RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 30SEP2025 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.23
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 384.50 | 9.5 | 0.25 | 20.11 | 2,754 | -376 | 2,496 | |||||||||
| 14 Sept | 373.30 | 5.1 | -1 | 21.82 | 5,634 | 223 | 4,394 | |||||||||
| 17 Aug | 381.55 | 16 | -1.8 | 23.04 | 63 | 50 | 89 | |||||||||
For Rec Limited - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.70
Historical price for 380 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 9.5, which was 0.25 higher than the previous day. The implied volatity was 20.11, the open interest changed by -376 which decreased total open position to 2496
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 5.1, which was -1 lower than the previous day. The implied volatity was 21.82, the open interest changed by 223 which increased total open position to 4394
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 16, which was -1.8 lower than the previous day. The implied volatity was 23.04, the open interest changed by 50 which increased total open position to 89
| RECLTD 30SEP2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.24
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 3.15 | -0.8 | 22.63 | 2,297 | -31 | 2,156 |
| 14 Sept | 373.30 | 10.4 | 0.1 | 23.27 | 672 | 77 | 2,213 |
| 17 Aug | 381.55 | 11 | 1.15 | 25.88 | 105 | 45 | 695 |
For Rec Limited - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.31
Historical price for 380 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 3.15, which was -0.8 lower than the previous day. The implied volatity was 22.63, the open interest changed by -31 which decreased total open position to 2156
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 10.4, which was 0.1 higher than the previous day. The implied volatity was 23.27, the open interest changed by 77 which increased total open position to 2213
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 11, which was 1.15 higher than the previous day. The implied volatity was 25.88, the open interest changed by 45 which increased total open position to 695
