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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 172.5 CE
Delta: 0.06
Vega: 0.02
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 152.79 0.3 -0.70 59.88 267 2 110
19 Dec 164.33 1 -0.60 36.76 6 -4 110
18 Dec 165.88 1.6 -0.10 39.47 7 -4 115
17 Dec 167.05 1.7 -1.15 38.07 9 -8 120
16 Dec 172.53 2.85 0.00 0.00 0 -3 0
13 Dec 173.25 2.85 -2.30 16.10 3 -2 129
12 Dec 173.64 5.15 -0.50 30.33 1 0 132
11 Dec 179.05 5.65 0.00 0.00 0 0 0
10 Dec 178.08 5.65 0.00 0.00 0 -7 0
9 Dec 171.36 5.65 -1.00 40.01 7 -6 133
6 Dec 174.66 6.65 -0.35 32.36 613 95 143
5 Dec 174.22 7 2.00 31.79 1 0 48
4 Dec 173.40 5 3.00 21.22 1 0 49
3 Dec 162.71 2 0.75 28.99 6 -5 50
2 Dec 155.96 1.25 0.15 35.83 127 29 54
29 Nov 154.98 1.1 -0.70 34.27 23 5 22
28 Nov 157.49 1.8 -1.30 34.66 20 1 2
27 Nov 158.06 3.1 0.00 0.00 0 0 0
26 Nov 158.11 3.1 0.00 0.00 0 0 0
25 Nov 158.31 3.1 0.00 0.00 0 0 0
22 Nov 157.40 3.1 0.00 0.00 0 0 0
21 Nov 156.23 3.1 0.00 0.00 0 1 0
20 Nov 156.18 3.1 0.00 42.27 6 1 3
19 Nov 156.18 3.1 -10.65 42.27 6 3 3
18 Nov 158.39 13.75 0.00 7.13 0 0 0
14 Nov 154.73 13.75 0.00 8.58 0 0 0
13 Nov 152.12 13.75 0.00 9.85 0 0 0
12 Nov 159.68 13.75 0.00 6.35 0 0 0
11 Nov 161.88 13.75 0.00 4.45 0 0 0
8 Nov 165.29 13.75 0.00 2.98 0 0 0
7 Nov 171.32 13.75 0.00 - 0 0 0
6 Nov 173.42 13.75 0.00 - 0 0 0
5 Nov 171.24 13.75 0.00 - 0 0 0
4 Nov 171.96 13.75 13.75 - 0 0 0
1 Nov 175.96 0 - 0 0 0


For Rbl Bank Limited - strike price 172.5 expiring on 26DEC2024

Delta for 172.5 CE is 0.06

Historical price for 172.5 CE is as follows

On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 0.3, which was -0.70 lower than the previous day. The implied volatity was 59.88, the open interest changed by 2 which increased total open position to 110


On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 1, which was -0.60 lower than the previous day. The implied volatity was 36.76, the open interest changed by -4 which decreased total open position to 110


On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 39.47, the open interest changed by -4 which decreased total open position to 115


On 17 Dec RBLBANK was trading at 167.05. The strike last trading price was 1.7, which was -1.15 lower than the previous day. The implied volatity was 38.07, the open interest changed by -8 which decreased total open position to 120


On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 13 Dec RBLBANK was trading at 173.25. The strike last trading price was 2.85, which was -2.30 lower than the previous day. The implied volatity was 16.10, the open interest changed by -2 which decreased total open position to 129


On 12 Dec RBLBANK was trading at 173.64. The strike last trading price was 5.15, which was -0.50 lower than the previous day. The implied volatity was 30.33, the open interest changed by 0 which decreased total open position to 132


On 11 Dec RBLBANK was trading at 179.05. The strike last trading price was 5.65, 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 5.65, 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 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 5.65, which was -1.00 lower than the previous day. The implied volatity was 40.01, the open interest changed by -6 which decreased total open position to 133


On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 6.65, which was -0.35 lower than the previous day. The implied volatity was 32.36, the open interest changed by 95 which increased total open position to 143


On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 7, which was 2.00 higher than the previous day. The implied volatity was 31.79, 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 5, which was 3.00 higher than the previous day. The implied volatity was 21.22, the open interest changed by 0 which decreased total open position to 49


On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 2, which was 0.75 higher than the previous day. The implied volatity was 28.99, the open interest changed by -5 which decreased total open position to 50


On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 35.83, the open interest changed by 29 which increased total open position to 54


On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 1.1, which was -0.70 lower than the previous day. The implied volatity was 34.27, the open interest changed by 5 which increased total open position to 22


On 28 Nov RBLBANK was trading at 157.49. The strike last trading price was 1.8, which was -1.30 lower than the previous day. The implied volatity was 34.66, the open interest changed by 1 which increased total open position to 2


On 27 Nov RBLBANK was trading at 158.06. The strike last trading price was 3.1, 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 26 Nov RBLBANK was trading at 158.11. The strike last trading price was 3.1, 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 25 Nov RBLBANK was trading at 158.31. The strike last trading price was 3.1, 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 3.1, 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 3.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 20 Nov RBLBANK was trading at 156.18. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 42.27, the open interest changed by 1 which increased total open position to 3


On 19 Nov RBLBANK was trading at 156.18. The strike last trading price was 3.1, which was -10.65 lower than the previous day. The implied volatity was 42.27, the open interest changed by 3 which increased total open position to 3


On 18 Nov RBLBANK was trading at 158.39. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 7.13, 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 13.75, which was 0.00 lower than the previous day. The implied volatity was 8.58, 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 13.75, which was 0.00 lower than the previous day. The implied volatity was 9.85, 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 13.75, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 13.75, which was 0.00 lower than the previous day. The implied volatity was 4.45, 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 13.75, which was 0.00 lower than the previous day. The implied volatity was 2.98, 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 13.75, 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 13.75, 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 13.75, 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 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 13.75, which was 13.75 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 172.5 PE
Delta: -0.98
Vega: 0.01
Theta: 0.00
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 152.79 19.8 15.30 47.40 100 -54 98
19 Dec 164.33 4.5 -0.85 - 3 -1 154
18 Dec 165.88 5.35 0.00 0.00 0 -1 0
17 Dec 167.05 5.35 0.50 - 1 0 156
16 Dec 172.53 4.85 0.00 0.00 0 0 0
13 Dec 173.25 4.85 0.00 0.00 0 0 0
12 Dec 173.64 4.85 0.00 0.00 0 0 0
11 Dec 179.05 4.85 0.00 0.00 0 0 0
10 Dec 178.08 4.85 0.00 0.00 0 -5 0
9 Dec 171.36 4.85 0.90 31.49 5 -4 157
6 Dec 174.66 3.95 -12.85 32.00 902 164 167
5 Dec 174.22 16.8 0.00 0.00 0 0 0
4 Dec 173.40 16.8 0.00 0.00 0 0 3
3 Dec 162.71 16.8 0.00 0.00 20 0 3
2 Dec 155.96 16.8 -0.95 40.48 20 1 4
29 Nov 154.98 17.75 3.15 37.80 5 4 4
28 Nov 157.49 14.6 0.00 - 0 0 0
27 Nov 158.06 14.6 0.00 - 0 0 0
26 Nov 158.11 14.6 0.00 - 0 0 0
25 Nov 158.31 14.6 0.00 - 0 0 0
22 Nov 157.40 14.6 0.00 - 0 0 0
21 Nov 156.23 14.6 0.00 - 0 0 0
20 Nov 156.18 14.6 0.00 - 0 0 0
19 Nov 156.18 14.6 0.00 - 0 0 0
18 Nov 158.39 14.6 0.00 - 0 0 0
14 Nov 154.73 14.6 0.00 - 0 0 0
13 Nov 152.12 14.6 0.00 - 0 0 0
12 Nov 159.68 14.6 0.00 - 0 0 0
11 Nov 161.88 14.6 0.00 - 0 0 0
8 Nov 165.29 14.6 0.00 - 0 0 0
7 Nov 171.32 14.6 0.00 0.37 0 0 0
6 Nov 173.42 14.6 0.00 1.61 0 0 0
5 Nov 171.24 14.6 0.00 0.54 0 0 0
4 Nov 171.96 14.6 0.00 0.72 0 0 0
1 Nov 175.96 14.6 3.37 0 0 0


For Rbl Bank Limited - strike price 172.5 expiring on 26DEC2024

Delta for 172.5 PE is -0.98

Historical price for 172.5 PE is as follows

On 20 Dec RBLBANK was trading at 152.79. The strike last trading price was 19.8, which was 15.30 higher than the previous day. The implied volatity was 47.40, the open interest changed by -54 which decreased total open position to 98


On 19 Dec RBLBANK was trading at 164.33. The strike last trading price was 4.5, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 154


On 18 Dec RBLBANK was trading at 165.88. The strike last trading price was 5.35, 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 5.35, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 156


On 16 Dec RBLBANK was trading at 172.53. The strike last trading price was 4.85, 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 4.85, 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 4.85, 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 4.85, 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 4.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 9 Dec RBLBANK was trading at 171.36. The strike last trading price was 4.85, which was 0.90 higher than the previous day. The implied volatity was 31.49, the open interest changed by -4 which decreased total open position to 157


On 6 Dec RBLBANK was trading at 174.66. The strike last trading price was 3.95, which was -12.85 lower than the previous day. The implied volatity was 32.00, the open interest changed by 164 which increased total open position to 167


On 5 Dec RBLBANK was trading at 174.22. The strike last trading price was 16.8, 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 16.8, 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 3


On 3 Dec RBLBANK was trading at 162.71. The strike last trading price was 16.8, 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 3


On 2 Dec RBLBANK was trading at 155.96. The strike last trading price was 16.8, which was -0.95 lower than the previous day. The implied volatity was 40.48, the open interest changed by 1 which increased total open position to 4


On 29 Nov RBLBANK was trading at 154.98. The strike last trading price was 17.75, which was 3.15 higher than the previous day. The implied volatity was 37.80, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 14.6, 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 6 Nov RBLBANK was trading at 173.42. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 14.6, which was 0.00 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0


On 4 Nov RBLBANK was trading at 171.96. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was 0.72, 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 14.6, which was lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0