RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
30 Dec 2024 04:12 PM IST
| RELIANCE 30JAN2025 1080 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 30 Dec | 1210.70 | 274 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 1221.05 | 274 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 1216.55 | 274 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 1222.75 | 274 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 1222.30 | 274 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 1205.30 | 274 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1230.45 | 274 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1253.25 | 274 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1245.30 | 274 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1268.30 | 274 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1272.85 | 274 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1080 expiring on 30JAN2025
Delta for 1080 CE is -
Historical price for 1080 CE is as follows
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 274, 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 Dec RELIANCE was trading at 1221.05. The strike last trading price was 274, 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 Dec RELIANCE was trading at 1216.55. The strike last trading price was 274, 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 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 274, 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 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 274, 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 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 274, 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 274, 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 274, 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 274, 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 274, 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 274, 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 30JAN2025 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.30
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 1210.70 | 1.45 | -0.10 | 24.71 | 1,485 | 537 | 1,325 |
| 27 Dec | 1221.05 | 1.55 | -1.25 | 25.28 | 909 | 146 | 793 |
| 26 Dec | 1216.55 | 2.8 | 0.30 | 27.61 | 797 | 216 | 639 |
| 24 Dec | 1222.75 | 2.5 | -0.20 | 27.19 | 446 | 44 | 422 |
| 23 Dec | 1222.30 | 2.7 | -2.35 | 27.29 | 533 | 11 | 378 |
| 20 Dec | 1205.30 | 5.05 | 2.05 | 28.24 | 790 | 242 | 369 |
| 19 Dec | 1230.45 | 3 | 0.75 | 27.55 | 45 | 24 | 126 |
| 18 Dec | 1253.25 | 2.25 | -0.45 | 28.30 | 22 | 18 | 100 |
| 17 Dec | 1245.30 | 2.7 | 0.70 | 28.00 | 80 | 78 | 80 |
| 16 Dec | 1268.30 | 2 | -1.20 | 28.55 | 1 | 0 | 2 |
| 13 Dec | 1272.85 | 3.2 | 31.14 | 2 | 1 | 1 | |
For Reliance Industries Ltd - strike price 1080 expiring on 30JAN2025
Delta for 1080 PE is -0.04
Historical price for 1080 PE is as follows
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 24.71, the open interest changed by 537 which increased total open position to 1325
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 1.55, which was -1.25 lower than the previous day. The implied volatity was 25.28, the open interest changed by 146 which increased total open position to 793
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 2.8, which was 0.30 higher than the previous day. The implied volatity was 27.61, the open interest changed by 216 which increased total open position to 639
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 2.5, which was -0.20 lower than the previous day. The implied volatity was 27.19, the open interest changed by 44 which increased total open position to 422
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 2.7, which was -2.35 lower than the previous day. The implied volatity was 27.29, the open interest changed by 11 which increased total open position to 378
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 5.05, which was 2.05 higher than the previous day. The implied volatity was 28.24, the open interest changed by 242 which increased total open position to 369
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 3, which was 0.75 higher than the previous day. The implied volatity was 27.55, the open interest changed by 24 which increased total open position to 126
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 28.30, the open interest changed by 18 which increased total open position to 100
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 2.7, which was 0.70 higher than the previous day. The implied volatity was 28.00, the open interest changed by 78 which increased total open position to 80
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 2, which was -1.20 lower than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 2
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was 31.14, the open interest changed by 1 which increased total open position to 1
