RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 30SEP2025 370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.11
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 384.50 | 17.5 | 0.65 | 19.81 | 386 | -77 | 1,586 | |||||||||
| 14 Sept | 373.30 | 9.95 | -1.35 | 21.61 | 1,807 | 47 | 2,589 | |||||||||
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| 17 Aug | 381.55 | 47.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Rec Limited - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.91
Historical price for 370 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 17.5, which was 0.65 higher than the previous day. The implied volatity was 19.81, the open interest changed by -77 which decreased total open position to 1586
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 9.95, which was -1.35 lower than the previous day. The implied volatity was 21.61, the open interest changed by 47 which increased total open position to 2589
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 47.5, 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
| RECLTD 30SEP2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.15
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 1.2 | -0.45 | 24.47 | 814 | -61 | 2,167 |
| 14 Sept | 373.30 | 5.25 | -0.3 | 22.94 | 2,215 | -135 | 2,276 |
| 17 Aug | 381.55 | 6.95 | 0.55 | 25.45 | 94 | 54 | 216 |
For Rec Limited - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -0.14
Historical price for 370 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 24.47, the open interest changed by -61 which decreased total open position to 2167
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 5.25, which was -0.3 lower than the previous day. The implied volatity was 22.94, the open interest changed by -135 which decreased total open position to 2276
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 6.95, which was 0.55 higher than the previous day. The implied volatity was 25.45, the open interest changed by 54 which increased total open position to 216
