RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 30SEP2025 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.26
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 384.50 | 4.05 | -0.3 | 20.24 | 4,186 | -255 | 3,084 | |||||||||
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| 14 Sept | 373.30 | 2.4 | -0.7 | 22.59 | 1,680 | 36 | 2,338 | |||||||||
| 17 Aug | 381.55 | 11.3 | -1.7 | 23.53 | 61 | 12 | 149 | |||||||||
For Rec Limited - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.42
Historical price for 390 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 4.05, which was -0.3 lower than the previous day. The implied volatity was 20.24, the open interest changed by -255 which decreased total open position to 3084
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 2.4, which was -0.7 lower than the previous day. The implied volatity was 22.59, the open interest changed by 36 which increased total open position to 2338
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 11.3, which was -1.7 lower than the previous day. The implied volatity was 23.53, the open interest changed by 12 which increased total open position to 149
| RECLTD 30SEP2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.26
Theta: -0.20
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 7.5 | -1.45 | 21.86 | 840 | 40 | 1,150 |
| 14 Sept | 373.30 | 17.9 | 0.65 | 25.37 | 208 | -2 | 497 |
| 17 Aug | 381.55 | 16.4 | 1.75 | 26.72 | 21 | 10 | 55 |
For Rec Limited - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.57
Historical price for 390 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 7.5, which was -1.45 lower than the previous day. The implied volatity was 21.86, the open interest changed by 40 which increased total open position to 1150
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 17.9, which was 0.65 higher than the previous day. The implied volatity was 25.37, the open interest changed by -2 which decreased total open position to 497
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 16.4, which was 1.75 higher than the previous day. The implied volatity was 26.72, the open interest changed by 10 which increased total open position to 55
