RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.27
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 75 | -21.00 | 33.38 | 74 | 24 | 28 | |||
| 20 Nov | 1241.65 | 96 | 0.00 | 44.18 | 2 | 2 | 2 | |||
| 19 Nov | 1241.65 | 96 | -24.00 | 44.18 | 2 | 0 | 2 | |||
| 18 Nov | 1260.75 | 120 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 120 | 10.00 | - | 6 | 2 | 4 | |||
| 13 Nov | 1252.05 | 110 | -570.65 | 30.95 | 2 | 0 | 0 | |||
| 12 Nov | 1274.25 | 680.65 | 680.65 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 1283.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 0 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1150 expiring on 28NOV2024
Delta for 1150 CE is 0.91
Historical price for 1150 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 75, which was -21.00 lower than the previous day. The implied volatity was 33.38, the open interest changed by 12 which increased total open position to 14
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 44.18, the open interest changed by 1 which increased total open position to 1
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 96, which was -24.00 lower than the previous day. The implied volatity was 44.18, the open interest changed by 0 which decreased total open position to 1
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 120, 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 120, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 110, which was -570.65 lower than the previous day. The implied volatity was 30.95, 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 680.65, which was 680.65 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 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 8 Nov RELIANCE was trading at 1283.75. 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 7 Nov RELIANCE was trading at 1305.65. 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 6 Nov RELIANCE was trading at 1325.35. 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 5 Nov RELIANCE was trading at 1305.30. 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 4 Nov RELIANCE was trading at 1302.15. 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 1 Nov RELIANCE was trading at 1338.65. 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.29
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 2.75 | 0.60 | 34.81 | 7,312 | 1,218 | 2,072 |
| 20 Nov | 1241.65 | 2.15 | 0.00 | 33.67 | 2,668 | 316 | 840 |
| 19 Nov | 1241.65 | 2.15 | 1.05 | 33.67 | 2,668 | 302 | 840 |
| 18 Nov | 1260.75 | 1.1 | 0.15 | 32.61 | 972 | 206 | 542 |
| 14 Nov | 1267.60 | 0.95 | -0.45 | 28.49 | 1,114 | 324 | 352 |
| 13 Nov | 1252.05 | 1.4 | 0.85 | 27.03 | 58 | 28 | 28 |
| 12 Nov | 1274.25 | 0.55 | 0.55 | 13.04 | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1283.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1340.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1334.35 | 0 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1150 expiring on 28NOV2024
Delta for 1150 PE is -0.10
Historical price for 1150 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 2.75, which was 0.60 higher than the previous day. The implied volatity was 34.81, the open interest changed by 609 which increased total open position to 1036
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 33.67, the open interest changed by 158 which increased total open position to 420
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.15, which was 1.05 higher than the previous day. The implied volatity was 33.67, the open interest changed by 151 which increased total open position to 420
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 32.61, the open interest changed by 103 which increased total open position to 271
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 28.49, the open interest changed by 162 which increased total open position to 176
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 1.4, which was 0.85 higher than the previous day. The implied volatity was 27.03, the open interest changed by 14 which increased total open position to 14
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.55, which was 0.55 higher than the previous day. The implied volatity was 13.04, 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 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 8 Nov RELIANCE was trading at 1283.75. 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 7 Nov RELIANCE was trading at 1305.65. 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 6 Nov RELIANCE was trading at 1325.35. 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 5 Nov RELIANCE was trading at 1305.30. 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 4 Nov RELIANCE was trading at 1302.15. 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 1 Nov RELIANCE was trading at 1338.65. 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
