RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.24
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 70 | -644.15 | 33.76 | 253 | 226 | 226 | |||
| 19 Dec | 1230.45 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1253.25 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1245.30 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1268.30 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1272.85 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1262.90 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1278.20 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1284.85 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1295.15 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1311.55 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1322.05 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1308.95 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1323.30 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1309.15 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1292.20 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1270.80 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 1295.70 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1287.00 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1265.40 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1223.00 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1241.65 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 714.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 714.15 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1140 expiring on 26DEC2024
Delta for 1140 CE is 0.91
Historical price for 1140 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 70, which was -644.15 lower than the previous day. The implied volatity was 33.76, the open interest changed by 226 which increased total open position to 226
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 714.15, 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 Dec RELIANCE was trading at 1253.25. The strike last trading price was 714.15, 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 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 714.15, 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 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 714.15, 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 Dec RELIANCE was trading at 1272.85. The strike last trading price was 714.15, 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 Dec RELIANCE was trading at 1262.90. The strike last trading price was 714.15, 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 Dec RELIANCE was trading at 1278.20. The strike last trading price was 714.15, 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 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 714.15, 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 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 714.15, 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 Dec RELIANCE was trading at 1311.55. The strike last trading price was 714.15, 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 Dec RELIANCE was trading at 1322.05. The strike last trading price was 714.15, 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 Dec RELIANCE was trading at 1308.95. The strike last trading price was 714.15, 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 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 714.15, 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 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.18
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 1.1 | 0.25 | 28.90 | 1,032 | 144 | 707 |
| 19 Dec | 1230.45 | 0.85 | 0.15 | 32.27 | 526 | 66 | 563 |
| 18 Dec | 1253.25 | 0.7 | -0.05 | 34.94 | 302 | -14 | 498 |
| 17 Dec | 1245.30 | 0.75 | 0.15 | 31.24 | 254 | 7 | 514 |
| 16 Dec | 1268.30 | 0.6 | 0.05 | 33.45 | 145 | -48 | 502 |
| 13 Dec | 1272.85 | 0.55 | -0.30 | 30.14 | 1,275 | -13 | 551 |
| 12 Dec | 1262.90 | 0.85 | 0.10 | 28.95 | 330 | 51 | 565 |
| 11 Dec | 1278.20 | 0.75 | -0.15 | 30.39 | 77 | -30 | 515 |
| 10 Dec | 1284.85 | 0.9 | -0.10 | 31.52 | 228 | -23 | 544 |
| 9 Dec | 1295.15 | 1 | 0.05 | 32.83 | 196 | 49 | 568 |
| 6 Dec | 1311.55 | 0.95 | 0.05 | 32.30 | 245 | -72 | 525 |
| 5 Dec | 1322.05 | 0.9 | -0.30 | 32.51 | 374 | -16 | 597 |
| 4 Dec | 1308.95 | 1.2 | 0.10 | 31.86 | 637 | 126 | 613 |
| 3 Dec | 1323.30 | 1.1 | -0.35 | 32.78 | 970 | -415 | 488 |
| 2 Dec | 1309.15 | 1.45 | -0.25 | 31.80 | 879 | 146 | 904 |
| 29 Nov | 1292.20 | 1.7 | -2.20 | 28.53 | 1,385 | 276 | 760 |
| 28 Nov | 1270.80 | 3.9 | 1.20 | 30.78 | 708 | 84 | 484 |
| 27 Nov | 1293.20 | 2.7 | -0.40 | 30.63 | 194 | -7 | 400 |
| 26 Nov | 1295.70 | 3.1 | -0.35 | 31.39 | 256 | 17 | 407 |
| 25 Nov | 1287.00 | 3.45 | -2.40 | 31.07 | 325 | 226 | 391 |
| 22 Nov | 1265.40 | 5.85 | -5.15 | 30.11 | 554 | 180 | 345 |
| 21 Nov | 1223.00 | 11 | 3.00 | 28.74 | 390 | 136 | 165 |
| 20 Nov | 1241.65 | 8 | 0.00 | 27.74 | 49 | 29 | 28 |
| 19 Nov | 1241.65 | 8 | 6.35 | 27.74 | 49 | 28 | 28 |
| 18 Nov | 1260.75 | 1.65 | 0.00 | 8.99 | 0 | 0 | 0 |
| 14 Nov | 1267.60 | 1.65 | 0.00 | 8.96 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 1.65 | 0.00 | 8.14 | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 1.65 | 0.00 | 9.36 | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 1.65 | 9.01 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1140 expiring on 26DEC2024
Delta for 1140 PE is -0.06
Historical price for 1140 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 28.90, the open interest changed by 144 which increased total open position to 707
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 32.27, the open interest changed by 66 which increased total open position to 563
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 34.94, the open interest changed by -14 which decreased total open position to 498
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 31.24, the open interest changed by 7 which increased total open position to 514
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 33.45, the open interest changed by -48 which decreased total open position to 502
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 30.14, the open interest changed by -13 which decreased total open position to 551
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 28.95, the open interest changed by 51 which increased total open position to 565
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 30.39, the open interest changed by -30 which decreased total open position to 515
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 31.52, the open interest changed by -23 which decreased total open position to 544
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 32.83, the open interest changed by 49 which increased total open position to 568
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 32.30, the open interest changed by -72 which decreased total open position to 525
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 32.51, the open interest changed by -16 which decreased total open position to 597
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 31.86, the open interest changed by 126 which increased total open position to 613
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 32.78, the open interest changed by -415 which decreased total open position to 488
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 31.80, the open interest changed by 146 which increased total open position to 904
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 1.7, which was -2.20 lower than the previous day. The implied volatity was 28.53, the open interest changed by 276 which increased total open position to 760
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 3.9, which was 1.20 higher than the previous day. The implied volatity was 30.78, the open interest changed by 84 which increased total open position to 484
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 2.7, which was -0.40 lower than the previous day. The implied volatity was 30.63, the open interest changed by -7 which decreased total open position to 400
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 31.39, the open interest changed by 17 which increased total open position to 407
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 3.45, which was -2.40 lower than the previous day. The implied volatity was 31.07, the open interest changed by 226 which increased total open position to 391
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 5.85, which was -5.15 lower than the previous day. The implied volatity was 30.11, the open interest changed by 180 which increased total open position to 345
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 11, which was 3.00 higher than the previous day. The implied volatity was 28.74, the open interest changed by 136 which increased total open position to 165
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 27.74, the open interest changed by 29 which increased total open position to 28
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 8, which was 6.35 higher than the previous day. The implied volatity was 27.74, the open interest changed by 28 which increased total open position to 28
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 8.99, 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 1.65, which was 0.00 lower than the previous day. The implied volatity was 8.96, 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 1.65, which was 0.00 lower than the previous day. The implied volatity was 8.14, 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 1.65, which was 0.00 lower than the previous day. The implied volatity was 9.36, 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 1.65, which was lower than the previous day. The implied volatity was 9.01, the open interest changed by 0 which decreased total open position to 0
