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[--[65.84.65.76]--]
RECLTD
Rec Limited

513.25 -15.85 (-3.00%)

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Historical option data for RECLTD

20 Dec 2024 04:13 PM IST
RECLTD 26DEC2024 550 CE
Delta: 0.08
Vega: 0.10
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 513.25 0.95 -2.05 39.39 7,406 -500 2,439
19 Dec 529.10 3 -2.20 33.53 5,167 393 2,937
18 Dec 537.20 5.2 -6.00 31.06 8,693 852 2,546
17 Dec 550.55 11.2 -5.60 31.76 2,430 269 1,684
16 Dec 559.80 16.8 0.50 30.34 1,197 -126 1,414
13 Dec 556.95 16.3 -4.05 27.23 6,382 306 1,558
12 Dec 559.55 20.35 -5.15 29.41 997 -65 1,227
11 Dec 569.75 25.5 -2.10 26.57 730 -2 1,296
10 Dec 570.15 27.6 3.85 29.04 1,798 -373 1,315
9 Dec 563.70 23.75 2.10 30.72 3,560 -285 1,694
6 Dec 559.10 21.65 6.85 30.73 7,527 -758 1,978
5 Dec 545.00 14.8 -0.30 30.07 3,844 189 2,746
4 Dec 543.65 15.1 1.75 31.19 11,341 522 2,548
3 Dec 539.70 13.35 1.55 30.60 5,600 103 2,026
2 Dec 531.90 11.8 -1.00 33.56 2,150 126 1,916
29 Nov 532.60 12.8 -0.40 31.72 2,869 -50 1,781
28 Nov 528.25 13.2 1.35 34.21 4,235 362 1,834
27 Nov 526.35 11.85 0.95 33.49 1,478 82 1,465
26 Nov 520.05 10.9 -0.75 34.88 1,407 12 1,382
25 Nov 519.40 11.65 3.50 34.38 2,690 826 1,370
22 Nov 506.25 8.15 2.25 35.31 1,321 172 716
21 Nov 490.95 5.9 -4.05 36.97 1,760 202 546
20 Nov 516.60 9.95 0.00 32.05 783 59 343
19 Nov 516.60 9.95 2.40 32.05 783 58 343
18 Nov 501.00 7.55 -1.20 33.56 400 90 284
14 Nov 502.35 8.75 -2.45 33.13 193 5 193
13 Nov 508.45 11.2 -1.10 33.85 189 82 170
12 Nov 514.50 12.3 -6.45 32.66 62 24 87
11 Nov 528.35 18.75 5.00 34.05 328 45 63
8 Nov 514.55 13.75 -4.50 33.54 20 11 17
7 Nov 528.65 18.25 -3.50 31.67 6 2 4
6 Nov 532.80 21.75 -16.75 33.15 3 2 2
5 Nov 526.00 38.5 0.00 2.86 0 0 0
4 Nov 518.35 38.5 0.00 3.68 0 0 0
1 Nov 526.80 38.5 2.26 0 0 0


For Rec Limited - strike price 550 expiring on 26DEC2024

Delta for 550 CE is 0.08

Historical price for 550 CE is as follows

On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 0.95, which was -2.05 lower than the previous day. The implied volatity was 39.39, the open interest changed by -500 which decreased total open position to 2439


On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 3, which was -2.20 lower than the previous day. The implied volatity was 33.53, the open interest changed by 393 which increased total open position to 2937


On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 5.2, which was -6.00 lower than the previous day. The implied volatity was 31.06, the open interest changed by 852 which increased total open position to 2546


On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 11.2, which was -5.60 lower than the previous day. The implied volatity was 31.76, the open interest changed by 269 which increased total open position to 1684


On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 16.8, which was 0.50 higher than the previous day. The implied volatity was 30.34, the open interest changed by -126 which decreased total open position to 1414


On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 16.3, which was -4.05 lower than the previous day. The implied volatity was 27.23, the open interest changed by 306 which increased total open position to 1558


On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 20.35, which was -5.15 lower than the previous day. The implied volatity was 29.41, the open interest changed by -65 which decreased total open position to 1227


On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 25.5, which was -2.10 lower than the previous day. The implied volatity was 26.57, the open interest changed by -2 which decreased total open position to 1296


On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 27.6, which was 3.85 higher than the previous day. The implied volatity was 29.04, the open interest changed by -373 which decreased total open position to 1315


On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 23.75, which was 2.10 higher than the previous day. The implied volatity was 30.72, the open interest changed by -285 which decreased total open position to 1694


On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 21.65, which was 6.85 higher than the previous day. The implied volatity was 30.73, the open interest changed by -758 which decreased total open position to 1978


On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 14.8, which was -0.30 lower than the previous day. The implied volatity was 30.07, the open interest changed by 189 which increased total open position to 2746


On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 15.1, which was 1.75 higher than the previous day. The implied volatity was 31.19, the open interest changed by 522 which increased total open position to 2548


On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 13.35, which was 1.55 higher than the previous day. The implied volatity was 30.60, the open interest changed by 103 which increased total open position to 2026


On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 11.8, which was -1.00 lower than the previous day. The implied volatity was 33.56, the open interest changed by 126 which increased total open position to 1916


On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 12.8, which was -0.40 lower than the previous day. The implied volatity was 31.72, the open interest changed by -50 which decreased total open position to 1781


On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 13.2, which was 1.35 higher than the previous day. The implied volatity was 34.21, the open interest changed by 362 which increased total open position to 1834


On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 11.85, which was 0.95 higher than the previous day. The implied volatity was 33.49, the open interest changed by 82 which increased total open position to 1465


On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 10.9, which was -0.75 lower than the previous day. The implied volatity was 34.88, the open interest changed by 12 which increased total open position to 1382


On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 11.65, which was 3.50 higher than the previous day. The implied volatity was 34.38, the open interest changed by 826 which increased total open position to 1370


On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 8.15, which was 2.25 higher than the previous day. The implied volatity was 35.31, the open interest changed by 172 which increased total open position to 716


On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 5.9, which was -4.05 lower than the previous day. The implied volatity was 36.97, the open interest changed by 202 which increased total open position to 546


On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was 32.05, the open interest changed by 59 which increased total open position to 343


On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 9.95, which was 2.40 higher than the previous day. The implied volatity was 32.05, the open interest changed by 58 which increased total open position to 343


On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 7.55, which was -1.20 lower than the previous day. The implied volatity was 33.56, the open interest changed by 90 which increased total open position to 284


On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 8.75, which was -2.45 lower than the previous day. The implied volatity was 33.13, the open interest changed by 5 which increased total open position to 193


On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 11.2, which was -1.10 lower than the previous day. The implied volatity was 33.85, the open interest changed by 82 which increased total open position to 170


On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 12.3, which was -6.45 lower than the previous day. The implied volatity was 32.66, the open interest changed by 24 which increased total open position to 87


On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 18.75, which was 5.00 higher than the previous day. The implied volatity was 34.05, the open interest changed by 45 which increased total open position to 63


On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 13.75, which was -4.50 lower than the previous day. The implied volatity was 33.54, the open interest changed by 11 which increased total open position to 17


On 7 Nov RECLTD was trading at 528.65. The strike last trading price was 18.25, which was -3.50 lower than the previous day. The implied volatity was 31.67, the open interest changed by 2 which increased total open position to 4


On 6 Nov RECLTD was trading at 532.80. The strike last trading price was 21.75, which was -16.75 lower than the previous day. The implied volatity was 33.15, the open interest changed by 2 which increased total open position to 2


On 5 Nov RECLTD was trading at 526.00. The strike last trading price was 38.5, which was 0.00 lower than the previous day. The implied volatity was 2.86, 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 38.5, which was 0.00 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0


On 1 Nov RECLTD was trading at 526.80. The strike last trading price was 38.5, which was lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0


RECLTD 26DEC2024 550 PE
Delta: -0.91
Vega: 0.10
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 513.25 38.9 15.75 40.40 629 -181 840
19 Dec 529.10 23.15 5.50 34.00 1,051 -91 1,019
18 Dec 537.20 17.65 7.25 33.83 4,240 -108 1,110
17 Dec 550.55 10.4 3.85 31.05 4,434 107 1,222
16 Dec 559.80 6.55 -0.35 29.62 1,897 47 1,118
13 Dec 556.95 6.9 -0.40 25.85 5,914 -138 1,069
12 Dec 559.55 7.3 1.10 29.55 2,297 -286 1,216
11 Dec 569.75 6.2 -0.55 31.90 1,482 123 1,507
10 Dec 570.15 6.75 -2.60 33.08 2,721 85 1,419
9 Dec 563.70 9.35 -1.95 33.34 2,331 -109 1,343
6 Dec 559.10 11.3 -7.35 31.05 5,446 137 1,469
5 Dec 545.00 18.65 -0.75 32.95 1,278 17 1,335
4 Dec 543.65 19.4 -1.65 33.27 3,854 434 1,320
3 Dec 539.70 21.05 -5.35 31.82 1,131 73 891
2 Dec 531.90 26.4 0.15 32.03 143 36 818
29 Nov 532.60 26.25 -2.80 32.61 392 69 782
28 Nov 528.25 29.05 -3.35 33.42 905 333 712
27 Nov 526.35 32.4 -5.10 35.10 163 39 374
26 Nov 520.05 37.5 0.70 36.99 200 86 333
25 Nov 519.40 36.8 -10.80 37.56 450 180 245
22 Nov 506.25 47.6 -14.40 35.61 66 28 93
21 Nov 490.95 62 22.00 42.66 79 21 65
20 Nov 516.60 40 0.00 33.08 47 25 44
19 Nov 516.60 40 -15.00 33.08 47 25 44
18 Nov 501.00 55 6.00 43.73 1 0 18
14 Nov 502.35 49 2.05 34.00 1 0 17
13 Nov 508.45 46.95 15.45 37.34 14 12 15
12 Nov 514.50 31.5 0.00 0.00 0 3 0
11 Nov 528.35 31.5 -28.30 31.13 3 2 2
8 Nov 514.55 59.8 0.00 - 0 0 0
7 Nov 528.65 59.8 0.00 - 0 0 0
6 Nov 532.80 59.8 0.00 - 0 0 0
5 Nov 526.00 59.8 0.00 - 0 0 0
4 Nov 518.35 59.8 59.80 - 0 0 0
1 Nov 526.80 0 - 0 0 0


For Rec Limited - strike price 550 expiring on 26DEC2024

Delta for 550 PE is -0.91

Historical price for 550 PE is as follows

On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 38.9, which was 15.75 higher than the previous day. The implied volatity was 40.40, the open interest changed by -181 which decreased total open position to 840


On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 23.15, which was 5.50 higher than the previous day. The implied volatity was 34.00, the open interest changed by -91 which decreased total open position to 1019


On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 17.65, which was 7.25 higher than the previous day. The implied volatity was 33.83, the open interest changed by -108 which decreased total open position to 1110


On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 10.4, which was 3.85 higher than the previous day. The implied volatity was 31.05, the open interest changed by 107 which increased total open position to 1222


On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 6.55, which was -0.35 lower than the previous day. The implied volatity was 29.62, the open interest changed by 47 which increased total open position to 1118


On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 6.9, which was -0.40 lower than the previous day. The implied volatity was 25.85, the open interest changed by -138 which decreased total open position to 1069


On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 7.3, which was 1.10 higher than the previous day. The implied volatity was 29.55, the open interest changed by -286 which decreased total open position to 1216


On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 6.2, which was -0.55 lower than the previous day. The implied volatity was 31.90, the open interest changed by 123 which increased total open position to 1507


On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 6.75, which was -2.60 lower than the previous day. The implied volatity was 33.08, the open interest changed by 85 which increased total open position to 1419


On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 9.35, which was -1.95 lower than the previous day. The implied volatity was 33.34, the open interest changed by -109 which decreased total open position to 1343


On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 11.3, which was -7.35 lower than the previous day. The implied volatity was 31.05, the open interest changed by 137 which increased total open position to 1469


On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 18.65, which was -0.75 lower than the previous day. The implied volatity was 32.95, the open interest changed by 17 which increased total open position to 1335


On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 19.4, which was -1.65 lower than the previous day. The implied volatity was 33.27, the open interest changed by 434 which increased total open position to 1320


On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 21.05, which was -5.35 lower than the previous day. The implied volatity was 31.82, the open interest changed by 73 which increased total open position to 891


On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 26.4, which was 0.15 higher than the previous day. The implied volatity was 32.03, the open interest changed by 36 which increased total open position to 818


On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 26.25, which was -2.80 lower than the previous day. The implied volatity was 32.61, the open interest changed by 69 which increased total open position to 782


On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 29.05, which was -3.35 lower than the previous day. The implied volatity was 33.42, the open interest changed by 333 which increased total open position to 712


On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 32.4, which was -5.10 lower than the previous day. The implied volatity was 35.10, the open interest changed by 39 which increased total open position to 374


On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 37.5, which was 0.70 higher than the previous day. The implied volatity was 36.99, the open interest changed by 86 which increased total open position to 333


On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 36.8, which was -10.80 lower than the previous day. The implied volatity was 37.56, the open interest changed by 180 which increased total open position to 245


On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 47.6, which was -14.40 lower than the previous day. The implied volatity was 35.61, the open interest changed by 28 which increased total open position to 93


On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 62, which was 22.00 higher than the previous day. The implied volatity was 42.66, the open interest changed by 21 which increased total open position to 65


On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 33.08, the open interest changed by 25 which increased total open position to 44


On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 40, which was -15.00 lower than the previous day. The implied volatity was 33.08, the open interest changed by 25 which increased total open position to 44


On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 55, which was 6.00 higher than the previous day. The implied volatity was 43.73, the open interest changed by 0 which decreased total open position to 18


On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 49, which was 2.05 higher than the previous day. The implied volatity was 34.00, the open interest changed by 0 which decreased total open position to 17


On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 46.95, which was 15.45 higher than the previous day. The implied volatity was 37.34, the open interest changed by 12 which increased total open position to 15


On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 31.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 31.5, which was -28.30 lower than the previous day. The implied volatity was 31.13, the open interest changed by 2 which increased total open position to 2


On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 59.8, 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 59.8, 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 59.8, 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 59.8, 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 59.8, which was 59.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov RECLTD was trading at 526.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0