RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
15 Apr 2025 04:12 PM IST
| RELIANCE 24APR2025 1100 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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| 15 Apr | 1240.10 | 139.3 | 16.15 | - | 90 | -73 | 838 | |||
| 11 Apr | 1218.95 | 123.3 | 29.65 | - | 198 | -74 | 911 | |||
| 9 Apr | 1185.35 | 94.85 | 0.7 | 29.61 | 295 | -15 | 985 | |||
| 8 Apr | 1182.20 | 93.55 | 10.15 | 36.98 | 1,075 | -4 | 1,001 | |||
| 7 Apr | 1165.70 | 84.4 | -24.05 | 33.97 | 2,141 | 312 | 1,011 | |||
| 4 Apr | 1204.70 | 108.5 | -45.6 | - | 248 | 75 | 703 | |||
| 3 Apr | 1248.70 | 154.1 | -2.4 | - | 14 | 6 | 628 | |||
| 2 Apr | 1251.15 | 156.5 | -4.5 | - | 43 | -10 | 621 | |||
| 1 Apr | 1252.60 | 161 | -22.7 | 21.05 | 176 | 4 | 627 | |||
| 28 Mar | 1275.10 | 181.35 | -7.8 | - | 67 | 38 | 623 | |||
| 27 Mar | 1278.20 | 192.25 | 8.75 | 38.72 | 18 | 8 | 586 | |||
| 26 Mar | 1273.05 | 183.5 | -13.8 | 36.93 | 62 | 8 | 577 | |||
| 25 Mar | 1285.45 | 196.9 | -16.8 | 35.26 | 143 | 6 | 573 | |||
| 24 Mar | 1302.10 | 211 | 22.75 | - | 251 | -12 | 567 | |||
| 21 Mar | 1276.35 | 188 | 8.9 | 22.66 | 56 | 9 | 577 | |||
| 20 Mar | 1269.15 | 178.95 | 18.5 | 21.01 | 66 | -23 | 570 | |||
| 19 Mar | 1247.15 | 160.45 | 6.45 | 25.34 | 31 | 3 | 594 | |||
| 18 Mar | 1238.80 | 154 | 0 | 27.22 | 46 | 11 | 592 | |||
| 17 Mar | 1238.85 | 154 | -15.45 | 22.09 | 3 | 1 | 580 | |||
| 13 Mar | 1247.90 | 169.45 | -0.05 | 36.97 | 5 | -1 | 579 | |||
| 12 Mar | 1257.05 | 170 | 19 | 22.81 | 4 | 1 | 579 | |||
| 11 Mar | 1247.30 | 151 | -3.2 | - | 1 | 0 | 578 | |||
| 10 Mar | 1238.40 | 154.2 | -4.45 | 26.03 | 3 | -1 | 577 | |||
| 7 Mar | 1249.80 | 159.05 | 36.2 | - | 358 | 305 | 578 | |||
| 6 Mar | 1209.60 | 127.25 | 32.25 | 16.92 | 253 | 234 | 273 | |||
| 5 Mar | 1175.60 | 95 | 7.3 | 16.45 | 23 | -14 | 39 | |||
| 3 Mar | 1171.25 | 91 | -88.9 | 15.45 | 23 | 18 | 18 | |||
| 28 Feb | 1200.10 | 179.9 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1207.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1204.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1204.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1214.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1228.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1233.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1224.90 | 0 | 0 | - | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1100 expiring on 24APR2025
Delta for 1100 CE is -
Historical price for 1100 CE is as follows
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 139.3, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 838
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 123.3, which was 29.65 higher than the previous day. The implied volatity was -, the open interest changed by -74 which decreased total open position to 911
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 94.85, which was 0.7 higher than the previous day. The implied volatity was 29.61, the open interest changed by -15 which decreased total open position to 985
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 93.55, which was 10.15 higher than the previous day. The implied volatity was 36.98, the open interest changed by -4 which decreased total open position to 1001
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 84.4, which was -24.05 lower than the previous day. The implied volatity was 33.97, the open interest changed by 312 which increased total open position to 1011
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 108.5, which was -45.6 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 703
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 154.1, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 628
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 156.5, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 621
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 161, which was -22.7 lower than the previous day. The implied volatity was 21.05, the open interest changed by 4 which increased total open position to 627
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 181.35, which was -7.8 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 623
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 192.25, which was 8.75 higher than the previous day. The implied volatity was 38.72, the open interest changed by 8 which increased total open position to 586
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 183.5, which was -13.8 lower than the previous day. The implied volatity was 36.93, the open interest changed by 8 which increased total open position to 577
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 196.9, which was -16.8 lower than the previous day. The implied volatity was 35.26, the open interest changed by 6 which increased total open position to 573
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 211, which was 22.75 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 567
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 188, which was 8.9 higher than the previous day. The implied volatity was 22.66, the open interest changed by 9 which increased total open position to 577
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 178.95, which was 18.5 higher than the previous day. The implied volatity was 21.01, the open interest changed by -23 which decreased total open position to 570
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 160.45, which was 6.45 higher than the previous day. The implied volatity was 25.34, the open interest changed by 3 which increased total open position to 594
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 154, which was 0 lower than the previous day. The implied volatity was 27.22, the open interest changed by 11 which increased total open position to 592
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 154, which was -15.45 lower than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 580
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 169.45, which was -0.05 lower than the previous day. The implied volatity was 36.97, the open interest changed by -1 which decreased total open position to 579
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 170, which was 19 higher than the previous day. The implied volatity was 22.81, the open interest changed by 1 which increased total open position to 579
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 151, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 578
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 154.2, which was -4.45 lower than the previous day. The implied volatity was 26.03, the open interest changed by -1 which decreased total open position to 577
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 159.05, which was 36.2 higher than the previous day. The implied volatity was -, the open interest changed by 305 which increased total open position to 578
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 127.25, which was 32.25 higher than the previous day. The implied volatity was 16.92, the open interest changed by 234 which increased total open position to 273
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 95, which was 7.3 higher than the previous day. The implied volatity was 16.45, the open interest changed by -14 which decreased total open position to 39
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 91, which was -88.9 lower than the previous day. The implied volatity was 15.45, the open interest changed by 18 which increased total open position to 18
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 179.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb RELIANCE was trading at 1207.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb RELIANCE was trading at 1204.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb RELIANCE was trading at 1204.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb RELIANCE was trading at 1214.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb RELIANCE was trading at 1228.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb RELIANCE was trading at 1233.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb RELIANCE was trading at 1224.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 24APR2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.12
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1240.10 | 0.85 | -1.85 | 41.06 | 2,538 | -480 | 3,844 |
| 11 Apr | 1218.95 | 2.7 | -5.1 | 38.80 | 5,032 | -309 | 4,324 |
| 9 Apr | 1185.35 | 7.75 | -0.05 | 39.94 | 3,176 | 486 | 4,652 |
| 8 Apr | 1182.20 | 7.8 | -6.95 | 37.16 | 8,758 | 201 | 4,189 |
| 7 Apr | 1165.70 | 14.75 | 12.5 | 43.54 | 15,677 | 794 | 3,963 |
| 4 Apr | 1204.70 | 2.25 | 1.45 | 27.93 | 5,832 | 1,341 | 3,166 |
| 3 Apr | 1248.70 | 0.75 | -0.05 | 28.19 | 1,046 | 49 | 1,879 |
| 2 Apr | 1251.15 | 0.8 | -0.15 | 28.37 | 711 | -11 | 1,833 |
| 1 Apr | 1252.60 | 0.9 | -0.4 | 28.61 | 2,304 | 465 | 1,842 |
| 28 Mar | 1275.10 | 1.35 | -0.55 | 31.14 | 1,387 | 134 | 1,377 |
| 27 Mar | 1278.20 | 1.8 | 0 | 33.07 | 567 | 81 | 1,243 |
| 26 Mar | 1273.05 | 1.75 | 0.15 | 31.21 | 405 | 120 | 1,168 |
| 25 Mar | 1285.45 | 1.6 | 0.1 | 31.99 | 265 | 72 | 1,048 |
| 24 Mar | 1302.10 | 1.4 | -0.2 | 32.79 | 493 | 83 | 976 |
| 21 Mar | 1276.35 | 1.6 | -0.05 | 29.32 | 288 | 48 | 892 |
| 20 Mar | 1269.15 | 1.7 | -0.25 | 28.19 | 259 | -6 | 845 |
| 19 Mar | 1247.15 | 2 | -0.3 | 26.31 | 318 | 54 | 850 |
| 18 Mar | 1238.80 | 2.3 | -0.15 | 25.76 | 196 | 45 | 798 |
| 17 Mar | 1238.85 | 2.35 | -0.5 | 25.78 | 374 | 60 | 755 |
| 13 Mar | 1247.90 | 2.65 | -0.35 | 25.93 | 115 | -8 | 695 |
| 12 Mar | 1257.05 | 3.05 | -0.55 | 27.51 | 205 | 35 | 703 |
| 11 Mar | 1247.30 | 3.55 | -0.55 | 27.19 | 119 | 30 | 665 |
| 10 Mar | 1238.40 | 4.15 | 0.25 | 26.73 | 205 | 46 | 635 |
| 7 Mar | 1249.80 | 4.05 | -1.65 | 26.96 | 549 | 109 | 589 |
| 6 Mar | 1209.60 | 5.8 | -3.75 | 24.90 | 518 | 71 | 479 |
| 5 Mar | 1175.60 | 9.5 | -3.9 | 23.76 | 256 | -10 | 408 |
| 3 Mar | 1171.25 | 12.6 | 3.5 | 25.59 | 632 | 87 | 327 |
| 28 Feb | 1200.10 | 9.75 | 2 | 25.91 | 268 | 120 | 205 |
| 27 Feb | 1207.10 | 8 | 0.5 | 25.53 | 56 | 42 | 85 |
| 26 Feb | 1204.00 | 8 | 1 | 24.41 | 18 | 12 | 42 |
| 25 Feb | 1204.00 | 8 | 1 | 24.41 | 18 | 11 | 42 |
| 24 Feb | 1214.55 | 7 | 1 | 24.84 | 31 | 25 | 29 |
| 21 Feb | 1228.15 | 6 | -1 | 24.79 | 1 | 0 | 4 |
| 20 Feb | 1233.00 | 7 | 0 | 26.27 | 1 | 0 | 3 |
| 17 Feb | 1224.90 | 7 | -1.55 | 24.94 | 3 | 2 | 2 |
For Reliance Industries Ltd - strike price 1100 expiring on 24APR2025
Delta for 1100 PE is -0.03
Historical price for 1100 PE is as follows
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 0.85, which was -1.85 lower than the previous day. The implied volatity was 41.06, the open interest changed by -480 which decreased total open position to 3844
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 2.7, which was -5.1 lower than the previous day. The implied volatity was 38.80, the open interest changed by -309 which decreased total open position to 4324
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 7.75, which was -0.05 lower than the previous day. The implied volatity was 39.94, the open interest changed by 486 which increased total open position to 4652
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 7.8, which was -6.95 lower than the previous day. The implied volatity was 37.16, the open interest changed by 201 which increased total open position to 4189
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 14.75, which was 12.5 higher than the previous day. The implied volatity was 43.54, the open interest changed by 794 which increased total open position to 3963
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 2.25, which was 1.45 higher than the previous day. The implied volatity was 27.93, the open interest changed by 1341 which increased total open position to 3166
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 28.19, the open interest changed by 49 which increased total open position to 1879
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 28.37, the open interest changed by -11 which decreased total open position to 1833
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 28.61, the open interest changed by 465 which increased total open position to 1842
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 31.14, the open interest changed by 134 which increased total open position to 1377
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 33.07, the open interest changed by 81 which increased total open position to 1243
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 31.21, the open interest changed by 120 which increased total open position to 1168
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was 31.99, the open interest changed by 72 which increased total open position to 1048
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 1.4, which was -0.2 lower than the previous day. The implied volatity was 32.79, the open interest changed by 83 which increased total open position to 976
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 29.32, the open interest changed by 48 which increased total open position to 892
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 28.19, the open interest changed by -6 which decreased total open position to 845
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 26.31, the open interest changed by 54 which increased total open position to 850
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 25.76, the open interest changed by 45 which increased total open position to 798
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 2.35, which was -0.5 lower than the previous day. The implied volatity was 25.78, the open interest changed by 60 which increased total open position to 755
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 25.93, the open interest changed by -8 which decreased total open position to 695
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 27.51, the open interest changed by 35 which increased total open position to 703
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 3.55, which was -0.55 lower than the previous day. The implied volatity was 27.19, the open interest changed by 30 which increased total open position to 665
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 4.15, which was 0.25 higher than the previous day. The implied volatity was 26.73, the open interest changed by 46 which increased total open position to 635
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 4.05, which was -1.65 lower than the previous day. The implied volatity was 26.96, the open interest changed by 109 which increased total open position to 589
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 5.8, which was -3.75 lower than the previous day. The implied volatity was 24.90, the open interest changed by 71 which increased total open position to 479
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 9.5, which was -3.9 lower than the previous day. The implied volatity was 23.76, the open interest changed by -10 which decreased total open position to 408
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 12.6, which was 3.5 higher than the previous day. The implied volatity was 25.59, the open interest changed by 87 which increased total open position to 327
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 9.75, which was 2 higher than the previous day. The implied volatity was 25.91, the open interest changed by 120 which increased total open position to 205
On 27 Feb RELIANCE was trading at 1207.10. The strike last trading price was 8, which was 0.5 higher than the previous day. The implied volatity was 25.53, the open interest changed by 42 which increased total open position to 85
On 26 Feb RELIANCE was trading at 1204.00. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 24.41, the open interest changed by 12 which increased total open position to 42
On 25 Feb RELIANCE was trading at 1204.00. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 24.41, the open interest changed by 11 which increased total open position to 42
On 24 Feb RELIANCE was trading at 1214.55. The strike last trading price was 7, which was 1 higher than the previous day. The implied volatity was 24.84, the open interest changed by 25 which increased total open position to 29
On 21 Feb RELIANCE was trading at 1228.15. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 24.79, the open interest changed by 0 which decreased total open position to 4
On 20 Feb RELIANCE was trading at 1233.00. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 26.27, the open interest changed by 0 which decreased total open position to 3
On 17 Feb RELIANCE was trading at 1224.90. The strike last trading price was 7, which was -1.55 lower than the previous day. The implied volatity was 24.94, the open interest changed by 2 which increased total open position to 2
