RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.07
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 384.50 | 0.45 | 0.05 | 29.20 | 214 | -25 | 704 | |||||||||
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| 14 Sept | 373.30 | 0.4 | -0.15 | 28.90 | 107 | 20 | 645 | |||||||||
| 17 Aug | 381.55 | 3.4 | -0.65 | 24.93 | 56 | 32 | 152 | |||||||||
For Rec Limited - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.06
Historical price for 420 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 29.20, the open interest changed by -25 which decreased total open position to 704
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 28.90, the open interest changed by 20 which increased total open position to 645
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 3.4, which was -0.65 lower than the previous day. The implied volatity was 24.93, the open interest changed by 32 which increased total open position to 152
| RECLTD 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.09
Theta: -0.02
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 33.65 | -1.2 | 31.21 | 9 | -2 | 192 |
| 14 Sept | 373.30 | 45.55 | 0.85 | 34.30 | 40 | 2 | 190 |
| 17 Aug | 381.55 | 37 | 0 | 0.00 | 0 | 0 | 0 |
For Rec Limited - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.93
Historical price for 420 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 33.65, which was -1.2 lower than the previous day. The implied volatity was 31.21, the open interest changed by -2 which decreased total open position to 192
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 45.55, which was 0.85 higher than the previous day. The implied volatity was 34.30, the open interest changed by 2 which increased total open position to 190
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
