RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1120 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 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1241.65 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 843 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 1267.60 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.75 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 843 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 843 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1120 expiring on 28NOV2024
Delta for 1120 CE is -
Historical price for 1120 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 843, 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 843, 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 843, 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 843, 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 843, 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 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 843, 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 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 843, 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 843, 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 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 843, 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 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 843, 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 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 843, 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 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 843, 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 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 843, 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 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 843, 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 843, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 843, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 843, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 843, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.17
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 1.35 | 0.45 | 38.83 | 1,682 | 350 | 952 |
| 20 Nov | 1241.65 | 0.9 | 0.00 | 35.78 | 870 | -52 | 592 |
| 19 Nov | 1241.65 | 0.9 | 0.10 | 35.78 | 870 | -62 | 592 |
| 18 Nov | 1260.75 | 0.8 | 0.05 | 37.90 | 160 | 50 | 654 |
| 14 Nov | 1267.60 | 0.75 | 0.05 | 33.28 | 114 | -22 | 610 |
| 13 Nov | 1252.05 | 0.7 | -0.05 | 29.49 | 672 | 12 | 638 |
| 12 Nov | 1274.25 | 0.75 | -0.05 | 31.65 | 304 | 96 | 626 |
| 11 Nov | 1272.70 | 0.8 | -0.30 | 31.69 | 140 | 14 | 534 |
| 8 Nov | 1283.75 | 1.1 | 0.30 | 31.99 | 510 | 100 | 498 |
| 7 Nov | 1305.65 | 0.8 | -0.05 | 32.99 | 102 | 12 | 402 |
| 6 Nov | 1325.35 | 0.85 | -0.50 | 35.29 | 312 | 22 | 396 |
| 5 Nov | 1305.30 | 1.35 | -0.25 | 34.83 | 780 | 58 | 374 |
| 4 Nov | 1302.15 | 1.6 | -3.40 | 33.98 | 1,200 | 314 | 316 |
| 1 Nov | 1338.65 | 5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1340.00 | 5 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 1334.35 | 5 | - | 0 | 1 | 0 | |
For Reliance Industries Ltd - strike price 1120 expiring on 28NOV2024
Delta for 1120 PE is -0.05
Historical price for 1120 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 38.83, the open interest changed by 175 which increased total open position to 476
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 35.78, the open interest changed by -26 which decreased total open position to 296
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 35.78, the open interest changed by -31 which decreased total open position to 296
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 37.90, the open interest changed by 25 which increased total open position to 327
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 33.28, the open interest changed by -11 which decreased total open position to 305
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 29.49, the open interest changed by 6 which increased total open position to 319
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 31.65, the open interest changed by 48 which increased total open position to 313
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 31.69, the open interest changed by 7 which increased total open position to 267
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was 31.99, the open interest changed by 50 which increased total open position to 249
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 32.99, the open interest changed by 6 which increased total open position to 201
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 35.29, the open interest changed by 11 which increased total open position to 198
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 34.83, the open interest changed by 29 which increased total open position to 187
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 1.6, which was -3.40 lower than the previous day. The implied volatity was 33.98, the open interest changed by 157 which increased total open position to 158
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 5, 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
