RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 30SEP2025 430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.05
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 384.50 | 0.25 | -0.05 | 31.99 | 31 | -4 | 420 | |||||||||
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| 14 Sept | 373.30 | 0.35 | -0.1 | 32.89 | 87 | 28 | 330 | |||||||||
| 17 Aug | 381.55 | 2.2 | -0.75 | 25.41 | 33 | -2 | 50 | |||||||||
For Rec Limited - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.03
Historical price for 430 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.99, the open interest changed by -4 which decreased total open position to 420
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 32.89, the open interest changed by 28 which increased total open position to 330
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 25.41, the open interest changed by -2 which decreased total open position to 50
| RECLTD 30SEP2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.12
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 44.35 | -0.95 | 46.25 | 12 | 0 | 109 |
| 14 Sept | 373.30 | 54.4 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 381.55 | 50.7 | 0 | - | 0 | 0 | 0 |
For Rec Limited - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.90
Historical price for 430 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 44.35, which was -0.95 lower than the previous day. The implied volatity was 46.25, the open interest changed by 0 which decreased total open position to 109
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 54.4, 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
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 50.7, 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
