RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
21 Sep 2025 04:11 PM IST
| RBLBANK 30SEP2025 260 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.16
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 271.00 | 16.1 | 0.05 | 49.09 | 125 | -49 | 484 | |||||||||
| 14 Sept | 272.60 | 16.2 | 3.2 | 23.58 | 1 | -1 | 700 | |||||||||
| 17 Aug | 251.85 | 17.4 | 0 | 1.44 | 0 | 0 | 0 | |||||||||
For Rbl Bank Limited - strike price 260 expiring on 30SEP2025
Delta for 260 CE is 0.71
Historical price for 260 CE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 16.1, which was 0.05 higher than the previous day. The implied volatity was 49.09, the open interest changed by -49 which decreased total open position to 484
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 16.2, which was 3.2 higher than the previous day. The implied volatity was 23.58, the open interest changed by -1 which decreased total open position to 700
On 17 Aug RBLBANK was trading at 251.85. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
| RBLBANK 30SEP2025 260 PE | |||||||
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Delta: -0.24
Vega: 0.15
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 271.00 | 2.55 | -0.15 | 37.59 | 105 | -23 | 597 |
| 14 Sept | 272.60 | 3.15 | -0.2 | 37.09 | 27 | -27 | 687 |
| 17 Aug | 251.85 | 35.85 | 0 | - | 0 | 0 | 0 |
For Rbl Bank Limited - strike price 260 expiring on 30SEP2025
Delta for 260 PE is -0.24
Historical price for 260 PE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 37.59, the open interest changed by -23 which decreased total open position to 597
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 37.09, the open interest changed by -27 which decreased total open position to 687
On 17 Aug RBLBANK was trading at 251.85. The strike last trading price was 35.85, 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
