RECLTD
Rec Limited
Historical option data for RECLTD
20 Dec 2024 04:13 PM IST
| RECLTD 26DEC2024 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.19
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 513.25 | 2.45 | -7.10 | 32.28 | 10,039 | 1,018 | 2,267 | |||
| 19 Dec | 529.10 | 9.55 | -4.60 | 32.83 | 5,858 | 445 | 1,255 | |||
| 18 Dec | 537.20 | 14.15 | -10.20 | 29.92 | 2,610 | 133 | 811 | |||
| 17 Dec | 550.55 | 24.35 | -8.25 | 33.32 | 77 | -13 | 679 | |||
| 16 Dec | 559.80 | 32.6 | 0.65 | 34.01 | 64 | -10 | 694 | |||
| 13 Dec | 556.95 | 31.95 | -3.45 | 31.08 | 672 | -30 | 705 | |||
| 12 Dec | 559.55 | 35.4 | -6.20 | 29.47 | 58 | -2 | 738 | |||
| 11 Dec | 569.75 | 41.6 | -2.40 | 21.64 | 76 | -28 | 741 | |||
| 10 Dec | 570.15 | 44 | 4.95 | 29.33 | 386 | -198 | 769 | |||
| 9 Dec | 563.70 | 39.05 | 3.25 | 32.30 | 313 | -91 | 968 | |||
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| 6 Dec | 559.10 | 35.8 | 9.70 | 32.17 | 1,010 | -233 | 1,087 | |||
| 5 Dec | 545.00 | 26.1 | -0.15 | 31.57 | 635 | 15 | 1,323 | |||
| 4 Dec | 543.65 | 26.25 | 2.25 | 31.66 | 1,748 | -174 | 1,309 | |||
| 3 Dec | 539.70 | 24 | 3.00 | 31.50 | 3,328 | -146 | 1,490 | |||
| 2 Dec | 531.90 | 21 | -1.25 | 34.54 | 2,037 | 14 | 1,628 | |||
| 29 Nov | 532.60 | 22.25 | 0.10 | 32.37 | 3,693 | 180 | 1,619 | |||
| 28 Nov | 528.25 | 22.15 | 1.90 | 34.87 | 5,205 | 193 | 1,434 | |||
| 27 Nov | 526.35 | 20.25 | 2.05 | 34.09 | 2,229 | 184 | 1,239 | |||
| 26 Nov | 520.05 | 18.2 | -0.90 | 34.94 | 1,274 | 159 | 1,054 | |||
| 25 Nov | 519.40 | 19.1 | 5.40 | 34.19 | 3,495 | 509 | 895 | |||
| 22 Nov | 506.25 | 13.7 | 3.60 | 35.22 | 846 | 123 | 509 | |||
| 21 Nov | 490.95 | 10.1 | -6.40 | 36.94 | 1,274 | 123 | 393 | |||
| 20 Nov | 516.60 | 16.5 | 0.00 | 31.78 | 632 | 95 | 270 | |||
| 19 Nov | 516.60 | 16.5 | 3.55 | 31.78 | 632 | 95 | 270 | |||
| 18 Nov | 501.00 | 12.95 | -1.00 | 33.73 | 158 | 45 | 173 | |||
| 14 Nov | 502.35 | 13.95 | -2.45 | 32.53 | 77 | 18 | 127 | |||
| 13 Nov | 508.45 | 16.4 | -2.30 | 31.99 | 127 | 48 | 109 | |||
| 12 Nov | 514.50 | 18.7 | -9.60 | 31.76 | 44 | 18 | 61 | |||
| 11 Nov | 528.35 | 28.3 | 7.45 | 34.98 | 141 | 11 | 41 | |||
| 8 Nov | 514.55 | 20.85 | -5.65 | 33.52 | 9 | 3 | 30 | |||
| 7 Nov | 528.65 | 26.5 | -4.50 | 30.89 | 23 | 17 | 27 | |||
| 6 Nov | 532.80 | 31 | -15.75 | 33.09 | 13 | 10 | 10 | |||
| 5 Nov | 526.00 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 518.35 | 46.75 | 0.87 | 0 | 0 | 0 | ||||
For Rec Limited - strike price 530 expiring on 26DEC2024
Delta for 530 CE is 0.21
Historical price for 530 CE is as follows
On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 2.45, which was -7.10 lower than the previous day. The implied volatity was 32.28, the open interest changed by 1018 which increased total open position to 2267
On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 9.55, which was -4.60 lower than the previous day. The implied volatity was 32.83, the open interest changed by 445 which increased total open position to 1255
On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 14.15, which was -10.20 lower than the previous day. The implied volatity was 29.92, the open interest changed by 133 which increased total open position to 811
On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 24.35, which was -8.25 lower than the previous day. The implied volatity was 33.32, the open interest changed by -13 which decreased total open position to 679
On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 32.6, which was 0.65 higher than the previous day. The implied volatity was 34.01, the open interest changed by -10 which decreased total open position to 694
On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 31.95, which was -3.45 lower than the previous day. The implied volatity was 31.08, the open interest changed by -30 which decreased total open position to 705
On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 35.4, which was -6.20 lower than the previous day. The implied volatity was 29.47, the open interest changed by -2 which decreased total open position to 738
On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 41.6, which was -2.40 lower than the previous day. The implied volatity was 21.64, the open interest changed by -28 which decreased total open position to 741
On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 44, which was 4.95 higher than the previous day. The implied volatity was 29.33, the open interest changed by -198 which decreased total open position to 769
On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 39.05, which was 3.25 higher than the previous day. The implied volatity was 32.30, the open interest changed by -91 which decreased total open position to 968
On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 35.8, which was 9.70 higher than the previous day. The implied volatity was 32.17, the open interest changed by -233 which decreased total open position to 1087
On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 26.1, which was -0.15 lower than the previous day. The implied volatity was 31.57, the open interest changed by 15 which increased total open position to 1323
On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 26.25, which was 2.25 higher than the previous day. The implied volatity was 31.66, the open interest changed by -174 which decreased total open position to 1309
On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 24, which was 3.00 higher than the previous day. The implied volatity was 31.50, the open interest changed by -146 which decreased total open position to 1490
On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 21, which was -1.25 lower than the previous day. The implied volatity was 34.54, the open interest changed by 14 which increased total open position to 1628
On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 22.25, which was 0.10 higher than the previous day. The implied volatity was 32.37, the open interest changed by 180 which increased total open position to 1619
On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 22.15, which was 1.90 higher than the previous day. The implied volatity was 34.87, the open interest changed by 193 which increased total open position to 1434
On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 20.25, which was 2.05 higher than the previous day. The implied volatity was 34.09, the open interest changed by 184 which increased total open position to 1239
On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 18.2, which was -0.90 lower than the previous day. The implied volatity was 34.94, the open interest changed by 159 which increased total open position to 1054
On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 19.1, which was 5.40 higher than the previous day. The implied volatity was 34.19, the open interest changed by 509 which increased total open position to 895
On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 13.7, which was 3.60 higher than the previous day. The implied volatity was 35.22, the open interest changed by 123 which increased total open position to 509
On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 10.1, which was -6.40 lower than the previous day. The implied volatity was 36.94, the open interest changed by 123 which increased total open position to 393
On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 16.5, which was 0.00 lower than the previous day. The implied volatity was 31.78, the open interest changed by 95 which increased total open position to 270
On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 16.5, which was 3.55 higher than the previous day. The implied volatity was 31.78, the open interest changed by 95 which increased total open position to 270
On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 12.95, which was -1.00 lower than the previous day. The implied volatity was 33.73, the open interest changed by 45 which increased total open position to 173
On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 13.95, which was -2.45 lower than the previous day. The implied volatity was 32.53, the open interest changed by 18 which increased total open position to 127
On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 16.4, which was -2.30 lower than the previous day. The implied volatity was 31.99, the open interest changed by 48 which increased total open position to 109
On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 18.7, which was -9.60 lower than the previous day. The implied volatity was 31.76, the open interest changed by 18 which increased total open position to 61
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 28.3, which was 7.45 higher than the previous day. The implied volatity was 34.98, the open interest changed by 11 which increased total open position to 41
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 20.85, which was -5.65 lower than the previous day. The implied volatity was 33.52, the open interest changed by 3 which increased total open position to 30
On 7 Nov RECLTD was trading at 528.65. The strike last trading price was 26.5, which was -4.50 lower than the previous day. The implied volatity was 30.89, the open interest changed by 17 which increased total open position to 27
On 6 Nov RECLTD was trading at 532.80. The strike last trading price was 31, which was -15.75 lower than the previous day. The implied volatity was 33.09, the open interest changed by 10 which increased total open position to 10
On 5 Nov RECLTD was trading at 526.00. The strike last trading price was 46.75, 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 4 Nov RECLTD was trading at 518.35. The strike last trading price was 46.75, which was lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
| RECLTD 26DEC2024 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.19
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 513.25 | 20.65 | 11.05 | 33.95 | 6,871 | -134 | 1,346 |
| 19 Dec | 529.10 | 9.6 | 2.95 | 32.71 | 5,198 | -226 | 1,490 |
| 18 Dec | 537.20 | 6.65 | 2.90 | 32.64 | 10,284 | 15 | 1,705 |
| 17 Dec | 550.55 | 3.75 | 1.35 | 32.95 | 5,709 | 357 | 1,691 |
| 16 Dec | 559.80 | 2.4 | -0.10 | 32.86 | 1,350 | 17 | 1,328 |
| 13 Dec | 556.95 | 2.5 | -0.50 | 28.53 | 4,457 | -403 | 1,321 |
| 12 Dec | 559.55 | 3 | 0.25 | 31.94 | 1,732 | -29 | 1,727 |
| 11 Dec | 569.75 | 2.75 | -0.50 | 34.43 | 1,292 | -43 | 1,764 |
| 10 Dec | 570.15 | 3.25 | -1.25 | 35.85 | 1,883 | 23 | 1,807 |
| 9 Dec | 563.70 | 4.5 | -1.15 | 35.21 | 1,350 | -62 | 1,790 |
| 6 Dec | 559.10 | 5.65 | -4.40 | 32.81 | 2,726 | -103 | 1,852 |
| 5 Dec | 545.00 | 10.05 | -0.60 | 33.67 | 1,947 | -2 | 1,960 |
| 4 Dec | 543.65 | 10.65 | -1.15 | 33.89 | 3,438 | 52 | 1,976 |
| 3 Dec | 539.70 | 11.8 | -4.20 | 32.74 | 3,250 | 314 | 1,927 |
| 2 Dec | 531.90 | 16 | 0.10 | 33.56 | 2,509 | 208 | 1,629 |
| 29 Nov | 532.60 | 15.9 | -2.40 | 33.35 | 2,388 | 248 | 1,437 |
| 28 Nov | 528.25 | 18.3 | -2.50 | 34.36 | 4,028 | 214 | 1,192 |
| 27 Nov | 526.35 | 20.8 | -4.05 | 35.35 | 1,689 | 330 | 975 |
| 26 Nov | 520.05 | 24.85 | 1.45 | 36.69 | 921 | 240 | 645 |
| 25 Nov | 519.40 | 23.4 | -10.90 | 35.48 | 1,306 | 303 | 406 |
| 22 Nov | 506.25 | 34.3 | -10.70 | 37.11 | 296 | 118 | 221 |
| 21 Nov | 490.95 | 45 | 16.15 | 39.11 | 63 | -4 | 102 |
| 20 Nov | 516.60 | 28.85 | 0.00 | 35.93 | 128 | 52 | 106 |
| 19 Nov | 516.60 | 28.85 | -7.80 | 35.93 | 128 | 52 | 106 |
| 18 Nov | 501.00 | 36.65 | 4.30 | 36.33 | 12 | 4 | 53 |
| 14 Nov | 502.35 | 32.35 | -1.75 | 30.00 | 16 | 13 | 49 |
| 13 Nov | 508.45 | 34.1 | 8.90 | 37.66 | 3 | 1 | 37 |
| 12 Nov | 514.50 | 25.2 | 2.05 | 28.52 | 28 | 21 | 36 |
| 11 Nov | 528.35 | 23.15 | -25.10 | 34.69 | 17 | 14 | 14 |
| 8 Nov | 514.55 | 48.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 528.65 | 48.25 | 0.00 | 0.96 | 0 | 0 | 0 |
| 6 Nov | 532.80 | 48.25 | 0.00 | 1.56 | 0 | 0 | 0 |
| 5 Nov | 526.00 | 48.25 | 0.00 | 0.56 | 0 | 0 | 0 |
| 4 Nov | 518.35 | 48.25 | - | 0 | 0 | 0 | |
For Rec Limited - strike price 530 expiring on 26DEC2024
Delta for 530 PE is -0.78
Historical price for 530 PE is as follows
On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 20.65, which was 11.05 higher than the previous day. The implied volatity was 33.95, the open interest changed by -134 which decreased total open position to 1346
On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 9.6, which was 2.95 higher than the previous day. The implied volatity was 32.71, the open interest changed by -226 which decreased total open position to 1490
On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 6.65, which was 2.90 higher than the previous day. The implied volatity was 32.64, the open interest changed by 15 which increased total open position to 1705
On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 3.75, which was 1.35 higher than the previous day. The implied volatity was 32.95, the open interest changed by 357 which increased total open position to 1691
On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 2.4, which was -0.10 lower than the previous day. The implied volatity was 32.86, the open interest changed by 17 which increased total open position to 1328
On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 2.5, which was -0.50 lower than the previous day. The implied volatity was 28.53, the open interest changed by -403 which decreased total open position to 1321
On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 31.94, the open interest changed by -29 which decreased total open position to 1727
On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 2.75, which was -0.50 lower than the previous day. The implied volatity was 34.43, the open interest changed by -43 which decreased total open position to 1764
On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 3.25, which was -1.25 lower than the previous day. The implied volatity was 35.85, the open interest changed by 23 which increased total open position to 1807
On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 4.5, which was -1.15 lower than the previous day. The implied volatity was 35.21, the open interest changed by -62 which decreased total open position to 1790
On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 5.65, which was -4.40 lower than the previous day. The implied volatity was 32.81, the open interest changed by -103 which decreased total open position to 1852
On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 10.05, which was -0.60 lower than the previous day. The implied volatity was 33.67, the open interest changed by -2 which decreased total open position to 1960
On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 10.65, which was -1.15 lower than the previous day. The implied volatity was 33.89, the open interest changed by 52 which increased total open position to 1976
On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 11.8, which was -4.20 lower than the previous day. The implied volatity was 32.74, the open interest changed by 314 which increased total open position to 1927
On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 16, which was 0.10 higher than the previous day. The implied volatity was 33.56, the open interest changed by 208 which increased total open position to 1629
On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 15.9, which was -2.40 lower than the previous day. The implied volatity was 33.35, the open interest changed by 248 which increased total open position to 1437
On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 18.3, which was -2.50 lower than the previous day. The implied volatity was 34.36, the open interest changed by 214 which increased total open position to 1192
On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 20.8, which was -4.05 lower than the previous day. The implied volatity was 35.35, the open interest changed by 330 which increased total open position to 975
On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 24.85, which was 1.45 higher than the previous day. The implied volatity was 36.69, the open interest changed by 240 which increased total open position to 645
On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 23.4, which was -10.90 lower than the previous day. The implied volatity was 35.48, the open interest changed by 303 which increased total open position to 406
On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 34.3, which was -10.70 lower than the previous day. The implied volatity was 37.11, the open interest changed by 118 which increased total open position to 221
On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 45, which was 16.15 higher than the previous day. The implied volatity was 39.11, the open interest changed by -4 which decreased total open position to 102
On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 28.85, which was 0.00 lower than the previous day. The implied volatity was 35.93, the open interest changed by 52 which increased total open position to 106
On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 28.85, which was -7.80 lower than the previous day. The implied volatity was 35.93, the open interest changed by 52 which increased total open position to 106
On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 36.65, which was 4.30 higher than the previous day. The implied volatity was 36.33, the open interest changed by 4 which increased total open position to 53
On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 32.35, which was -1.75 lower than the previous day. The implied volatity was 30.00, the open interest changed by 13 which increased total open position to 49
On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 34.1, which was 8.90 higher than the previous day. The implied volatity was 37.66, the open interest changed by 1 which increased total open position to 37
On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 25.2, which was 2.05 higher than the previous day. The implied volatity was 28.52, the open interest changed by 21 which increased total open position to 36
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 23.15, which was -25.10 lower than the previous day. The implied volatity was 34.69, the open interest changed by 14 which increased total open position to 14
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 48.25, 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 48.25, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 48.25, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 48.25, which was 0.00 lower than the previous day. The implied volatity was 0.56, 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 48.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
