RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
21 Sep 2025 04:11 PM IST
| RBLBANK 30SEP2025 295 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.11
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 271.00 | 1.5 | -0.05 | 43.41 | 4 | -3 | 354 | |||||||||
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| 14 Sept | 272.60 | 2.05 | 0.15 | 33.70 | 1 | -1 | 360 | |||||||||
For Rbl Bank Limited - strike price 295 expiring on 30SEP2025
Delta for 295 CE is 0.15
Historical price for 295 CE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 43.41, the open interest changed by -3 which decreased total open position to 354
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 33.70, the open interest changed by -1 which decreased total open position to 360
| RBLBANK 30SEP2025 295 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 271.00 | 28.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 272.60 | 28.3 | 0 | 0.00 | 0 | 0 | 15 |
For Rbl Bank Limited - strike price 295 expiring on 30SEP2025
Delta for 295 PE is 0.00
Historical price for 295 PE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 28.3, 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
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 28.3, 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 15
