RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
29 Apr 2026 10:13 AM IST
| RBLBANK 26-May-2026 (27d) 315 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0
Theta: -0.19
Gamma: 0.0091
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 336.10 | 27 | 12.4 | 35.54 | 117 | -8 | 274 | |||||||||
| 28 Apr | 320.75 | 14.15 | 3 | 29.44 | 595 | 21 | 281 | |||||||||
| 27 Apr | 312.80 | 11.1 | -6.500000000000002 | 32.34 | 746 | 185 | 259 | |||||||||
| 24 Apr | 321.40 | 17.4 | 5.599999999999998 | 37.52 | 153 | 63 | 73 | |||||||||
| 23 Apr | 312.45 | 11.8 | -4.75 | 32.49 | 29 | 2 | 11 | |||||||||
| 22 Apr | 317.65 | 16.55 | -1.1499999999999986 | 36.27 | 3 | 1 | 9 | |||||||||
| 21 Apr | 320.40 | 17.7 | 2.549999999999999 | 35.07 | 12 | -2 | 8 | |||||||||
| 20 Apr | 317.50 | 15.15 | 0.40000000000000036 | 33.67 | 18 | 4 | 10 | |||||||||
| 17 Apr | 315.55 | 14.75 | -0.9499999999999993 | 31.55 | 6 | 5 | 6 | |||||||||
| 16 Apr | 315.90 | 15.7 | 4.649999999999999 | 34.19 | 1 | 0 | 0 | |||||||||
| 15 Apr | 319.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 316.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Apr | 322.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 317.70 | 11.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 322.85 | 11.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 312.60 | 11.05 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 6 Apr | 318.15 | 11.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Rbl Bank Limited - strike price 315 expiring on 26MAY2026
Delta for 315 CE is 0.78
Historical price for 315 CE is as follows
On 29 Apr RBLBANK was trading at 336.10. The strike last trading price was 27, which was 12.4 higher than the previous day. The implied volatity was 35.54, the open interest changed by -8 which decreased total open position to 274
On 28 Apr RBLBANK was trading at 320.75. The strike last trading price was 14.15, which was 3 higher than the previous day. The implied volatity was 29.44, the open interest changed by 21 which increased total open position to 281
On 27 Apr RBLBANK was trading at 312.80. The strike last trading price was 11.1, which was -6.500000000000002 lower than the previous day. The implied volatity was 32.34, the open interest changed by 185 which increased total open position to 259
On 24 Apr RBLBANK was trading at 321.40. The strike last trading price was 17.4, which was 5.599999999999998 higher than the previous day. The implied volatity was 37.52, the open interest changed by 63 which increased total open position to 73
On 23 Apr RBLBANK was trading at 312.45. The strike last trading price was 11.8, which was -4.75 lower than the previous day. The implied volatity was 32.49, the open interest changed by 2 which increased total open position to 11
On 22 Apr RBLBANK was trading at 317.65. The strike last trading price was 16.55, which was -1.1499999999999986 lower than the previous day. The implied volatity was 36.27, the open interest changed by 1 which increased total open position to 9
On 21 Apr RBLBANK was trading at 320.40. The strike last trading price was 17.7, which was 2.549999999999999 higher than the previous day. The implied volatity was 35.07, the open interest changed by -2 which decreased total open position to 8
On 20 Apr RBLBANK was trading at 317.50. The strike last trading price was 15.15, which was 0.40000000000000036 higher than the previous day. The implied volatity was 33.67, the open interest changed by 4 which increased total open position to 10
On 17 Apr RBLBANK was trading at 315.55. The strike last trading price was 14.75, which was -0.9499999999999993 lower than the previous day. The implied volatity was 31.55, the open interest changed by 5 which increased total open position to 6
On 16 Apr RBLBANK was trading at 315.90. The strike last trading price was 15.7, which was 4.649999999999999 higher than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 0
On 15 Apr RBLBANK was trading at 319.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr RBLBANK was trading at 316.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr RBLBANK was trading at 322.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr RBLBANK was trading at 317.70. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr RBLBANK was trading at 322.85. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr RBLBANK was trading at 312.60. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 6 Apr RBLBANK was trading at 318.15. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RBLBANK 26-May-2026 (27d) 315 PE | |||||||
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Delta: -0.2
Vega: 0
Theta: -0.12
Gamma: 0.00969
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 336.10 | 3.45 | -2.8999999999999995 | 31.56 | 469 | 71 | 199 |
| 28 Apr | 320.75 | 6.6 | -4.1 | 27.36 | 587 | -16 | 129 |
| 27 Apr | 312.80 | 10.7 | 1.0999999999999996 | 29.19 | 291 | 106 | 145 |
| 24 Apr | 321.40 | 9.95 | -2.200000000000001 | 35.49 | 91 | 3 | 38 |
| 23 Apr | 312.45 | 12.15 | -1.1999999999999993 | 30.96 | 40 | 33 | 35 |
| 22 Apr | 317.65 | 13.35 | 13.35 | - | 0 | 0 | 2 |
| 21 Apr | 320.40 | 13.35 | 13.35 | 38.13 | 0 | 0 | 2 |
| 20 Apr | 317.50 | 13.35 | 0.7999999999999989 | 38.13 | 2 | 0 | 1 |
| 17 Apr | 315.55 | 12.55 | 12.55 | 33.37 | 0 | 0 | 1 |
| 16 Apr | 315.90 | 12.55 | -20.3 | 33.37 | 2 | 1 | 1 |
| 15 Apr | 319.70 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 316.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 322.15 | 0 | 0 | 2.92 | 0 | 0 | 0 |
| 9 Apr | 317.70 | 32.85 | 0 | 1.76 | 0 | 0 | 0 |
| 8 Apr | 322.85 | 32.85 | 0 | 3.2 | 0 | 0 | 0 |
| 7 Apr | 312.60 | 32.85 | 0 | 1.14 | 0 | 0 | 0 |
| 6 Apr | 318.15 | 32.85 | 0 | 1.75 | 0 | 0 | 0 |
For Rbl Bank Limited - strike price 315 expiring on 26MAY2026
Delta for 315 PE is -0.2
Historical price for 315 PE is as follows
On 29 Apr RBLBANK was trading at 336.10. The strike last trading price was 3.45, which was -2.8999999999999995 lower than the previous day. The implied volatity was 31.56, the open interest changed by 71 which increased total open position to 199
On 28 Apr RBLBANK was trading at 320.75. The strike last trading price was 6.6, which was -4.1 lower than the previous day. The implied volatity was 27.36, the open interest changed by -16 which decreased total open position to 129
On 27 Apr RBLBANK was trading at 312.80. The strike last trading price was 10.7, which was 1.0999999999999996 higher than the previous day. The implied volatity was 29.19, the open interest changed by 106 which increased total open position to 145
On 24 Apr RBLBANK was trading at 321.40. The strike last trading price was 9.95, which was -2.200000000000001 lower than the previous day. The implied volatity was 35.49, the open interest changed by 3 which increased total open position to 38
On 23 Apr RBLBANK was trading at 312.45. The strike last trading price was 12.15, which was -1.1999999999999993 lower than the previous day. The implied volatity was 30.96, the open interest changed by 33 which increased total open position to 35
On 22 Apr RBLBANK was trading at 317.65. The strike last trading price was 13.35, which was 13.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr RBLBANK was trading at 320.40. The strike last trading price was 13.35, which was 13.35 higher than the previous day. The implied volatity was 38.13, the open interest changed by 0 which decreased total open position to 2
On 20 Apr RBLBANK was trading at 317.50. The strike last trading price was 13.35, which was 0.7999999999999989 higher than the previous day. The implied volatity was 38.13, the open interest changed by 0 which decreased total open position to 1
On 17 Apr RBLBANK was trading at 315.55. The strike last trading price was 12.55, which was 12.55 higher than the previous day. The implied volatity was 33.37, the open interest changed by 0 which decreased total open position to 1
On 16 Apr RBLBANK was trading at 315.90. The strike last trading price was 12.55, which was -20.3 lower than the previous day. The implied volatity was 33.37, the open interest changed by 1 which increased total open position to 1
On 15 Apr RBLBANK was trading at 319.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr RBLBANK was trading at 316.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr RBLBANK was trading at 322.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0
On 9 Apr RBLBANK was trading at 317.70. The strike last trading price was 32.85, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 8 Apr RBLBANK was trading at 322.85. The strike last trading price was 32.85, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
On 7 Apr RBLBANK was trading at 312.60. The strike last trading price was 32.85, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 6 Apr RBLBANK was trading at 318.15. The strike last trading price was 32.85, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
