RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1230.45 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1253.25 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1245.30 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1268.30 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1272.85 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1262.90 | 730.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1278.20 | 730.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1284.85 | 730.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1295.15 | 730.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Dec | 1311.55 | 730.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1322.05 | 730.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1308.95 | 730.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1323.30 | 730.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1309.15 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1292.20 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1270.80 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1295.70 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1287.00 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1265.40 | 730.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1223.00 | 730.1 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 CE is -
Historical price for 1060 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 730.1, 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 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 730.1, 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 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 730.1, 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 730.1, 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 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 730.1, 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 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 730.1, 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 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 730.1, 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 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.04
Theta: -0.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 0.2 | -0.10 | 43.42 | 37 | -13 | 174 |
| 19 Dec | 1230.45 | 0.3 | -0.05 | 47.89 | 21 | 1 | 189 |
| 18 Dec | 1253.25 | 0.35 | -0.05 | 50.83 | 65 | 51 | 188 |
| 17 Dec | 1245.30 | 0.4 | 0.10 | 46.97 | 40 | 30 | 134 |
| 16 Dec | 1268.30 | 0.3 | -0.20 | 47.19 | 20 | -4 | 106 |
| 13 Dec | 1272.85 | 0.5 | 0.00 | 45.38 | 34 | 14 | 109 |
| 12 Dec | 1262.90 | 0.5 | 0.00 | 41.79 | 32 | 10 | 95 |
| 11 Dec | 1278.20 | 0.5 | 0.05 | 43.10 | 68 | 29 | 87 |
| 10 Dec | 1284.85 | 0.45 | 0.00 | 42.17 | 3 | 0 | 58 |
| 9 Dec | 1295.15 | 0.45 | 0.00 | 42.31 | 9 | 1 | 57 |
| 6 Dec | 1311.55 | 0.45 | -0.05 | 41.09 | 9 | 0 | 55 |
| 5 Dec | 1322.05 | 0.5 | -0.05 | 41.81 | 15 | -7 | 58 |
| 4 Dec | 1308.95 | 0.55 | 0.00 | 40.08 | 13 | 0 | 61 |
| 3 Dec | 1323.30 | 0.55 | -0.15 | 40.93 | 121 | 6 | 61 |
| 2 Dec | 1309.15 | 0.7 | -0.10 | 39.92 | 56 | 14 | 52 |
| 29 Nov | 1292.20 | 0.8 | -1.00 | 36.33 | 52 | 32 | 36 |
| 28 Nov | 1270.80 | 1.8 | -0.70 | 38.44 | 4 | 2 | 3 |
| 27 Nov | 1293.20 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1295.70 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1287.00 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1265.40 | 2.5 | 1.65 | 36.20 | 1 | 0 | 0 |
| 21 Nov | 1223.00 | 0.85 | 12.69 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 PE is -0.01
Historical price for 1060 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 43.42, the open interest changed by -13 which decreased total open position to 174
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 47.89, the open interest changed by 1 which increased total open position to 189
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 50.83, the open interest changed by 51 which increased total open position to 188
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 46.97, the open interest changed by 30 which increased total open position to 134
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 47.19, the open interest changed by -4 which decreased total open position to 106
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 45.38, the open interest changed by 14 which increased total open position to 109
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 41.79, the open interest changed by 10 which increased total open position to 95
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 43.10, the open interest changed by 29 which increased total open position to 87
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 42.17, the open interest changed by 0 which decreased total open position to 58
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 42.31, the open interest changed by 1 which increased total open position to 57
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 41.09, the open interest changed by 0 which decreased total open position to 55
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 41.81, the open interest changed by -7 which decreased total open position to 58
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 40.08, the open interest changed by 0 which decreased total open position to 61
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 40.93, the open interest changed by 6 which increased total open position to 61
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 39.92, the open interest changed by 14 which increased total open position to 52
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 0.8, which was -1.00 lower than the previous day. The implied volatity was 36.33, the open interest changed by 32 which increased total open position to 36
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 38.44, the open interest changed by 2 which increased total open position to 3
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 2.5, 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 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 2.5, 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 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 2.5, 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 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 2.5, which was 1.65 higher than the previous day. The implied volatity was 36.20, 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 0.85, which was lower than the previous day. The implied volatity was 12.69, the open interest changed by 0 which decreased total open position to 0
