RBLBANK
Rbl Bank Limited
Historical option data for RBLBANK
21 Sep 2025 04:11 PM IST
| RBLBANK 30SEP2025 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 0.08
Theta: -0.16
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 271.00 | 0.85 | -0.15 | 40.78 | 8 | -5 | 590 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 272.60 | 1.5 | 0.15 | 34.94 | 6 | -6 | 782 | |||||||||
For Rbl Bank Limited - strike price 300 expiring on 30SEP2025
Delta for 300 CE is 0.10
Historical price for 300 CE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 40.78, the open interest changed by -5 which decreased total open position to 590
On 14 Sept RBLBANK was trading at 272.60. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 34.94, the open interest changed by -6 which decreased total open position to 782
| RBLBANK 30SEP2025 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 271.00 | 31.2 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 272.60 | 31.2 | 0 | 0.00 | 0 | 0 | 36 |
For Rbl Bank Limited - strike price 300 expiring on 30SEP2025
Delta for 300 PE is 0.00
Historical price for 300 PE is as follows
On 21 Sept RBLBANK was trading at 271.00. The strike last trading price was 31.2, 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 31.2, 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 36
