RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.22
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 84.45 | -60.55 | 34.68 | 126 | 42 | 44 | |||
| 20 Nov | 1241.65 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 14 Nov | 1267.60 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 145 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 11 Nov | 1272.70 | 145 | -635.30 | 45.66 | 2 | 0 | 0 | |||
| 8 Nov | 1283.75 | 780.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 780.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 780.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 780.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 780.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 780.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 780.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 780.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 780.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 780.3 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1140 expiring on 28NOV2024
Delta for 1140 CE is 0.93
Historical price for 1140 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 84.45, which was -60.55 lower than the previous day. The implied volatity was 34.68, the open interest changed by 21 which increased total open position to 22
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 145, 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 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 145, 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 Nov RELIANCE was trading at 1260.75. The strike last trading price was 145, 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 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 145, 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 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 145, 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 145, 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 145, which was -635.30 lower than the previous day. The implied volatity was 45.66, 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 780.3, 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 780.3, 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 780.3, 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 780.3, 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 780.3, 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 780.3, 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 780.3, 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 780.3, 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 780.3, 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 780.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.24
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 2 | 0.60 | 35.48 | 8,508 | 1,584 | 3,328 |
| 20 Nov | 1241.65 | 1.4 | 0.00 | 33.34 | 2,024 | 492 | 1,698 |
| 19 Nov | 1241.65 | 1.4 | 0.55 | 33.34 | 2,024 | 446 | 1,698 |
| 18 Nov | 1260.75 | 0.85 | 0.10 | 33.49 | 968 | 76 | 1,256 |
| 14 Nov | 1267.60 | 0.75 | -0.30 | 29.31 | 1,216 | 114 | 1,194 |
| 13 Nov | 1252.05 | 1.05 | 0.00 | 27.57 | 1,386 | 208 | 1,082 |
| 12 Nov | 1274.25 | 1.05 | 0.05 | 29.63 | 294 | 26 | 922 |
| 11 Nov | 1272.70 | 1 | -0.35 | 29.19 | 564 | 44 | 884 |
| 8 Nov | 1283.75 | 1.35 | 0.55 | 29.64 | 1,178 | 296 | 844 |
| 7 Nov | 1305.65 | 0.8 | -0.15 | 29.83 | 260 | -24 | 550 |
| 6 Nov | 1325.35 | 0.95 | -0.70 | 32.79 | 680 | -30 | 574 |
| 5 Nov | 1305.30 | 1.65 | -0.80 | 32.78 | 1,068 | 128 | 604 |
| 4 Nov | 1302.15 | 2.45 | 1.10 | 33.46 | 2,696 | 468 | 468 |
| 1 Nov | 1338.65 | 1.35 | 0.00 | 16.09 | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1340.00 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1334.35 | 1.35 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1140 expiring on 28NOV2024
Delta for 1140 PE is -0.07
Historical price for 1140 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 2, which was 0.60 higher than the previous day. The implied volatity was 35.48, the open interest changed by 792 which increased total open position to 1664
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 33.34, the open interest changed by 246 which increased total open position to 849
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.4, which was 0.55 higher than the previous day. The implied volatity was 33.34, the open interest changed by 223 which increased total open position to 849
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 33.49, the open interest changed by 38 which increased total open position to 628
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 29.31, the open interest changed by 57 which increased total open position to 597
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 27.57, the open interest changed by 104 which increased total open position to 541
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 29.63, the open interest changed by 13 which increased total open position to 461
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 29.19, the open interest changed by 22 which increased total open position to 442
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 1.35, which was 0.55 higher than the previous day. The implied volatity was 29.64, the open interest changed by 148 which increased total open position to 422
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 29.83, the open interest changed by -12 which decreased total open position to 275
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 0.95, which was -0.70 lower than the previous day. The implied volatity was 32.79, the open interest changed by -15 which decreased total open position to 287
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 1.65, which was -0.80 lower than the previous day. The implied volatity was 32.78, the open interest changed by 64 which increased total open position to 302
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 2.45, which was 1.10 higher than the previous day. The implied volatity was 33.46, the open interest changed by 234 which increased total open position to 234
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 16.09, 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 1.35, 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 1.35, 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 1.35, 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 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
