RECLTD
Rec Limited
Historical option data for RECLTD
20 Dec 2024 04:13 PM IST
| RECLTD 26DEC2024 570 CE | ||||||||||
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Delta: 0.04
Vega: 0.06
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 513.25 | 0.55 | -0.70 | 48.03 | 3,009 | -388 | 2,510 | |||
| 19 Dec | 529.10 | 1.25 | -0.80 | 39.17 | 2,677 | 106 | 2,892 | |||
| 18 Dec | 537.20 | 2.05 | -2.05 | 35.55 | 4,936 | 179 | 2,790 | |||
| 17 Dec | 550.55 | 4.1 | -2.50 | 32.09 | 5,861 | 461 | 2,606 | |||
| 16 Dec | 559.80 | 6.6 | 0.15 | 29.18 | 3,017 | 155 | 2,147 | |||
| 13 Dec | 556.95 | 6.45 | -3.10 | 26.27 | 4,318 | -43 | 2,025 | |||
| 12 Dec | 559.55 | 9.55 | -3.60 | 28.73 | 3,584 | 216 | 2,089 | |||
| 11 Dec | 569.75 | 13.15 | -2.00 | 27.13 | 3,555 | 42 | 1,865 | |||
| 10 Dec | 570.15 | 15.15 | 2.35 | 29.20 | 6,552 | -77 | 1,826 | |||
| 9 Dec | 563.70 | 12.8 | 1.15 | 30.57 | 6,681 | 86 | 1,895 | |||
| 6 Dec | 559.10 | 11.65 | 4.10 | 30.30 | 5,479 | 260 | 1,826 | |||
| 5 Dec | 545.00 | 7.55 | -0.25 | 31.02 | 1,189 | 42 | 1,569 | |||
| 4 Dec | 543.65 | 7.8 | 1.25 | 31.08 | 4,369 | 420 | 1,528 | |||
| 3 Dec | 539.70 | 6.55 | 0.55 | 30.11 | 2,148 | 199 | 1,101 | |||
| 2 Dec | 531.90 | 6 | -0.85 | 33.05 | 1,450 | -269 | 902 | |||
| 29 Nov | 532.60 | 6.85 | -0.45 | 31.71 | 1,029 | 203 | 1,170 | |||
| 28 Nov | 528.25 | 7.3 | 0.80 | 33.91 | 1,366 | 195 | 943 | |||
| 27 Nov | 526.35 | 6.5 | 0.30 | 33.37 | 962 | 446 | 751 | |||
| 26 Nov | 520.05 | 6.2 | -0.55 | 35.06 | 323 | 8 | 310 | |||
| 25 Nov | 519.40 | 6.75 | 2.15 | 34.67 | 737 | 137 | 302 | |||
| 22 Nov | 506.25 | 4.6 | 1.00 | 35.41 | 238 | 16 | 181 | |||
| 21 Nov | 490.95 | 3.6 | -2.40 | 38.01 | 471 | 80 | 166 | |||
| 20 Nov | 516.60 | 6 | 0.00 | 32.98 | 107 | 49 | 87 | |||
| 19 Nov | 516.60 | 6 | 1.40 | 32.98 | 107 | 50 | 87 | |||
| 18 Nov | 501.00 | 4.6 | -0.40 | 34.59 | 45 | 4 | 36 | |||
| 14 Nov | 502.35 | 5 | -1.65 | 33.08 | 8 | 3 | 32 | |||
| 13 Nov | 508.45 | 6.65 | -1.05 | 33.62 | 3 | -1 | 28 | |||
| 12 Nov | 514.50 | 7.7 | -5.10 | 33.12 | 3 | -2 | 28 | |||
| 11 Nov | 528.35 | 12.8 | 2.80 | 34.81 | 33 | 30 | 30 | |||
| 8 Nov | 514.55 | 10 | -2.00 | 35.73 | 5 | 0 | 5 | |||
| 7 Nov | 528.65 | 12 | -19.45 | 32.02 | 5 | 4 | 4 | |||
| 6 Nov | 532.80 | 31.45 | 0.00 | 4.02 | 0 | 0 | 0 | |||
| 5 Nov | 526.00 | 31.45 | 0.00 | 5.22 | 0 | 0 | 0 | |||
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| 4 Nov | 518.35 | 31.45 | 31.45 | 5.89 | 0 | 0 | 0 | |||
| 1 Nov | 526.80 | 0 | 4.53 | 0 | 0 | 0 | ||||
For Rec Limited - strike price 570 expiring on 26DEC2024
Delta for 570 CE is 0.04
Historical price for 570 CE is as follows
On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 0.55, which was -0.70 lower than the previous day. The implied volatity was 48.03, the open interest changed by -388 which decreased total open position to 2510
On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 1.25, which was -0.80 lower than the previous day. The implied volatity was 39.17, the open interest changed by 106 which increased total open position to 2892
On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 2.05, which was -2.05 lower than the previous day. The implied volatity was 35.55, the open interest changed by 179 which increased total open position to 2790
On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 4.1, which was -2.50 lower than the previous day. The implied volatity was 32.09, the open interest changed by 461 which increased total open position to 2606
On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 6.6, which was 0.15 higher than the previous day. The implied volatity was 29.18, the open interest changed by 155 which increased total open position to 2147
On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 6.45, which was -3.10 lower than the previous day. The implied volatity was 26.27, the open interest changed by -43 which decreased total open position to 2025
On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 9.55, which was -3.60 lower than the previous day. The implied volatity was 28.73, the open interest changed by 216 which increased total open position to 2089
On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 13.15, which was -2.00 lower than the previous day. The implied volatity was 27.13, the open interest changed by 42 which increased total open position to 1865
On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 15.15, which was 2.35 higher than the previous day. The implied volatity was 29.20, the open interest changed by -77 which decreased total open position to 1826
On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 12.8, which was 1.15 higher than the previous day. The implied volatity was 30.57, the open interest changed by 86 which increased total open position to 1895
On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 11.65, which was 4.10 higher than the previous day. The implied volatity was 30.30, the open interest changed by 260 which increased total open position to 1826
On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 7.55, which was -0.25 lower than the previous day. The implied volatity was 31.02, the open interest changed by 42 which increased total open position to 1569
On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 7.8, which was 1.25 higher than the previous day. The implied volatity was 31.08, the open interest changed by 420 which increased total open position to 1528
On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 6.55, which was 0.55 higher than the previous day. The implied volatity was 30.11, the open interest changed by 199 which increased total open position to 1101
On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 6, which was -0.85 lower than the previous day. The implied volatity was 33.05, the open interest changed by -269 which decreased total open position to 902
On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 6.85, which was -0.45 lower than the previous day. The implied volatity was 31.71, the open interest changed by 203 which increased total open position to 1170
On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 7.3, which was 0.80 higher than the previous day. The implied volatity was 33.91, the open interest changed by 195 which increased total open position to 943
On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 6.5, which was 0.30 higher than the previous day. The implied volatity was 33.37, the open interest changed by 446 which increased total open position to 751
On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 6.2, which was -0.55 lower than the previous day. The implied volatity was 35.06, the open interest changed by 8 which increased total open position to 310
On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 6.75, which was 2.15 higher than the previous day. The implied volatity was 34.67, the open interest changed by 137 which increased total open position to 302
On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 4.6, which was 1.00 higher than the previous day. The implied volatity was 35.41, the open interest changed by 16 which increased total open position to 181
On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 3.6, which was -2.40 lower than the previous day. The implied volatity was 38.01, the open interest changed by 80 which increased total open position to 166
On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 32.98, the open interest changed by 49 which increased total open position to 87
On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 6, which was 1.40 higher than the previous day. The implied volatity was 32.98, the open interest changed by 50 which increased total open position to 87
On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 4.6, which was -0.40 lower than the previous day. The implied volatity was 34.59, the open interest changed by 4 which increased total open position to 36
On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 5, which was -1.65 lower than the previous day. The implied volatity was 33.08, the open interest changed by 3 which increased total open position to 32
On 13 Nov RECLTD was trading at 508.45. The strike last trading price was 6.65, which was -1.05 lower than the previous day. The implied volatity was 33.62, the open interest changed by -1 which decreased total open position to 28
On 12 Nov RECLTD was trading at 514.50. The strike last trading price was 7.7, which was -5.10 lower than the previous day. The implied volatity was 33.12, the open interest changed by -2 which decreased total open position to 28
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 12.8, which was 2.80 higher than the previous day. The implied volatity was 34.81, the open interest changed by 30 which increased total open position to 30
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 10, which was -2.00 lower than the previous day. The implied volatity was 35.73, the open interest changed by 0 which decreased total open position to 5
On 7 Nov RECLTD was trading at 528.65. The strike last trading price was 12, which was -19.45 lower than the previous day. The implied volatity was 32.02, the open interest changed by 4 which increased total open position to 4
On 6 Nov RECLTD was trading at 532.80. The strike last trading price was 31.45, which was 0.00 lower than the previous day. The implied volatity was 4.02, 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 31.45, which was 0.00 lower than the previous day. The implied volatity was 5.22, 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 31.45, which was 31.45 higher than the previous day. The implied volatity was 5.89, 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 4.53, the open interest changed by 0 which decreased total open position to 0
| RECLTD 26DEC2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.05
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 513.25 | 58.2 | 17.05 | 45.05 | 332 | -158 | 890 |
| 19 Dec | 529.10 | 41.15 | 6.65 | 38.43 | 217 | -30 | 1,048 |
| 18 Dec | 537.20 | 34.5 | 11.20 | 39.94 | 1,019 | -381 | 1,080 |
| 17 Dec | 550.55 | 23.3 | 6.80 | 31.38 | 2,687 | 577 | 1,465 |
| 16 Dec | 559.80 | 16.5 | -0.55 | 29.06 | 561 | -11 | 888 |
| 13 Dec | 556.95 | 17.05 | 0.75 | 25.05 | 1,240 | -177 | 898 |
| 12 Dec | 559.55 | 16.3 | 2.55 | 28.58 | 1,793 | 47 | 1,077 |
| 11 Dec | 569.75 | 13.75 | -0.30 | 31.35 | 2,282 | 95 | 1,030 |
| 10 Dec | 570.15 | 14.05 | -4.20 | 32.14 | 3,086 | 340 | 937 |
| 9 Dec | 563.70 | 18.25 | -2.95 | 32.85 | 1,247 | 73 | 590 |
| 6 Dec | 559.10 | 21.2 | -9.95 | 30.62 | 692 | 92 | 520 |
| 5 Dec | 545.00 | 31.15 | -0.60 | 32.91 | 37 | -3 | 427 |
| 4 Dec | 543.65 | 31.75 | -2.20 | 32.93 | 518 | 139 | 432 |
| 3 Dec | 539.70 | 33.95 | -6.05 | 31.17 | 124 | -7 | 292 |
| 2 Dec | 531.90 | 40 | -0.20 | 29.95 | 78 | 45 | 298 |
| 29 Nov | 532.60 | 40.2 | -2.95 | 32.87 | 56 | 25 | 252 |
| 28 Nov | 528.25 | 43.15 | -3.05 | 33.28 | 197 | 85 | 225 |
| 27 Nov | 526.35 | 46.2 | -6.75 | 33.83 | 58 | 30 | 140 |
| 26 Nov | 520.05 | 52.95 | 0.45 | 38.30 | 67 | 43 | 109 |
| 25 Nov | 519.40 | 52.5 | -8.50 | 40.00 | 42 | 19 | 65 |
| 22 Nov | 506.25 | 61 | -27.20 | 27.20 | 11 | 10 | 56 |
| 21 Nov | 490.95 | 88.2 | 34.70 | 64.06 | 1 | 0 | 45 |
| 20 Nov | 516.60 | 53.5 | 0.00 | 29.04 | 22 | 21 | 44 |
| 19 Nov | 516.60 | 53.5 | -14.50 | 29.04 | 22 | 20 | 44 |
| 18 Nov | 501.00 | 68 | 23.00 | 38.62 | 4 | 2 | 22 |
| 14 Nov | 502.35 | 45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 508.45 | 45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 514.50 | 45 | 0.00 | 0.00 | 0 | 20 | 0 |
| 11 Nov | 528.35 | 45 | -27.50 | 31.21 | 20 | 19 | 19 |
| 8 Nov | 514.55 | 72.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 528.65 | 72.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 532.80 | 72.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 526.00 | 72.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 518.35 | 72.5 | 72.50 | - | 0 | 0 | 0 |
| 1 Nov | 526.80 | 0 | - | 0 | 0 | 0 | |
For Rec Limited - strike price 570 expiring on 26DEC2024
Delta for 570 PE is -0.97
Historical price for 570 PE is as follows
On 20 Dec RECLTD was trading at 513.25. The strike last trading price was 58.2, which was 17.05 higher than the previous day. The implied volatity was 45.05, the open interest changed by -158 which decreased total open position to 890
On 19 Dec RECLTD was trading at 529.10. The strike last trading price was 41.15, which was 6.65 higher than the previous day. The implied volatity was 38.43, the open interest changed by -30 which decreased total open position to 1048
On 18 Dec RECLTD was trading at 537.20. The strike last trading price was 34.5, which was 11.20 higher than the previous day. The implied volatity was 39.94, the open interest changed by -381 which decreased total open position to 1080
On 17 Dec RECLTD was trading at 550.55. The strike last trading price was 23.3, which was 6.80 higher than the previous day. The implied volatity was 31.38, the open interest changed by 577 which increased total open position to 1465
On 16 Dec RECLTD was trading at 559.80. The strike last trading price was 16.5, which was -0.55 lower than the previous day. The implied volatity was 29.06, the open interest changed by -11 which decreased total open position to 888
On 13 Dec RECLTD was trading at 556.95. The strike last trading price was 17.05, which was 0.75 higher than the previous day. The implied volatity was 25.05, the open interest changed by -177 which decreased total open position to 898
On 12 Dec RECLTD was trading at 559.55. The strike last trading price was 16.3, which was 2.55 higher than the previous day. The implied volatity was 28.58, the open interest changed by 47 which increased total open position to 1077
On 11 Dec RECLTD was trading at 569.75. The strike last trading price was 13.75, which was -0.30 lower than the previous day. The implied volatity was 31.35, the open interest changed by 95 which increased total open position to 1030
On 10 Dec RECLTD was trading at 570.15. The strike last trading price was 14.05, which was -4.20 lower than the previous day. The implied volatity was 32.14, the open interest changed by 340 which increased total open position to 937
On 9 Dec RECLTD was trading at 563.70. The strike last trading price was 18.25, which was -2.95 lower than the previous day. The implied volatity was 32.85, the open interest changed by 73 which increased total open position to 590
On 6 Dec RECLTD was trading at 559.10. The strike last trading price was 21.2, which was -9.95 lower than the previous day. The implied volatity was 30.62, the open interest changed by 92 which increased total open position to 520
On 5 Dec RECLTD was trading at 545.00. The strike last trading price was 31.15, which was -0.60 lower than the previous day. The implied volatity was 32.91, the open interest changed by -3 which decreased total open position to 427
On 4 Dec RECLTD was trading at 543.65. The strike last trading price was 31.75, which was -2.20 lower than the previous day. The implied volatity was 32.93, the open interest changed by 139 which increased total open position to 432
On 3 Dec RECLTD was trading at 539.70. The strike last trading price was 33.95, which was -6.05 lower than the previous day. The implied volatity was 31.17, the open interest changed by -7 which decreased total open position to 292
On 2 Dec RECLTD was trading at 531.90. The strike last trading price was 40, which was -0.20 lower than the previous day. The implied volatity was 29.95, the open interest changed by 45 which increased total open position to 298
On 29 Nov RECLTD was trading at 532.60. The strike last trading price was 40.2, which was -2.95 lower than the previous day. The implied volatity was 32.87, the open interest changed by 25 which increased total open position to 252
On 28 Nov RECLTD was trading at 528.25. The strike last trading price was 43.15, which was -3.05 lower than the previous day. The implied volatity was 33.28, the open interest changed by 85 which increased total open position to 225
On 27 Nov RECLTD was trading at 526.35. The strike last trading price was 46.2, which was -6.75 lower than the previous day. The implied volatity was 33.83, the open interest changed by 30 which increased total open position to 140
On 26 Nov RECLTD was trading at 520.05. The strike last trading price was 52.95, which was 0.45 higher than the previous day. The implied volatity was 38.30, the open interest changed by 43 which increased total open position to 109
On 25 Nov RECLTD was trading at 519.40. The strike last trading price was 52.5, which was -8.50 lower than the previous day. The implied volatity was 40.00, the open interest changed by 19 which increased total open position to 65
On 22 Nov RECLTD was trading at 506.25. The strike last trading price was 61, which was -27.20 lower than the previous day. The implied volatity was 27.20, the open interest changed by 10 which increased total open position to 56
On 21 Nov RECLTD was trading at 490.95. The strike last trading price was 88.2, which was 34.70 higher than the previous day. The implied volatity was 64.06, the open interest changed by 0 which decreased total open position to 45
On 20 Nov RECLTD was trading at 516.60. The strike last trading price was 53.5, which was 0.00 lower than the previous day. The implied volatity was 29.04, the open interest changed by 21 which increased total open position to 44
On 19 Nov RECLTD was trading at 516.60. The strike last trading price was 53.5, which was -14.50 lower than the previous day. The implied volatity was 29.04, the open interest changed by 20 which increased total open position to 44
On 18 Nov RECLTD was trading at 501.00. The strike last trading price was 68, which was 23.00 higher than the previous day. The implied volatity was 38.62, the open interest changed by 2 which increased total open position to 22
On 14 Nov RECLTD was trading at 502.35. The strike last trading price was 45, 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 13 Nov RECLTD was trading at 508.45. The strike last trading price was 45, 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 12 Nov RECLTD was trading at 514.50. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 11 Nov RECLTD was trading at 528.35. The strike last trading price was 45, which was -27.50 lower than the previous day. The implied volatity was 31.21, the open interest changed by 19 which increased total open position to 19
On 8 Nov RECLTD was trading at 514.55. The strike last trading price was 72.5, 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 72.5, 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 72.5, 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 72.5, 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 72.5, which was 72.50 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
