RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
25 Apr 2025 04:12 PM IST
| RELIANCE 29MAY2025 1120 CE | ||||||||||
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Delta: 0.89
Vega: 0.74
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1300.40 | 201.35 | 99.4 | 44.88 | 4 | 0 | 4 | |||
| 24 Apr | 1301.60 | 101.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Apr | 1300.00 | 101.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 Apr | 1291.20 | 101.95 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 21 Apr | 1295.50 | 101.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Apr | 1274.50 | 101.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 16 Apr | 1239.30 | 101.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 15 Apr | 1240.10 | 101.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Apr | 1218.95 | 101.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 1185.35 | 101.95 | 0 | 0.00 | 0 | -1 | 0 | |||
| 8 Apr | 1182.20 | 101.95 | 22.85 | 32.57 | 5 | -1 | 4 | |||
| 7 Apr | 1165.70 | 79.1 | -47.8 | 21.05 | 7 | 6 | 6 | |||
| 4 Apr | 1204.70 | 126.9 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 1248.70 | 126.9 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 1251.15 | 126.9 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1252.60 | 126.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 1275.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1278.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1273.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1285.45 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1302.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1276.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1269.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1247.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 1238.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1238.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1247.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1257.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1247.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1238.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1249.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1209.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1175.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1171.25 | 0 | 0 | - | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1120 expiring on 29MAY2025
Delta for 1120 CE is 0.89
Historical price for 1120 CE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 201.35, which was 99.4 higher than the previous day. The implied volatity was 44.88, the open interest changed by 0 which decreased total open position to 4
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 101.95, which was 0 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 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 101.95, which was 0 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 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 101.95, which was 0 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 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 101.95, which was 0 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 Apr RELIANCE was trading at 1274.50. The strike last trading price was 101.95, which was 0 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 Apr RELIANCE was trading at 1239.30. The strike last trading price was 101.95, which was 0 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 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 101.95, which was 0 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 Apr RELIANCE was trading at 1218.95. The strike last trading price was 101.95, which was 0 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 Apr RELIANCE was trading at 1185.35. The strike last trading price was 101.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 101.95, which was 22.85 higher than the previous day. The implied volatity was 32.57, the open interest changed by -1 which decreased total open position to 4
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 79.1, which was -47.8 lower than the previous day. The implied volatity was 21.05, the open interest changed by 6 which increased total open position to 6
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 126.9, 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 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 126.9, 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 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 126.9, 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 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 126.9, 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 28 Mar RELIANCE was trading at 1275.10. 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 27 Mar RELIANCE was trading at 1278.20. 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 Mar RELIANCE was trading at 1273.05. 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 Mar RELIANCE was trading at 1285.45. 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 Mar RELIANCE was trading at 1302.10. 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 21 Mar RELIANCE was trading at 1276.35. 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 Mar RELIANCE was trading at 1269.15. 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 19 Mar RELIANCE was trading at 1247.15. 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 18 Mar RELIANCE was trading at 1238.80. 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 Mar RELIANCE was trading at 1238.85. 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 13 Mar RELIANCE was trading at 1247.90. 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
On 12 Mar RELIANCE was trading at 1257.05. 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 11 Mar RELIANCE was trading at 1247.30. 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 10 Mar RELIANCE was trading at 1238.40. 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 7 Mar RELIANCE was trading at 1249.80. 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 6 Mar RELIANCE was trading at 1209.60. 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 5 Mar RELIANCE was trading at 1175.60. 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 3 Mar RELIANCE was trading at 1171.25. 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 29MAY2025 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.39
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1300.40 | 2.6 | 0.35 | 32.15 | 737 | 170 | 429 |
| 24 Apr | 1301.60 | 2.25 | -0.2 | 31.11 | 318 | 91 | 257 |
| 23 Apr | 1300.00 | 2.5 | -0.25 | 30.61 | 109 | 13 | 166 |
| 22 Apr | 1291.20 | 2.75 | 0.25 | 29.90 | 72 | 21 | 153 |
| 21 Apr | 1295.50 | 2.55 | -0.8 | 29.79 | 311 | 18 | 131 |
| 17 Apr | 1274.50 | 3.35 | -2.4 | 27.65 | 202 | 78 | 112 |
| 16 Apr | 1239.30 | 5.85 | -5.65 | 26.83 | 104 | 31 | 32 |
| 15 Apr | 1240.10 | 11.65 | 0.15 | 0.00 | 0 | 1 | 0 |
| 11 Apr | 1218.95 | 11.65 | -8.35 | 29.21 | 6 | 1 | 1 |
| 9 Apr | 1185.35 | 20 | 0 | 5.35 | 0 | 0 | 0 |
| 8 Apr | 1182.20 | 20 | 0 | 4.94 | 0 | 0 | 0 |
| 7 Apr | 1165.70 | 20 | 0 | 4.34 | 0 | 0 | 0 |
| 4 Apr | 1204.70 | 20 | 0 | 6.21 | 0 | 0 | 0 |
| 3 Apr | 1248.70 | 20 | 0 | 8.33 | 0 | 0 | 0 |
| 2 Apr | 1251.15 | 20 | 0 | 8.43 | 0 | 0 | 0 |
| 1 Apr | 1252.60 | 20 | 0 | 8.77 | 0 | 0 | 0 |
| 28 Mar | 1275.10 | 20 | 0 | 9.12 | 0 | 0 | 0 |
| 27 Mar | 1278.20 | 20 | 0 | 9.26 | 0 | 0 | 0 |
| 26 Mar | 1273.05 | 20 | 0 | 9.25 | 0 | 0 | 0 |
| 25 Mar | 1285.45 | 20 | 0 | 9.58 | 0 | 0 | 0 |
| 24 Mar | 1302.10 | 20 | 0 | 10.13 | 0 | 0 | 0 |
| 21 Mar | 1276.35 | 20 | 0 | 8.96 | 0 | 0 | 0 |
| 20 Mar | 1269.15 | 20 | 0 | 8.32 | 0 | 0 | 0 |
| 19 Mar | 1247.15 | 20 | 0 | 7.55 | 0 | 0 | 0 |
| 18 Mar | 1238.80 | 20 | 0 | 7.21 | 0 | 0 | 0 |
| 17 Mar | 1238.85 | 20 | 0 | 7.26 | 0 | 0 | 0 |
| 13 Mar | 1247.90 | 20 | 0 | 7.43 | 0 | 0 | 0 |
| 12 Mar | 1257.05 | 20 | 0 | 7.81 | 0 | 0 | 0 |
| 11 Mar | 1247.30 | 20 | 0 | 7.39 | 0 | 0 | 0 |
| 10 Mar | 1238.40 | 20 | 0 | 7.15 | 0 | 0 | 0 |
| 7 Mar | 1249.80 | 20 | 0 | 7.34 | 0 | 0 | 0 |
| 6 Mar | 1209.60 | 20 | 0 | 5.37 | 0 | 0 | 0 |
| 5 Mar | 1175.60 | 20 | 0 | 3.99 | 0 | 0 | 0 |
| 3 Mar | 1171.25 | 20 | 0 | 3.56 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1120 expiring on 29MAY2025
Delta for 1120 PE is -0.05
Historical price for 1120 PE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 2.6, which was 0.35 higher than the previous day. The implied volatity was 32.15, the open interest changed by 170 which increased total open position to 429
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 2.25, which was -0.2 lower than the previous day. The implied volatity was 31.11, the open interest changed by 91 which increased total open position to 257
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 30.61, the open interest changed by 13 which increased total open position to 166
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was 29.90, the open interest changed by 21 which increased total open position to 153
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 2.55, which was -0.8 lower than the previous day. The implied volatity was 29.79, the open interest changed by 18 which increased total open position to 131
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 3.35, which was -2.4 lower than the previous day. The implied volatity was 27.65, the open interest changed by 78 which increased total open position to 112
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 5.85, which was -5.65 lower than the previous day. The implied volatity was 26.83, the open interest changed by 31 which increased total open position to 32
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 11.65, which was 0.15 higher 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 Apr RELIANCE was trading at 1218.95. The strike last trading price was 11.65, which was -8.35 lower than the previous day. The implied volatity was 29.21, the open interest changed by 1 which increased total open position to 1
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 6.21, the open interest changed by 0 which decreased total open position to 0
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 8.33, the open interest changed by 0 which decreased total open position to 0
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 8.43, the open interest changed by 0 which decreased total open position to 0
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 8.77, the open interest changed by 0 which decreased total open position to 0
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 9.12, the open interest changed by 0 which decreased total open position to 0
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 9.26, the open interest changed by 0 which decreased total open position to 0
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 9.25, the open interest changed by 0 which decreased total open position to 0
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 9.58, the open interest changed by 0 which decreased total open position to 0
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 10.13, the open interest changed by 0 which decreased total open position to 0
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 8.96, the open interest changed by 0 which decreased total open position to 0
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 7.55, the open interest changed by 0 which decreased total open position to 0
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 7.26, the open interest changed by 0 which decreased total open position to 0
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 7.43, the open interest changed by 0 which decreased total open position to 0
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 7.81, the open interest changed by 0 which decreased total open position to 0
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 0
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 7.34, the open interest changed by 0 which decreased total open position to 0
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0
