RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1080 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 921.05 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1241.65 | 921.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 921.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 1260.75 | 921.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 921.05 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1080 expiring on 28NOV2024
Delta for 1080 CE is -
Historical price for 1080 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 921.05, 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 921.05, 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 921.05, 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 Nov RELIANCE was trading at 1260.75. The strike last trading price was 921.05, 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 921.05, 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 28NOV2024 1080 PE | |||||||
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Delta: -0.03
Vega: 0.11
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 0.85 | 0.45 | 47.40 | 160 | 90 | 108 |
| 20 Nov | 1241.65 | 0.4 | 0.00 | 40.78 | 12 | 8 | 16 |
| 19 Nov | 1241.65 | 0.4 | 0.00 | 40.78 | 12 | 6 | 16 |
| 18 Nov | 1260.75 | 0.4 | -0.15 | 43.23 | 24 | 2 | 12 |
| 14 Nov | 1267.60 | 0.55 | 39.36 | 82 | 10 | 10 | |
For Reliance Industries Ltd - strike price 1080 expiring on 28NOV2024
Delta for 1080 PE is -0.03
Historical price for 1080 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.85, which was 0.45 higher than the previous day. The implied volatity was 47.40, the open interest changed by 45 which increased total open position to 54
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 40.78, the open interest changed by 4 which increased total open position to 8
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 40.78, the open interest changed by 3 which increased total open position to 8
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 43.23, the open interest changed by 1 which increased total open position to 6
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was 39.36, the open interest changed by 5 which increased total open position to 5
