RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
11 Apr 2025 04:12 PM IST
| RELIANCE 24APR2025 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.25
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1218.95 | 85.35 | 24.85 | 23.95 | 164 | -74 | 611 | |||
| 9 Apr | 1185.35 | 61.45 | 1 | 29.77 | 497 | -13 | 688 | |||
| 8 Apr | 1182.20 | 60.15 | 7.4 | 33.10 | 1,524 | 31 | 705 | |||
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| 7 Apr | 1165.70 | 53.95 | -17.8 | 32.70 | 7,214 | 304 | 673 | |||
| 4 Apr | 1204.70 | 72.2 | -74.9 | 10.79 | 457 | 370 | 370 | |||
| 3 Apr | 1248.70 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 1251.15 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1252.60 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 1275.10 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1278.20 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1273.05 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1285.45 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1302.10 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1276.35 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1269.15 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1247.15 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 1238.80 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1238.85 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1247.90 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1257.05 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1247.30 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1238.40 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1249.80 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1209.60 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1175.60 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1171.25 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1200.10 | 147.1 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1207.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1204.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1204.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1214.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1228.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1233.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1227.45 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1224.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 1217.25 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1216.10 | 0 | 0 | - | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1140 expiring on 24APR2025
Delta for 1140 CE is 0.95
Historical price for 1140 CE is as follows
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 85.35, which was 24.85 higher than the previous day. The implied volatity was 23.95, the open interest changed by -74 which decreased total open position to 611
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 61.45, which was 1 higher than the previous day. The implied volatity was 29.77, the open interest changed by -13 which decreased total open position to 688
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 60.15, which was 7.4 higher than the previous day. The implied volatity was 33.10, the open interest changed by 31 which increased total open position to 705
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 53.95, which was -17.8 lower than the previous day. The implied volatity was 32.70, the open interest changed by 304 which increased total open position to 673
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 72.2, which was -74.9 lower than the previous day. The implied volatity was 10.79, the open interest changed by 370 which increased total open position to 370
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 147.1, 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 147.1, 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 147.1, 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 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 147.1, 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 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 147.1, 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 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 147.1, 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 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 147.1, 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 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 147.1, 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 Mar RELIANCE was trading at 1276.35. The strike last trading price was 147.1, 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 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 147.1, 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 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 147.1, 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 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 147.1, 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 Mar RELIANCE was trading at 1238.85. The strike last trading price was 147.1, 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 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 147.1, 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 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 147.1, 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 Mar RELIANCE was trading at 1247.30. The strike last trading price was 147.1, 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 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 147.1, 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 Mar RELIANCE was trading at 1249.80. The strike last trading price was 147.1, 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 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 147.1, 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 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 147.1, 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 Mar RELIANCE was trading at 1171.25. The strike last trading price was 147.1, 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 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 147.1, 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 27 Feb RELIANCE was trading at 1207.10. The strike last trading price was 0, 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 26 Feb RELIANCE was trading at 1204.00. The strike last trading price was 0, 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 25 Feb RELIANCE was trading at 1204.00. The strike last trading price was 0, 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 24 Feb RELIANCE was trading at 1214.55. The strike last trading price was 0, 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 Feb RELIANCE was trading at 1228.15. The strike last trading price was 0, 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 20 Feb RELIANCE was trading at 1233.00. The strike last trading price was 0, 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 19 Feb RELIANCE was trading at 1227.45. The strike last trading price was 0, 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 Feb RELIANCE was trading at 1224.90. The strike last trading price was 0, 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 14 Feb RELIANCE was trading at 1217.25. The strike last trading price was 0, 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 13 Feb RELIANCE was trading at 1216.10. The strike last trading price was 0, 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
| RELIANCE 24APR2025 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.47
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1218.95 | 4.85 | -9.7 | 33.57 | 3,057 | 48 | 1,642 |
| 9 Apr | 1185.35 | 14.05 | -0.2 | 36.16 | 2,372 | 28 | 1,591 |
| 8 Apr | 1182.20 | 14.35 | -11.05 | 33.38 | 6,757 | 70 | 1,564 |
| 7 Apr | 1165.70 | 24.3 | 18.95 | 40.20 | 14,695 | -207 | 1,514 |
| 4 Apr | 1204.70 | 5.25 | 3.85 | 25.18 | 4,198 | 1,084 | 1,731 |
| 3 Apr | 1248.70 | 1.35 | -0.2 | 24.12 | 445 | 35 | 647 |
| 2 Apr | 1251.15 | 1.55 | -0.25 | 24.84 | 458 | -22 | 612 |
| 1 Apr | 1252.60 | 1.8 | -0.3 | 25.42 | 1,341 | -144 | 635 |
| 28 Mar | 1275.10 | 2.1 | -0.5 | 27.33 | 1,008 | 250 | 779 |
| 27 Mar | 1278.20 | 2.4 | -0.05 | 28.51 | 1,072 | 57 | 529 |
| 26 Mar | 1273.05 | 2.45 | 0.15 | 26.93 | 511 | 136 | 471 |
| 25 Mar | 1285.45 | 2.25 | 0.05 | 27.96 | 91 | 24 | 335 |
| 24 Mar | 1302.10 | 2.1 | -0.2 | 29.36 | 353 | -11 | 311 |
| 21 Mar | 1276.35 | 2.35 | -0.35 | 25.71 | 257 | 129 | 322 |
| 20 Mar | 1269.15 | 2.65 | -0.95 | 24.87 | 93 | -5 | 185 |
| 19 Mar | 1247.15 | 3.55 | -0.9 | 23.58 | 127 | 44 | 185 |
| 18 Mar | 1238.80 | 4.45 | -0.2 | 23.58 | 41 | 0 | 130 |
| 17 Mar | 1238.85 | 4.5 | 0 | 23.62 | 53 | 11 | 130 |
| 13 Mar | 1247.90 | 4.5 | -0.95 | 23.34 | 4 | 2 | 119 |
| 12 Mar | 1257.05 | 5.45 | -0.65 | 25.56 | 15 | 6 | 119 |
| 11 Mar | 1247.30 | 6.1 | -1.3 | 25.00 | 2 | 0 | 113 |
| 10 Mar | 1238.40 | 7.45 | 1.4 | 24.92 | 48 | 23 | 114 |
| 7 Mar | 1249.80 | 4.1 | -6.25 | 21.52 | 141 | -8 | 91 |
| 6 Mar | 1209.60 | 10.3 | -8.8 | 23.07 | 76 | -9 | 98 |
| 5 Mar | 1175.60 | 19.1 | -4.35 | 23.58 | 51 | -11 | 107 |
| 3 Mar | 1171.25 | 22.15 | 7.15 | 24.64 | 113 | 7 | 89 |
| 28 Feb | 1200.10 | 16.15 | 3.45 | 24.21 | 94 | 48 | 82 |
| 27 Feb | 1207.10 | 12.4 | 0.2 | 23.08 | 25 | 11 | 34 |
| 26 Feb | 1204.00 | 13 | 1.25 | 22.40 | 15 | 9 | 23 |
| 25 Feb | 1204.00 | 13 | 1.25 | 22.40 | 15 | 9 | 23 |
| 24 Feb | 1214.55 | 11.75 | 1.65 | 23.10 | 5 | 2 | 14 |
| 21 Feb | 1228.15 | 10.1 | 0.1 | 23.01 | 3 | 1 | 13 |
| 20 Feb | 1233.00 | 10 | -2 | 23.44 | 4 | 1 | 11 |
| 19 Feb | 1227.45 | 12 | -1.3 | 24.36 | 2 | 0 | 11 |
| 17 Feb | 1224.90 | 13.3 | -1.7 | 24.72 | 6 | 3 | 10 |
| 14 Feb | 1217.25 | 15 | 1.95 | 24.11 | 1 | 0 | 6 |
| 13 Feb | 1216.10 | 13 | -2.05 | 22.78 | 5 | 1 | 2 |
For Reliance Industries Ltd - strike price 1140 expiring on 24APR2025
Delta for 1140 PE is -0.12
Historical price for 1140 PE is as follows
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 4.85, which was -9.7 lower than the previous day. The implied volatity was 33.57, the open interest changed by 48 which increased total open position to 1642
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 14.05, which was -0.2 lower than the previous day. The implied volatity was 36.16, the open interest changed by 28 which increased total open position to 1591
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 14.35, which was -11.05 lower than the previous day. The implied volatity was 33.38, the open interest changed by 70 which increased total open position to 1564
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 24.3, which was 18.95 higher than the previous day. The implied volatity was 40.20, the open interest changed by -207 which decreased total open position to 1514
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 5.25, which was 3.85 higher than the previous day. The implied volatity was 25.18, the open interest changed by 1084 which increased total open position to 1731
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 24.12, the open interest changed by 35 which increased total open position to 647
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 24.84, the open interest changed by -22 which decreased total open position to 612
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 1.8, which was -0.3 lower than the previous day. The implied volatity was 25.42, the open interest changed by -144 which decreased total open position to 635
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was 27.33, the open interest changed by 250 which increased total open position to 779
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 28.51, the open interest changed by 57 which increased total open position to 529
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was 26.93, the open interest changed by 136 which increased total open position to 471
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 27.96, the open interest changed by 24 which increased total open position to 335
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 29.36, the open interest changed by -11 which decreased total open position to 311
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 2.35, which was -0.35 lower than the previous day. The implied volatity was 25.71, the open interest changed by 129 which increased total open position to 322
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 2.65, which was -0.95 lower than the previous day. The implied volatity was 24.87, the open interest changed by -5 which decreased total open position to 185
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 3.55, which was -0.9 lower than the previous day. The implied volatity was 23.58, the open interest changed by 44 which increased total open position to 185
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 4.45, which was -0.2 lower than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 130
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 23.62, the open interest changed by 11 which increased total open position to 130
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 4.5, which was -0.95 lower than the previous day. The implied volatity was 23.34, the open interest changed by 2 which increased total open position to 119
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 5.45, which was -0.65 lower than the previous day. The implied volatity was 25.56, the open interest changed by 6 which increased total open position to 119
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 6.1, which was -1.3 lower than the previous day. The implied volatity was 25.00, the open interest changed by 0 which decreased total open position to 113
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 7.45, which was 1.4 higher than the previous day. The implied volatity was 24.92, the open interest changed by 23 which increased total open position to 114
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 4.1, which was -6.25 lower than the previous day. The implied volatity was 21.52, the open interest changed by -8 which decreased total open position to 91
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 10.3, which was -8.8 lower than the previous day. The implied volatity was 23.07, the open interest changed by -9 which decreased total open position to 98
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 19.1, which was -4.35 lower than the previous day. The implied volatity was 23.58, the open interest changed by -11 which decreased total open position to 107
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 22.15, which was 7.15 higher than the previous day. The implied volatity was 24.64, the open interest changed by 7 which increased total open position to 89
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 16.15, which was 3.45 higher than the previous day. The implied volatity was 24.21, the open interest changed by 48 which increased total open position to 82
On 27 Feb RELIANCE was trading at 1207.10. The strike last trading price was 12.4, which was 0.2 higher than the previous day. The implied volatity was 23.08, the open interest changed by 11 which increased total open position to 34
On 26 Feb RELIANCE was trading at 1204.00. The strike last trading price was 13, which was 1.25 higher than the previous day. The implied volatity was 22.40, the open interest changed by 9 which increased total open position to 23
On 25 Feb RELIANCE was trading at 1204.00. The strike last trading price was 13, which was 1.25 higher than the previous day. The implied volatity was 22.40, the open interest changed by 9 which increased total open position to 23
On 24 Feb RELIANCE was trading at 1214.55. The strike last trading price was 11.75, which was 1.65 higher than the previous day. The implied volatity was 23.10, the open interest changed by 2 which increased total open position to 14
On 21 Feb RELIANCE was trading at 1228.15. The strike last trading price was 10.1, which was 0.1 higher than the previous day. The implied volatity was 23.01, the open interest changed by 1 which increased total open position to 13
On 20 Feb RELIANCE was trading at 1233.00. The strike last trading price was 10, which was -2 lower than the previous day. The implied volatity was 23.44, the open interest changed by 1 which increased total open position to 11
On 19 Feb RELIANCE was trading at 1227.45. The strike last trading price was 12, which was -1.3 lower than the previous day. The implied volatity was 24.36, the open interest changed by 0 which decreased total open position to 11
On 17 Feb RELIANCE was trading at 1224.90. The strike last trading price was 13.3, which was -1.7 lower than the previous day. The implied volatity was 24.72, the open interest changed by 3 which increased total open position to 10
On 14 Feb RELIANCE was trading at 1217.25. The strike last trading price was 15, which was 1.95 higher than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 6
On 13 Feb RELIANCE was trading at 1216.10. The strike last trading price was 13, which was -2.05 lower than the previous day. The implied volatity was 22.78, the open interest changed by 1 which increased total open position to 2
