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REC LIMITED Option Chain

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₹ 542.75
550.55
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
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0.000

0.000

0.000

1.000

0.00%

0.00

0.04

lock
****

108.00

430PCR: 31.75

0.25

lock
****

1.27

0.00

70.31%

-0.011

0.001

-0.103

0.024

0.213

-2.023

0.002

0.822

156.74%

0.00

2.12

lock
****

108.00

450PCR: 2.69

0.30

lock
****

5.71

35.00

60.55%

-0.017

0.001

-0.123

0.034

0.000

0.000

0.000

1.000

0.00%

0.00

0.04

lock
****

73.25

460PCR: 52.75

0.35

lock
****

2.11

1.00

54.69%

-0.019

0.001

-0.123

0.037

0.189

-1.153

0.003

0.852

100.59%

0.00

0.65

lock
****

80.95

470PCR: 5.22

0.55

lock
****

3.39

1.00

52.73%

-0.030

0.002

-0.176

0.055

0.242

-1.798

0.003

0.780

122.56%

0.00

1.65

lock
****

78.05

480PCR: 3.65

0.65

lock
****

6.02

0.00

48.83%

-0.041

0.002

-0.211

0.071

0.215

-1.071

0.004

0.819

82.03%

0.00

0.68

lock
****

61.10

490PCR: 9.82

1.10

lock
****

6.68

77.00

46.88%

-0.064

0.003

-0.293

0.103

0.222

-0.911

0.005

0.811

67.87%

10.00

14.73

lock
****

50.20

500PCR: 1.07

1.60

lock
****

15.71

97.00

43.95%

-0.095

0.005

-0.369

0.139

0.250

-0.953

0.006

0.768

62.99%

2.00

1.94

lock
****

41.45

510PCR: 4.89

2.35

lock
****

9.49

175.00

40.04%

-0.135

0.007

-0.431

0.177

0.242

-0.599

0.009

0.780

40.77%

5.00

3.79

lock
****

28.50

520PCR: 3.16

3.60

lock
****

11.96

499.00

37.11%

-0.201

0.009

-0.517

0.230

0.288

-0.638

0.012

0.692

36.62%

22.00

6.71

lock
****

19.80

530PCR: 2.53

5.85

lock
****

16.97

510.00

35.40%

-0.303

0.012

-0.613

0.286

0.322

-0.671

0.014

0.567

34.42%

234.00

7.59

lock
****

13.20

540PCR: 1.58

9.45

lock
****

11.98

588.00

34.18%

-0.433

0.014

-0.666

0.322

0.320

-0.649

0.014

0.423

33.45%

691.00

18.07

lock
****

8.25

550PCR: 0.69

14.40

lock
****

12.49

383.00

33.94%

-0.575

0.014

-0.659

0.321

0.281

-0.574

0.013

0.292

33.69%

674.00

26.17

lock
****

4.95

560PCR: 0.49

21.05

lock
****

12.91

228.00

33.69%

-0.708

0.013

-0.574

0.281

0.226

-0.482

0.010

0.196

35.16%

502.00

26.50

lock
****

3.00

570PCR: 0.55

29.15

lock
****

14.49

84.00

33.20%

-0.819

0.010

-0.434

0.216

0.171

-0.380

0.007

0.128

36.62%

379.00

21.74

lock
****

1.80

580PCR: 0.26

31.50

lock
****

5.55

0.00

0.00%

-1.000

0.000

0.000

0.000

0.124

-0.287

0.005

0.082

38.09%

77.00

15.89

lock
****

1.15

590PCR: 0.09

45.00

lock
****

1.40

1.00

0.00%

-1.000

0.000

0.000

0.000

0.091

-0.221

0.003

0.055

40.04%

254.00

21.84

lock
****

0.75

600PCR: 0.30

49.80

lock
****

6.60

0.00

0.00%

-1.000

0.000

0.000

0.000

0.067

-0.171

0.002

0.038

41.99%

46.00

7.84

lock
****

0.50

610PCR: 0.12

54.25

lock
****

0.97

0.00

0.00%

-1.000

0.000

0.000

0.000

0.058

-0.161

0.002

0.032

45.90%

13.00

10.33

lock
****

0.40

620PCR: 0.56

69.35

lock
****

5.83

0.00

0.00%

-1.000

0.000

0.000

0.000

0.051

-0.152

0.002

0.027

48.83%

0.00

0.74

lock
****

0.45

630PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.040

-0.122

0.001

0.020

50.78%

0.00

2.72

lock
****

0.30

640PCR: 0.05

86.65

lock
****

0.13

0.00

0.00%

-1.000

0.000

0.000

0.000

0.012

-0.033

0.000

0.005

46.88%

0.00

0.01

lock
****

0.10

660PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

REC LIMITED - Statistics

Day Range
₹542.70 - ₹550.50
52w Range
₹389.20 - ₹654.00
Volume
321,140

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Underlying Assets & Securities

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REC LIMITED

542.75

-7.80 (-1.42%)

REC LIMITED Options

REC LIMITED Futures

Frequently Asked Questions

What is the current spot price for REC LIMITED?chevron-up

The current spot price for REC LIMITED is ₹542.75.

What is the minimum option lot size for REC LIMITED?chevron-up

The minimum lot size for REC LIMITED is 1,000.

Which REC LIMITED call and put option contract has the highest open interest?chevron-up

The 570.00 strike for REC LIMITED call options have an OI of 26.50 Lakhs. The 530.00 strike for REC LIMITED put options has an OI of 16.97 Lakhs

What is the current at-the-money (ATM) strike for REC LIMITED and what is its price?chevron-up

The current ATM strike for REC LIMITED is 540.00. The call price is ₹13.20 and the put price is ₹9.45.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for REC LIMITED?chevron-up

The PCR for the 540.00 strike is 1.58.

What is the implied volatility of REC LIMITED?chevron-up

The implied volatility (IV) of at-the-money REC LIMITED call is 34.42% and 34.18% for puts.

How much will the price change of the at-the-money (ATM) strike for REC LIMITED call options if REC LIMITED moves up in price by ₹1?chevron-up

The ATM strike is 540.00 and the call option is priced at ₹13.20. If REC LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.5669. The value of 0.5669 is the option's 'Delta'.