RECLTD
Rec Limited
Historical option data for RECLTD
20 Dec 2024 04:13 PM IST
| RECLTD 26DEC2024 510 CE | ||||||||||
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Delta: 0.55
Vega: 0.26
Theta: -0.71
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 513.25 | 8.8 | -14.30 | 29.55 | 1,098 | 50 | 306 | |||
| 19 Dec | 529.10 | 23.1 | -6.20 | 35.70 | 434 | 82 | 256 | |||
| 18 Dec | 537.20 | 29.3 | -13.40 | 28.41 | 88 | -21 | 173 | |||
| 17 Dec | 550.55 | 42.7 | -9.30 | 42.73 | 8 | -4 | 193 | |||
| 16 Dec | 559.80 | 52 | 6.00 | 45.77 | 92 | -60 | 198 | |||
| 13 Dec | 556.95 | 46 | -8.00 | - | 94 | -14 | 258 | |||
| 12 Dec | 559.55 | 54 | -7.60 | 33.85 | 21 | -1 | 292 | |||
| 11 Dec | 569.75 | 61.6 | -0.65 | 31.41 | 15 | -14 | 294 | |||
| 10 Dec | 570.15 | 62.25 | 6.05 | 20.03 | 17 | -2 | 310 | |||
| 9 Dec | 563.70 | 56.2 | 3.25 | 30.19 | 29 | -1 | 311 | |||
| 6 Dec | 559.10 | 52.95 | 12.50 | 34.92 | 288 | -95 | 314 | |||
| 5 Dec | 545.00 | 40.45 | -0.40 | 30.75 | 42 | -2 | 409 | |||
| 4 Dec | 543.65 | 40.85 | 2.70 | 32.12 | 491 | 20 | 411 | |||
| 3 Dec | 539.70 | 38.15 | 4.30 | 32.53 | 397 | -105 | 392 | |||
| 2 Dec | 531.90 | 33.85 | -1.60 | 36.35 | 69 | -6 | 497 | |||
| 29 Nov | 532.60 | 35.45 | 1.05 | 34.03 | 227 | 47 | 505 | |||
| 28 Nov | 528.25 | 34.4 | 2.60 | 36.07 | 410 | 19 | 457 | |||
| 27 Nov | 526.35 | 31.8 | 3.10 | 34.87 | 409 | -49 | 439 | |||
| 26 Nov | 520.05 | 28.7 | -1.25 | 35.51 | 676 | 67 | 489 | |||
| 25 Nov | 519.40 | 29.95 | 7.65 | 34.81 | 895 | 155 | 422 | |||
| 22 Nov | 506.25 | 22.3 | 5.35 | 35.98 | 1,423 | 206 | 473 | |||
| 21 Nov | 490.95 | 16.95 | -9.05 | 37.81 | 998 | 147 | 269 | |||
| 20 Nov | 516.60 | 26 | 0.00 | 31.71 | 264 | 34 | 122 | |||
| 19 Nov | 516.60 | 26 | 5.20 | 31.71 | 264 | 34 | 122 | |||
| 18 Nov | 501.00 | 20.8 | -1.00 | 33.86 | 164 | 39 | 88 | |||
| 14 Nov | 502.35 | 21.8 | -3.60 | 32.25 | 60 | 17 | 48 | |||
| 13 Nov | 508.45 | 25.4 | -20.60 | 32.12 | 45 | 25 | 30 | |||
| 12 Nov | 514.50 | 46 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Nov | 528.35 | 46 | 7.50 | 44.53 | 3 | 1 | 7 | |||
| 8 Nov | 514.55 | 38.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 528.65 | 38.5 | -3.50 | 31.70 | 2 | 0 | 6 | |||
| 6 Nov | 532.80 | 42 | 5.85 | 31.94 | 6 | 0 | 2 | |||
| 5 Nov | 526.00 | 36.15 | -20.15 | 32.22 | 2 | 1 | 1 | |||
| 4 Nov | 518.35 | 56.3 | - | 0 | 0 | 0 | ||||
For Rec Limited - strike price 510 expiring on 26DEC2024
Delta for 510 CE is 0.55
Historical price for 510 CE is as follows
On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 8.8, which was -14.30 lower than the previous day. The implied volatity was 29.55, the open interest changed by 50 which increased total open position to 306
On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 23.1, which was -6.20 lower than the previous day. The implied volatity was 35.70, the open interest changed by 82 which increased total open position to 256
On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 29.3, which was -13.40 lower than the previous day. The implied volatity was 28.41, the open interest changed by -21 which decreased total open position to 173
On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 42.7, which was -9.30 lower than the previous day. The implied volatity was 42.73, the open interest changed by -4 which decreased total open position to 193
On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 52, which was 6.00 higher than the previous day. The implied volatity was 45.77, the open interest changed by -60 which decreased total open position to 198
On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 46, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 258
On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 54, which was -7.60 lower than the previous day. The implied volatity was 33.85, the open interest changed by -1 which decreased total open position to 292
On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 61.6, which was -0.65 lower than the previous day. The implied volatity was 31.41, the open interest changed by -14 which decreased total open position to 294
On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 62.25, which was 6.05 higher than the previous day. The implied volatity was 20.03, the open interest changed by -2 which decreased total open position to 310
On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 56.2, which was 3.25 higher than the previous day. The implied volatity was 30.19, the open interest changed by -1 which decreased total open position to 311
On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 52.95, which was 12.50 higher than the previous day. The implied volatity was 34.92, the open interest changed by -95 which decreased total open position to 314
On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 40.45, which was -0.40 lower than the previous day. The implied volatity was 30.75, the open interest changed by -2 which decreased total open position to 409
On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 40.85, which was 2.70 higher than the previous day. The implied volatity was 32.12, the open interest changed by 20 which increased total open position to 411
On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 38.15, which was 4.30 higher than the previous day. The implied volatity was 32.53, the open interest changed by -105 which decreased total open position to 392
On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 33.85, which was -1.60 lower than the previous day. The implied volatity was 36.35, the open interest changed by -6 which decreased total open position to 497
On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 35.45, which was 1.05 higher than the previous day. The implied volatity was 34.03, the open interest changed by 47 which increased total open position to 505
On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 34.4, which was 2.60 higher than the previous day. The implied volatity was 36.07, the open interest changed by 19 which increased total open position to 457
On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 31.8, which was 3.10 higher than the previous day. The implied volatity was 34.87, the open interest changed by -49 which decreased total open position to 439
On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 28.7, which was -1.25 lower than the previous day. The implied volatity was 35.51, the open interest changed by 67 which increased total open position to 489
On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 29.95, which was 7.65 higher than the previous day. The implied volatity was 34.81, the open interest changed by 155 which increased total open position to 422
On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 22.3, which was 5.35 higher than the previous day. The implied volatity was 35.98, the open interest changed by 206 which increased total open position to 473
On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 16.95, which was -9.05 lower than the previous day. The implied volatity was 37.81, the open interest changed by 147 which increased total open position to 269
On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 31.71, the open interest changed by 34 which increased total open position to 122
On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 26, which was 5.20 higher than the previous day. The implied volatity was 31.71, the open interest changed by 34 which increased total open position to 122
On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 20.8, which was -1.00 lower than the previous day. The implied volatity was 33.86, the open interest changed by 39 which increased total open position to 88
On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 21.8, which was -3.60 lower than the previous day. The implied volatity was 32.25, the open interest changed by 17 which increased total open position to 48
On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 25.4, which was -20.60 lower than the previous day. The implied volatity was 32.12, the open interest changed by 25 which increased total open position to 30
On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 46, which was 7.50 higher than the previous day. The implied volatity was 44.53, the open interest changed by 1 which increased total open position to 7
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 38.5, 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 7 Nov RECLTD was trading at 528.65. The strike last trading price was 38.5, which was -3.50 lower than the previous day. The implied volatity was 31.70, the open interest changed by 0 which decreased total open position to 6
On 6 Nov RECLTD was trading at 532.80. The strike last trading price was 42, which was 5.85 higher than the previous day. The implied volatity was 31.94, the open interest changed by 0 which decreased total open position to 2
On 5 Nov RECLTD was trading at 526.00. The strike last trading price was 36.15, which was -20.15 lower than the previous day. The implied volatity was 32.22, the open interest changed by 1 which increased total open position to 1
On 4 Nov RECLTD was trading at 518.35. The strike last trading price was 56.3, 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 510 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.26
Theta: -0.59
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 513.25 | 6.85 | 3.75 | 30.08 | 8,830 | 177 | 1,125 |
| 19 Dec | 529.10 | 3.1 | 0.75 | 35.12 | 4,347 | 136 | 966 |
| 18 Dec | 537.20 | 2.35 | 0.75 | 36.49 | 3,580 | -80 | 830 |
| 17 Dec | 550.55 | 1.6 | 0.50 | 38.74 | 1,135 | 40 | 925 |
| 16 Dec | 559.80 | 1.1 | -0.10 | 38.77 | 612 | 39 | 892 |
| 13 Dec | 556.95 | 1.2 | -0.20 | 34.14 | 1,807 | 25 | 855 |
| 12 Dec | 559.55 | 1.4 | 0.05 | 36.25 | 645 | -61 | 831 |
| 11 Dec | 569.75 | 1.35 | -0.30 | 38.44 | 380 | -50 | 893 |
| 10 Dec | 570.15 | 1.65 | -0.60 | 39.58 | 752 | -5 | 945 |
| 9 Dec | 563.70 | 2.25 | -0.60 | 38.43 | 927 | -36 | 950 |
| 6 Dec | 559.10 | 2.85 | -2.15 | 35.65 | 1,647 | 5 | 989 |
| 5 Dec | 545.00 | 5 | -0.55 | 35.12 | 1,045 | -40 | 985 |
| 4 Dec | 543.65 | 5.55 | -0.75 | 35.62 | 1,803 | 47 | 1,027 |
| 3 Dec | 539.70 | 6.3 | -2.60 | 34.68 | 1,308 | 161 | 995 |
| 2 Dec | 531.90 | 8.9 | -0.25 | 35.05 | 628 | 54 | 840 |
| 29 Nov | 532.60 | 9.15 | -1.70 | 34.97 | 771 | 99 | 791 |
| 28 Nov | 528.25 | 10.85 | -1.85 | 35.77 | 1,165 | -105 | 693 |
| 27 Nov | 526.35 | 12.7 | -2.70 | 36.61 | 822 | 65 | 799 |
| 26 Nov | 520.05 | 15.4 | 0.40 | 37.14 | 1,548 | 369 | 733 |
| 25 Nov | 519.40 | 15 | -7.65 | 37.20 | 714 | 109 | 363 |
| 22 Nov | 506.25 | 22.65 | -9.15 | 37.09 | 457 | 57 | 311 |
| 21 Nov | 490.95 | 31.8 | 12.45 | 39.35 | 298 | 38 | 254 |
| 20 Nov | 516.60 | 19.35 | 0.00 | 37.20 | 255 | 120 | 213 |
| 19 Nov | 516.60 | 19.35 | -5.35 | 37.20 | 255 | 117 | 213 |
| 18 Nov | 501.00 | 24.7 | -0.55 | 36.31 | 74 | 21 | 96 |
| 14 Nov | 502.35 | 25.25 | 3.75 | 36.88 | 25 | 4 | 66 |
| 13 Nov | 508.45 | 21.5 | 3.20 | 35.12 | 48 | 9 | 62 |
| 12 Nov | 514.50 | 18.3 | 3.60 | 33.15 | 11 | 1 | 53 |
| 11 Nov | 528.35 | 14.7 | -4.80 | 34.81 | 90 | 47 | 52 |
| 8 Nov | 514.55 | 19.5 | 3.00 | 33.26 | 5 | 3 | 4 |
| 7 Nov | 528.65 | 16.5 | -21.55 | 36.15 | 1 | 0 | 0 |
| 6 Nov | 532.80 | 38.05 | 0.00 | 4.62 | 0 | 0 | 0 |
| 5 Nov | 526.00 | 38.05 | 0.00 | 3.30 | 0 | 0 | 0 |
| 4 Nov | 518.35 | 38.05 | 2.35 | 0 | 0 | 0 | |
For Rec Limited - strike price 510 expiring on 26DEC2024
Delta for 510 PE is -0.45
Historical price for 510 PE is as follows
On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 6.85, which was 3.75 higher than the previous day. The implied volatity was 30.08, the open interest changed by 177 which increased total open position to 1125
On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 3.1, which was 0.75 higher than the previous day. The implied volatity was 35.12, the open interest changed by 136 which increased total open position to 966
On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 2.35, which was 0.75 higher than the previous day. The implied volatity was 36.49, the open interest changed by -80 which decreased total open position to 830
On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 1.6, which was 0.50 higher than the previous day. The implied volatity was 38.74, the open interest changed by 40 which increased total open position to 925
On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 38.77, the open interest changed by 39 which increased total open position to 892
On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 34.14, the open interest changed by 25 which increased total open position to 855
On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 36.25, the open interest changed by -61 which decreased total open position to 831
On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was 38.44, the open interest changed by -50 which decreased total open position to 893
On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was 39.58, the open interest changed by -5 which decreased total open position to 945
On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 2.25, which was -0.60 lower than the previous day. The implied volatity was 38.43, the open interest changed by -36 which decreased total open position to 950
On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 2.85, which was -2.15 lower than the previous day. The implied volatity was 35.65, the open interest changed by 5 which increased total open position to 989
On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 5, which was -0.55 lower than the previous day. The implied volatity was 35.12, the open interest changed by -40 which decreased total open position to 985
On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 5.55, which was -0.75 lower than the previous day. The implied volatity was 35.62, the open interest changed by 47 which increased total open position to 1027
On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 6.3, which was -2.60 lower than the previous day. The implied volatity was 34.68, the open interest changed by 161 which increased total open position to 995
On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 8.9, which was -0.25 lower than the previous day. The implied volatity was 35.05, the open interest changed by 54 which increased total open position to 840
On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 9.15, which was -1.70 lower than the previous day. The implied volatity was 34.97, the open interest changed by 99 which increased total open position to 791
On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 10.85, which was -1.85 lower than the previous day. The implied volatity was 35.77, the open interest changed by -105 which decreased total open position to 693
On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 12.7, which was -2.70 lower than the previous day. The implied volatity was 36.61, the open interest changed by 65 which increased total open position to 799
On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 15.4, which was 0.40 higher than the previous day. The implied volatity was 37.14, the open interest changed by 369 which increased total open position to 733
On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 15, which was -7.65 lower than the previous day. The implied volatity was 37.20, the open interest changed by 109 which increased total open position to 363
On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 22.65, which was -9.15 lower than the previous day. The implied volatity was 37.09, the open interest changed by 57 which increased total open position to 311
On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 31.8, which was 12.45 higher than the previous day. The implied volatity was 39.35, the open interest changed by 38 which increased total open position to 254
On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 19.35, which was 0.00 lower than the previous day. The implied volatity was 37.20, the open interest changed by 120 which increased total open position to 213
On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 19.35, which was -5.35 lower than the previous day. The implied volatity was 37.20, the open interest changed by 117 which increased total open position to 213
On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 24.7, which was -0.55 lower than the previous day. The implied volatity was 36.31, the open interest changed by 21 which increased total open position to 96
On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 25.25, which was 3.75 higher than the previous day. The implied volatity was 36.88, the open interest changed by 4 which increased total open position to 66
On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 21.5, which was 3.20 higher than the previous day. The implied volatity was 35.12, the open interest changed by 9 which increased total open position to 62
On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 18.3, which was 3.60 higher than the previous day. The implied volatity was 33.15, the open interest changed by 1 which increased total open position to 53
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 14.7, which was -4.80 lower than the previous day. The implied volatity was 34.81, the open interest changed by 47 which increased total open position to 52
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 19.5, which was 3.00 higher than the previous day. The implied volatity was 33.26, the open interest changed by 3 which increased total open position to 4
On 7 Nov RECLTD was trading at 528.65. The strike last trading price was 16.5, which was -21.55 lower than the previous day. The implied volatity was 36.15, 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 38.05, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 38.05, which was 0.00 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
On 4 Nov RECLTD was trading at 518.35. The strike last trading price was 38.05, which was lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
