RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.50
Theta: -3.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 98 | -53.00 | 85.22 | 2 | -1 | 3 | |||
| 19 Dec | 1230.45 | 151 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1253.25 | 151 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1245.30 | 151 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 16 Dec | 1268.30 | 151 | 13.95 | 67.33 | 1 | 0 | 5 | |||
| 13 Dec | 1272.85 | 137.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 1262.90 | 137.05 | -28.95 | 30.27 | 1 | 0 | 4 | |||
| 11 Dec | 1278.20 | 166 | 0.00 | 62.79 | 2 | 0 | 5 | |||
| 10 Dec | 1284.85 | 166 | -10.80 | 47.88 | 3 | -1 | 4 | |||
| 9 Dec | 1295.15 | 176.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1311.55 | 176.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1322.05 | 176.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1308.95 | 176.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1323.30 | 176.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 2 Dec | 1309.15 | 176.8 | 4.00 | - | 4 | 1 | 5 | |||
| 29 Nov | 1292.20 | 172.8 | 69.15 | 34.96 | 2 | 0 | 2 | |||
| 28 Nov | 1270.80 | 103.65 | -65.35 | - | 1 | 0 | 1 | |||
| 27 Nov | 1293.20 | 169 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Nov | 1295.70 | 169 | -47.80 | - | 1 | 0 | 0 | |||
| 25 Nov | 1287.00 | 216.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1265.40 | 216.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1223.00 | 216.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1241.65 | 216.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 216.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 216.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 216.8 | 216.80 | - | 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 1130 expiring on 26DEC2024
Delta for 1130 CE is 0.74
Historical price for 1130 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 98, which was -53.00 lower than the previous day. The implied volatity was 85.22, the open interest changed by -1 which decreased total open position to 3
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 151, 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 151, 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 151, which was 0.00 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 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 151, which was 13.95 higher than the previous day. The implied volatity was 67.33, the open interest changed by 0 which decreased total open position to 5
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 137.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 137.05, which was -28.95 lower than the previous day. The implied volatity was 30.27, the open interest changed by 0 which decreased total open position to 4
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 166, which was 0.00 lower than the previous day. The implied volatity was 62.79, the open interest changed by 0 which decreased total open position to 5
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 166, which was -10.80 lower than the previous day. The implied volatity was 47.88, the open interest changed by -1 which decreased total open position to 4
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 176.8, 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 176.8, 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 176.8, 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 176.8, 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 176.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 176.8, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 172.8, which was 69.15 higher than the previous day. The implied volatity was 34.96, the open interest changed by 0 which decreased total open position to 2
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 103.65, which was -65.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 169, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 169, which was -47.80 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 216.8, 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 216.8, 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 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 216.8, 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 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 216.8, 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 Nov RELIANCE was trading at 1241.65. The strike last trading price was 216.8, 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 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 216.8, 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 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 216.8, which was 216.80 higher 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 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 1130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.14
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 0.8 | 0.05 | 30.32 | 161 | 36 | 215 |
| 19 Dec | 1230.45 | 0.75 | 0.15 | 34.44 | 183 | 28 | 176 |
| 18 Dec | 1253.25 | 0.6 | -0.05 | 36.63 | 66 | -19 | 148 |
| 17 Dec | 1245.30 | 0.65 | 0.05 | 32.96 | 61 | -12 | 165 |
| 16 Dec | 1268.30 | 0.6 | 0.00 | 35.73 | 91 | -5 | 174 |
| 13 Dec | 1272.85 | 0.6 | -0.15 | 32.57 | 553 | 114 | 188 |
| 12 Dec | 1262.90 | 0.75 | 0.05 | 30.32 | 50 | -5 | 67 |
| 11 Dec | 1278.20 | 0.7 | -0.10 | 31.93 | 16 | 4 | 74 |
| 10 Dec | 1284.85 | 0.8 | -0.10 | 32.74 | 32 | -1 | 68 |
| 9 Dec | 1295.15 | 0.9 | -0.10 | 34.05 | 27 | -2 | 66 |
| 6 Dec | 1311.55 | 1 | 0.20 | 34.24 | 18 | 5 | 65 |
| 5 Dec | 1322.05 | 0.8 | -0.35 | 33.50 | 20 | -3 | 60 |
| 4 Dec | 1308.95 | 1.15 | 0.15 | 33.24 | 251 | 10 | 61 |
| 3 Dec | 1323.30 | 1 | -0.35 | 33.80 | 59 | 23 | 54 |
| 2 Dec | 1309.15 | 1.35 | -2.55 | 32.97 | 185 | 27 | 31 |
| 29 Nov | 1292.20 | 3.9 | 0.00 | 0.00 | 0 | 4 | 0 |
| 28 Nov | 1270.80 | 3.9 | 1.70 | 32.54 | 4 | 1 | 1 |
| 27 Nov | 1293.20 | 2.2 | 0.00 | 13.09 | 0 | 0 | 0 |
| 26 Nov | 1295.70 | 2.2 | 0.00 | 13.11 | 0 | 0 | 0 |
| 25 Nov | 1287.00 | 2.2 | 0.00 | 12.68 | 0 | 0 | 0 |
| 22 Nov | 1265.40 | 2.2 | 0.00 | 10.05 | 0 | 0 | 0 |
| 21 Nov | 1223.00 | 2.2 | 0.00 | 7.45 | 0 | 0 | 0 |
| 20 Nov | 1241.65 | 2.2 | 0.00 | 8.33 | 0 | 0 | 0 |
| 19 Nov | 1241.65 | 2.2 | 0.00 | 8.33 | 0 | 0 | 0 |
| 18 Nov | 1260.75 | 2.2 | 0.00 | 9.48 | 0 | 0 | 0 |
| 14 Nov | 1267.60 | 2.2 | 2.20 | 9.47 | 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 1130 expiring on 26DEC2024
Delta for 1130 PE is -0.04
Historical price for 1130 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 30.32, the open interest changed by 36 which increased total open position to 215
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 34.44, the open interest changed by 28 which increased total open position to 176
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 36.63, the open interest changed by -19 which decreased total open position to 148
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 32.96, the open interest changed by -12 which decreased total open position to 165
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 35.73, the open interest changed by -5 which decreased total open position to 174
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 32.57, the open interest changed by 114 which increased total open position to 188
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 30.32, the open interest changed by -5 which decreased total open position to 67
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 31.93, the open interest changed by 4 which increased total open position to 74
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 32.74, the open interest changed by -1 which decreased total open position to 68
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 34.05, the open interest changed by -2 which decreased total open position to 66
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 34.24, the open interest changed by 5 which increased total open position to 65
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 33.50, the open interest changed by -3 which decreased total open position to 60
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 33.24, the open interest changed by 10 which increased total open position to 61
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 33.80, the open interest changed by 23 which increased total open position to 54
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 1.35, which was -2.55 lower than the previous day. The implied volatity was 32.97, the open interest changed by 27 which increased total open position to 31
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 3.9, which was 1.70 higher than the previous day. The implied volatity was 32.54, the open interest changed by 1 which increased total open position to 1
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 13.09, 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 2.2, which was 0.00 lower than the previous day. The implied volatity was 13.11, 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 2.2, which was 0.00 lower than the previous day. The implied volatity was 12.68, 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 2.2, which was 0.00 lower than the previous day. The implied volatity was 10.05, 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 2.2, which was 0.00 lower than the previous day. The implied volatity was 7.45, 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 2.2, which was 0.00 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 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.2, which was 0.00 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 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 9.48, 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 2.2, which was 2.20 higher than the previous day. The implied volatity was 9.47, 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
