RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
21 Sep 2025 04:11 PM IST
| RBLBANK 30SEP2025 240 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 271.00 | 26.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 272.60 | 33 | 0 | 0.00 | 0 | 0 | 29 | |||||||||
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| 17 Aug | 251.85 | 30 | 4.8 | 0.00 | 2 | 0 | 2 | |||||||||
For Rbl Bank Limited - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.00
Historical price for 240 CE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 26.5, which was 0 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 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 29
On 17 Aug RBLBANK was trading at 251.85. The strike last trading price was 30, which was 4.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
| RBLBANK 30SEP2025 240 PE | |||||||
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Delta: -0.08
Vega: 0.07
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 271.00 | 0.95 | 0.2 | 52.98 | 17 | 0 | 1,091 |
| 14 Sept | 272.60 | 0.9 | 0.1 | 41.15 | 2 | -2 | 1,111 |
| 17 Aug | 251.85 | 6.3 | 0 | 0.00 | 0 | 0 | 0 |
For Rbl Bank Limited - strike price 240 expiring on 30SEP2025
Delta for 240 PE is -0.08
Historical price for 240 PE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 0.95, which was 0.2 higher than the previous day. The implied volatity was 52.98, the open interest changed by 0 which decreased total open position to 1091
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was 41.15, the open interest changed by -2 which decreased total open position to 1111
On 17 Aug RBLBANK was trading at 251.85. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
