RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.23
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 110.75 | -25.25 | 52.72 | 20 | -3 | 72 | |||
| 19 Dec | 1230.45 | 136 | -21.50 | 58.50 | 64 | 28 | 75 | |||
| 18 Dec | 1253.25 | 157.5 | 9.50 | 45.88 | 17 | 0 | 47 | |||
| 17 Dec | 1245.30 | 148 | -26.45 | 39.79 | 13 | -1 | 46 | |||
| 16 Dec | 1268.30 | 174.45 | 10.25 | 57.25 | 1 | 0 | 47 | |||
| 13 Dec | 1272.85 | 164.2 | -7.50 | - | 19 | 0 | 47 | |||
| 12 Dec | 1262.90 | 171.7 | -12.75 | 56.26 | 35 | -8 | 47 | |||
| 11 Dec | 1278.20 | 184.45 | -15.70 | 39.37 | 7 | -1 | 55 | |||
| 10 Dec | 1284.85 | 200.15 | -6.50 | 64.92 | 1 | 0 | 55 | |||
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| 9 Dec | 1295.15 | 206.65 | -13.35 | 55.58 | 38 | -30 | 55 | |||
| 6 Dec | 1311.55 | 220 | -8.20 | 45.79 | 1 | 0 | 86 | |||
| 5 Dec | 1322.05 | 228.2 | 15.35 | 39.52 | 13 | -6 | 86 | |||
| 4 Dec | 1308.95 | 212.85 | -13.65 | - | 4 | -1 | 92 | |||
| 3 Dec | 1323.30 | 226.5 | 9.00 | - | 7 | 0 | 94 | |||
| 2 Dec | 1309.15 | 217.5 | 18.30 | - | 33 | -13 | 93 | |||
| 29 Nov | 1292.20 | 199.2 | 17.20 | - | 25 | 7 | 106 | |||
| 28 Nov | 1270.80 | 182 | -24.20 | 28.14 | 34 | 10 | 98 | |||
| 27 Nov | 1293.20 | 206.2 | 6.20 | 40.54 | 64 | 41 | 89 | |||
| 26 Nov | 1295.70 | 200 | 3.00 | - | 20 | 7 | 46 | |||
| 25 Nov | 1287.00 | 197 | 19.20 | - | 38 | -36 | 39 | |||
| 22 Nov | 1265.40 | 177.8 | 40.80 | 32.82 | 42 | -16 | 59 | |||
| 21 Nov | 1223.00 | 137 | -37.75 | 30.45 | 73 | 54 | 73 | |||
| 20 Nov | 1241.65 | 174.75 | 0.00 | 53.86 | 9 | -7 | 20 | |||
| 19 Nov | 1241.65 | 174.75 | 2.75 | 53.86 | 9 | -6 | 20 | |||
| 18 Nov | 1260.75 | 172 | -8.00 | 25.41 | 19 | 5 | 24 | |||
| 14 Nov | 1267.60 | 180 | 10.00 | 21.23 | 7 | 5 | 17 | |||
| 13 Nov | 1252.05 | 170 | -35.00 | 29.65 | 11 | 10 | 11 | |||
| 12 Nov | 1274.25 | 205 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 1272.70 | 205 | 48.42 | 1 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is 0.92
Historical price for 1100 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 110.75, which was -25.25 lower than the previous day. The implied volatity was 52.72, the open interest changed by -3 which decreased total open position to 72
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 136, which was -21.50 lower than the previous day. The implied volatity was 58.50, the open interest changed by 28 which increased total open position to 75
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 157.5, which was 9.50 higher than the previous day. The implied volatity was 45.88, the open interest changed by 0 which decreased total open position to 47
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 148, which was -26.45 lower than the previous day. The implied volatity was 39.79, the open interest changed by -1 which decreased total open position to 46
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 174.45, which was 10.25 higher than the previous day. The implied volatity was 57.25, the open interest changed by 0 which decreased total open position to 47
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 164.2, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 171.7, which was -12.75 lower than the previous day. The implied volatity was 56.26, the open interest changed by -8 which decreased total open position to 47
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 184.45, which was -15.70 lower than the previous day. The implied volatity was 39.37, the open interest changed by -1 which decreased total open position to 55
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 200.15, which was -6.50 lower than the previous day. The implied volatity was 64.92, the open interest changed by 0 which decreased total open position to 55
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 206.65, which was -13.35 lower than the previous day. The implied volatity was 55.58, the open interest changed by -30 which decreased total open position to 55
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 220, which was -8.20 lower than the previous day. The implied volatity was 45.79, the open interest changed by 0 which decreased total open position to 86
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 228.2, which was 15.35 higher than the previous day. The implied volatity was 39.52, the open interest changed by -6 which decreased total open position to 86
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 212.85, which was -13.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 92
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 226.5, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 217.5, which was 18.30 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 93
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 199.2, which was 17.20 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 106
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 182, which was -24.20 lower than the previous day. The implied volatity was 28.14, the open interest changed by 10 which increased total open position to 98
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 206.2, which was 6.20 higher than the previous day. The implied volatity was 40.54, the open interest changed by 41 which increased total open position to 89
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 200, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 46
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 197, which was 19.20 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 39
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 177.8, which was 40.80 higher than the previous day. The implied volatity was 32.82, the open interest changed by -16 which decreased total open position to 59
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 137, which was -37.75 lower than the previous day. The implied volatity was 30.45, the open interest changed by 54 which increased total open position to 73
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 174.75, which was 0.00 lower than the previous day. The implied volatity was 53.86, the open interest changed by -7 which decreased total open position to 20
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 174.75, which was 2.75 higher than the previous day. The implied volatity was 53.86, the open interest changed by -6 which decreased total open position to 20
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 172, which was -8.00 lower than the previous day. The implied volatity was 25.41, the open interest changed by 5 which increased total open position to 24
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 180, which was 10.00 higher than the previous day. The implied volatity was 21.23, the open interest changed by 5 which increased total open position to 17
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 170, which was -35.00 lower than the previous day. The implied volatity was 29.65, the open interest changed by 10 which increased total open position to 11
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 205, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 205, which was lower than the previous day. The implied volatity was 48.42, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.08
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 0.45 | -0.05 | 36.43 | 1,188 | -229 | 1,703 |
| 19 Dec | 1230.45 | 0.5 | 0.05 | 40.32 | 416 | -26 | 1,927 |
| 18 Dec | 1253.25 | 0.45 | -0.05 | 42.51 | 291 | -21 | 1,953 |
| 17 Dec | 1245.30 | 0.5 | 0.05 | 38.76 | 503 | 102 | 1,971 |
| 16 Dec | 1268.30 | 0.45 | -0.05 | 40.83 | 411 | 35 | 1,868 |
| 13 Dec | 1272.85 | 0.5 | -0.15 | 37.54 | 719 | -15 | 1,833 |
| 12 Dec | 1262.90 | 0.65 | 0.05 | 35.49 | 392 | -89 | 1,845 |
| 11 Dec | 1278.20 | 0.6 | 0.00 | 36.71 | 426 | -93 | 1,936 |
| 10 Dec | 1284.85 | 0.6 | -0.10 | 36.64 | 477 | -66 | 2,027 |
| 9 Dec | 1295.15 | 0.7 | 0.10 | 37.96 | 692 | -51 | 2,093 |
| 6 Dec | 1311.55 | 0.6 | -0.10 | 36.33 | 374 | 39 | 2,136 |
| 5 Dec | 1322.05 | 0.7 | -0.15 | 37.49 | 646 | -89 | 2,095 |
| 4 Dec | 1308.95 | 0.85 | 0.10 | 36.31 | 744 | 172 | 2,184 |
| 3 Dec | 1323.30 | 0.75 | -0.25 | 36.78 | 632 | -131 | 2,014 |
| 2 Dec | 1309.15 | 1 | -0.10 | 35.89 | 1,848 | 353 | 2,138 |
| 29 Nov | 1292.20 | 1.1 | -1.40 | 32.21 | 3,318 | -181 | 1,783 |
| 28 Nov | 1270.80 | 2.5 | 0.60 | 34.29 | 1,502 | 385 | 1,931 |
| 27 Nov | 1293.20 | 1.9 | -0.25 | 34.57 | 475 | 44 | 1,546 |
| 26 Nov | 1295.70 | 2.15 | -0.25 | 35.12 | 590 | 31 | 1,502 |
| 25 Nov | 1287.00 | 2.4 | -1.55 | 34.78 | 1,556 | 741 | 1,472 |
| 22 Nov | 1265.40 | 3.95 | -2.50 | 33.54 | 2,396 | 887 | 1,618 |
| 21 Nov | 1223.00 | 6.45 | 1.80 | 31.02 | 1,562 | 415 | 748 |
| 20 Nov | 1241.65 | 4.65 | 0.00 | 30.01 | 360 | 128 | 317 |
| 19 Nov | 1241.65 | 4.65 | 1.95 | 30.01 | 360 | 112 | 317 |
| 18 Nov | 1260.75 | 2.7 | 0.65 | 28.72 | 243 | 84 | 203 |
| 14 Nov | 1267.60 | 2.05 | -1.55 | 26.81 | 99 | 4 | 117 |
| 13 Nov | 1252.05 | 3.6 | 1.40 | 28.24 | 116 | 30 | 112 |
| 12 Nov | 1274.25 | 2.2 | -0.80 | 26.92 | 82 | 79 | 82 |
| 11 Nov | 1272.70 | 3 | 28.87 | 16 | 2 | 2 | |
For Reliance Industries Ltd - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is -0.02
Historical price for 1100 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 36.43, the open interest changed by -229 which decreased total open position to 1703
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 40.32, the open interest changed by -26 which decreased total open position to 1927
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 42.51, the open interest changed by -21 which decreased total open position to 1953
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 38.76, the open interest changed by 102 which increased total open position to 1971
On 16 Dec RELIANCE was trading at 1268.30. 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 35 which increased total open position to 1868
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 37.54, the open interest changed by -15 which decreased total open position to 1833
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 35.49, the open interest changed by -89 which decreased total open position to 1845
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 36.71, the open interest changed by -93 which decreased total open position to 1936
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 36.64, the open interest changed by -66 which decreased total open position to 2027
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 37.96, the open interest changed by -51 which decreased total open position to 2093
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 36.33, the open interest changed by 39 which increased total open position to 2136
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 37.49, the open interest changed by -89 which decreased total open position to 2095
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 36.31, the open interest changed by 172 which increased total open position to 2184
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 36.78, the open interest changed by -131 which decreased total open position to 2014
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 35.89, the open interest changed by 353 which increased total open position to 2138
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 1.1, which was -1.40 lower than the previous day. The implied volatity was 32.21, the open interest changed by -181 which decreased total open position to 1783
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 2.5, which was 0.60 higher than the previous day. The implied volatity was 34.29, the open interest changed by 385 which increased total open position to 1931
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 34.57, the open interest changed by 44 which increased total open position to 1546
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 35.12, the open interest changed by 31 which increased total open position to 1502
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 2.4, which was -1.55 lower than the previous day. The implied volatity was 34.78, the open interest changed by 741 which increased total open position to 1472
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 3.95, which was -2.50 lower than the previous day. The implied volatity was 33.54, the open interest changed by 887 which increased total open position to 1618
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 6.45, which was 1.80 higher than the previous day. The implied volatity was 31.02, the open interest changed by 415 which increased total open position to 748
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 4.65, which was 0.00 lower than the previous day. The implied volatity was 30.01, the open interest changed by 128 which increased total open position to 317
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 4.65, which was 1.95 higher than the previous day. The implied volatity was 30.01, the open interest changed by 112 which increased total open position to 317
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 2.7, which was 0.65 higher than the previous day. The implied volatity was 28.72, the open interest changed by 84 which increased total open position to 203
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 2.05, which was -1.55 lower than the previous day. The implied volatity was 26.81, the open interest changed by 4 which increased total open position to 117
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 3.6, which was 1.40 higher than the previous day. The implied volatity was 28.24, the open interest changed by 30 which increased total open position to 112
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 2.2, which was -0.80 lower than the previous day. The implied volatity was 26.92, the open interest changed by 79 which increased total open position to 82
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 3, which was lower than the previous day. The implied volatity was 28.87, the open interest changed by 2 which increased total open position to 2
