RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1110 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 235.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1230.45 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1253.25 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1245.30 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1268.30 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Dec | 1272.85 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1262.90 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1278.20 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1284.85 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1295.15 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1311.55 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1322.05 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1308.95 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1323.30 | 235.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1309.15 | 235.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1292.20 | 235.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1270.80 | 235.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 235.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1295.70 | 235.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1287.00 | 235.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1265.40 | 235.8 | 235.80 | - | 0 | 0 | 0 | |||
| 21 Nov | 1223.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1241.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1110 expiring on 26DEC2024
Delta for 1110 CE is -
Historical price for 1110 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 235.8, 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 235.8, 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 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 235.8, 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 235.8, 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 235.8, 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 235.8, 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 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 235.8, 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 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 235.8, 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 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 235.8, 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 235.8, 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 235.8, 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 235.8, 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 235.8, 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 235.8, 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 235.8, 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 235.8, 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 235.8, 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 235.8, 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 235.8, 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 235.8, 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 235.8, which was 235.80 higher 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 0, 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 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0, 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 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0, 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 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0, 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 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0, 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 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0, 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 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0, 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1110 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.10
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 0.6 | 0.15 | 35.04 | 54 | 11 | 139 |
| 19 Dec | 1230.45 | 0.45 | -0.10 | 37.06 | 11 | -1 | 122 |
| 18 Dec | 1253.25 | 0.55 | 0.00 | 41.23 | 15 | 2 | 125 |
| 17 Dec | 1245.30 | 0.55 | 0.15 | 36.92 | 17 | 5 | 122 |
| 16 Dec | 1268.30 | 0.4 | -0.30 | 37.96 | 25 | 2 | 117 |
| 13 Dec | 1272.85 | 0.7 | 0.00 | 0.00 | 0 | -35 | 0 |
| 12 Dec | 1262.90 | 0.7 | 0.10 | 33.92 | 35 | -33 | 117 |
| 11 Dec | 1278.20 | 0.6 | -0.10 | 34.86 | 12 | 1 | 150 |
| 10 Dec | 1284.85 | 0.7 | 0.05 | 35.68 | 90 | -6 | 152 |
| 9 Dec | 1295.15 | 0.65 | -0.25 | 35.80 | 12 | 4 | 158 |
| 6 Dec | 1311.55 | 0.9 | 0.00 | 0.00 | 0 | 39 | 0 |
| 5 Dec | 1322.05 | 0.9 | -0.10 | 37.33 | 60 | 39 | 154 |
| 4 Dec | 1308.95 | 1 | 0.15 | 35.65 | 14 | -7 | 114 |
| 3 Dec | 1323.30 | 0.85 | -0.25 | 35.96 | 16 | 4 | 125 |
| 2 Dec | 1309.15 | 1.1 | -0.15 | 34.91 | 254 | 29 | 123 |
| 29 Nov | 1292.20 | 1.25 | -0.15 | 31.41 | 283 | 94 | 94 |
| 28 Nov | 1270.80 | 1.4 | 0.00 | 13.25 | 0 | 0 | 0 |
| 27 Nov | 1293.20 | 1.4 | 0.00 | 15.57 | 0 | 0 | 0 |
| 26 Nov | 1295.70 | 1.4 | 0.00 | 14.33 | 0 | 0 | 0 |
| 25 Nov | 1287.00 | 1.4 | 0.00 | 13.70 | 0 | 0 | 0 |
| 22 Nov | 1265.40 | 1.4 | 1.40 | 12.07 | 0 | 0 | 0 |
| 21 Nov | 1223.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1241.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1241.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1260.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1267.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 0 | 0.00 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1110 expiring on 26DEC2024
Delta for 1110 PE is -0.03
Historical price for 1110 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 35.04, the open interest changed by 11 which increased total open position to 139
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 37.06, the open interest changed by -1 which decreased total open position to 122
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 41.23, the open interest changed by 2 which increased total open position to 125
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 36.92, the open interest changed by 5 which increased total open position to 122
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 37.96, the open interest changed by 2 which increased total open position to 117
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -35 which decreased total open position to 0
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 33.92, the open interest changed by -33 which decreased total open position to 117
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 34.86, the open interest changed by 1 which increased total open position to 150
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 35.68, the open interest changed by -6 which decreased total open position to 152
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 35.80, the open interest changed by 4 which increased total open position to 158
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 39 which increased total open position to 0
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 37.33, the open interest changed by 39 which increased total open position to 154
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 35.65, the open interest changed by -7 which decreased total open position to 114
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 35.96, the open interest changed by 4 which increased total open position to 125
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 34.91, the open interest changed by 29 which increased total open position to 123
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 31.41, the open interest changed by 94 which increased total open position to 94
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 13.25, 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 1.4, which was 0.00 lower than the previous day. The implied volatity was 15.57, 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 1.4, which was 0.00 lower than the previous day. The implied volatity was 14.33, 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 1.4, which was 0.00 lower than the previous day. The implied volatity was 13.70, 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 1.4, which was 1.40 higher than the previous day. The implied volatity was 12.07, 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 0, 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 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0, 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 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0, 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 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0, 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 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0, 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 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0, 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 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0, 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
