RECLTD
Rec Limited
Historical option data for RECLTD
13 Mar 2025 04:12 PM IST
RECLTD 27MAR2025 410 CE | ||||||||||
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Delta: 0.48
Vega: 0.32
Theta: -0.43
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Mar | 406.65 | 9.5 | -0.05 | 33.62 | 6,301 | 193 | 2,327 | |||
12 Mar | 402.20 | 9.25 | -2 | 37.22 | 4,789 | -193 | 2,141 | |||
11 Mar | 402.60 | 12.05 | 4.25 | 41.30 | 5,755 | 232 | 2,327 | |||
10 Mar | 394.20 | 7.5 | -6.35 | 39.05 | 4,588 | 375 | 2,100 | |||
7 Mar | 406.20 | 13.45 | -4.1 | 37.95 | 4,121 | 349 | 1,725 | |||
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6 Mar | 413.15 | 16.8 | 4.4 | 37.69 | 6,207 | 117 | 1,375 | |||
5 Mar | 402.20 | 12.45 | 5.4 | 37.64 | 5,192 | -24 | 1,261 | |||
4 Mar | 386.90 | 7 | 1.55 | 38.20 | 2,958 | -50 | 1,284 | |||
3 Mar | 377.80 | 5.45 | 2.6 | 39.67 | 3,539 | -162 | 1,333 | |||
28 Feb | 360.30 | 2.9 | -3 | 39.58 | 3,325 | 419 | 1,493 | |||
27 Feb | 378.50 | 5.9 | -1.85 | 37.73 | 1,157 | 176 | 1,074 | |||
26 Feb | 383.10 | 7.5 | -3.75 | 37.00 | 1,539 | 245 | 894 | |||
25 Feb | 383.60 | 7.5 | -3.75 | 37.00 | 1,539 | 241 | 894 | |||
24 Feb | 391.70 | 11.2 | -6 | 37.76 | 985 | 250 | 651 | |||
21 Feb | 403.55 | 16.6 | -3 | 37.72 | 763 | 183 | 399 | |||
20 Feb | 409.45 | 19.7 | 5.35 | 35.63 | 590 | 46 | 218 | |||
19 Feb | 395.65 | 14.15 | 3.15 | 37.50 | 318 | 11 | 172 | |||
18 Feb | 385.30 | 10.6 | -3.75 | 39.16 | 235 | 53 | 161 | |||
17 Feb | 389.10 | 14.5 | -1.15 | 41.95 | 90 | 3 | 110 | |||
14 Feb | 391.65 | 15.65 | -6.5 | 42.32 | 66 | 26 | 107 | |||
13 Feb | 409.65 | 22.55 | -0.1 | 36.80 | 35 | 3 | 80 | |||
12 Feb | 408.05 | 22.4 | -1.9 | 36.30 | 88 | 22 | 79 | |||
11 Feb | 409.95 | 24.1 | -5.9 | 39.21 | 76 | 48 | 57 | |||
10 Feb | 423.45 | 30 | -15 | 34.83 | 4 | 1 | 8 | |||
7 Feb | 441.20 | 45 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 434.15 | 45 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 440.25 | 45 | 8.8 | 36.80 | 2 | 0 | 7 | |||
4 Feb | 427.35 | 36.2 | 9.35 | 37.73 | 3 | -1 | 8 | |||
3 Feb | 405.50 | 26 | -30.55 | 41.62 | 13 | 8 | 8 | |||
1 Feb | 427.85 | 56.55 | 0 | - | 0 | 0 | 0 |
For Rec Limited - strike price 410 expiring on 27MAR2025
Delta for 410 CE is 0.48
Historical price for 410 CE is as follows
On 13 Mar RECLTD was trading at 406.65. The strike last trading price was 9.5, which was -0.05 lower than the previous day. The implied volatity was 33.62, the open interest changed by 193 which increased total open position to 2327
On 12 Mar RECLTD was trading at 402.20. The strike last trading price was 9.25, which was -2 lower than the previous day. The implied volatity was 37.22, the open interest changed by -193 which decreased total open position to 2141
On 11 Mar RECLTD was trading at 402.60. The strike last trading price was 12.05, which was 4.25 higher than the previous day. The implied volatity was 41.30, the open interest changed by 232 which increased total open position to 2327
On 10 Mar RECLTD was trading at 394.20. The strike last trading price was 7.5, which was -6.35 lower than the previous day. The implied volatity was 39.05, the open interest changed by 375 which increased total open position to 2100
On 7 Mar RECLTD was trading at 406.20. The strike last trading price was 13.45, which was -4.1 lower than the previous day. The implied volatity was 37.95, the open interest changed by 349 which increased total open position to 1725
On 6 Mar RECLTD was trading at 413.15. The strike last trading price was 16.8, which was 4.4 higher than the previous day. The implied volatity was 37.69, the open interest changed by 117 which increased total open position to 1375
On 5 Mar RECLTD was trading at 402.20. The strike last trading price was 12.45, which was 5.4 higher than the previous day. The implied volatity was 37.64, the open interest changed by -24 which decreased total open position to 1261
On 4 Mar RECLTD was trading at 386.90. The strike last trading price was 7, which was 1.55 higher than the previous day. The implied volatity was 38.20, the open interest changed by -50 which decreased total open position to 1284
On 3 Mar RECLTD was trading at 377.80. The strike last trading price was 5.45, which was 2.6 higher than the previous day. The implied volatity was 39.67, the open interest changed by -162 which decreased total open position to 1333
On 28 Feb RECLTD was trading at 360.30. The strike last trading price was 2.9, which was -3 lower than the previous day. The implied volatity was 39.58, the open interest changed by 419 which increased total open position to 1493
On 27 Feb RECLTD was trading at 378.50. The strike last trading price was 5.9, which was -1.85 lower than the previous day. The implied volatity was 37.73, the open interest changed by 176 which increased total open position to 1074
On 26 Feb RECLTD was trading at 383.10. The strike last trading price was 7.5, which was -3.75 lower than the previous day. The implied volatity was 37.00, the open interest changed by 245 which increased total open position to 894
On 25 Feb RECLTD was trading at 383.60. The strike last trading price was 7.5, which was -3.75 lower than the previous day. The implied volatity was 37.00, the open interest changed by 241 which increased total open position to 894
On 24 Feb RECLTD was trading at 391.70. The strike last trading price was 11.2, which was -6 lower than the previous day. The implied volatity was 37.76, the open interest changed by 250 which increased total open position to 651
On 21 Feb RECLTD was trading at 403.55. The strike last trading price was 16.6, which was -3 lower than the previous day. The implied volatity was 37.72, the open interest changed by 183 which increased total open position to 399
On 20 Feb RECLTD was trading at 409.45. The strike last trading price was 19.7, which was 5.35 higher than the previous day. The implied volatity was 35.63, the open interest changed by 46 which increased total open position to 218
On 19 Feb RECLTD was trading at 395.65. The strike last trading price was 14.15, which was 3.15 higher than the previous day. The implied volatity was 37.50, the open interest changed by 11 which increased total open position to 172
On 18 Feb RECLTD was trading at 385.30. The strike last trading price was 10.6, which was -3.75 lower than the previous day. The implied volatity was 39.16, the open interest changed by 53 which increased total open position to 161
On 17 Feb RECLTD was trading at 389.10. The strike last trading price was 14.5, which was -1.15 lower than the previous day. The implied volatity was 41.95, the open interest changed by 3 which increased total open position to 110
On 14 Feb RECLTD was trading at 391.65. The strike last trading price was 15.65, which was -6.5 lower than the previous day. The implied volatity was 42.32, the open interest changed by 26 which increased total open position to 107
On 13 Feb RECLTD was trading at 409.65. The strike last trading price was 22.55, which was -0.1 lower than the previous day. The implied volatity was 36.80, the open interest changed by 3 which increased total open position to 80
On 12 Feb RECLTD was trading at 408.05. The strike last trading price was 22.4, which was -1.9 lower than the previous day. The implied volatity was 36.30, the open interest changed by 22 which increased total open position to 79
On 11 Feb RECLTD was trading at 409.95. The strike last trading price was 24.1, which was -5.9 lower than the previous day. The implied volatity was 39.21, the open interest changed by 48 which increased total open position to 57
On 10 Feb RECLTD was trading at 423.45. The strike last trading price was 30, which was -15 lower than the previous day. The implied volatity was 34.83, the open interest changed by 1 which increased total open position to 8
On 7 Feb RECLTD was trading at 441.20. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was 0.00, 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 45, which was 0 lower than the previous day. The implied volatity was 0.00, 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 45, which was 8.8 higher than the previous day. The implied volatity was 36.80, the open interest changed by 0 which decreased total open position to 7
On 4 Feb RECLTD was trading at 427.35. The strike last trading price was 36.2, which was 9.35 higher than the previous day. The implied volatity was 37.73, the open interest changed by -1 which decreased total open position to 8
On 3 Feb RECLTD was trading at 405.50. The strike last trading price was 26, which was -30.55 lower than the previous day. The implied volatity was 41.62, the open interest changed by 8 which increased total open position to 8
On 1 Feb RECLTD was trading at 427.85. The strike last trading price was 56.55, 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 410 PE | |||||||
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Delta: -0.51
Vega: 0.32
Theta: -0.44
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 406.65 | 15.35 | -1.55 | 44.26 | 2,326 | 168 | 909 |
12 Mar | 402.20 | 17.1 | 0 | 41.68 | 1,235 | -81 | 743 |
11 Mar | 402.60 | 16.25 | -6.55 | 41.58 | 1,176 | -85 | 831 |
10 Mar | 394.20 | 23.4 | 7.3 | 43.94 | 2,840 | -222 | 915 |
7 Mar | 406.20 | 16.2 | 2.5 | 40.03 | 3,745 | 237 | 1,137 |
6 Mar | 413.15 | 14.2 | -4.6 | 41.03 | 6,864 | 525 | 908 |
5 Mar | 402.20 | 18.4 | -10.55 | 39.46 | 899 | 24 | 385 |
4 Mar | 386.90 | 29 | -6.1 | 41.74 | 225 | -4 | 364 |
3 Mar | 377.80 | 35 | -14.85 | 41.39 | 67 | -7 | 368 |
28 Feb | 360.30 | 49.2 | 14.15 | 44.93 | 133 | -26 | 375 |
27 Feb | 378.50 | 35.05 | 3.35 | 39.57 | 155 | 46 | 401 |
26 Feb | 383.10 | 31.9 | 4.8 | 39.21 | 448 | 134 | 353 |
25 Feb | 383.60 | 31.9 | 4.8 | 39.21 | 448 | 132 | 353 |
24 Feb | 391.70 | 27 | 6.3 | 40.63 | 379 | 62 | 221 |
21 Feb | 403.55 | 22.05 | 3.75 | 40.59 | 451 | 46 | 158 |
20 Feb | 409.45 | 18.05 | -8.15 | 39.15 | 168 | 34 | 111 |
19 Feb | 395.65 | 25.7 | -6.35 | 40.20 | 76 | 11 | 78 |
18 Feb | 385.30 | 32 | -0.4 | 38.13 | 20 | 4 | 61 |
17 Feb | 389.10 | 32.4 | 1.45 | 46.31 | 13 | 1 | 57 |
14 Feb | 391.65 | 30.95 | 7.45 | 42.67 | 42 | 12 | 56 |
13 Feb | 409.65 | 23.5 | -1.5 | 46.53 | 29 | 10 | 44 |
12 Feb | 408.05 | 25 | 0.7 | 48.56 | 11 | 7 | 34 |
11 Feb | 409.95 | 24.3 | 5.75 | 46.54 | 23 | 2 | 26 |
10 Feb | 423.45 | 18.55 | 5.45 | 45.46 | 24 | 14 | 24 |
7 Feb | 441.20 | 13.1 | -2.65 | 45.21 | 11 | 4 | 9 |
6 Feb | 434.15 | 20.15 | 5.1 | 48.38 | 5 | 1 | 4 |
5 Feb | 440.25 | 15.05 | -6.6 | 47.65 | 3 | 1 | 1 |
4 Feb | 427.35 | 21.65 | 0 | 4.32 | 0 | 0 | 0 |
3 Feb | 405.50 | 21.65 | 0 | 0.33 | 0 | 0 | 0 |
1 Feb | 427.85 | 21.65 | 0 | 4.63 | 0 | 0 | 0 |
For Rec Limited - strike price 410 expiring on 27MAR2025
Delta for 410 PE is -0.51
Historical price for 410 PE is as follows
On 13 Mar RECLTD was trading at 406.65. The strike last trading price was 15.35, which was -1.55 lower than the previous day. The implied volatity was 44.26, the open interest changed by 168 which increased total open position to 909
On 12 Mar RECLTD was trading at 402.20. The strike last trading price was 17.1, which was 0 lower than the previous day. The implied volatity was 41.68, the open interest changed by -81 which decreased total open position to 743
On 11 Mar RECLTD was trading at 402.60. The strike last trading price was 16.25, which was -6.55 lower than the previous day. The implied volatity was 41.58, the open interest changed by -85 which decreased total open position to 831
On 10 Mar RECLTD was trading at 394.20. The strike last trading price was 23.4, which was 7.3 higher than the previous day. The implied volatity was 43.94, the open interest changed by -222 which decreased total open position to 915
On 7 Mar RECLTD was trading at 406.20. The strike last trading price was 16.2, which was 2.5 higher than the previous day. The implied volatity was 40.03, the open interest changed by 237 which increased total open position to 1137
On 6 Mar RECLTD was trading at 413.15. The strike last trading price was 14.2, which was -4.6 lower than the previous day. The implied volatity was 41.03, the open interest changed by 525 which increased total open position to 908
On 5 Mar RECLTD was trading at 402.20. The strike last trading price was 18.4, which was -10.55 lower than the previous day. The implied volatity was 39.46, the open interest changed by 24 which increased total open position to 385
On 4 Mar RECLTD was trading at 386.90. The strike last trading price was 29, which was -6.1 lower than the previous day. The implied volatity was 41.74, the open interest changed by -4 which decreased total open position to 364
On 3 Mar RECLTD was trading at 377.80. The strike last trading price was 35, which was -14.85 lower than the previous day. The implied volatity was 41.39, the open interest changed by -7 which decreased total open position to 368
On 28 Feb RECLTD was trading at 360.30. The strike last trading price was 49.2, which was 14.15 higher than the previous day. The implied volatity was 44.93, the open interest changed by -26 which decreased total open position to 375
On 27 Feb RECLTD was trading at 378.50. The strike last trading price was 35.05, which was 3.35 higher than the previous day. The implied volatity was 39.57, the open interest changed by 46 which increased total open position to 401
On 26 Feb RECLTD was trading at 383.10. The strike last trading price was 31.9, which was 4.8 higher than the previous day. The implied volatity was 39.21, the open interest changed by 134 which increased total open position to 353
On 25 Feb RECLTD was trading at 383.60. The strike last trading price was 31.9, which was 4.8 higher than the previous day. The implied volatity was 39.21, the open interest changed by 132 which increased total open position to 353
On 24 Feb RECLTD was trading at 391.70. The strike last trading price was 27, which was 6.3 higher than the previous day. The implied volatity was 40.63, the open interest changed by 62 which increased total open position to 221
On 21 Feb RECLTD was trading at 403.55. The strike last trading price was 22.05, which was 3.75 higher than the previous day. The implied volatity was 40.59, the open interest changed by 46 which increased total open position to 158
On 20 Feb RECLTD was trading at 409.45. The strike last trading price was 18.05, which was -8.15 lower than the previous day. The implied volatity was 39.15, the open interest changed by 34 which increased total open position to 111
On 19 Feb RECLTD was trading at 395.65. The strike last trading price was 25.7, which was -6.35 lower than the previous day. The implied volatity was 40.20, the open interest changed by 11 which increased total open position to 78
On 18 Feb RECLTD was trading at 385.30. The strike last trading price was 32, which was -0.4 lower than the previous day. The implied volatity was 38.13, the open interest changed by 4 which increased total open position to 61
On 17 Feb RECLTD was trading at 389.10. The strike last trading price was 32.4, which was 1.45 higher than the previous day. The implied volatity was 46.31, the open interest changed by 1 which increased total open position to 57
On 14 Feb RECLTD was trading at 391.65. The strike last trading price was 30.95, which was 7.45 higher than the previous day. The implied volatity was 42.67, the open interest changed by 12 which increased total open position to 56
On 13 Feb RECLTD was trading at 409.65. The strike last trading price was 23.5, which was -1.5 lower than the previous day. The implied volatity was 46.53, the open interest changed by 10 which increased total open position to 44
On 12 Feb RECLTD was trading at 408.05. The strike last trading price was 25, which was 0.7 higher than the previous day. The implied volatity was 48.56, the open interest changed by 7 which increased total open position to 34
On 11 Feb RECLTD was trading at 409.95. The strike last trading price was 24.3, which was 5.75 higher than the previous day. The implied volatity was 46.54, the open interest changed by 2 which increased total open position to 26
On 10 Feb RECLTD was trading at 423.45. The strike last trading price was 18.55, which was 5.45 higher than the previous day. The implied volatity was 45.46, the open interest changed by 14 which increased total open position to 24
On 7 Feb RECLTD was trading at 441.20. The strike last trading price was 13.1, which was -2.65 lower than the previous day. The implied volatity was 45.21, the open interest changed by 4 which increased total open position to 9
On 6 Feb RECLTD was trading at 434.15. The strike last trading price was 20.15, which was 5.1 higher than the previous day. The implied volatity was 48.38, the open interest changed by 1 which increased total open position to 4
On 5 Feb RECLTD was trading at 440.25. The strike last trading price was 15.05, which was -6.6 lower than the previous day. The implied volatity was 47.65, the open interest changed by 1 which increased total open position to 1
On 4 Feb RECLTD was trading at 427.35. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 4.32, 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 21.65, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 1 Feb RECLTD was trading at 427.85. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0