RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
28 Sep 2025 10:08 PM IST
| RBLBANK 28-OCT-2025 270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.32
Theta: -0.24
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 272.35 | 15.3 | -1.5 | 40.65 | 9 | -6 | 259 | |||||||||
| 14 Sept | 272.60 | 12 | 0 | 0.00 | 0 | 0 | 2 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 251.85 | 0 | 0 | 3.05 | 0 | 0 | 0 | |||||||||
For Rbl Bank Limited - strike price 270 expiring on 28OCT2025
Delta for 270 CE is 0.58
Historical price for 270 CE is as follows
On 28 Sept RBLBANK was trading at 272.35. The strike last trading price was 15.3, which was -1.5 lower than the previous day. The implied volatity was 40.65, the open interest changed by -6 which decreased total open position to 259
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 12, 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 2
On 17 Aug RBLBANK was trading at 251.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
| RBLBANK 28OCT2025 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 272.35 | 10.45 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 272.60 | 25.7 | 0 | 1.79 | 0 | 0 | 0 |
| 17 Aug | 251.85 | 0 | 0 | - | 0 | 0 | 0 |
For Rbl Bank Limited - strike price 270 expiring on 28OCT2025
Delta for 270 PE is 0.00
Historical price for 270 PE is as follows
On 28 Sept RBLBANK was trading at 272.35. The strike last trading price was 10.45, 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 25.7, which was 0 lower than the previous day. The implied volatity was 1.79, 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 0, 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
