RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.28
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 60.3 | -26.05 | 30.94 | 351 | 113 | 187 | |||
| 19 Dec | 1230.45 | 86.35 | -23.25 | 41.18 | 9 | -2 | 74 | |||
| 18 Dec | 1253.25 | 109.6 | 8.60 | 42.72 | 68 | -34 | 77 | |||
| 17 Dec | 1245.30 | 101 | -30.00 | 40.14 | 6 | 1 | 111 | |||
| 16 Dec | 1268.30 | 131 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 1272.85 | 131 | 14.00 | 37.40 | 179 | 49 | 158 | |||
| 12 Dec | 1262.90 | 117 | -19.60 | 29.14 | 1 | 0 | 108 | |||
| 11 Dec | 1278.20 | 136.6 | -18.40 | 37.16 | 2 | 1 | 109 | |||
| 10 Dec | 1284.85 | 155 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 1295.15 | 155 | -11.00 | 39.30 | 9 | 0 | 109 | |||
| 6 Dec | 1311.55 | 166 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 5 Dec | 1322.05 | 166 | -5.50 | - | 2 | 0 | 111 | |||
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| 4 Dec | 1308.95 | 171.5 | -8.80 | 41.12 | 13 | 0 | 124 | |||
| 3 Dec | 1323.30 | 180.3 | 38.30 | - | 4 | -2 | 122 | |||
| 2 Dec | 1309.15 | 142 | -8.00 | - | 13 | 0 | 124 | |||
| 29 Nov | 1292.20 | 150 | -3.00 | 15.47 | 3 | -2 | 125 | |||
| 28 Nov | 1270.80 | 153 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 153 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 26 Nov | 1295.70 | 153 | 2.30 | - | 12 | -1 | 128 | |||
| 25 Nov | 1287.00 | 150.7 | 20.80 | 14.50 | 24 | 38 | 129 | |||
| 22 Nov | 1265.40 | 129.9 | 37.85 | 27.51 | 201 | 46 | 137 | |||
| 21 Nov | 1223.00 | 92.05 | -41.70 | 26.33 | 114 | 89 | 90 | |||
| 20 Nov | 1241.65 | 133.75 | 0.00 | 49.09 | 1 | 1 | 0 | |||
| 19 Nov | 1241.65 | 133.75 | -64.40 | 49.09 | 1 | 0 | 0 | |||
| 18 Nov | 1260.75 | 198.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 198.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 198.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 198.15 | 198.15 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1150 expiring on 26DEC2024
Delta for 1150 CE is 0.90
Historical price for 1150 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 60.3, which was -26.05 lower than the previous day. The implied volatity was 30.94, the open interest changed by 113 which increased total open position to 187
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 86.35, which was -23.25 lower than the previous day. The implied volatity was 41.18, the open interest changed by -2 which decreased total open position to 74
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 109.6, which was 8.60 higher than the previous day. The implied volatity was 42.72, the open interest changed by -34 which decreased total open position to 77
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 101, which was -30.00 lower than the previous day. The implied volatity was 40.14, the open interest changed by 1 which increased total open position to 111
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 131, 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 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 131, which was 14.00 higher than the previous day. The implied volatity was 37.40, the open interest changed by 49 which increased total open position to 158
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 117, which was -19.60 lower than the previous day. The implied volatity was 29.14, the open interest changed by 0 which decreased total open position to 108
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 136.6, which was -18.40 lower than the previous day. The implied volatity was 37.16, the open interest changed by 1 which increased total open position to 109
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 155, 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 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 155, which was -11.00 lower than the previous day. The implied volatity was 39.30, the open interest changed by 0 which decreased total open position to 109
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 166, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 166, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 171.5, which was -8.80 lower than the previous day. The implied volatity was 41.12, the open interest changed by 0 which decreased total open position to 124
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 180.3, which was 38.30 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 122
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 142, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 124
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 150, which was -3.00 lower than the previous day. The implied volatity was 15.47, the open interest changed by -2 which decreased total open position to 125
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 153, 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 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 153, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 153, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 128
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 150.7, which was 20.80 higher than the previous day. The implied volatity was 14.50, the open interest changed by 38 which increased total open position to 129
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 129.9, which was 37.85 higher than the previous day. The implied volatity was 27.51, the open interest changed by 46 which increased total open position to 137
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 92.05, which was -41.70 lower than the previous day. The implied volatity was 26.33, the open interest changed by 89 which increased total open position to 90
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 133.75, which was 0.00 lower than the previous day. The implied volatity was 49.09, the open interest changed by 1 which increased total open position to 0
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 133.75, which was -64.40 lower than the previous day. The implied volatity was 49.09, 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 198.15, 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 198.15, 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 198.15, 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 198.15, which was 198.15 higher 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 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 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.21
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 1.35 | 0.30 | 26.65 | 3,348 | 426 | 2,544 |
| 19 Dec | 1230.45 | 1.05 | 0.25 | 30.54 | 2,650 | 233 | 2,122 |
| 18 Dec | 1253.25 | 0.8 | -0.20 | 33.07 | 1,576 | -190 | 1,892 |
| 17 Dec | 1245.30 | 1 | 0.30 | 30.29 | 1,381 | 252 | 2,083 |
| 16 Dec | 1268.30 | 0.7 | 0.00 | 31.98 | 728 | -20 | 1,827 |
| 13 Dec | 1272.85 | 0.7 | -0.45 | 29.33 | 4,042 | 156 | 1,848 |
| 12 Dec | 1262.90 | 1.15 | 0.05 | 28.47 | 1,428 | 201 | 1,684 |
| 11 Dec | 1278.20 | 1.1 | 0.05 | 30.47 | 551 | 77 | 1,485 |
| 10 Dec | 1284.85 | 1.05 | -0.10 | 30.47 | 885 | 64 | 1,410 |
| 9 Dec | 1295.15 | 1.15 | 0.15 | 31.79 | 755 | 49 | 1,348 |
| 6 Dec | 1311.55 | 1 | -0.10 | 30.92 | 783 | 0 | 1,299 |
| 5 Dec | 1322.05 | 1.1 | -0.30 | 32.02 | 1,027 | -66 | 1,297 |
| 4 Dec | 1308.95 | 1.4 | 0.20 | 31.10 | 1,033 | 16 | 1,367 |
| 3 Dec | 1323.30 | 1.2 | -0.55 | 31.70 | 1,590 | -306 | 1,354 |
| 2 Dec | 1309.15 | 1.75 | -0.35 | 31.30 | 1,582 | -104 | 1,660 |
| 29 Nov | 1292.20 | 2.1 | -2.55 | 28.16 | 2,860 | 264 | 1,765 |
| 28 Nov | 1270.80 | 4.65 | 1.65 | 30.38 | 1,695 | 219 | 1,497 |
| 27 Nov | 1293.20 | 3 | -0.45 | 29.73 | 1,171 | 372 | 1,278 |
| 26 Nov | 1295.70 | 3.45 | -0.20 | 30.54 | 574 | -65 | 904 |
| 25 Nov | 1287.00 | 3.65 | -2.95 | 29.86 | 771 | 236 | 969 |
| 22 Nov | 1265.40 | 6.6 | -6.15 | 29.42 | 1,713 | 304 | 1,037 |
| 21 Nov | 1223.00 | 12.75 | 3.45 | 28.37 | 1,352 | 506 | 733 |
| 20 Nov | 1241.65 | 9.3 | 0.00 | 27.33 | 380 | 73 | 230 |
| 19 Nov | 1241.65 | 9.3 | 3.75 | 27.33 | 380 | 76 | 230 |
| 18 Nov | 1260.75 | 5.55 | 0.95 | 25.97 | 333 | 27 | 151 |
| 14 Nov | 1267.60 | 4.6 | -1.40 | 24.63 | 93 | 11 | 124 |
| 13 Nov | 1252.05 | 6 | 1.60 | 24.38 | 148 | 105 | 110 |
| 12 Nov | 1274.25 | 4.4 | 4.40 | 24.20 | 6 | 3 | 3 |
| 11 Nov | 1272.70 | 0 | 0.00 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1150 expiring on 26DEC2024
Delta for 1150 PE is -0.07
Historical price for 1150 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 1.35, which was 0.30 higher than the previous day. The implied volatity was 26.65, the open interest changed by 426 which increased total open position to 2544
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was 30.54, the open interest changed by 233 which increased total open position to 2122
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 33.07, the open interest changed by -190 which decreased total open position to 1892
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 30.29, the open interest changed by 252 which increased total open position to 2083
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 31.98, the open interest changed by -20 which decreased total open position to 1827
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 29.33, the open interest changed by 156 which increased total open position to 1848
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 28.47, the open interest changed by 201 which increased total open position to 1684
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 30.47, the open interest changed by 77 which increased total open position to 1485
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 30.47, the open interest changed by 64 which increased total open position to 1410
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 31.79, the open interest changed by 49 which increased total open position to 1348
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 1299
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 32.02, the open interest changed by -66 which decreased total open position to 1297
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was 31.10, the open interest changed by 16 which increased total open position to 1367
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 31.70, the open interest changed by -306 which decreased total open position to 1354
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 31.30, the open interest changed by -104 which decreased total open position to 1660
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 2.1, which was -2.55 lower than the previous day. The implied volatity was 28.16, the open interest changed by 264 which increased total open position to 1765
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 4.65, which was 1.65 higher than the previous day. The implied volatity was 30.38, the open interest changed by 219 which increased total open position to 1497
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 29.73, the open interest changed by 372 which increased total open position to 1278
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 3.45, which was -0.20 lower than the previous day. The implied volatity was 30.54, the open interest changed by -65 which decreased total open position to 904
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 3.65, which was -2.95 lower than the previous day. The implied volatity was 29.86, the open interest changed by 236 which increased total open position to 969
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 6.6, which was -6.15 lower than the previous day. The implied volatity was 29.42, the open interest changed by 304 which increased total open position to 1037
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 12.75, which was 3.45 higher than the previous day. The implied volatity was 28.37, the open interest changed by 506 which increased total open position to 733
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 9.3, which was 0.00 lower than the previous day. The implied volatity was 27.33, the open interest changed by 73 which increased total open position to 230
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 9.3, which was 3.75 higher than the previous day. The implied volatity was 27.33, the open interest changed by 76 which increased total open position to 230
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 5.55, which was 0.95 higher than the previous day. The implied volatity was 25.97, the open interest changed by 27 which increased total open position to 151
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 4.6, which was -1.40 lower than the previous day. The implied volatity was 24.63, the open interest changed by 11 which increased total open position to 124
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 6, which was 1.60 higher than the previous day. The implied volatity was 24.38, the open interest changed by 105 which increased total open position to 110
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 4.4, which was 4.40 higher than the previous day. The implied volatity was 24.20, the open interest changed by 3 which increased total open position to 3
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
