RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.18
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 384.50 | 1.5 | -0.25 | 21.48 | 2,987 | -11 | 2,958 | |||||||||
| 14 Sept | 373.30 | 1.3 | -0.45 | 24.93 | 1,343 | 209 | 4,809 | |||||||||
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| 17 Aug | 381.55 | 7.6 | -1.4 | 23.71 | 94 | 51 | 253 | |||||||||
For Rec Limited - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.19
Historical price for 400 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 21.48, the open interest changed by -11 which decreased total open position to 2958
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 24.93, the open interest changed by 209 which increased total open position to 4809
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 7.6, which was -1.4 lower than the previous day. The implied volatity was 23.71, the open interest changed by 51 which increased total open position to 253
| RECLTD 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.20
Theta: -0.13
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 15 | -1.6 | 24.12 | 197 | -32 | 609 |
| 14 Sept | 373.30 | 26.8 | 0.9 | 28.93 | 109 | 1 | 1,055 |
| 17 Aug | 381.55 | 22.4 | 1.4 | 26.74 | 26 | 19 | 178 |
For Rec Limited - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.78
Historical price for 400 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 15, which was -1.6 lower than the previous day. The implied volatity was 24.12, the open interest changed by -32 which decreased total open position to 609
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 26.8, which was 0.9 higher than the previous day. The implied volatity was 28.93, the open interest changed by 1 which increased total open position to 1055
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 22.4, which was 1.4 higher than the previous day. The implied volatity was 26.74, the open interest changed by 19 which increased total open position to 178
