.55. The strike last trading price was 45.25, 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 25 Oct RBLBANK was trading at 161.92. The strike last trading price was 45.25, 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 24 Oct RBLBANK was trading at 165.92. The strike last trading price was 45.25, 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 23 Oct RBLBANK was trading at 165.85. The strike last trading price was 45.25, 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 22 Oct RBLBANK was trading at 167.20. The strike last trading price was 45.25, 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 21 Oct RBLBANK was trading at 176.14. The strike last trading price was 45.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RBLBANK 28NOV2024 167.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.09
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 154.73 | 13.2 | -1.90 | 43.90 | 48 | 13 | 80 |
| 13 Nov | 152.12 | 15.1 | 5.30 | 39.21 | 33 | -9 | 69 |
| 12 Nov | 159.68 | 9.8 | 2.70 | 37.28 | 90 | 15 | 75 |
| 11 Nov | 161.88 | 7.1 | 1.45 | 33.05 | 64 | -8 | 60 |
| 8 Nov | 165.29 | 5.65 | 1.85 | 30.59 | 267 | 29 | 67 |
| 7 Nov | 171.32 | 3.8 | 1.05 | 35.19 | 254 | 4 | 39 |
| 6 Nov | 173.42 | 2.75 | -1.30 | 32.72 | 121 | 6 | 35 |
| 5 Nov | 171.24 | 4.05 | -0.15 | 35.85 | 167 | 6 | 31 |
| 4 Nov | 171.96 | 4.2 | 1.55 | 36.69 | 259 | 29 | 29 |
| 1 Nov | 175.96 | 2.65 | 0.00 | 7.11 | 0 | 0 | 0 |
| 31 Oct | 169.75 | 2.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 175.61 | 2.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 173.12 | 2.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 166.55 | 2.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 161.92 | 2.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 165.92 | 2.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 165.85 | 2.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 167.20 | 2.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 176.14 | 2.65 | - | 0 | 0 | 0 | |
For Rbl Bank Limited - strike price 167.5 expiring on 28NOV2024
Delta for 167.5 PE is -0.79
Historical price for 167.5 PE is as follows
On 14 Nov RBLBANK was trading at 154.73. The strike last trading price was 13.2, which was -1.90 lower than the previous day. The implied volatity was 43.90, the open interest changed by 13 which increased total open position to 80
On 13 Nov RBLBANK was trading at 152.12. The strike last trading price was 15.1, which was 5.30 higher than the previous day. The implied volatity was 39.21, the open interest changed by -9 which decreased total open position to 69
On 12 Nov RBLBANK was trading at 159.68. The strike last trading price was 9.8, which was 2.70 higher than the previous day. The implied volatity was 37.28, the open interest changed by 15 which increased total open position to 75
On 11 Nov RBLBANK was trading at 161.88. The strike last trading price was 7.1, which was 1.45 higher than the previous day. The implied volatity was 33.05, the open interest changed by -8 which decreased total open position to 60
On 8 Nov RBLBANK was trading at 165.29. The strike last trading price was 5.65, which was 1.85 higher than the previous day. The implied volatity was 30.59, the open interest changed by 29 which increased total open position to 67
On 7 Nov RBLBANK was trading at 171.32. The strike last trading price was 3.8, which was 1.05 higher than the previous day. The implied volatity was 35.19, the open interest changed by 4 which increased total open position to 39
On 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 2.75, which was -1.30 lower than the previous day. The implied volatity was 32.72, the open interest changed by 6 which increased total open position to 35
On 5 Nov RBLBANK was trading at 171.24. The strike last trading price was 4.05, which was -0.15 lower than the previous day. The implied volatity was 35.85, the open interest changed by 6 which increased total open position to 31
On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 4.2, which was 1.55 higher than the previous day. The implied volatity was 36.69, the open interest changed by 29 which increased total open position to 29
On 1 Nov RBLBANK was trading at 175.96. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 7.11, 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 2.65, 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 2.65, 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 2.65, 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 2.65, 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 2.65, 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 2.65, 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 2.65, 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 2.65, 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 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
