Historical option data for RECLTD
29 May 2026 04:10 PM IST
| RECLTD 30-Jun-2026 (31d) 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0
Theta: -0.17
Gamma: 0.01567
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 337.65 | 7.95 | -0.7 (-8.09%) | 24.99 | 2,135 | 184 | 1,005 | |||||||||
| 27 May | 339.70 | 8 | -0.3 (-3.61%) | 23.12 | 939 | 186 | 823 | |||||||||
| 26 May | 337.60 | 8.25 | -2.9 (-26.01%) | 25.22 | 931 | 298 | 618 | |||||||||
| 25 May | 342.20 | 11.45 | 1.95 (20.53%) | 26.18 | 716 | 48 | 317 | |||||||||
| 22 May | 336.95 | 9.55 | 0.85 (9.77%) | 27.79 | 413 | -15 | 274 | |||||||||
| 21 May | 333.70 | 8.8 | -0.2 (-2.22%) | 29.2 | 408 | 267 | 288 | |||||||||
| 20 May | 333.00 | 8.95 | -0.85 (-8.67%) | 28.96 | 4 | -1 | 20 | |||||||||
| 19 May | 334.25 | 9.8 | 0.8 (8.89%) | 28.16 | 10 | 6 | 20 | |||||||||
| 18 May | 333.70 | 9 | -36.65 (-80.28%) | 28.13 | 18 | 13 | 13 | |||||||||
| 15 May | 345.85 | 0 | -45.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 348.30 | 0 | -45.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 346.55 | 0 | -45.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 344.35 | 0 | -45.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 351.55 | 0 | -45.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 359.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 359.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 359.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 356.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 353.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 354.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Rec Limited - strike price 345 expiring on 30JUN2026
Delta for 345 CE is 0.44
Historical price for 345 CE is as follows
On 29 May RECLTD was trading at 337.65. The strike last trading price was 7.95, which was -0.7 lower than the previous day. The implied volatity was 24.99, the open interest changed by 184 which increased total open position to 1005
On 27 May RECLTD was trading at 339.70. The strike last trading price was 8, which was -0.3 lower than the previous day. The implied volatity was 23.12, the open interest changed by 186 which increased total open position to 823
On 26 May RECLTD was trading at 337.60. The strike last trading price was 8.25, which was -2.9 lower than the previous day. The implied volatity was 25.22, the open interest changed by 298 which increased total open position to 618
On 25 May RECLTD was trading at 342.20. The strike last trading price was 11.45, which was 1.95 higher than the previous day. The implied volatity was 26.18, the open interest changed by 48 which increased total open position to 317
On 22 May RECLTD was trading at 336.95. The strike last trading price was 9.55, which was 0.85 higher than the previous day. The implied volatity was 27.79, the open interest changed by -15 which decreased total open position to 274
On 21 May RECLTD was trading at 333.70. The strike last trading price was 8.8, which was -0.2 lower than the previous day. The implied volatity was 29.2, the open interest changed by 267 which increased total open position to 288
On 20 May RECLTD was trading at 333.00. The strike last trading price was 8.95, which was -0.85 lower than the previous day. The implied volatity was 28.96, the open interest changed by -1 which decreased total open position to 20
On 19 May RECLTD was trading at 334.25. The strike last trading price was 9.8, which was 0.8 higher than the previous day. The implied volatity was 28.16, the open interest changed by 6 which increased total open position to 20
On 18 May RECLTD was trading at 333.70. The strike last trading price was 9, which was -36.65 lower than the previous day. The implied volatity was 28.13, the open interest changed by 13 which increased total open position to 13
On 15 May RECLTD was trading at 345.85. The strike last trading price was 0, which was -45.65 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 RECLTD was trading at 348.30. The strike last trading price was 0, which was -45.65 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 RECLTD was trading at 346.55. The strike last trading price was 0, which was -45.65 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 RECLTD was trading at 344.35. The strike last trading price was 0, which was -45.65 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 RECLTD was trading at 351.55. The strike last trading price was 0, which was -45.65 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 RECLTD was trading at 359.40. 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 RECLTD was trading at 359.75. 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 RECLTD was trading at 359.10. 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 5 May RECLTD was trading at 356.40. 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 RECLTD was trading at 353.50. 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 RECLTD was trading at 354.30. 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
| RECLTD 30-Jun-2026 (31d) 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0
Theta: -0.11
Gamma: 0.01665
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 337.65 | 12.2 | 1.2 (10.91%) | 23.43 | 342 | 27 | 465 |
| 27 May | 339.70 | 11.1 | -1.65 (-12.94%) | 21.84 | 220 | 58 | 439 |
| 26 May | 337.60 | 12.4 | 1.65 (15.35%) | 22.7 | 348 | 117 | 381 |
| 25 May | 342.20 | 10.65 | -4.35 (-29.00%) | 24.98 | 252 | 72 | 264 |
| 22 May | 336.95 | 14.5 | -2.55 (-14.96%) | 25.58 | 174 | 126 | 193 |
| 21 May | 333.70 | 17.1 | -2.05 (-10.70%) | 26.11 | 69 | 27 | 65 |
| 20 May | 333.00 | 19.15 | 2.15 (12.65%) | 27.83 | 5 | 4 | 38 |
| 19 May | 334.25 | 16.75 | 4.75 (39.58%) | 27.2 | 30 | 28 | 34 |
| 18 May | 333.70 | 11.5 | 0 (0.00%) | - | 0 | 0 | 6 |
| 15 May | 345.85 | 11.5 | 0 (0.00%) | 27.94 | 0 | 0 | 6 |
| 14 May | 348.30 | 11.5 | 3.5 (43.75%) | 27.94 | 8 | 5 | 6 |
| 13 May | 346.55 | 8 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 344.35 | 8 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 351.55 | 8 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 359.40 | 8 | 0 (0.00%) | 30.06 | 0 | 0 | 1 |
| 7 May | 359.75 | 8 | -2 (-20.00%) | 30.06 | 1 | 0 | 2 |
| 6 May | 359.10 | 10 | 0 (0.00%) | - | 0 | 0 | 2 |
| 5 May | 356.40 | 10 | 0 (0.00%) | 28.51 | 0 | 0 | 2 |
| 4 May | 353.50 | 10 | 0 (0.00%) | 28.51 | 1 | 0 | 1 |
| 30 Apr | 354.30 | 10 | -1.45 (-12.66%) | 27.73 | 1 | 0 | 0 |
For Rec Limited - strike price 345 expiring on 30JUN2026
Delta for 345 PE is -0.57
Historical price for 345 PE is as follows
On 29 May RECLTD was trading at 337.65. The strike last trading price was 12.2, which was 1.2 higher than the previous day. The implied volatity was 23.43, the open interest changed by 27 which increased total open position to 465
On 27 May RECLTD was trading at 339.70. The strike last trading price was 11.1, which was -1.65 lower than the previous day. The implied volatity was 21.84, the open interest changed by 58 which increased total open position to 439
On 26 May RECLTD was trading at 337.60. The strike last trading price was 12.4, which was 1.65 higher than the previous day. The implied volatity was 22.7, the open interest changed by 117 which increased total open position to 381
On 25 May RECLTD was trading at 342.20. The strike last trading price was 10.65, which was -4.35 lower than the previous day. The implied volatity was 24.98, the open interest changed by 72 which increased total open position to 264
On 22 May RECLTD was trading at 336.95. The strike last trading price was 14.5, which was -2.55 lower than the previous day. The implied volatity was 25.58, the open interest changed by 126 which increased total open position to 193
On 21 May RECLTD was trading at 333.70. The strike last trading price was 17.1, which was -2.05 lower than the previous day. The implied volatity was 26.11, the open interest changed by 27 which increased total open position to 65
On 20 May RECLTD was trading at 333.00. The strike last trading price was 19.15, which was 2.15 higher than the previous day. The implied volatity was 27.83, the open interest changed by 4 which increased total open position to 38
On 19 May RECLTD was trading at 334.25. The strike last trading price was 16.75, which was 4.75 higher than the previous day. The implied volatity was 27.2, the open interest changed by 28 which increased total open position to 34
On 18 May RECLTD was trading at 333.70. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 15 May RECLTD was trading at 345.85. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 6
On 14 May RECLTD was trading at 348.30. The strike last trading price was 11.5, which was 3.5 higher than the previous day. The implied volatity was 27.94, the open interest changed by 5 which increased total open position to 6
On 13 May RECLTD was trading at 346.55. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May RECLTD was trading at 344.35. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May RECLTD was trading at 351.55. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May RECLTD was trading at 359.40. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 1
On 7 May RECLTD was trading at 359.75. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 2
On 6 May RECLTD was trading at 359.10. 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 2
On 5 May RECLTD was trading at 356.40. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 2
On 4 May RECLTD was trading at 353.50. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 1
On 30 Apr RECLTD was trading at 354.30. The strike last trading price was 10, which was -1.45 lower than the previous day. The implied volatity was 27.73, the open interest changed by 0 which decreased total open position to 0
