RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1040 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 190 | -3.00 | - | 3 | -1 | 1 | |||
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| 19 Dec | 1230.45 | 193 | -760.55 | - | 3 | 1 | 1 | |||
| 18 Dec | 1253.25 | 953.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1245.30 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1268.30 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1272.85 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1262.90 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1278.20 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1284.85 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1295.15 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1311.55 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1322.05 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1308.95 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1323.30 | 953.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1309.15 | 953.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1292.20 | 953.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1270.80 | 953.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 953.55 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1295.70 | 953.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1287.00 | 953.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1265.40 | 953.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1223.00 | 953.55 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1040 expiring on 26DEC2024
Delta for 1040 CE is -
Historical price for 1040 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 190, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 193, which was -760.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 953.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 953.55, which was 0.00 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 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 953.55, which was 0.00 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 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 953.55, which was 0.00 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 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 953.55, which was 0.00 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 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 953.55, which was 0.00 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 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 953.55, which was 0.00 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 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 953.55, which was 0.00 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 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 953.55, which was 0.00 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 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 953.55, which was 0.00 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 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 953.55, which was 0.00 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 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 953.55, which was 0.00 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 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 953.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 953.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 953.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 953.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 953.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 953.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 953.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 953.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.04
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 0.25 | -0.05 | 50.33 | 63 | 49 | 609 |
| 19 Dec | 1230.45 | 0.3 | 0.00 | 53.20 | 66 | 10 | 566 |
| 18 Dec | 1253.25 | 0.3 | 0.00 | - | 27 | -1 | 556 |
| 17 Dec | 1245.30 | 0.3 | 0.00 | 49.85 | 73 | 46 | 555 |
| 16 Dec | 1268.30 | 0.3 | 0.05 | 51.54 | 134 | 2 | 508 |
| 13 Dec | 1272.85 | 0.25 | -0.10 | 45.23 | 121 | 0 | 507 |
| 12 Dec | 1262.90 | 0.35 | 0.00 | 43.81 | 71 | -12 | 507 |
| 11 Dec | 1278.20 | 0.35 | -0.05 | 44.55 | 169 | -1 | 519 |
| 10 Dec | 1284.85 | 0.4 | 0.05 | 44.91 | 166 | -18 | 519 |
| 9 Dec | 1295.15 | 0.35 | 0.00 | 44.15 | 7 | -2 | 533 |
| 6 Dec | 1311.55 | 0.35 | -0.05 | 42.88 | 3 | -2 | 536 |
| 5 Dec | 1322.05 | 0.4 | -0.15 | 43.68 | 9 | -8 | 538 |
| 4 Dec | 1308.95 | 0.55 | 0.10 | 43.16 | 6 | -1 | 547 |
| 3 Dec | 1323.30 | 0.45 | -0.15 | 42.70 | 109 | -21 | 546 |
| 2 Dec | 1309.15 | 0.6 | -0.05 | 41.96 | 77 | -55 | 564 |
| 29 Nov | 1292.20 | 0.65 | -0.70 | 38.03 | 577 | 295 | 446 |
| 28 Nov | 1270.80 | 1.35 | 0.30 | 39.61 | 81 | 54 | 131 |
| 27 Nov | 1293.20 | 1.05 | -0.05 | 39.76 | 29 | 6 | 74 |
| 26 Nov | 1295.70 | 1.1 | 0.20 | 39.65 | 55 | 23 | 61 |
| 25 Nov | 1287.00 | 0.9 | -1.10 | 37.38 | 6 | 25 | 38 |
| 22 Nov | 1265.40 | 2 | -0.90 | 37.74 | 45 | 24 | 37 |
| 21 Nov | 1223.00 | 2.9 | 34.59 | 21 | 10 | 10 | |
For Reliance Industries Ltd - strike price 1040 expiring on 26DEC2024
Delta for 1040 PE is -0.01
Historical price for 1040 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 50.33, the open interest changed by 49 which increased total open position to 609
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 53.20, the open interest changed by 10 which increased total open position to 566
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 556
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 49.85, the open interest changed by 46 which increased total open position to 555
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 51.54, the open interest changed by 2 which increased total open position to 508
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 45.23, the open interest changed by 0 which decreased total open position to 507
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 43.81, the open interest changed by -12 which decreased total open position to 507
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 44.55, the open interest changed by -1 which decreased total open position to 519
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 44.91, the open interest changed by -18 which decreased total open position to 519
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 44.15, the open interest changed by -2 which decreased total open position to 533
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 42.88, the open interest changed by -2 which decreased total open position to 536
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 43.68, the open interest changed by -8 which decreased total open position to 538
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 43.16, the open interest changed by -1 which decreased total open position to 547
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 42.70, the open interest changed by -21 which decreased total open position to 546
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 41.96, the open interest changed by -55 which decreased total open position to 564
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 0.65, which was -0.70 lower than the previous day. The implied volatity was 38.03, the open interest changed by 295 which increased total open position to 446
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 1.35, which was 0.30 higher than the previous day. The implied volatity was 39.61, the open interest changed by 54 which increased total open position to 131
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 39.76, the open interest changed by 6 which increased total open position to 74
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 39.65, the open interest changed by 23 which increased total open position to 61
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 0.9, which was -1.10 lower than the previous day. The implied volatity was 37.38, the open interest changed by 25 which increased total open position to 38
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 2, which was -0.90 lower than the previous day. The implied volatity was 37.74, the open interest changed by 24 which increased total open position to 37
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was 34.59, the open interest changed by 10 which increased total open position to 10
