RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
21 Sep 2025 04:11 PM IST
| RBLBANK 30SEP2025 275 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.19
Theta: -0.34
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 271.00 | 5.5 | -1.3 | 36.94 | 98 | -9 | 517 | |||||||||
| 14 Sept | 272.60 | 7 | 0 | 28.13 | 1 | -1 | 539 | |||||||||
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| 17 Aug | 251.85 | 19.3 | 0 | 5.85 | 0 | 0 | 0 | |||||||||
For Rbl Bank Limited - strike price 275 expiring on 30SEP2025
Delta for 275 CE is 0.44
Historical price for 275 CE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 5.5, which was -1.3 lower than the previous day. The implied volatity was 36.94, the open interest changed by -9 which decreased total open position to 517
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 28.13, the open interest changed by -1 which decreased total open position to 539
On 17 Aug RBLBANK was trading at 251.85. The strike last trading price was 19.3, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0
| RBLBANK 30SEP2025 275 PE | |||||||
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Delta: -0.57
Vega: 0.18
Theta: -0.24
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 271.00 | 8 | -4.25 | 33.31 | 3 | -2 | 98 |
| 14 Sept | 272.60 | 12.25 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 251.85 | 24.7 | 0 | - | 0 | 0 | 0 |
For Rbl Bank Limited - strike price 275 expiring on 30SEP2025
Delta for 275 PE is -0.57
Historical price for 275 PE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 8, which was -4.25 lower than the previous day. The implied volatity was 33.31, the open interest changed by -2 which decreased total open position to 98
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 12.25, 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 24.7, 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
