RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 28OCT2025 380 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.46
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 384.50 | 16.3 | 0.1 | 21.48 | 199 | 40 | 293 | |||||||||
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| 14 Sept | 373.30 | 11.05 | -0.75 | 22.64 | 52 | 22 | 113 | |||||||||
| 17 Aug | 381.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Rec Limited - strike price 380 expiring on 28OCT2025
Delta for 380 CE is 0.66
Historical price for 380 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 16.3, which was 0.1 higher than the previous day. The implied volatity was 21.48, the open interest changed by 40 which increased total open position to 293
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 11.05, which was -0.75 lower than the previous day. The implied volatity was 22.64, the open interest changed by 22 which increased total open position to 113
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 0, 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 28OCT2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 0.47
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 8.25 | -0.35 | 25.30 | 203 | 78 | 330 |
| 14 Sept | 373.30 | 14.5 | 0.65 | 25.49 | 8 | 6 | 48 |
| 17 Aug | 381.55 | 28.2 | 0 | 1.92 | 0 | 0 | 0 |
For Rec Limited - strike price 380 expiring on 28OCT2025
Delta for 380 PE is -0.36
Historical price for 380 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 8.25, which was -0.35 lower than the previous day. The implied volatity was 25.30, the open interest changed by 78 which increased total open position to 330
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 14.5, which was 0.65 higher than the previous day. The implied volatity was 25.49, the open interest changed by 6 which increased total open position to 48
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 28.2, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
