RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
21 Sep 2025 04:11 PM IST
| RBLBANK 30SEP2025 270 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.19
Theta: -0.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 271.00 | 8.5 | -0.35 | 40.42 | 43 | -13 | 514 | |||||||||
| 14 Sept | 272.60 | 9 | -0.15 | 24.80 | 14 | -14 | 567 | |||||||||
| 17 Aug | 251.85 | 8.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Rbl Bank Limited - strike price 270 expiring on 30SEP2025
Delta for 270 CE is 0.55
Historical price for 270 CE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 8.5, which was -0.35 lower than the previous day. The implied volatity was 40.42, the open interest changed by -13 which decreased total open position to 514
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 9, which was -0.15 lower than the previous day. The implied volatity was 24.80, the open interest changed by -14 which decreased total open position to 567
On 17 Aug RBLBANK was trading at 251.85. The strike last trading price was 8.3, 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
| RBLBANK 30SEP2025 270 PE | |||||||
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Delta: -0.42
Vega: 0.18
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 271.00 | 5.55 | -1.75 | 36.86 | 2 | 1 | 173 |
| 14 Sept | 272.60 | 5.35 | -1.65 | 32.14 | 7 | -7 | 199 |
| 17 Aug | 251.85 | 42.6 | 0 | - | 0 | 0 | 0 |
For Rbl Bank Limited - strike price 270 expiring on 30SEP2025
Delta for 270 PE is -0.42
Historical price for 270 PE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 5.55, which was -1.75 lower than the previous day. The implied volatity was 36.86, the open interest changed by 1 which increased total open position to 173
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 5.35, which was -1.65 lower than the previous day. The implied volatity was 32.14, the open interest changed by -7 which decreased total open position to 199
On 17 Aug RBLBANK was trading at 251.85. The strike last trading price was 42.6, 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
