RECLTD
Rec Limited
Historical option data for RECLTD
13 Mar 2025 04:12 PM IST
| RECLTD 27MAR2025 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.24
Theta: -0.36
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 406.65 | 21 | 0.7 | 32.03 | 591 | -119 | 780 | |||
| 12 Mar | 402.20 | 20.3 | -2.4 | 38.81 | 1,276 | -17 | 901 | |||
| 11 Mar | 402.60 | 23.8 | 6.9 | 44.00 | 3,634 | -65 | 919 | |||
| 10 Mar | 394.20 | 16.35 | -9.45 | 39.78 | 1,464 | 83 | 985 | |||
| 7 Mar | 406.20 | 25.5 | -5.15 | 40.39 | 559 | 3 | 902 | |||
| 6 Mar | 413.15 | 29.75 | 6.25 | 39.09 | 1,857 | -493 | 899 | |||
| 5 Mar | 402.20 | 23.55 | 8.95 | 39.09 | 5,583 | -116 | 1,401 | |||
| 4 Mar | 386.90 | 14.45 | 2.75 | 38.44 | 6,794 | -39 | 1,541 | |||
| 3 Mar | 377.80 | 11.7 | 5.7 | 40.50 | 4,618 | -10 | 1,599 | |||
| 28 Feb | 360.30 | 6 | -6.25 | 37.96 | 4,127 | 628 | 1,613 | |||
| 27 Feb | 378.50 | 12.1 | -3.25 | 38.01 | 2,061 | 366 | 985 | |||
| 26 Feb | 383.10 | 15.05 | -5.3 | 38.27 | 1,503 | 244 | 618 | |||
|
|
||||||||||
| 25 Feb | 383.60 | 15.05 | -5.3 | 38.27 | 1,503 | 243 | 618 | |||
| 24 Feb | 391.70 | 20.35 | -7.95 | 38.84 | 647 | 43 | 378 | |||
| 21 Feb | 403.55 | 27.35 | -3.85 | 38.36 | 341 | 11 | 336 | |||
| 20 Feb | 409.45 | 31.6 | 7.95 | 35.85 | 519 | -18 | 323 | |||
| 19 Feb | 395.65 | 23.4 | 4.6 | 37.20 | 786 | 158 | 343 | |||
| 18 Feb | 385.30 | 18.4 | -4.55 | 39.73 | 263 | 75 | 184 | |||
| 17 Feb | 389.10 | 23.45 | -1.05 | 42.82 | 252 | 79 | 109 | |||
| 14 Feb | 391.65 | 24 | -11.6 | 41.49 | 44 | 25 | 29 | |||
| 13 Feb | 409.65 | 35.6 | 4.8 | 39.78 | 3 | 0 | 3 | |||
| 12 Feb | 408.05 | 30.8 | -38.65 | 28.52 | 3 | 2 | 2 | |||
| 11 Feb | 409.95 | 69.45 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 423.45 | 69.45 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 441.20 | 69.45 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 434.15 | 69.45 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 440.25 | 69.45 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 427.35 | 69.45 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 405.50 | 69.45 | 0 | - | 0 | 0 | 0 | |||
For Rec Limited - strike price 390 expiring on 27MAR2025
Delta for 390 CE is 0.77
Historical price for 390 CE is as follows
On 13 Mar RECLTD was trading at 406.65. The strike last trading price was 21, which was 0.7 higher than the previous day. The implied volatity was 32.03, the open interest changed by -119 which decreased total open position to 780
On 12 Mar RECLTD was trading at 402.20. The strike last trading price was 20.3, which was -2.4 lower than the previous day. The implied volatity was 38.81, the open interest changed by -17 which decreased total open position to 901
On 11 Mar RECLTD was trading at 402.60. The strike last trading price was 23.8, which was 6.9 higher than the previous day. The implied volatity was 44.00, the open interest changed by -65 which decreased total open position to 919
On 10 Mar RECLTD was trading at 394.20. The strike last trading price was 16.35, which was -9.45 lower than the previous day. The implied volatity was 39.78, the open interest changed by 83 which increased total open position to 985
On 7 Mar RECLTD was trading at 406.20. The strike last trading price was 25.5, which was -5.15 lower than the previous day. The implied volatity was 40.39, the open interest changed by 3 which increased total open position to 902
On 6 Mar RECLTD was trading at 413.15. The strike last trading price was 29.75, which was 6.25 higher than the previous day. The implied volatity was 39.09, the open interest changed by -493 which decreased total open position to 899
On 5 Mar RECLTD was trading at 402.20. The strike last trading price was 23.55, which was 8.95 higher than the previous day. The implied volatity was 39.09, the open interest changed by -116 which decreased total open position to 1401
On 4 Mar RECLTD was trading at 386.90. The strike last trading price was 14.45, which was 2.75 higher than the previous day. The implied volatity was 38.44, the open interest changed by -39 which decreased total open position to 1541
On 3 Mar RECLTD was trading at 377.80. The strike last trading price was 11.7, which was 5.7 higher than the previous day. The implied volatity was 40.50, the open interest changed by -10 which decreased total open position to 1599
On 28 Feb RECLTD was trading at 360.30. The strike last trading price was 6, which was -6.25 lower than the previous day. The implied volatity was 37.96, the open interest changed by 628 which increased total open position to 1613
On 27 Feb RECLTD was trading at 378.50. The strike last trading price was 12.1, which was -3.25 lower than the previous day. The implied volatity was 38.01, the open interest changed by 366 which increased total open position to 985
On 26 Feb RECLTD was trading at 383.10. The strike last trading price was 15.05, which was -5.3 lower than the previous day. The implied volatity was 38.27, the open interest changed by 244 which increased total open position to 618
On 25 Feb RECLTD was trading at 383.60. The strike last trading price was 15.05, which was -5.3 lower than the previous day. The implied volatity was 38.27, the open interest changed by 243 which increased total open position to 618
On 24 Feb RECLTD was trading at 391.70. The strike last trading price was 20.35, which was -7.95 lower than the previous day. The implied volatity was 38.84, the open interest changed by 43 which increased total open position to 378
On 21 Feb RECLTD was trading at 403.55. The strike last trading price was 27.35, which was -3.85 lower than the previous day. The implied volatity was 38.36, the open interest changed by 11 which increased total open position to 336
On 20 Feb RECLTD was trading at 409.45. The strike last trading price was 31.6, which was 7.95 higher than the previous day. The implied volatity was 35.85, the open interest changed by -18 which decreased total open position to 323
On 19 Feb RECLTD was trading at 395.65. The strike last trading price was 23.4, which was 4.6 higher than the previous day. The implied volatity was 37.20, the open interest changed by 158 which increased total open position to 343
On 18 Feb RECLTD was trading at 385.30. The strike last trading price was 18.4, which was -4.55 lower than the previous day. The implied volatity was 39.73, the open interest changed by 75 which increased total open position to 184
On 17 Feb RECLTD was trading at 389.10. The strike last trading price was 23.45, which was -1.05 lower than the previous day. The implied volatity was 42.82, the open interest changed by 79 which increased total open position to 109
On 14 Feb RECLTD was trading at 391.65. The strike last trading price was 24, which was -11.6 lower than the previous day. The implied volatity was 41.49, the open interest changed by 25 which increased total open position to 29
On 13 Feb RECLTD was trading at 409.65. The strike last trading price was 35.6, which was 4.8 higher than the previous day. The implied volatity was 39.78, the open interest changed by 0 which decreased total open position to 3
On 12 Feb RECLTD was trading at 408.05. The strike last trading price was 30.8, which was -38.65 lower than the previous day. The implied volatity was 28.52, the open interest changed by 2 which increased total open position to 2
On 11 Feb RECLTD was trading at 409.95. The strike last trading price was 69.45, 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 Feb RECLTD was trading at 423.45. The strike last trading price was 69.45, 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 Feb RECLTD was trading at 441.20. The strike last trading price was 69.45, 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 Feb RECLTD was trading at 434.15. The strike last trading price was 69.45, 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 Feb RECLTD was trading at 440.25. The strike last trading price was 69.45, 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 Feb RECLTD was trading at 427.35. The strike last trading price was 69.45, 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 3 Feb RECLTD was trading at 405.50. The strike last trading price was 69.45, 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 27MAR2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.27
Theta: -0.40
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 406.65 | 6.75 | -1.35 | 44.31 | 2,669 | -112 | 1,243 |
| 12 Mar | 402.20 | 8.2 | -0.3 | 43.58 | 3,984 | -166 | 1,354 |
| 11 Mar | 402.60 | 8.2 | -3.9 | 44.68 | 4,551 | 21 | 1,534 |
| 10 Mar | 394.20 | 12.4 | 4.25 | 44.63 | 4,143 | 199 | 1,513 |
| 7 Mar | 406.20 | 8.2 | 1.3 | 41.84 | 2,516 | -36 | 1,314 |
| 6 Mar | 413.15 | 7.2 | -2.8 | 42.98 | 4,131 | 318 | 1,348 |
| 5 Mar | 402.20 | 9.75 | -6.95 | 41.43 | 4,286 | 243 | 1,042 |
| 4 Mar | 386.90 | 16.65 | -4.5 | 41.80 | 1,625 | -56 | 790 |
| 3 Mar | 377.80 | 21.15 | -11.9 | 41.30 | 960 | -303 | 851 |
| 28 Feb | 360.30 | 32.8 | 11.35 | 42.93 | 679 | -52 | 1,156 |
| 27 Feb | 378.50 | 21.8 | 2.4 | 40.50 | 1,202 | 272 | 1,208 |
| 26 Feb | 383.10 | 19.65 | 3.35 | 40.30 | 1,790 | 632 | 939 |
| 25 Feb | 383.60 | 19.65 | 3.35 | 40.30 | 1,790 | 635 | 939 |
| 24 Feb | 391.70 | 16.2 | 3.95 | 41.40 | 816 | 44 | 299 |
| 21 Feb | 403.55 | 12.95 | 2.65 | 41.37 | 341 | 41 | 256 |
| 20 Feb | 409.45 | 10.2 | -5.55 | 40.05 | 305 | 5 | 215 |
| 19 Feb | 395.65 | 16.1 | -4.2 | 41.95 | 266 | 29 | 207 |
| 18 Feb | 385.30 | 20.1 | -0.05 | 38.98 | 142 | 15 | 178 |
| 17 Feb | 389.10 | 19.55 | -0.65 | 43.10 | 99 | 39 | 164 |
| 14 Feb | 391.65 | 20.2 | 6.3 | 43.45 | 248 | 92 | 125 |
| 13 Feb | 409.65 | 13.9 | -4.15 | 44.80 | 40 | 5 | 35 |
| 12 Feb | 408.05 | 18.05 | 3.05 | 52.35 | 16 | 4 | 31 |
| 11 Feb | 409.95 | 15 | 4.1 | 45.65 | 26 | 5 | 19 |
| 10 Feb | 423.45 | 10.9 | 0.5 | 44.67 | 16 | 9 | 13 |
| 7 Feb | 441.20 | 10.4 | 0.4 | 51.53 | 2 | 1 | 3 |
| 6 Feb | 434.15 | 10 | 0.3 | 42.63 | 1 | 0 | 1 |
| 5 Feb | 440.25 | 9.7 | -5.05 | 48.74 | 1 | 0 | 0 |
| 4 Feb | 427.35 | 14.75 | 0 | 7.93 | 0 | 0 | 0 |
| 3 Feb | 405.50 | 14.75 | 0 | 4.24 | 0 | 0 | 0 |
For Rec Limited - strike price 390 expiring on 27MAR2025
Delta for 390 PE is -0.29
Historical price for 390 PE is as follows
On 13 Mar RECLTD was trading at 406.65. The strike last trading price was 6.75, which was -1.35 lower than the previous day. The implied volatity was 44.31, the open interest changed by -112 which decreased total open position to 1243
On 12 Mar RECLTD was trading at 402.20. The strike last trading price was 8.2, which was -0.3 lower than the previous day. The implied volatity was 43.58, the open interest changed by -166 which decreased total open position to 1354
On 11 Mar RECLTD was trading at 402.60. The strike last trading price was 8.2, which was -3.9 lower than the previous day. The implied volatity was 44.68, the open interest changed by 21 which increased total open position to 1534
On 10 Mar RECLTD was trading at 394.20. The strike last trading price was 12.4, which was 4.25 higher than the previous day. The implied volatity was 44.63, the open interest changed by 199 which increased total open position to 1513
On 7 Mar RECLTD was trading at 406.20. The strike last trading price was 8.2, which was 1.3 higher than the previous day. The implied volatity was 41.84, the open interest changed by -36 which decreased total open position to 1314
On 6 Mar RECLTD was trading at 413.15. The strike last trading price was 7.2, which was -2.8 lower than the previous day. The implied volatity was 42.98, the open interest changed by 318 which increased total open position to 1348
On 5 Mar RECLTD was trading at 402.20. The strike last trading price was 9.75, which was -6.95 lower than the previous day. The implied volatity was 41.43, the open interest changed by 243 which increased total open position to 1042
On 4 Mar RECLTD was trading at 386.90. The strike last trading price was 16.65, which was -4.5 lower than the previous day. The implied volatity was 41.80, the open interest changed by -56 which decreased total open position to 790
On 3 Mar RECLTD was trading at 377.80. The strike last trading price was 21.15, which was -11.9 lower than the previous day. The implied volatity was 41.30, the open interest changed by -303 which decreased total open position to 851
On 28 Feb RECLTD was trading at 360.30. The strike last trading price was 32.8, which was 11.35 higher than the previous day. The implied volatity was 42.93, the open interest changed by -52 which decreased total open position to 1156
On 27 Feb RECLTD was trading at 378.50. The strike last trading price was 21.8, which was 2.4 higher than the previous day. The implied volatity was 40.50, the open interest changed by 272 which increased total open position to 1208
On 26 Feb RECLTD was trading at 383.10. The strike last trading price was 19.65, which was 3.35 higher than the previous day. The implied volatity was 40.30, the open interest changed by 632 which increased total open position to 939
On 25 Feb RECLTD was trading at 383.60. The strike last trading price was 19.65, which was 3.35 higher than the previous day. The implied volatity was 40.30, the open interest changed by 635 which increased total open position to 939
On 24 Feb RECLTD was trading at 391.70. The strike last trading price was 16.2, which was 3.95 higher than the previous day. The implied volatity was 41.40, the open interest changed by 44 which increased total open position to 299
On 21 Feb RECLTD was trading at 403.55. The strike last trading price was 12.95, which was 2.65 higher than the previous day. The implied volatity was 41.37, the open interest changed by 41 which increased total open position to 256
On 20 Feb RECLTD was trading at 409.45. The strike last trading price was 10.2, which was -5.55 lower than the previous day. The implied volatity was 40.05, the open interest changed by 5 which increased total open position to 215
On 19 Feb RECLTD was trading at 395.65. The strike last trading price was 16.1, which was -4.2 lower than the previous day. The implied volatity was 41.95, the open interest changed by 29 which increased total open position to 207
On 18 Feb RECLTD was trading at 385.30. The strike last trading price was 20.1, which was -0.05 lower than the previous day. The implied volatity was 38.98, the open interest changed by 15 which increased total open position to 178
On 17 Feb RECLTD was trading at 389.10. The strike last trading price was 19.55, which was -0.65 lower than the previous day. The implied volatity was 43.10, the open interest changed by 39 which increased total open position to 164
On 14 Feb RECLTD was trading at 391.65. The strike last trading price was 20.2, which was 6.3 higher than the previous day. The implied volatity was 43.45, the open interest changed by 92 which increased total open position to 125
On 13 Feb RECLTD was trading at 409.65. The strike last trading price was 13.9, which was -4.15 lower than the previous day. The implied volatity was 44.80, the open interest changed by 5 which increased total open position to 35
On 12 Feb RECLTD was trading at 408.05. The strike last trading price was 18.05, which was 3.05 higher than the previous day. The implied volatity was 52.35, the open interest changed by 4 which increased total open position to 31
On 11 Feb RECLTD was trading at 409.95. The strike last trading price was 15, which was 4.1 higher than the previous day. The implied volatity was 45.65, the open interest changed by 5 which increased total open position to 19
On 10 Feb RECLTD was trading at 423.45. The strike last trading price was 10.9, which was 0.5 higher than the previous day. The implied volatity was 44.67, the open interest changed by 9 which increased total open position to 13
On 7 Feb RECLTD was trading at 441.20. The strike last trading price was 10.4, which was 0.4 higher than the previous day. The implied volatity was 51.53, the open interest changed by 1 which increased total open position to 3
On 6 Feb RECLTD was trading at 434.15. The strike last trading price was 10, which was 0.3 higher than the previous day. The implied volatity was 42.63, the open interest changed by 0 which decreased total open position to 1
On 5 Feb RECLTD was trading at 440.25. The strike last trading price was 9.7, which was -5.05 lower than the previous day. The implied volatity was 48.74, the open interest changed by 0 which decreased total open position to 0
On 4 Feb RECLTD was trading at 427.35. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 7.93, the open interest changed by 0 which decreased total open position to 0
On 3 Feb RECLTD was trading at 405.50. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
