RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 30SEP2025 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 1.00
Vega: 0.01
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 384.50 | 26.9 | 0.8 | 16.18 | 236 | -72 | 1,285 | |||||||||
| 14 Sept | 373.30 | 17.15 | -1.35 | 22.40 | 373 | -11 | 1,812 | |||||||||
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| 17 Aug | 381.55 | 32 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Rec Limited - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 1.00
Historical price for 360 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 26.9, which was 0.8 higher than the previous day. The implied volatity was 16.18, the open interest changed by -72 which decreased total open position to 1285
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 17.15, which was -1.35 lower than the previous day. The implied volatity was 22.40, the open interest changed by -11 which decreased total open position to 1812
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 32, 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
| RECLTD 30SEP2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.09
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 0.6 | -0.1 | 28.60 | 1,173 | -181 | 1,722 |
| 14 Sept | 373.30 | 2.5 | -0.4 | 24.19 | 1,450 | -174 | 2,293 |
| 17 Aug | 381.55 | 4.3 | 0.3 | 25.75 | 75 | 32 | 221 |
For Rec Limited - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.07
Historical price for 360 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 28.60, the open interest changed by -181 which decreased total open position to 1722
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 24.19, the open interest changed by -174 which decreased total open position to 2293
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 4.3, which was 0.3 higher than the previous day. The implied volatity was 25.75, the open interest changed by 32 which increased total open position to 221
