RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
03 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1323.30 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1309.15 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1292.20 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1270.80 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1295.70 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Nov | 1287.00 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1265.40 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1223.00 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1241.65 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 797.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 797.25 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1120 expiring on 26DEC2024
Delta for 1120 CE is -
Historical price for 1120 CE is as follows
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 797.25, 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 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 797.25, 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 797.25, 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 797.25, 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 797.25, 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 797.25, 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 797.25, 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 797.25, 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 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 797.25, 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 797.25, 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 797.25, 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 797.25, 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 797.25, 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 797.25, 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 797.25, 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 797.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.16
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1323.30 | 0.9 | -0.35 | 34.75 | 142 | -13 | 281 |
| 2 Dec | 1309.15 | 1.25 | -0.15 | 34.09 | 477 | 8 | 294 |
| 29 Nov | 1292.20 | 1.4 | -1.60 | 30.52 | 788 | 37 | 290 |
| 28 Nov | 1270.80 | 3 | 0.55 | 32.27 | 244 | 68 | 243 |
| 27 Nov | 1293.20 | 2.45 | 0.05 | 33.15 | 45 | -19 | 172 |
| 26 Nov | 1295.70 | 2.4 | -0.40 | 32.79 | 44 | -7 | 191 |
| 25 Nov | 1287.00 | 2.8 | -2.05 | 32.75 | 257 | 37 | 198 |
| 22 Nov | 1265.40 | 4.85 | -2.95 | 31.93 | 579 | 56 | 217 |
| 21 Nov | 1223.00 | 7.8 | 1.90 | 29.12 | 297 | -6 | 158 |
| 20 Nov | 1241.65 | 5.9 | 0.00 | 28.59 | 87 | 14 | 163 |
| 19 Nov | 1241.65 | 5.9 | 2.45 | 28.59 | 87 | 13 | 163 |
| 18 Nov | 1260.75 | 3.45 | -0.30 | 27.34 | 261 | 111 | 150 |
| 14 Nov | 1267.60 | 3.75 | -0.85 | 27.66 | 36 | 14 | 35 |
| 13 Nov | 1252.05 | 4.6 | 3.65 | 26.93 | 30 | 21 | 21 |
| 12 Nov | 1274.25 | 0.95 | 0.00 | 10.45 | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 0.95 | 10.29 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1120 expiring on 26DEC2024
Delta for 1120 PE is -0.02
Historical price for 1120 PE is as follows
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 34.75, the open interest changed by -13 which decreased total open position to 281
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 34.09, the open interest changed by 8 which increased total open position to 294
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 1.4, which was -1.60 lower than the previous day. The implied volatity was 30.52, the open interest changed by 37 which increased total open position to 290
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 3, which was 0.55 higher than the previous day. The implied volatity was 32.27, the open interest changed by 68 which increased total open position to 243
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 33.15, the open interest changed by -19 which decreased total open position to 172
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was 32.79, the open interest changed by -7 which decreased total open position to 191
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 2.8, which was -2.05 lower than the previous day. The implied volatity was 32.75, the open interest changed by 37 which increased total open position to 198
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 4.85, which was -2.95 lower than the previous day. The implied volatity was 31.93, the open interest changed by 56 which increased total open position to 217
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 7.8, which was 1.90 higher than the previous day. The implied volatity was 29.12, the open interest changed by -6 which decreased total open position to 158
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 28.59, the open interest changed by 14 which increased total open position to 163
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 5.9, which was 2.45 higher than the previous day. The implied volatity was 28.59, the open interest changed by 13 which increased total open position to 163
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 3.45, which was -0.30 lower than the previous day. The implied volatity was 27.34, the open interest changed by 111 which increased total open position to 150
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 3.75, which was -0.85 lower than the previous day. The implied volatity was 27.66, the open interest changed by 14 which increased total open position to 35
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 4.6, which was 3.65 higher than the previous day. The implied volatity was 26.93, the open interest changed by 21 which increased total open position to 21
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 10.45, 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 0.95, which was lower than the previous day. The implied volatity was 10.29, the open interest changed by 0 which decreased total open position to 0
