RECLTD
Rec Limited
Historical option data for RECLTD
21 Sep 2025 04:13 PM IST
| RECLTD 30SEP2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.03
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 384.50 | 0.2 | 0.05 | 46.72 | 8 | -3 | 72 | |||||||||
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| 14 Sept | 373.30 | 0.15 | 0 | 40.49 | 30 | 27 | 97 | |||||||||
| 17 Aug | 381.55 | 1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Rec Limited - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.02
Historical price for 460 CE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 46.72, the open interest changed by -3 which decreased total open position to 72
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 40.49, the open interest changed by 27 which increased total open position to 97
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 1, 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
| RECLTD 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.09
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 384.50 | 74.35 | -1 | 66.63 | 3 | -3 | 560 |
| 14 Sept | 373.30 | 86.75 | 3.25 | - | 11 | 6 | 582 |
| 17 Aug | 381.55 | 74 | 2 | 32.93 | 1 | 1 | 4 |
For Rec Limited - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -0.92
Historical price for 460 PE is as follows
On 21 Sept RECLTD was trading at 384.50. The strike last trading price was 74.35, which was -1 lower than the previous day. The implied volatity was 66.63, the open interest changed by -3 which decreased total open position to 560
On 14 Sept RECLTD was trading at 373.30. The strike last trading price was 86.75, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 582
On 17 Aug RECLTD was trading at 381.55. The strike last trading price was 74, which was 2 higher than the previous day. The implied volatity was 32.93, the open interest changed by 1 which increased total open position to 4
