RECLTD
Rec Limited
Historical option data for RECLTD
20 Dec 2024 04:13 PM IST
| RECLTD 26DEC2024 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.03
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 513.25 | 42.2 | -13.95 | 33.44 | 5 | -2 | 62 | |||
| 19 Dec | 529.10 | 56.15 | -13.25 | - | 3 | 0 | 65 | |||
| 18 Dec | 537.20 | 69.4 | -11.55 | 59.97 | 4 | 0 | 66 | |||
| 17 Dec | 550.55 | 80.95 | -20.55 | 55.26 | 2 | -1 | 65 | |||
| 16 Dec | 559.80 | 101.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 556.95 | 101.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 559.55 | 101.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 569.75 | 101.5 | 2.35 | 50.50 | 5 | 0 | 66 | |||
| 10 Dec | 570.15 | 99.15 | 4.95 | - | 4 | -3 | 66 | |||
| 9 Dec | 563.70 | 94.2 | 3.20 | - | 95 | -56 | 69 | |||
| 6 Dec | 559.10 | 91 | 6.00 | 43.97 | 8 | -3 | 125 | |||
| 5 Dec | 545.00 | 85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 543.65 | 85 | 10.10 | 69.05 | 5 | 1 | 128 | |||
| 3 Dec | 539.70 | 74.9 | 7.40 | 43.80 | 37 | -20 | 129 | |||
| 2 Dec | 531.90 | 67.5 | -1.00 | 43.48 | 9 | -4 | 148 | |||
| 29 Nov | 532.60 | 68.5 | -1.75 | 36.39 | 22 | 2 | 151 | |||
| 28 Nov | 528.25 | 70.25 | 7.95 | 51.26 | 32 | -4 | 151 | |||
| 27 Nov | 526.35 | 62.3 | 2.60 | 34.85 | 46 | -21 | 154 | |||
| 26 Nov | 520.05 | 59.7 | -6.55 | 41.86 | 4 | 0 | 176 | |||
| 25 Nov | 519.40 | 66.25 | 18.35 | 53.06 | 24 | -14 | 178 | |||
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| 22 Nov | 506.25 | 47.9 | 8.60 | 38.09 | 341 | -12 | 180 | |||
| 21 Nov | 490.95 | 39.3 | -40.20 | 41.21 | 708 | 191 | 191 | |||
| 20 Nov | 516.60 | 79.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 516.60 | 79.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 501.00 | 79.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 502.35 | 79.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 508.45 | 79.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 514.50 | 79.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 528.35 | 79.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 514.55 | 79.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 532.80 | 79.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 526.00 | 79.5 | - | 0 | 0 | 0 | ||||
For Rec Limited - strike price 470 expiring on 26DEC2024
Delta for 470 CE is 0.98
Historical price for 470 CE is as follows
On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 42.2, which was -13.95 lower than the previous day. The implied volatity was 33.44, the open interest changed by -2 which decreased total open position to 62
On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 56.15, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 69.4, which was -11.55 lower than the previous day. The implied volatity was 59.97, the open interest changed by 0 which decreased total open position to 66
On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 80.95, which was -20.55 lower than the previous day. The implied volatity was 55.26, the open interest changed by -1 which decreased total open position to 65
On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 101.5, which was 0.00 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 13 Dec RECLTD was trading at 556.95. The strike last trading price was 101.5, which was 0.00 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 12 Dec RECLTD was trading at 559.55. The strike last trading price was 101.5, which was 0.00 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 11 Dec RECLTD was trading at 569.75. The strike last trading price was 101.5, which was 2.35 higher than the previous day. The implied volatity was 50.50, the open interest changed by 0 which decreased total open position to 66
On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 99.15, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 66
On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 94.2, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 69
On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 91, which was 6.00 higher than the previous day. The implied volatity was 43.97, the open interest changed by -3 which decreased total open position to 125
On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 85, which was 10.10 higher than the previous day. The implied volatity was 69.05, the open interest changed by 1 which increased total open position to 128
On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 74.9, which was 7.40 higher than the previous day. The implied volatity was 43.80, the open interest changed by -20 which decreased total open position to 129
On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 67.5, which was -1.00 lower than the previous day. The implied volatity was 43.48, the open interest changed by -4 which decreased total open position to 148
On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 68.5, which was -1.75 lower than the previous day. The implied volatity was 36.39, the open interest changed by 2 which increased total open position to 151
On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 70.25, which was 7.95 higher than the previous day. The implied volatity was 51.26, the open interest changed by -4 which decreased total open position to 151
On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 62.3, which was 2.60 higher than the previous day. The implied volatity was 34.85, the open interest changed by -21 which decreased total open position to 154
On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 59.7, which was -6.55 lower than the previous day. The implied volatity was 41.86, the open interest changed by 0 which decreased total open position to 176
On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 66.25, which was 18.35 higher than the previous day. The implied volatity was 53.06, the open interest changed by -14 which decreased total open position to 178
On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 47.9, which was 8.60 higher than the previous day. The implied volatity was 38.09, the open interest changed by -12 which decreased total open position to 180
On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 39.3, which was -40.20 lower than the previous day. The implied volatity was 41.21, the open interest changed by 191 which increased total open position to 191
On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 79.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 79.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 79.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 79.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 79.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 79.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 79.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 79.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RECLTD was trading at 532.80. The strike last trading price was 79.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov RECLTD was trading at 526.00. The strike last trading price was 79.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RECLTD 26DEC2024 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.07
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 513.25 | 0.65 | 0.05 | 42.38 | 302 | 74 | 439 |
| 19 Dec | 529.10 | 0.6 | 0.05 | 50.30 | 214 | 48 | 367 |
| 18 Dec | 537.20 | 0.55 | 0.05 | 51.11 | 152 | -21 | 318 |
| 17 Dec | 550.55 | 0.5 | 0.05 | 53.65 | 62 | -7 | 339 |
| 16 Dec | 559.80 | 0.45 | 0.05 | 54.39 | 100 | -2 | 347 |
| 13 Dec | 556.95 | 0.4 | -0.10 | 46.64 | 249 | -19 | 349 |
| 12 Dec | 559.55 | 0.5 | 0.10 | 47.99 | 29 | -2 | 372 |
| 11 Dec | 569.75 | 0.4 | -0.20 | 47.67 | 42 | -11 | 375 |
| 10 Dec | 570.15 | 0.6 | -0.15 | 49.71 | 215 | -34 | 386 |
| 9 Dec | 563.70 | 0.75 | -0.25 | 47.64 | 320 | -92 | 420 |
| 6 Dec | 559.10 | 1 | -0.40 | 44.57 | 596 | -76 | 515 |
| 5 Dec | 545.00 | 1.4 | -0.10 | 41.62 | 211 | -20 | 591 |
| 4 Dec | 543.65 | 1.5 | -0.25 | 41.16 | 532 | -37 | 611 |
| 3 Dec | 539.70 | 1.75 | -0.80 | 40.26 | 606 | 86 | 655 |
| 2 Dec | 531.90 | 2.55 | -0.45 | 39.96 | 438 | 66 | 570 |
| 29 Nov | 532.60 | 3 | -0.70 | 40.42 | 893 | 170 | 505 |
| 28 Nov | 528.25 | 3.7 | -0.10 | 40.87 | 987 | -24 | 336 |
| 27 Nov | 526.35 | 3.8 | -1.20 | 39.13 | 328 | 93 | 360 |
| 26 Nov | 520.05 | 5 | 0.05 | 39.65 | 192 | 4 | 267 |
| 25 Nov | 519.40 | 4.95 | -3.45 | 39.76 | 356 | 71 | 262 |
| 22 Nov | 506.25 | 8.4 | -5.75 | 39.08 | 274 | 62 | 253 |
| 21 Nov | 490.95 | 14.15 | 7.35 | 42.20 | 595 | 33 | 190 |
| 20 Nov | 516.60 | 6.8 | 0.00 | 38.39 | 147 | 81 | 157 |
| 19 Nov | 516.60 | 6.8 | -2.20 | 38.39 | 147 | 81 | 157 |
| 18 Nov | 501.00 | 9 | 1.00 | 36.95 | 58 | 40 | 76 |
| 14 Nov | 502.35 | 8 | 0.85 | 34.18 | 15 | 11 | 36 |
| 13 Nov | 508.45 | 7.15 | 1.10 | 34.70 | 25 | 9 | 13 |
| 12 Nov | 514.50 | 6.05 | -15.65 | 33.96 | 4 | 2 | 2 |
| 11 Nov | 528.35 | 21.7 | 0.00 | 10.13 | 0 | 0 | 0 |
| 8 Nov | 514.55 | 21.7 | 0.00 | 8.07 | 0 | 0 | 0 |
| 6 Nov | 532.80 | 21.7 | 0.00 | 10.29 | 0 | 0 | 0 |
| 5 Nov | 526.00 | 21.7 | 9.10 | 0 | 0 | 0 | |
For Rec Limited - strike price 470 expiring on 26DEC2024
Delta for 470 PE is -0.05
Historical price for 470 PE is as follows
On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 42.38, the open interest changed by 74 which increased total open position to 439
On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 50.30, the open interest changed by 48 which increased total open position to 367
On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 51.11, the open interest changed by -21 which decreased total open position to 318
On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 53.65, the open interest changed by -7 which decreased total open position to 339
On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 54.39, the open interest changed by -2 which decreased total open position to 347
On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 46.64, the open interest changed by -19 which decreased total open position to 349
On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 47.99, the open interest changed by -2 which decreased total open position to 372
On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 47.67, the open interest changed by -11 which decreased total open position to 375
On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 49.71, the open interest changed by -34 which decreased total open position to 386
On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 47.64, the open interest changed by -92 which decreased total open position to 420
On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 44.57, the open interest changed by -76 which decreased total open position to 515
On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 41.62, the open interest changed by -20 which decreased total open position to 591
On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 41.16, the open interest changed by -37 which decreased total open position to 611
On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 1.75, which was -0.80 lower than the previous day. The implied volatity was 40.26, the open interest changed by 86 which increased total open position to 655
On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 39.96, the open interest changed by 66 which increased total open position to 570
On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 3, which was -0.70 lower than the previous day. The implied volatity was 40.42, the open interest changed by 170 which increased total open position to 505
On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 3.7, which was -0.10 lower than the previous day. The implied volatity was 40.87, the open interest changed by -24 which decreased total open position to 336
On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 3.8, which was -1.20 lower than the previous day. The implied volatity was 39.13, the open interest changed by 93 which increased total open position to 360
On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 5, which was 0.05 higher than the previous day. The implied volatity was 39.65, the open interest changed by 4 which increased total open position to 267
On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 4.95, which was -3.45 lower than the previous day. The implied volatity was 39.76, the open interest changed by 71 which increased total open position to 262
On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 8.4, which was -5.75 lower than the previous day. The implied volatity was 39.08, the open interest changed by 62 which increased total open position to 253
On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 14.15, which was 7.35 higher than the previous day. The implied volatity was 42.20, the open interest changed by 33 which increased total open position to 190
On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 6.8, which was 0.00 lower than the previous day. The implied volatity was 38.39, the open interest changed by 81 which increased total open position to 157
On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 6.8, which was -2.20 lower than the previous day. The implied volatity was 38.39, the open interest changed by 81 which increased total open position to 157
On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 9, which was 1.00 higher than the previous day. The implied volatity was 36.95, the open interest changed by 40 which increased total open position to 76
On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 8, which was 0.85 higher than the previous day. The implied volatity was 34.18, the open interest changed by 11 which increased total open position to 36
On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 7.15, which was 1.10 higher than the previous day. The implied volatity was 34.70, the open interest changed by 9 which increased total open position to 13
On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 6.05, which was -15.65 lower than the previous day. The implied volatity was 33.96, the open interest changed by 2 which increased total open position to 2
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 21.7, which was 0.00 lower than the previous day. The implied volatity was 10.13, the open interest changed by 0 which decreased total open position to 0
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 21.7, which was 0.00 lower than the previous day. The implied volatity was 8.07, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RECLTD was trading at 532.80. The strike last trading price was 21.7, which was 0.00 lower than the previous day. The implied volatity was 10.29, the open interest changed by 0 which decreased total open position to 0
On 5 Nov RECLTD was trading at 526.00. The strike last trading price was 21.7, which was lower than the previous day. The implied volatity was 9.10, the open interest changed by 0 which decreased total open position to 0
