RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 30SEP2025 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.04
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 384.50 | 0.2 | 0 | 36.40 | 43 | -6 | 1,079 | |||||||||
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| 14 Sept | 373.30 | 0.25 | -0.05 | 35.42 | 55 | 8 | 1,121 | |||||||||
| 17 Aug | 381.55 | 1.65 | -0.25 | 26.95 | 39 | 9 | 169 | |||||||||
For Rec Limited - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.02
Historical price for 440 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 36.40, the open interest changed by -6 which decreased total open position to 1079
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 35.42, the open interest changed by 8 which increased total open position to 1121
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 26.95, the open interest changed by 9 which increased total open position to 169
| RECLTD 30SEP2025 440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.09
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 54 | -0.85 | 49.32 | 10 | -4 | 302 |
| 14 Sept | 373.30 | 64.9 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 381.55 | 55.8 | 1.8 | 32.13 | 12 | 12 | 7 |
For Rec Limited - strike price 440 expiring on 30SEP2025
Delta for 440 PE is -0.93
Historical price for 440 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 54, which was -0.85 lower than the previous day. The implied volatity was 49.32, the open interest changed by -4 which decreased total open position to 302
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 64.9, 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 55.8, which was 1.8 higher than the previous day. The implied volatity was 32.13, the open interest changed by 12 which increased total open position to 7
