Historical option data for RBLBANK
10 Jun 2026 10:12 AM IST
| RBLBANK 30-Jun-2026 (20d) 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0
Theta: -0.25
Gamma: 0.01203
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 358.35 | 19.9 | -3.1 (-13.48%) | 32.99 | 2 | 0 | 121 | |||||||||
| 9 Jun | 361.00 | 23 | 12 (109.09%) | 34.95 | 97 | -13 | 122 | |||||||||
| 8 Jun | 344.95 | 10.2 | -4.8 (-32.00%) | 29.83 | 74 | -2 | 135 | |||||||||
| 5 Jun | 351.35 | 14.65 | -3.35 (-18.61%) | 28.58 | 98 | -3 | 140 | |||||||||
| 4 Jun | 353.75 | 18.35 | 3.35 (22.33%) | 33.42 | 327 | -16 | 144 | |||||||||
| 3 Jun | 348.20 | 14.8 | 2.8 (23.33%) | 33.27 | 393 | 1 | 160 | |||||||||
| 2 Jun | 344.15 | 12.15 | 2.15 (21.50%) | 29.87 | 167 | -20 | 160 | |||||||||
| 1 Jun | 338.80 | 9.6 | -3.4 (-26.15%) | 31.11 | 126 | 37 | 179 | |||||||||
| 29 May | 345.00 | 14.1 | -1.9 (-11.88%) | 29.71 | 246 | 10 | 142 | |||||||||
| 27 May | 348.25 | 16.1 | 2.1 (15.00%) | 31.84 | 273 | -8 | 133 | |||||||||
| 26 May | 344.25 | 13.8 | -1.2 (-8.00%) | 30.51 | 303 | 37 | 142 | |||||||||
| 25 May | 343.35 | 15.5 | 4.5 (40.91%) | 34.71 | 301 | 96 | 104 | |||||||||
| 22 May | 334.35 | 11 | 1 (10.00%) | 32.23 | 15 | 7 | 8 | |||||||||
| 21 May | 328.75 | 10 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 20 May | 328.50 | 10 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 323.65 | 10 | 0 (0.00%) | 37.91 | 0 | 0 | 1 | |||||||||
| 18 May | 325.60 | 10 | -5 (-33.33%) | 37.91 | 1 | 0 | 0 | |||||||||
| 15 May | 338.10 | 0 | -15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 337.20 | 0 | -15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 325.75 | 0 | -15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 325.25 | 0 | -15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 337.50 | 0 | -15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 343.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 345.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 335.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 332.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 330.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 336.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 341.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Rbl Bank Limited - strike price 345 expiring on 30JUN2026
Delta for 345 CE is 0.72
Historical price for 345 CE is as follows
On 10 Jun RBLBANK was trading at 358.35. The strike last trading price was 19.9, which was -3.1 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 121
On 9 Jun RBLBANK was trading at 361.00. The strike last trading price was 23, which was 12 higher than the previous day. The implied volatity was 34.95, the open interest changed by -13 which decreased total open position to 122
On 8 Jun RBLBANK was trading at 344.95. The strike last trading price was 10.2, which was -4.8 lower than the previous day. The implied volatity was 29.83, the open interest changed by -2 which decreased total open position to 135
On 5 Jun RBLBANK was trading at 351.35. The strike last trading price was 14.65, which was -3.35 lower than the previous day. The implied volatity was 28.58, the open interest changed by -3 which decreased total open position to 140
On 4 Jun RBLBANK was trading at 353.75. The strike last trading price was 18.35, which was 3.35 higher than the previous day. The implied volatity was 33.42, the open interest changed by -16 which decreased total open position to 144
On 3 Jun RBLBANK was trading at 348.20. The strike last trading price was 14.8, which was 2.8 higher than the previous day. The implied volatity was 33.27, the open interest changed by 1 which increased total open position to 160
On 2 Jun RBLBANK was trading at 344.15. The strike last trading price was 12.15, which was 2.15 higher than the previous day. The implied volatity was 29.87, the open interest changed by -20 which decreased total open position to 160
On 1 Jun RBLBANK was trading at 338.80. The strike last trading price was 9.6, which was -3.4 lower than the previous day. The implied volatity was 31.11, the open interest changed by 37 which increased total open position to 179
On 29 May RBLBANK was trading at 345.00. The strike last trading price was 14.1, which was -1.9 lower than the previous day. The implied volatity was 29.71, the open interest changed by 10 which increased total open position to 142
On 27 May RBLBANK was trading at 348.25. The strike last trading price was 16.1, which was 2.1 higher than the previous day. The implied volatity was 31.84, the open interest changed by -8 which decreased total open position to 133
On 26 May RBLBANK was trading at 344.25. The strike last trading price was 13.8, which was -1.2 lower than the previous day. The implied volatity was 30.51, the open interest changed by 37 which increased total open position to 142
On 25 May RBLBANK was trading at 343.35. The strike last trading price was 15.5, which was 4.5 higher than the previous day. The implied volatity was 34.71, the open interest changed by 96 which increased total open position to 104
On 22 May RBLBANK was trading at 334.35. The strike last trading price was 11, which was 1 higher than the previous day. The implied volatity was 32.23, the open interest changed by 7 which increased total open position to 8
On 21 May RBLBANK was trading at 328.75. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May RBLBANK was trading at 328.50. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May RBLBANK was trading at 323.65. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 37.91, the open interest changed by 0 which decreased total open position to 1
On 18 May RBLBANK was trading at 325.60. The strike last trading price was 10, which was -5 lower than the previous day. The implied volatity was 37.91, the open interest changed by 0 which decreased total open position to 0
On 15 May RBLBANK was trading at 338.10. The strike last trading price was 0, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May RBLBANK was trading at 337.20. The strike last trading price was 0, which was -15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May RBLBANK was trading at 325.75. The strike last trading price was 0, which was -15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May RBLBANK was trading at 325.25. The strike last trading price was 0, which was -15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May RBLBANK was trading at 337.50. The strike last trading price was 0, which was -15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May RBLBANK was trading at 343.45. 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 7 May RBLBANK was trading at 345.75. 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 6 May RBLBANK was trading at 335.85. 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 5 May RBLBANK was trading at 332.95. 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 4 May RBLBANK was trading at 330.20. 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 30 Apr RBLBANK was trading at 336.55. 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 29 Apr RBLBANK was trading at 341.20. 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
| RBLBANK 30-Jun-2026 (20d) 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0
Theta: -0.19
Gamma: 0.01135
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 358.35 | 4.5 | 0.15 (3.45%) | 32.97 | 9 | -2 | 156 |
| 9 Jun | 361.00 | 4.3 | -5.35 (-55.44%) | 31.98 | 345 | 78 | 158 |
| 8 Jun | 344.95 | 10.5 | 3.3 (45.83%) | 31.18 | 115 | -20 | 79 |
| 5 Jun | 351.35 | 7.3 | 0.7 (10.61%) | 29.03 | 198 | -40 | 100 |
| 4 Jun | 353.75 | 6.25 | -3 (-32.43%) | 28.67 | 308 | 55 | 140 |
| 3 Jun | 348.20 | 9.1 | -5.8 (-38.93%) | 29.43 | 131 | 5 | 86 |
| 2 Jun | 344.15 | 14.9 | 1.4 (10.37%) | 26.11 | 14 | -5 | 80 |
| 1 Jun | 338.80 | 13.65 | 2.85 (26.39%) | 28.41 | 106 | 0 | 86 |
| 29 May | 345.00 | 10.4 | 0.65 (6.67%) | 28.24 | 242 | -17 | 87 |
| 27 May | 348.25 | 9.55 | -2.4 (-20.08%) | 27.78 | 243 | 10 | 102 |
| 26 May | 344.25 | 12 | -1.2 (-9.09%) | 29.88 | 138 | 77 | 93 |
| 25 May | 343.35 | 13.35 | -13.6 (-50.46%) | 30.57 | 45 | 9 | 15 |
| 22 May | 334.35 | 26.95 | 26.95 | - | 0 | 0 | 6 |
| 21 May | 328.75 | 26.95 | 26.95 | - | 0 | 0 | 6 |
| 20 May | 328.50 | 26.95 | 26.95 | - | 0 | 0 | 6 |
| 19 May | 323.65 | 26.95 | 26.95 (-22.60%) | 37.54 | 0 | 0 | 6 |
| 18 May | 325.60 | 27.4 | -8 (-22.60%) | 37.54 | 6 | 5 | 5 |
| 15 May | 338.10 | 0 | -35.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 337.20 | 0 | -35.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 325.75 | 0 | -35.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 325.25 | 0 | -35.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 337.50 | 0 | -35.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 343.45 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 345.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 335.85 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 332.95 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 330.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 336.55 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 341.20 | 0 | 0 | - | 0 | 0 | 0 |
For Rbl Bank Limited - strike price 345 expiring on 30JUN2026
Delta for 345 PE is -0.25
Historical price for 345 PE is as follows
On 10 Jun RBLBANK was trading at 358.35. The strike last trading price was 4.5, which was 0.15 higher than the previous day. The implied volatity was 32.97, the open interest changed by -2 which decreased total open position to 156
On 9 Jun RBLBANK was trading at 361.00. The strike last trading price was 4.3, which was -5.35 lower than the previous day. The implied volatity was 31.98, the open interest changed by 78 which increased total open position to 158
On 8 Jun RBLBANK was trading at 344.95. The strike last trading price was 10.5, which was 3.3 higher than the previous day. The implied volatity was 31.18, the open interest changed by -20 which decreased total open position to 79
On 5 Jun RBLBANK was trading at 351.35. The strike last trading price was 7.3, which was 0.7 higher than the previous day. The implied volatity was 29.03, the open interest changed by -40 which decreased total open position to 100
On 4 Jun RBLBANK was trading at 353.75. The strike last trading price was 6.25, which was -3 lower than the previous day. The implied volatity was 28.67, the open interest changed by 55 which increased total open position to 140
On 3 Jun RBLBANK was trading at 348.20. The strike last trading price was 9.1, which was -5.8 lower than the previous day. The implied volatity was 29.43, the open interest changed by 5 which increased total open position to 86
On 2 Jun RBLBANK was trading at 344.15. The strike last trading price was 14.9, which was 1.4 higher than the previous day. The implied volatity was 26.11, the open interest changed by -5 which decreased total open position to 80
On 1 Jun RBLBANK was trading at 338.80. The strike last trading price was 13.65, which was 2.85 higher than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 86
On 29 May RBLBANK was trading at 345.00. The strike last trading price was 10.4, which was 0.65 higher than the previous day. The implied volatity was 28.24, the open interest changed by -17 which decreased total open position to 87
On 27 May RBLBANK was trading at 348.25. The strike last trading price was 9.55, which was -2.4 lower than the previous day. The implied volatity was 27.78, the open interest changed by 10 which increased total open position to 102
On 26 May RBLBANK was trading at 344.25. The strike last trading price was 12, which was -1.2 lower than the previous day. The implied volatity was 29.88, the open interest changed by 77 which increased total open position to 93
On 25 May RBLBANK was trading at 343.35. The strike last trading price was 13.35, which was -13.6 lower than the previous day. The implied volatity was 30.57, the open interest changed by 9 which increased total open position to 15
On 22 May RBLBANK was trading at 334.35. The strike last trading price was 26.95, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 21 May RBLBANK was trading at 328.75. The strike last trading price was 26.95, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 May RBLBANK was trading at 328.50. The strike last trading price was 26.95, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 May RBLBANK was trading at 323.65. The strike last trading price was 26.95, which was 26.95 higher than the previous day. The implied volatity was 37.54, the open interest changed by 0 which decreased total open position to 6
On 18 May RBLBANK was trading at 325.60. The strike last trading price was 27.4, which was -8 lower than the previous day. The implied volatity was 37.54, the open interest changed by 5 which increased total open position to 5
On 15 May RBLBANK was trading at 338.10. The strike last trading price was 0, which was -35.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May RBLBANK was trading at 337.20. The strike last trading price was 0, which was -35.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May RBLBANK was trading at 325.75. The strike last trading price was 0, which was -35.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May RBLBANK was trading at 325.25. The strike last trading price was 0, which was -35.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May RBLBANK was trading at 337.50. The strike last trading price was 0, which was -35.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May RBLBANK was trading at 343.45. 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 7 May RBLBANK was trading at 345.75. 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 6 May RBLBANK was trading at 335.85. 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 5 May RBLBANK was trading at 332.95. 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 4 May RBLBANK was trading at 330.20. 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 30 Apr RBLBANK was trading at 336.55. 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 29 Apr RBLBANK was trading at 341.20. 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
