RECLTD
Rec Limited
Historical option data for RECLTD
20 Dec 2024 04:13 PM IST
RECLTD 26DEC2024 550 CE | ||||||||||
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Delta: 0.08
Vega: 0.10
Theta: -0.34
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.91
Vega: 0.10
Theta: -0.21
Gamma: 0.01
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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