Historical option data for RADICO
23 Jun 2026 12:10 PM IST
| RADICO 30-Jun-2026 (7d) 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.02
Theta: -4.67
Gamma: 0.00219
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 3740.20 | 95.15 | -19.45 (-16.97%) | 32.57 | 289 | 112 | 315 | |||||||||
| 22 Jun | 3778.60 | 103.2 | -24.8 (-19.37%) | 30.27 | 820 | -30 | 205 | |||||||||
| 19 Jun | 3769.20 | 119.4 | 17.4 (17.06%) | 30.01 | 2,492 | -289 | 237 | |||||||||
| 18 Jun | 3690.00 | 96.5 | 57.5 (147.44%) | 38.08 | 5,140 | 468 | 527 | |||||||||
| 17 Jun | 3572.20 | 39 | -7 (-15.22%) | 32.56 | 14 | 0 | 58 | |||||||||
| 16 Jun | 3578.70 | 46 | -9.6 (-17.27%) | 31.44 | 77 | -15 | 59 | |||||||||
| 15 Jun | 3592.00 | 57.65 | 13.25 (29.84%) | 32.88 | 53 | 3 | 73 | |||||||||
| 12 Jun | 3541.70 | 42 | 11 (35.48%) | 31.12 | 144 | 17 | 71 | |||||||||
| 11 Jun | 3449.90 | 33 | -11 (-25.00%) | 35.08 | 9 | -3 | 54 | |||||||||
| 10 Jun | 3477.10 | 44 | -7.05 (-13.81%) | 35.96 | 21 | 2 | 58 | |||||||||
| 9 Jun | 3500.70 | 52.5 | -2.3 (-4.20%) | 35.97 | 40 | -13 | 55 | |||||||||
| 8 Jun | 3484.90 | 52.9 | -11.25 (-17.54%) | 38.63 | 30 | -3 | 68 | |||||||||
| 5 Jun | 3490.70 | 65.45 | -7.4 (-10.16%) | 37.36 | 113 | -20 | 72 | |||||||||
| 4 Jun | 3502.40 | 74.95 | 5.45 (7.84%) | 37.31 | 115 | 17 | 89 | |||||||||
| 3 Jun | 3464.10 | 69.5 | -7.95 (-10.26%) | 38.7 | 235 | -11 | 71 | |||||||||
| 2 Jun | 3487.50 | 79 | -1.4 (-1.74%) | 41.37 | 487 | 26 | 82 | |||||||||
| 1 Jun | 3506.10 | 80 | -7 (-8.05%) | 38.59 | 414 | -2 | 56 | |||||||||
| 29 May | 3518.60 | 96.95 | 36.95 (61.58%) | 37.8 | 590 | 37 | 58 | |||||||||
| 27 May | 3439.30 | 56.5 | -84.5 (-59.93%) | 33.66 | 56 | 21 | 21 | |||||||||
For Radico Khaitan Ltd - strike price 3700 expiring on 30JUN2026
Delta for 3700 CE is 0.62
Historical price for 3700 CE is as follows
On 23 Jun RADICO was trading at 3740.20. The strike last trading price was 95.15, which was -19.45 lower than the previous day. The implied volatity was 32.57, the open interest changed by 112 which increased total open position to 315
On 22 Jun RADICO was trading at 3778.60. The strike last trading price was 103.2, which was -24.8 lower than the previous day. The implied volatity was 30.27, the open interest changed by -30 which decreased total open position to 205
On 19 Jun RADICO was trading at 3769.20. The strike last trading price was 119.4, which was 17.4 higher than the previous day. The implied volatity was 30.01, the open interest changed by -289 which decreased total open position to 237
On 18 Jun RADICO was trading at 3690.00. The strike last trading price was 96.5, which was 57.5 higher than the previous day. The implied volatity was 38.08, the open interest changed by 468 which increased total open position to 527
On 17 Jun RADICO was trading at 3572.20. The strike last trading price was 39, which was -7 lower than the previous day. The implied volatity was 32.56, the open interest changed by 0 which decreased total open position to 58
On 16 Jun RADICO was trading at 3578.70. The strike last trading price was 46, which was -9.6 lower than the previous day. The implied volatity was 31.44, the open interest changed by -15 which decreased total open position to 59
On 15 Jun RADICO was trading at 3592.00. The strike last trading price was 57.65, which was 13.25 higher than the previous day. The implied volatity was 32.88, the open interest changed by 3 which increased total open position to 73
On 12 Jun RADICO was trading at 3541.70. The strike last trading price was 42, which was 11 higher than the previous day. The implied volatity was 31.12, the open interest changed by 17 which increased total open position to 71
On 11 Jun RADICO was trading at 3449.90. The strike last trading price was 33, which was -11 lower than the previous day. The implied volatity was 35.08, the open interest changed by -3 which decreased total open position to 54
On 10 Jun RADICO was trading at 3477.10. The strike last trading price was 44, which was -7.05 lower than the previous day. The implied volatity was 35.96, the open interest changed by 2 which increased total open position to 58
On 9 Jun RADICO was trading at 3500.70. The strike last trading price was 52.5, which was -2.3 lower than the previous day. The implied volatity was 35.97, the open interest changed by -13 which decreased total open position to 55
On 8 Jun RADICO was trading at 3484.90. The strike last trading price was 52.9, which was -11.25 lower than the previous day. The implied volatity was 38.63, the open interest changed by -3 which decreased total open position to 68
On 5 Jun RADICO was trading at 3490.70. The strike last trading price was 65.45, which was -7.4 lower than the previous day. The implied volatity was 37.36, the open interest changed by -20 which decreased total open position to 72
On 4 Jun RADICO was trading at 3502.40. The strike last trading price was 74.95, which was 5.45 higher than the previous day. The implied volatity was 37.31, the open interest changed by 17 which increased total open position to 89
On 3 Jun RADICO was trading at 3464.10. The strike last trading price was 69.5, which was -7.95 lower than the previous day. The implied volatity was 38.7, the open interest changed by -11 which decreased total open position to 71
On 2 Jun RADICO was trading at 3487.50. The strike last trading price was 79, which was -1.4 lower than the previous day. The implied volatity was 41.37, the open interest changed by 26 which increased total open position to 82
On 1 Jun RADICO was trading at 3506.10. The strike last trading price was 80, which was -7 lower than the previous day. The implied volatity was 38.59, the open interest changed by -2 which decreased total open position to 56
On 29 May RADICO was trading at 3518.60. The strike last trading price was 96.95, which was 36.95 higher than the previous day. The implied volatity was 37.8, the open interest changed by 37 which increased total open position to 58
On 27 May RADICO was trading at 3439.30. The strike last trading price was 56.5, which was -84.5 lower than the previous day. The implied volatity was 33.66, the open interest changed by 21 which increased total open position to 21
| RADICO 30-Jun-2026 (7d) 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.02
Theta: -3.71
Gamma: 0.00233
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 3740.20 | 41.35 | -1.45 (-3.39%) | 30.09 | 83 | -5 | 238 |
| 22 Jun | 3778.60 | 48.35 | -14.25 (-22.76%) | 33.47 | 367 | -63 | 241 |
| 19 Jun | 3769.20 | 60.2 | -34.35 (-36.33%) | 35.21 | 988 | 150 | 306 |
| 18 Jun | 3690.00 | 95.95 | -55.05 (-36.46%) | 32.15 | 533 | 144 | 157 |
| 17 Jun | 3572.20 | 151 | 25.5 (20.32%) | 28.3 | 13 | 8 | 13 |
| 16 Jun | 3578.70 | 125.5 | 125.5 (-31.42%) | 23.88 | 1 | 0 | 5 |
| 15 Jun | 3592.00 | 125.5 | -57.5 (-31.42%) | 23.88 | 1 | 0 | 4 |
| 12 Jun | 3541.70 | 183 | -57.5 (-23.91%) | 26.64 | 2 | 0 | 4 |
| 11 Jun | 3449.90 | 240.5 | 240.5 | - | 2 | 0 | 4 |
| 10 Jun | 3477.10 | 240.5 | 240.5 | - | 2 | 0 | 4 |
| 9 Jun | 3500.70 | 240.5 | 240.5 (-3.68%) | 34.21 | 2 | 0 | 4 |
| 8 Jun | 3484.90 | 240.5 | -9.2 (-3.68%) | 34.21 | 2 | 0 | 4 |
| 5 Jun | 3490.70 | 249.7 | -6.85 (-2.67%) | 35.11 | 3 | -3 | 4 |
| 4 Jun | 3502.40 | 281.55 | 281.55 | - | 7 | 0 | 7 |
| 3 Jun | 3464.10 | 281.55 | 281.55 (14.02%) | 34.36 | 7 | 0 | 7 |
| 2 Jun | 3487.50 | 256.55 | 31.55 (14.02%) | 34.36 | 7 | 5 | 6 |
| 1 Jun | 3506.10 | 225 | 225 (-6.87%) | 31.7 | 1 | 0 | 1 |
| 29 May | 3518.60 | 225 | -16.6 (-6.87%) | 31.7 | 1 | 1 | 1 |
| 27 May | 3439.30 | 0 | 0 | - | 0 | 0 | 0 |
For Radico Khaitan Ltd - strike price 3700 expiring on 30JUN2026
Delta for 3700 PE is -0.37
Historical price for 3700 PE is as follows
On 23 Jun RADICO was trading at 3740.20. The strike last trading price was 41.35, which was -1.45 lower than the previous day. The implied volatity was 30.09, the open interest changed by -5 which decreased total open position to 238
On 22 Jun RADICO was trading at 3778.60. The strike last trading price was 48.35, which was -14.25 lower than the previous day. The implied volatity was 33.47, the open interest changed by -63 which decreased total open position to 241
On 19 Jun RADICO was trading at 3769.20. The strike last trading price was 60.2, which was -34.35 lower than the previous day. The implied volatity was 35.21, the open interest changed by 150 which increased total open position to 306
On 18 Jun RADICO was trading at 3690.00. The strike last trading price was 95.95, which was -55.05 lower than the previous day. The implied volatity was 32.15, the open interest changed by 144 which increased total open position to 157
On 17 Jun RADICO was trading at 3572.20. The strike last trading price was 151, which was 25.5 higher than the previous day. The implied volatity was 28.3, the open interest changed by 8 which increased total open position to 13
On 16 Jun RADICO was trading at 3578.70. The strike last trading price was 125.5, which was 125.5 higher than the previous day. The implied volatity was 23.88, the open interest changed by 0 which decreased total open position to 5
On 15 Jun RADICO was trading at 3592.00. The strike last trading price was 125.5, which was -57.5 lower than the previous day. The implied volatity was 23.88, the open interest changed by 0 which decreased total open position to 4
On 12 Jun RADICO was trading at 3541.70. The strike last trading price was 183, which was -57.5 lower than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 4
On 11 Jun RADICO was trading at 3449.90. The strike last trading price was 240.5, which was 240.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Jun RADICO was trading at 3477.10. The strike last trading price was 240.5, which was 240.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Jun RADICO was trading at 3500.70. The strike last trading price was 240.5, which was 240.5 higher than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 4
On 8 Jun RADICO was trading at 3484.90. The strike last trading price was 240.5, which was -9.2 lower than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 4
On 5 Jun RADICO was trading at 3490.70. The strike last trading price was 249.7, which was -6.85 lower than the previous day. The implied volatity was 35.11, the open interest changed by -3 which decreased total open position to 4
On 4 Jun RADICO was trading at 3502.40. The strike last trading price was 281.55, which was 281.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 3 Jun RADICO was trading at 3464.10. The strike last trading price was 281.55, which was 281.55 higher than the previous day. The implied volatity was 34.36, the open interest changed by 0 which decreased total open position to 7
On 2 Jun RADICO was trading at 3487.50. The strike last trading price was 256.55, which was 31.55 higher than the previous day. The implied volatity was 34.36, the open interest changed by 5 which increased total open position to 6
On 1 Jun RADICO was trading at 3506.10. The strike last trading price was 225, which was 225 higher than the previous day. The implied volatity was 31.7, the open interest changed by 0 which decreased total open position to 1
On 29 May RADICO was trading at 3518.60. The strike last trading price was 225, which was -16.6 lower than the previous day. The implied volatity was 31.7, the open interest changed by 1 which increased total open position to 1
On 27 May RADICO was trading at 3439.30. The strike last trading price was 0, 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
