Historical option data for RADICO
29 May 2026 04:10 PM IST
| RADICO 30-Jun-2026 (31d) 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.04
Theta: -2.6
Gamma: 0.001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 3518.60 | 180.65 | 56.65 (45.69%) | 37.49 | 405 | 38 | 50 | |||||||||
| 27 May | 3439.30 | 130 | -105 (-44.68%) | 35.45 | 23 | 11 | 11 | |||||||||
For Radico Khaitan Ltd - strike price 3500 expiring on 30JUN2026
Delta for 3500 CE is 0.57
Historical price for 3500 CE is as follows
On 29 May RADICO was trading at 3518.60. The strike last trading price was 180.65, which was 56.65 higher than the previous day. The implied volatity was 37.49, the open interest changed by 38 which increased total open position to 50
On 27 May RADICO was trading at 3439.30. The strike last trading price was 130, which was -105 lower than the previous day. The implied volatity was 35.45, the open interest changed by 11 which increased total open position to 11
| RADICO 30-Jun-2026 (31d) 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.04
Theta: -1.83
Gamma: 0.00111
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 3518.60 | 118 | -41.75 (-26.13%) | 33.7 | 106 | 21 | 33 |
| 27 May | 3439.30 | 152.7 | 15.7 (11.46%) | 30.87 | 22 | 12 | 12 |
For Radico Khaitan Ltd - strike price 3500 expiring on 30JUN2026
Delta for 3500 PE is -0.43
Historical price for 3500 PE is as follows
On 29 May RADICO was trading at 3518.60. The strike last trading price was 118, which was -41.75 lower than the previous day. The implied volatity was 33.7, the open interest changed by 21 which increased total open position to 33
On 27 May RADICO was trading at 3439.30. The strike last trading price was 152.7, which was 15.7 higher than the previous day. The implied volatity was 30.87, the open interest changed by 12 which increased total open position to 12
