RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
21 Sep 2025 04:11 PM IST
| RBLBANK 30SEP2025 250 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.11
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 271.00 | 23.5 | 0.55 | 47.62 | 1 | -1 | 169 | |||||||||
| 14 Sept | 272.60 | 27 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 251.85 | 21 | 0 | - | 0 | 0 | 0 | |||||||||
For Rbl Bank Limited - strike price 250 expiring on 30SEP2025
Delta for 250 CE is 0.85
Historical price for 250 CE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 23.5, which was 0.55 higher than the previous day. The implied volatity was 47.62, the open interest changed by -1 which decreased total open position to 169
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 27, 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 17 Aug RBLBANK was trading at 251.85. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RBLBANK 30SEP2025 250 PE | |||||||
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Delta: -0.12
Vega: 0.10
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 271.00 | 1.3 | -0.05 | 43.25 | 17 | -1 | 357 |
| 14 Sept | 272.60 | 1 | 0 | 34.61 | 8 | -8 | 392 |
| 17 Aug | 251.85 | 10.35 | 0 | 0.00 | 0 | 0 | 1 |
For Rbl Bank Limited - strike price 250 expiring on 30SEP2025
Delta for 250 PE is -0.12
Historical price for 250 PE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 43.25, the open interest changed by -1 which decreased total open position to 357
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 34.61, the open interest changed by -8 which decreased total open position to 392
On 17 Aug RBLBANK was trading at 251.85. The strike last trading price was 10.35, 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 1
