RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1080 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 159 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1230.45 | 159 | -18.00 | 78.43 | 1 | 0 | 2 | |||
| 18 Dec | 1253.25 | 177 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1245.30 | 177 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1268.30 | 177 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1272.85 | 177 | -11.45 | - | 1 | 0 | 2 | |||
| 12 Dec | 1262.90 | 188.45 | -686.80 | 52.00 | 2 | 1 | 1 | |||
| 11 Dec | 1278.20 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1284.85 | 875.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1295.15 | 875.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1311.55 | 875.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1322.05 | 875.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1308.95 | 875.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1323.30 | 875.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1309.15 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1292.20 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1270.80 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1295.70 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1287.00 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1265.40 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1223.00 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1241.65 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 875.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 1267.60 | 875.25 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1080 expiring on 26DEC2024
Delta for 1080 CE is 0.00
Historical price for 1080 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 159, 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 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 159, which was -18.00 lower than the previous day. The implied volatity was 78.43, the open interest changed by 0 which decreased total open position to 2
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 177, 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 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 177, 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 177, 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 177, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 188.45, which was -686.80 lower than the previous day. The implied volatity was 52.00, the open interest changed by 1 which increased total open position to 1
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 875.25, 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 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 875.25, 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 875.25, 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 875.25, 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 875.25, 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 875.25, 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 875.25, 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 875.25, 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 875.25, 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 875.25, 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 875.25, 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 875.25, 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 875.25, 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 875.25, 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 875.25, 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 Nov RELIANCE was trading at 1241.65. The strike last trading price was 875.25, 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 Nov RELIANCE was trading at 1241.65. The strike last trading price was 875.25, 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 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 875.25, 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 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.06
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 0.35 | 0.00 | 40.88 | 56 | -15 | 185 |
| 19 Dec | 1230.45 | 0.35 | 0.05 | 43.66 | 88 | -1 | 200 |
| 18 Dec | 1253.25 | 0.3 | -0.10 | 44.98 | 97 | -17 | 209 |
| 17 Dec | 1245.30 | 0.4 | 0.05 | 42.23 | 51 | 4 | 226 |
| 16 Dec | 1268.30 | 0.35 | -0.10 | 43.67 | 17 | -8 | 223 |
| 13 Dec | 1272.85 | 0.45 | -0.05 | 40.83 | 59 | -3 | 234 |
| 12 Dec | 1262.90 | 0.5 | -0.05 | 37.93 | 11 | -4 | 238 |
| 11 Dec | 1278.20 | 0.55 | 0.05 | 39.94 | 26 | -6 | 241 |
| 10 Dec | 1284.85 | 0.5 | -0.10 | 39.21 | 45 | -1 | 251 |
| 9 Dec | 1295.15 | 0.6 | 0.05 | 40.58 | 12 | -2 | 247 |
| 6 Dec | 1311.55 | 0.55 | 0.00 | 39.03 | 38 | -7 | 250 |
| 5 Dec | 1322.05 | 0.55 | -0.20 | 39.27 | 46 | -15 | 257 |
| 4 Dec | 1308.95 | 0.75 | 0.00 | 38.74 | 63 | 14 | 270 |
| 3 Dec | 1323.30 | 0.75 | -0.05 | 39.81 | 99 | 4 | 260 |
| 2 Dec | 1309.15 | 0.8 | -0.20 | 37.67 | 45 | -11 | 266 |
| 29 Nov | 1292.20 | 1 | -1.20 | 34.64 | 493 | 80 | 274 |
| 28 Nov | 1270.80 | 2.2 | 0.75 | 36.65 | 43 | 14 | 194 |
| 27 Nov | 1293.20 | 1.45 | -0.45 | 35.87 | 119 | 26 | 180 |
| 26 Nov | 1295.70 | 1.9 | 0.00 | 37.31 | 6 | -2 | 151 |
| 25 Nov | 1287.00 | 1.9 | -1.30 | 36.20 | 197 | -42 | 151 |
| 22 Nov | 1265.40 | 3.2 | -1.65 | 35.08 | 425 | -4 | 189 |
| 21 Nov | 1223.00 | 4.85 | 1.35 | 32.04 | 704 | 188 | 193 |
| 20 Nov | 1241.65 | 3.5 | 0.00 | 31.07 | 5 | 4 | 5 |
| 19 Nov | 1241.65 | 3.5 | 2.15 | 31.07 | 5 | 4 | 5 |
| 14 Nov | 1267.60 | 1.35 | 27.43 | 4 | 1 | 1 | |
For Reliance Industries Ltd - strike price 1080 expiring on 26DEC2024
Delta for 1080 PE is -0.02
Historical price for 1080 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 40.88, the open interest changed by -15 which decreased total open position to 185
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 43.66, the open interest changed by -1 which decreased total open position to 200
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 44.98, the open interest changed by -17 which decreased total open position to 209
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 42.23, the open interest changed by 4 which increased total open position to 226
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 43.67, the open interest changed by -8 which decreased total open position to 223
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 40.83, the open interest changed by -3 which decreased total open position to 234
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 37.93, the open interest changed by -4 which decreased total open position to 238
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 39.94, the open interest changed by -6 which decreased total open position to 241
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 39.21, the open interest changed by -1 which decreased total open position to 251
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 40.58, the open interest changed by -2 which decreased total open position to 247
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 39.03, the open interest changed by -7 which decreased total open position to 250
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 39.27, the open interest changed by -15 which decreased total open position to 257
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 38.74, the open interest changed by 14 which increased total open position to 270
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 39.81, the open interest changed by 4 which increased total open position to 260
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 37.67, the open interest changed by -11 which decreased total open position to 266
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 1, which was -1.20 lower than the previous day. The implied volatity was 34.64, the open interest changed by 80 which increased total open position to 274
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 2.2, which was 0.75 higher than the previous day. The implied volatity was 36.65, the open interest changed by 14 which increased total open position to 194
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 35.87, the open interest changed by 26 which increased total open position to 180
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 37.31, the open interest changed by -2 which decreased total open position to 151
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 1.9, which was -1.30 lower than the previous day. The implied volatity was 36.20, the open interest changed by -42 which decreased total open position to 151
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 3.2, which was -1.65 lower than the previous day. The implied volatity was 35.08, the open interest changed by -4 which decreased total open position to 189
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 4.85, which was 1.35 higher than the previous day. The implied volatity was 32.04, the open interest changed by 188 which increased total open position to 193
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 31.07, the open interest changed by 4 which increased total open position to 5
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 3.5, which was 2.15 higher than the previous day. The implied volatity was 31.07, the open interest changed by 4 which increased total open position to 5
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 1
