Historical option data for RBLBANK
29 Jun 2026 10:50 AM IST
| RBLBANK 28-Jul-2026 (27d) 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0
Theta: -0.27
Gamma: 0.01086
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 364.75 | 15.6 | -4.4 (-22.00%) | 35.11 | 9 | 3 | 11 | |||||||||
| 25 Jun | 371.05 | 20 | 3 (17.65%) | 34.23 | 7 | 5 | 8 | |||||||||
| 24 Jun | 377.05 | 17.1 | 0.1 (0.59%) | - | 2 | 0 | 3 | |||||||||
| 23 Jun | 371.25 | 17.1 | 0.1 (0.59%) | - | 2 | 0 | 3 | |||||||||
| 22 Jun | 378.50 | 17.1 | 0.1 (0.59%) | - | 2 | 0 | 3 | |||||||||
| 19 Jun | 378.85 | 17.1 | 0.1 (0.59%) | - | 2 | 0 | 3 | |||||||||
| 18 Jun | 369.25 | 17.1 | 0.1 (0.59%) | - | 2 | 0 | 3 | |||||||||
| 17 Jun | 369.20 | 19.5 | -0.5 (-2.50%) | 30.15 | 6 | -1 | 3 | |||||||||
| 16 Jun | 369.70 | 19.5 | -0.5 (-2.50%) | - | 6 | 0 | 4 | |||||||||
| 15 Jun | 372.65 | 19.5 | -0.5 (-2.50%) | 34.64 | 6 | 0 | 4 | |||||||||
| 12 Jun | 365.85 | 19.5 | 2.5 (14.71%) | 34.64 | 6 | 3 | 5 | |||||||||
| 11 Jun | 359.10 | 17.45 | 3.45 (24.64%) | 32.92 | 7 | 2 | 3 | |||||||||
| 10 Jun | 356.95 | 13.6 | 0 (0.00%) | 26.38 | 1 | 0 | 1 | |||||||||
| 9 Jun | 361.00 | 13.6 | -4.05 (-22.95%) | 26.38 | 1 | 1 | 1 | |||||||||
| 5 Jun | 351.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Rbl Bank Limited - strike price 365 expiring on 28JUL2026
Delta for 365 CE is 0.54
Historical price for 365 CE is as follows
On 29 Jun RBLBANK was trading at 364.75. The strike last trading price was 15.6, which was -4.4 lower than the previous day. The implied volatity was 35.11, the open interest changed by 3 which increased total open position to 11
On 25 Jun RBLBANK was trading at 371.05. The strike last trading price was 20, which was 3 higher than the previous day. The implied volatity was 34.23, the open interest changed by 5 which increased total open position to 8
On 24 Jun RBLBANK was trading at 377.05. The strike last trading price was 17.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Jun RBLBANK was trading at 371.25. The strike last trading price was 17.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Jun RBLBANK was trading at 378.50. The strike last trading price was 17.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jun RBLBANK was trading at 378.85. The strike last trading price was 17.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Jun RBLBANK was trading at 369.25. The strike last trading price was 17.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Jun RBLBANK was trading at 369.20. The strike last trading price was 19.5, which was -0.5 lower than the previous day. The implied volatity was 30.15, the open interest changed by -1 which decreased total open position to 3
On 16 Jun RBLBANK was trading at 369.70. The strike last trading price was 19.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Jun RBLBANK was trading at 372.65. The strike last trading price was 19.5, which was -0.5 lower than the previous day. The implied volatity was 34.64, the open interest changed by 0 which decreased total open position to 4
On 12 Jun RBLBANK was trading at 365.85. The strike last trading price was 19.5, which was 2.5 higher than the previous day. The implied volatity was 34.64, the open interest changed by 3 which increased total open position to 5
On 11 Jun RBLBANK was trading at 359.10. The strike last trading price was 17.45, which was 3.45 higher than the previous day. The implied volatity was 32.92, the open interest changed by 2 which increased total open position to 3
On 10 Jun RBLBANK was trading at 356.95. The strike last trading price was 13.6, which was 0 lower than the previous day. The implied volatity was 26.38, the open interest changed by 0 which decreased total open position to 1
On 9 Jun RBLBANK was trading at 361.00. The strike last trading price was 13.6, which was -4.05 lower than the previous day. The implied volatity was 26.38, the open interest changed by 1 which increased total open position to 1
On 5 Jun RBLBANK was trading at 351.35. 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 28-Jul-2026 (27d) 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0
Theta: -0.21
Gamma: 0.01083
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 364.75 | 13.5 | 3.15 (30.43%) | 35.22 | 20 | 13 | 17 |
| 25 Jun | 371.05 | 10.35 | 0.35 (3.50%) | 36.38 | 1 | 1 | 4 |
| 24 Jun | 377.05 | 10 | 10 | - | 2 | 0 | 3 |
| 23 Jun | 371.25 | 10 | 10 | - | 2 | 0 | 3 |
| 22 Jun | 378.50 | 10 | 10 (-56.14%) | 31.43 | 2 | 0 | 3 |
| 19 Jun | 378.85 | 10 | -12.8 (-56.14%) | 31.43 | 2 | 2 | 3 |
| 18 Jun | 369.25 | 22.8 | 22.8 | - | 1 | 0 | 1 |
| 17 Jun | 369.20 | 22.8 | 22.8 | - | 1 | 0 | 1 |
| 16 Jun | 369.70 | 22.8 | 22.8 | - | 1 | 0 | 1 |
| 15 Jun | 372.65 | 22.8 | 22.8 | - | 1 | 0 | 1 |
| 12 Jun | 365.85 | 22.8 | 22.8 | - | 1 | 0 | 1 |
| 11 Jun | 359.10 | 22.8 | 22.8 | - | 1 | 0 | 1 |
| 10 Jun | 356.95 | 22.8 | 22.8 (0.00%) | 41.79 | 1 | 0 | 1 |
| 9 Jun | 361.00 | 23 | 0 (0.00%) | 41.79 | 1 | 0 | 0 |
| 5 Jun | 351.35 | 23 | -12 (-34.29%) | 30.87 | 2 | 1 | 1 |
For Rbl Bank Limited - strike price 365 expiring on 28JUL2026
Delta for 365 PE is -0.46
Historical price for 365 PE is as follows
On 29 Jun RBLBANK was trading at 364.75. The strike last trading price was 13.5, which was 3.15 higher than the previous day. The implied volatity was 35.22, the open interest changed by 13 which increased total open position to 17
On 25 Jun RBLBANK was trading at 371.05. The strike last trading price was 10.35, which was 0.35 higher than the previous day. The implied volatity was 36.38, the open interest changed by 1 which increased total open position to 4
On 24 Jun RBLBANK was trading at 377.05. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Jun RBLBANK was trading at 371.25. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Jun RBLBANK was trading at 378.50. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was 31.43, the open interest changed by 0 which decreased total open position to 3
On 19 Jun RBLBANK was trading at 378.85. The strike last trading price was 10, which was -12.8 lower than the previous day. The implied volatity was 31.43, the open interest changed by 2 which increased total open position to 3
On 18 Jun RBLBANK was trading at 369.25. The strike last trading price was 22.8, which was 22.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun RBLBANK was trading at 369.20. The strike last trading price was 22.8, which was 22.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun RBLBANK was trading at 369.70. The strike last trading price was 22.8, which was 22.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun RBLBANK was trading at 372.65. The strike last trading price was 22.8, which was 22.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun RBLBANK was trading at 365.85. The strike last trading price was 22.8, which was 22.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun RBLBANK was trading at 359.10. The strike last trading price was 22.8, which was 22.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun RBLBANK was trading at 356.95. The strike last trading price was 22.8, which was 22.8 higher than the previous day. The implied volatity was 41.79, the open interest changed by 0 which decreased total open position to 1
On 9 Jun RBLBANK was trading at 361.00. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 41.79, the open interest changed by 0 which decreased total open position to 0
On 5 Jun RBLBANK was trading at 351.35. The strike last trading price was 23, which was -12 lower than the previous day. The implied volatity was 30.87, the open interest changed by 1 which increased total open position to 1
