RECLTD
Rec Limited
Historical option data for RECLTD
20 Dec 2024 04:13 PM IST
| RECLTD 26DEC2024 490 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 0.14
Theta: -0.49
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 513.25 | 23.5 | -18.45 | 31.76 | 172 | 36 | 112 | |||
| 19 Dec | 529.10 | 41.95 | -6.05 | 48.90 | 84 | 10 | 78 | |||
| 18 Dec | 537.20 | 48 | -13.10 | - | 7 | -3 | 66 | |||
| 17 Dec | 550.55 | 61.1 | -10.45 | 44.22 | 4 | -1 | 68 | |||
| 16 Dec | 559.80 | 71.55 | 8.85 | 56.73 | 1 | 0 | 70 | |||
| 13 Dec | 556.95 | 62.7 | -10.30 | - | 4 | -3 | 71 | |||
| 12 Dec | 559.55 | 73 | -10.30 | 31.17 | 3 | -2 | 75 | |||
| 11 Dec | 569.75 | 83.3 | 0.00 | 0.00 | 0 | -13 | 0 | |||
| 10 Dec | 570.15 | 83.3 | 4.00 | 46.17 | 15 | -12 | 78 | |||
| 9 Dec | 563.70 | 79.3 | 6.80 | 57.69 | 3 | 0 | 90 | |||
| 6 Dec | 559.10 | 72.5 | 15.25 | 43.57 | 33 | -32 | 89 | |||
| 5 Dec | 545.00 | 57.25 | -1.10 | 25.43 | 6 | 0 | 121 | |||
| 4 Dec | 543.65 | 58.35 | 3.20 | 34.03 | 72 | -56 | 121 | |||
| 3 Dec | 539.70 | 55.15 | 5.40 | 34.50 | 26 | 3 | 177 | |||
| 2 Dec | 531.90 | 49.75 | 0.50 | 39.40 | 6 | 1 | 174 | |||
| 29 Nov | 532.60 | 49.25 | -0.40 | 29.69 | 84 | -39 | 173 | |||
| 28 Nov | 528.25 | 49.65 | 3.00 | 38.24 | 157 | 56 | 213 | |||
| 27 Nov | 526.35 | 46.65 | 3.65 | 36.84 | 20 | -2 | 156 | |||
| 26 Nov | 520.05 | 43 | 1.10 | 38.07 | 10 | 3 | 158 | |||
| 25 Nov | 519.40 | 41.9 | 8.35 | 31.55 | 86 | -27 | 155 | |||
| 22 Nov | 506.25 | 33.55 | 6.85 | 36.53 | 815 | -8 | 174 | |||
| 21 Nov | 490.95 | 26.7 | -5.05 | 39.23 | 962 | 182 | 183 | |||
| 20 Nov | 516.60 | 31.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 516.60 | 31.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 501.00 | 31.75 | -35.45 | 34.51 | 1 | 0 | 0 | |||
| 14 Nov | 502.35 | 67.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 508.45 | 67.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 514.50 | 67.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 528.35 | 67.2 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 8 Nov | 514.55 | 67.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 528.65 | 67.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 532.80 | 67.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 526.00 | 67.2 | - | 0 | 0 | 0 | ||||
For Rec Limited - strike price 490 expiring on 26DEC2024
Delta for 490 CE is 0.87
Historical price for 490 CE is as follows
On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 23.5, which was -18.45 lower than the previous day. The implied volatity was 31.76, the open interest changed by 36 which increased total open position to 112
On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 41.95, which was -6.05 lower than the previous day. The implied volatity was 48.90, the open interest changed by 10 which increased total open position to 78
On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 48, which was -13.10 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 66
On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 61.1, which was -10.45 lower than the previous day. The implied volatity was 44.22, the open interest changed by -1 which decreased total open position to 68
On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 71.55, which was 8.85 higher than the previous day. The implied volatity was 56.73, the open interest changed by 0 which decreased total open position to 70
On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 62.7, which was -10.30 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 71
On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 73, which was -10.30 lower than the previous day. The implied volatity was 31.17, the open interest changed by -2 which decreased total open position to 75
On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 83.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 83.3, which was 4.00 higher than the previous day. The implied volatity was 46.17, the open interest changed by -12 which decreased total open position to 78
On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 79.3, which was 6.80 higher than the previous day. The implied volatity was 57.69, the open interest changed by 0 which decreased total open position to 90
On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 72.5, which was 15.25 higher than the previous day. The implied volatity was 43.57, the open interest changed by -32 which decreased total open position to 89
On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 57.25, which was -1.10 lower than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 121
On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 58.35, which was 3.20 higher than the previous day. The implied volatity was 34.03, the open interest changed by -56 which decreased total open position to 121
On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 55.15, which was 5.40 higher than the previous day. The implied volatity was 34.50, the open interest changed by 3 which increased total open position to 177
On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 49.75, which was 0.50 higher than the previous day. The implied volatity was 39.40, the open interest changed by 1 which increased total open position to 174
On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 49.25, which was -0.40 lower than the previous day. The implied volatity was 29.69, the open interest changed by -39 which decreased total open position to 173
On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 49.65, which was 3.00 higher than the previous day. The implied volatity was 38.24, the open interest changed by 56 which increased total open position to 213
On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 46.65, which was 3.65 higher than the previous day. The implied volatity was 36.84, the open interest changed by -2 which decreased total open position to 156
On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 43, which was 1.10 higher than the previous day. The implied volatity was 38.07, the open interest changed by 3 which increased total open position to 158
On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 41.9, which was 8.35 higher than the previous day. The implied volatity was 31.55, the open interest changed by -27 which decreased total open position to 155
On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 33.55, which was 6.85 higher than the previous day. The implied volatity was 36.53, the open interest changed by -8 which decreased total open position to 174
On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 26.7, which was -5.05 lower than the previous day. The implied volatity was 39.23, the open interest changed by 182 which increased total open position to 183
On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 31.75, 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 19 Nov RECLTD was trading at 516.60. The strike last trading price was 31.75, 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 18 Nov RECLTD was trading at 501.00. The strike last trading price was 31.75, which was -35.45 lower than the previous day. The implied volatity was 34.51, 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 67.2, 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 67.2, 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 67.2, 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 67.2, 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 67.2, 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 7 Nov RECLTD was trading at 528.65. The strike last trading price was 67.2, 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 67.2, 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 67.2, 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 490 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.16
Theta: -0.42
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 513.25 | 1.85 | 0.75 | 34.48 | 2,234 | 40 | 798 |
| 19 Dec | 529.10 | 1.1 | 0.20 | 40.93 | 1,338 | 113 | 758 |
| 18 Dec | 537.20 | 0.9 | 0.10 | 41.93 | 1,171 | 9 | 644 |
| 17 Dec | 550.55 | 0.8 | 0.15 | 45.51 | 532 | 109 | 637 |
| 16 Dec | 559.80 | 0.65 | 0.00 | 46.19 | 140 | -2 | 498 |
| 13 Dec | 556.95 | 0.65 | -0.15 | 40.02 | 802 | -70 | 503 |
| 12 Dec | 559.55 | 0.8 | 0.05 | 41.98 | 103 | 19 | 573 |
| 11 Dec | 569.75 | 0.75 | -0.15 | 43.32 | 214 | -17 | 560 |
| 10 Dec | 570.15 | 0.9 | -0.35 | 43.89 | 339 | -4 | 576 |
| 9 Dec | 563.70 | 1.25 | -0.35 | 42.79 | 465 | -43 | 580 |
| 6 Dec | 559.10 | 1.6 | -1.00 | 39.72 | 722 | -75 | 624 |
| 5 Dec | 545.00 | 2.6 | -0.15 | 38.10 | 583 | 54 | 696 |
| 4 Dec | 543.65 | 2.75 | -0.50 | 37.68 | 1,107 | 20 | 642 |
| 3 Dec | 539.70 | 3.25 | -1.40 | 37.04 | 968 | 48 | 617 |
| 2 Dec | 531.90 | 4.65 | -0.45 | 36.86 | 608 | 33 | 569 |
| 29 Nov | 532.60 | 5.1 | -1.15 | 37.13 | 757 | 198 | 547 |
| 28 Nov | 528.25 | 6.25 | -0.90 | 37.86 | 867 | -14 | 348 |
| 27 Nov | 526.35 | 7.15 | -1.75 | 37.72 | 283 | -10 | 358 |
| 26 Nov | 520.05 | 8.9 | 0.20 | 37.98 | 273 | 18 | 370 |
| 25 Nov | 519.40 | 8.7 | -5.65 | 38.03 | 487 | 99 | 352 |
| 22 Nov | 506.25 | 14.35 | -7.50 | 38.20 | 473 | -5 | 248 |
| 21 Nov | 490.95 | 21.85 | 10.35 | 40.94 | 687 | 80 | 250 |
| 20 Nov | 516.60 | 11.5 | 0.00 | 37.03 | 253 | 79 | 170 |
| 19 Nov | 516.60 | 11.5 | -3.95 | 37.03 | 253 | 79 | 170 |
| 18 Nov | 501.00 | 15.45 | -1.05 | 36.45 | 140 | 47 | 92 |
| 14 Nov | 502.35 | 16.5 | 3.15 | 37.52 | 6 | 2 | 46 |
| 13 Nov | 508.45 | 13.35 | 3.35 | 35.38 | 31 | 20 | 43 |
| 12 Nov | 514.50 | 10 | 2.00 | 31.88 | 8 | 3 | 21 |
| 11 Nov | 528.35 | 8 | -6.40 | 33.81 | 8 | 3 | 17 |
| 8 Nov | 514.55 | 14.4 | 3.40 | 37.34 | 5 | 4 | 15 |
| 7 Nov | 528.65 | 11 | 0.75 | 37.74 | 1 | 0 | 10 |
| 6 Nov | 532.80 | 10.25 | -18.95 | 37.84 | 10 | 9 | 9 |
| 5 Nov | 526.00 | 29.2 | 6.31 | 0 | 0 | 0 | |
For Rec Limited - strike price 490 expiring on 26DEC2024
Delta for 490 PE is -0.15
Historical price for 490 PE is as follows
On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 1.85, which was 0.75 higher than the previous day. The implied volatity was 34.48, the open interest changed by 40 which increased total open position to 798
On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 40.93, the open interest changed by 113 which increased total open position to 758
On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 41.93, the open interest changed by 9 which increased total open position to 644
On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 45.51, the open interest changed by 109 which increased total open position to 637
On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 46.19, the open interest changed by -2 which decreased total open position to 498
On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 40.02, the open interest changed by -70 which decreased total open position to 503
On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 41.98, the open interest changed by 19 which increased total open position to 573
On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 43.32, the open interest changed by -17 which decreased total open position to 560
On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 43.89, the open interest changed by -4 which decreased total open position to 576
On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 42.79, the open interest changed by -43 which decreased total open position to 580
On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 39.72, the open interest changed by -75 which decreased total open position to 624
On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 38.10, the open interest changed by 54 which increased total open position to 696
On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 2.75, which was -0.50 lower than the previous day. The implied volatity was 37.68, the open interest changed by 20 which increased total open position to 642
On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 3.25, which was -1.40 lower than the previous day. The implied volatity was 37.04, the open interest changed by 48 which increased total open position to 617
On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 4.65, which was -0.45 lower than the previous day. The implied volatity was 36.86, the open interest changed by 33 which increased total open position to 569
On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 5.1, which was -1.15 lower than the previous day. The implied volatity was 37.13, the open interest changed by 198 which increased total open position to 547
On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 6.25, which was -0.90 lower than the previous day. The implied volatity was 37.86, the open interest changed by -14 which decreased total open position to 348
On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 7.15, which was -1.75 lower than the previous day. The implied volatity was 37.72, the open interest changed by -10 which decreased total open position to 358
On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 8.9, which was 0.20 higher than the previous day. The implied volatity was 37.98, the open interest changed by 18 which increased total open position to 370
On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 8.7, which was -5.65 lower than the previous day. The implied volatity was 38.03, the open interest changed by 99 which increased total open position to 352
On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 14.35, which was -7.50 lower than the previous day. The implied volatity was 38.20, the open interest changed by -5 which decreased total open position to 248
On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 21.85, which was 10.35 higher than the previous day. The implied volatity was 40.94, the open interest changed by 80 which increased total open position to 250
On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 11.5, which was 0.00 lower than the previous day. The implied volatity was 37.03, the open interest changed by 79 which increased total open position to 170
On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 11.5, which was -3.95 lower than the previous day. The implied volatity was 37.03, the open interest changed by 79 which increased total open position to 170
On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 15.45, which was -1.05 lower than the previous day. The implied volatity was 36.45, the open interest changed by 47 which increased total open position to 92
On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 16.5, which was 3.15 higher than the previous day. The implied volatity was 37.52, the open interest changed by 2 which increased total open position to 46
On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 13.35, which was 3.35 higher than the previous day. The implied volatity was 35.38, the open interest changed by 20 which increased total open position to 43
On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 10, which was 2.00 higher than the previous day. The implied volatity was 31.88, the open interest changed by 3 which increased total open position to 21
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 8, which was -6.40 lower than the previous day. The implied volatity was 33.81, the open interest changed by 3 which increased total open position to 17
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 14.4, which was 3.40 higher than the previous day. The implied volatity was 37.34, the open interest changed by 4 which increased total open position to 15
On 7 Nov RECLTD was trading at 528.65. The strike last trading price was 11, which was 0.75 higher than the previous day. The implied volatity was 37.74, the open interest changed by 0 which decreased total open position to 10
On 6 Nov RECLTD was trading at 532.80. The strike last trading price was 10.25, which was -18.95 lower than the previous day. The implied volatity was 37.84, the open interest changed by 9 which increased total open position to 9
On 5 Nov RECLTD was trading at 526.00. The strike last trading price was 29.2, which was lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
