RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
25 Apr 2025 04:12 PM IST
| RELIANCE 29MAY2025 1130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.80
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1300.40 | 192.75 | 24.2 | 44.72 | 7 | 0 | 0 | |||
| 24 Apr | 1301.60 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 23 Apr | 1300.00 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 22 Apr | 1291.20 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 21 Apr | 1295.50 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 17 Apr | 1274.50 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 16 Apr | 1239.30 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 15 Apr | 1240.10 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 11 Apr | 1218.95 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 1185.35 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 8 Apr | 1182.20 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 1165.70 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 1204.70 | 168.55 | 0 | - | 0 | 0 | 0 | |||
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| 3 Apr | 1248.70 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 1251.15 | 168.55 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1252.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 1275.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1130 expiring on 29MAY2025
Delta for 1130 CE is 0.88
Historical price for 1130 CE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 192.75, which was 24.2 higher than the previous day. The implied volatity was 44.72, the open interest changed by 0 which decreased total open position to 0
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 168.55, 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 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 168.55, 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 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 168.55, 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 Apr RELIANCE was trading at 1295.50. The strike last trading price was 168.55, 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 Apr RELIANCE was trading at 1274.50. The strike last trading price was 168.55, 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 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 168.55, 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 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 168.55, 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 Apr RELIANCE was trading at 1218.95. The strike last trading price was 168.55, 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 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 168.55, 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 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 168.55, 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 Apr RELIANCE was trading at 1165.70. The strike last trading price was 168.55, 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 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 168.55, 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 168.55, 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 168.55, 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 0, 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 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 0.00, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 29MAY2025 1130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.44
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1300.40 | 3 | 0.4 | 31.64 | 730 | 334 | 442 |
| 24 Apr | 1301.60 | 2.65 | -0.15 | 30.71 | 49 | 26 | 108 |
| 23 Apr | 1300.00 | 2.75 | -2.45 | 29.79 | 28 | 12 | 83 |
| 22 Apr | 1291.20 | 5.25 | 3.05 | 33.15 | 4 | 1 | 73 |
| 21 Apr | 1295.50 | 2.2 | -1.5 | 27.56 | 80 | 24 | 71 |
| 17 Apr | 1274.50 | 3.7 | -3.05 | 26.87 | 102 | 23 | 46 |
| 16 Apr | 1239.30 | 6.75 | -1.15 | 26.36 | 32 | 18 | 22 |
| 15 Apr | 1240.10 | 7.9 | 1.7 | 27.65 | 10 | 5 | 5 |
| 11 Apr | 1218.95 | 6.2 | 0 | 6.67 | 0 | 0 | 0 |
| 9 Apr | 1185.35 | 6.2 | 0 | 4.73 | 0 | 0 | 0 |
| 8 Apr | 1182.20 | 6.2 | 0 | 4.32 | 0 | 0 | 0 |
| 7 Apr | 1165.70 | 6.2 | 0 | 3.71 | 0 | 0 | 0 |
| 4 Apr | 1204.70 | 6.2 | 0 | 5.63 | 0 | 0 | 0 |
| 3 Apr | 1248.70 | 6.2 | 0 | 7.79 | 0 | 0 | 0 |
| 2 Apr | 1251.15 | 6.2 | 0 | 7.91 | 0 | 0 | 0 |
| 1 Apr | 1252.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1275.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1130 expiring on 29MAY2025
Delta for 1130 PE is -0.05
Historical price for 1130 PE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 3, which was 0.4 higher than the previous day. The implied volatity was 31.64, the open interest changed by 334 which increased total open position to 442
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 30.71, the open interest changed by 26 which increased total open position to 108
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 2.75, which was -2.45 lower than the previous day. The implied volatity was 29.79, the open interest changed by 12 which increased total open position to 83
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 5.25, which was 3.05 higher than the previous day. The implied volatity was 33.15, the open interest changed by 1 which increased total open position to 73
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 2.2, which was -1.5 lower than the previous day. The implied volatity was 27.56, the open interest changed by 24 which increased total open position to 71
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 3.7, which was -3.05 lower than the previous day. The implied volatity was 26.87, the open interest changed by 23 which increased total open position to 46
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 6.75, which was -1.15 lower than the previous day. The implied volatity was 26.36, the open interest changed by 18 which increased total open position to 22
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 7.9, which was 1.7 higher than the previous day. The implied volatity was 27.65, the open interest changed by 5 which increased total open position to 5
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 6.67, 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 6.2, which was 0 lower than the previous day. The implied volatity was 4.73, 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 6.2, which was 0 lower than the previous day. The implied volatity was 4.32, 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 6.2, which was 0 lower than the previous day. The implied volatity was 3.71, 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 6.2, which was 0 lower than the previous day. The implied volatity was 5.63, 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 6.2, which was 0 lower than the previous day. The implied volatity was 7.79, 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 6.2, which was 0 lower than the previous day. The implied volatity was 7.91, 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 0, 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 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 0.00, the open interest changed by 0 which decreased total open position to 0
