RECLTD
Rec Limited
Historical option data for RECLTD
14 Nov 2024 09:23 AM IST
| RECLTD 28NOV2024 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.35
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 507.05 | 6.95 | -0.40 | 37.21 | 307 | 56 | 1,717 | |||
| 13 Nov | 508.45 | 7.35 | -2.10 | 34.71 | 3,337 | 241.5 | 1,663.5 | |||
| 12 Nov | 514.50 | 9.45 | -6.50 | 34.46 | 3,569 | 235 | 1,421.5 | |||
| 11 Nov | 528.35 | 15.95 | 5.60 | 34.20 | 5,883 | -26 | 1,186 | |||
| 8 Nov | 514.55 | 10.35 | -5.80 | 33.04 | 1,605 | 95.5 | 1,221.5 | |||
| 7 Nov | 528.65 | 16.15 | -3.20 | 30.65 | 1,766 | 52 | 1,129.5 | |||
| 6 Nov | 532.80 | 19.35 | 3.70 | 31.36 | 2,935 | -87.5 | 1,074 | |||
| 5 Nov | 526.00 | 15.65 | 0.70 | 32.47 | 4,004 | -432 | 1,162.5 | |||
| 4 Nov | 518.35 | 14.95 | -4.70 | 35.83 | 1,675 | 142 | 1,600 | |||
| 1 Nov | 526.80 | 19.65 | 0.00 | 33.76 | 215.5 | 14 | 1,457 | |||
| 31 Oct | 522.60 | 19.65 | -5.40 | - | 2,198 | 405 | 1,446 | |||
| 30 Oct | 534.25 | 25.05 | -8.35 | - | 559 | 94 | 1,039 | |||
| 29 Oct | 547.50 | 33.4 | 13.55 | - | 2,926 | 583 | 950 | |||
| 28 Oct | 523.65 | 19.85 | -0.30 | - | 1,518 | 172 | 367 | |||
| 25 Oct | 508.00 | 20.15 | -3.70 | - | 414 | 0 | 195 | |||
| 24 Oct | 521.30 | 23.85 | 7.10 | - | 313 | 93 | 194 | |||
| 23 Oct | 505.70 | 16.75 | -1.00 | - | 104 | 9 | 102 | |||
| 22 Oct | 508.05 | 17.75 | -8.20 | - | 162 | 66 | 93 | |||
| 21 Oct | 532.50 | 25.95 | -1.65 | - | 24 | 9 | 25 | |||
| 18 Oct | 546.25 | 27.6 | -3.80 | - | 5 | 2 | 16 | |||
| 17 Oct | 542.35 | 31.4 | -2.55 | - | 5 | 2 | 14 | |||
| 16 Oct | 552.10 | 33.95 | -5.05 | - | 8 | 3 | 12 | |||
| 15 Oct | 547.30 | 39 | 4.00 | - | 1 | 0 | 8 | |||
| 14 Oct | 540.35 | 35 | -1.50 | - | 1 | 0 | 7 | |||
| 11 Oct | 537.90 | 36.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 544.25 | 36.5 | 4.75 | - | 1 | 0 | 7 | |||
| 9 Oct | 532.40 | 31.75 | 5.15 | - | 6 | 0 | 7 | |||
| 8 Oct | 524.25 | 26.6 | 6.75 | - | 4 | 2 | 8 | |||
| 7 Oct | 500.15 | 19.85 | -43.35 | - | 9 | 5 | 5 | |||
| 4 Oct | 524.05 | 63.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 537.70 | 63.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Oct | 556.80 | 63.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 554.50 | 63.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 560.20 | 63.2 | - | 0 | 0 | 0 | ||||
For Rec Limited - strike price 530 expiring on 28NOV2024
Delta for 530 CE is 0.30
Historical price for 530 CE is as follows
On 14 Nov RECLTD was trading at 507.05. The strike last trading price was 6.95, which was -0.40 lower than the previous day. The implied volatity was 37.21, the open interest changed by 112 which increased total open position to 3434
On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 7.35, which was -2.10 lower than the previous day. The implied volatity was 34.71, the open interest changed by 483 which increased total open position to 3327
On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 9.45, which was -6.50 lower than the previous day. The implied volatity was 34.46, the open interest changed by 470 which increased total open position to 2843
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 15.95, which was 5.60 higher than the previous day. The implied volatity was 34.20, the open interest changed by -52 which decreased total open position to 2372
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 10.35, which was -5.80 lower than the previous day. The implied volatity was 33.04, the open interest changed by 191 which increased total open position to 2443
On 7 Nov RECLTD was trading at 528.65. The strike last trading price was 16.15, which was -3.20 lower than the previous day. The implied volatity was 30.65, the open interest changed by 104 which increased total open position to 2259
On 6 Nov RECLTD was trading at 532.80. The strike last trading price was 19.35, which was 3.70 higher than the previous day. The implied volatity was 31.36, the open interest changed by -175 which decreased total open position to 2148
On 5 Nov RECLTD was trading at 526.00. The strike last trading price was 15.65, which was 0.70 higher than the previous day. The implied volatity was 32.47, the open interest changed by -864 which decreased total open position to 2325
On 4 Nov RECLTD was trading at 518.35. The strike last trading price was 14.95, which was -4.70 lower than the previous day. The implied volatity was 35.83, the open interest changed by 284 which increased total open position to 3200
On 1 Nov RECLTD was trading at 526.80. The strike last trading price was 19.65, which was 0.00 lower than the previous day. The implied volatity was 33.76, the open interest changed by 28 which increased total open position to 2914
On 31 Oct RECLTD was trading at 522.60. The strike last trading price was 19.65, which was -5.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RECLTD was trading at 534.25. The strike last trading price was 25.05, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RECLTD was trading at 547.50. The strike last trading price was 33.4, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RECLTD was trading at 523.65. The strike last trading price was 19.85, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct RECLTD was trading at 508.00. The strike last trading price was 20.15, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct RECLTD was trading at 521.30. The strike last trading price was 23.85, which was 7.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct RECLTD was trading at 505.70. The strike last trading price was 16.75, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct RECLTD was trading at 508.05. The strike last trading price was 17.75, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct RECLTD was trading at 532.50. The strike last trading price was 25.95, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct RECLTD was trading at 546.25. The strike last trading price was 27.6, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct RECLTD was trading at 542.35. The strike last trading price was 31.4, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct RECLTD was trading at 552.10. The strike last trading price was 33.95, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct RECLTD was trading at 547.30. The strike last trading price was 39, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct RECLTD was trading at 540.35. The strike last trading price was 35, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct RECLTD was trading at 537.90. The strike last trading price was 36.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct RECLTD was trading at 544.25. The strike last trading price was 36.5, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct RECLTD was trading at 532.40. The strike last trading price was 31.75, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct RECLTD was trading at 524.25. The strike last trading price was 26.6, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct RECLTD was trading at 500.15. The strike last trading price was 19.85, which was -43.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct RECLTD was trading at 524.05. The strike last trading price was 63.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct RECLTD was trading at 537.70. The strike last trading price was 63.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct RECLTD was trading at 556.80. The strike last trading price was 63.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept RECLTD was trading at 554.50. The strike last trading price was 63.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept RECLTD was trading at 560.20. The strike last trading price was 63.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RECLTD 28NOV2024 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.35
Theta: -0.35
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 507.05 | 27.85 | 1.35 | 37.11 | 6.5 | 1 | 622.5 |
| 13 Nov | 508.45 | 26.5 | 3.05 | 38.22 | 395.5 | -72.5 | 631.5 |
| 12 Nov | 514.50 | 23.45 | 8.55 | 37.30 | 1,129 | -7 | 755.5 |
| 11 Nov | 528.35 | 14.9 | -10.00 | 33.83 | 2,595 | 98 | 769 |
| 8 Nov | 514.55 | 24.9 | 6.05 | 36.17 | 456.5 | -19 | 673 |
| 7 Nov | 528.65 | 18.85 | 1.60 | 38.66 | 750 | 23.5 | 692 |
| 6 Nov | 532.80 | 17.25 | -6.90 | 38.63 | 949.5 | 74 | 666 |
| 5 Nov | 526.00 | 24.15 | -5.40 | 43.10 | 472 | -31.5 | 593.5 |
| 4 Nov | 518.35 | 29.55 | 3.50 | 46.42 | 294 | -16 | 625.5 |
| 1 Nov | 526.80 | 26.05 | -0.95 | 46.48 | 28 | 1 | 641 |
| 31 Oct | 522.60 | 27 | 5.20 | - | 1,409 | 178 | 642 |
| 30 Oct | 534.25 | 21.8 | 6.35 | - | 935 | 51 | 461 |
| 29 Oct | 547.50 | 15.45 | -11.35 | - | 1,017 | 270 | 416 |
| 28 Oct | 523.65 | 26.8 | -12.35 | - | 174 | 35 | 143 |
| 25 Oct | 508.00 | 39.15 | 8.60 | - | 68 | 11 | 108 |
| 24 Oct | 521.30 | 30.55 | -4.90 | - | 58 | 29 | 96 |
| 23 Oct | 505.70 | 35.45 | -2.25 | - | 20 | 6 | 68 |
| 22 Oct | 508.05 | 37.7 | 13.00 | - | 54 | 8 | 63 |
| 21 Oct | 532.50 | 24.7 | 9.70 | - | 42 | 20 | 56 |
| 18 Oct | 546.25 | 15 | -3.00 | - | 9 | 2 | 35 |
| 17 Oct | 542.35 | 18 | 4.00 | - | 12 | 5 | 32 |
| 16 Oct | 552.10 | 14 | -2.60 | - | 25 | 18 | 27 |
| 15 Oct | 547.30 | 16.6 | -3.40 | - | 7 | 3 | 9 |
| 14 Oct | 540.35 | 20 | -1.00 | - | 1 | 0 | 6 |
| 11 Oct | 537.90 | 21 | 0.35 | - | 1 | 0 | 7 |
| 10 Oct | 544.25 | 20.65 | -4.00 | - | 6 | 2 | 7 |
| 9 Oct | 532.40 | 24.65 | -5.35 | - | 3 | 2 | 4 |
| 8 Oct | 524.25 | 30 | -6.15 | - | 1 | 0 | 1 |
| 7 Oct | 500.15 | 36.15 | 10.10 | - | 1 | 0 | 0 |
| 4 Oct | 524.05 | 26.05 | -16.40 | - | 3 | 1 | 1 |
| 3 Oct | 537.70 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 556.80 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 554.50 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 560.20 | 42.45 | - | 0 | 0 | 0 | |
For Rec Limited - strike price 530 expiring on 28NOV2024
Delta for 530 PE is -0.70
Historical price for 530 PE is as follows
On 14 Nov RECLTD was trading at 507.05. The strike last trading price was 27.85, which was 1.35 higher than the previous day. The implied volatity was 37.11, the open interest changed by 2 which increased total open position to 1245
On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 26.5, which was 3.05 higher than the previous day. The implied volatity was 38.22, the open interest changed by -145 which decreased total open position to 1263
On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 23.45, which was 8.55 higher than the previous day. The implied volatity was 37.30, the open interest changed by -14 which decreased total open position to 1511
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 14.9, which was -10.00 lower than the previous day. The implied volatity was 33.83, the open interest changed by 196 which increased total open position to 1538
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 24.9, which was 6.05 higher than the previous day. The implied volatity was 36.17, the open interest changed by -38 which decreased total open position to 1346
On 7 Nov RECLTD was trading at 528.65. The strike last trading price was 18.85, which was 1.60 higher than the previous day. The implied volatity was 38.66, the open interest changed by 47 which increased total open position to 1384
On 6 Nov RECLTD was trading at 532.80. The strike last trading price was 17.25, which was -6.90 lower than the previous day. The implied volatity was 38.63, the open interest changed by 148 which increased total open position to 1332
On 5 Nov RECLTD was trading at 526.00. The strike last trading price was 24.15, which was -5.40 lower than the previous day. The implied volatity was 43.10, the open interest changed by -63 which decreased total open position to 1187
On 4 Nov RECLTD was trading at 518.35. The strike last trading price was 29.55, which was 3.50 higher than the previous day. The implied volatity was 46.42, the open interest changed by -32 which decreased total open position to 1251
On 1 Nov RECLTD was trading at 526.80. The strike last trading price was 26.05, which was -0.95 lower than the previous day. The implied volatity was 46.48, the open interest changed by 2 which increased total open position to 1282
On 31 Oct RECLTD was trading at 522.60. The strike last trading price was 27, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RECLTD was trading at 534.25. The strike last trading price was 21.8, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RECLTD was trading at 547.50. The strike last trading price was 15.45, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RECLTD was trading at 523.65. The strike last trading price was 26.8, which was -12.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct RECLTD was trading at 508.00. The strike last trading price was 39.15, which was 8.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct RECLTD was trading at 521.30. The strike last trading price was 30.55, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct RECLTD was trading at 505.70. The strike last trading price was 35.45, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct RECLTD was trading at 508.05. The strike last trading price was 37.7, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct RECLTD was trading at 532.50. The strike last trading price was 24.7, which was 9.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct RECLTD was trading at 546.25. The strike last trading price was 15, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct RECLTD was trading at 542.35. The strike last trading price was 18, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct RECLTD was trading at 552.10. The strike last trading price was 14, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct RECLTD was trading at 547.30. The strike last trading price was 16.6, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct RECLTD was trading at 540.35. The strike last trading price was 20, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct RECLTD was trading at 537.90. The strike last trading price was 21, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct RECLTD was trading at 544.25. The strike last trading price was 20.65, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct RECLTD was trading at 532.40. The strike last trading price was 24.65, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct RECLTD was trading at 524.25. The strike last trading price was 30, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct RECLTD was trading at 500.15. The strike last trading price was 36.15, which was 10.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct RECLTD was trading at 524.05. The strike last trading price was 26.05, which was -16.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct RECLTD was trading at 537.70. The strike last trading price was 42.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct RECLTD was trading at 556.80. The strike last trading price was 42.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept RECLTD was trading at 554.50. The strike last trading price was 42.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept RECLTD was trading at 560.20. The strike last trading price was 42.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
