RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 30SEP2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.10
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 384.50 | 0.6 | -0.15 | 23.78 | 587 | 7 | 1,436 | |||||||||
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| 14 Sept | 373.30 | 0.65 | -0.3 | 26.43 | 319 | -4 | 1,136 | |||||||||
| 17 Aug | 381.55 | 5.05 | -1 | 24.16 | 53 | 21 | 66 | |||||||||
For Rec Limited - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.08
Historical price for 410 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 23.78, the open interest changed by 7 which increased total open position to 1436
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 26.43, the open interest changed by -4 which decreased total open position to 1136
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 5.05, which was -1 lower than the previous day. The implied volatity was 24.16, the open interest changed by 21 which increased total open position to 66
| RECLTD 30SEP2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.14
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 24.15 | -1 | 28.57 | 46 | -9 | 164 |
| 14 Sept | 373.30 | 36.05 | 0.9 | 31.78 | 42 | 0 | 166 |
| 17 Aug | 381.55 | 38.1 | 0 | - | 0 | 0 | 0 |
For Rec Limited - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.87
Historical price for 410 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 24.15, which was -1 lower than the previous day. The implied volatity was 28.57, the open interest changed by -9 which decreased total open position to 164
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 36.05, which was 0.9 higher than the previous day. The implied volatity was 31.78, the open interest changed by 0 which decreased total open position to 166
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 38.1, 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
