RECLTD
Rec Limited
Historical option data for RECLTD
17 Aug 2025 12:57 AM IST
| RECLTD 30SEP2025 390 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.55
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.48
Historical price for 390 CE is as follows
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: -0.52
Vega: 0.55
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.52
Historical price for 390 PE is as follows
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
