RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.32
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 50.75 | -26.25 | 28.30 | 250 | 136 | 174 | |||
| 19 Dec | 1230.45 | 77 | -18.95 | 39.27 | 39 | 33 | 37 | |||
| 18 Dec | 1253.25 | 95.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1245.30 | 95.95 | -15.95 | 48.81 | 6 | -1 | 3 | |||
| 16 Dec | 1268.30 | 111.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Dec | 1272.85 | 111.9 | -33.10 | - | 3 | 2 | 3 | |||
| 12 Dec | 1262.90 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1278.20 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1284.85 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1295.15 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1311.55 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1322.05 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1308.95 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1323.30 | 145 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 1309.15 | 145 | -574.80 | - | 1 | 0 | 0 | |||
| 29 Nov | 1292.20 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1270.80 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1295.70 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1287.00 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1265.40 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1223.00 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1241.65 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.75 | 719.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 1302.15 | 719.8 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1160 expiring on 26DEC2024
Delta for 1160 CE is 0.87
Historical price for 1160 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 50.75, which was -26.25 lower than the previous day. The implied volatity was 28.30, the open interest changed by 136 which increased total open position to 174
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 77, which was -18.95 lower than the previous day. The implied volatity was 39.27, the open interest changed by 33 which increased total open position to 37
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 95.95, 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 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 95.95, which was -15.95 lower than the previous day. The implied volatity was 48.81, the open interest changed by -1 which decreased total open position to 3
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 111.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 111.9, which was -33.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 12 Dec RELIANCE was trading at 1262.90. 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 11 Dec RELIANCE was trading at 1278.20. 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 10 Dec RELIANCE was trading at 1284.85. 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 9 Dec RELIANCE was trading at 1295.15. 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 6 Dec RELIANCE was trading at 1311.55. 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 5 Dec RELIANCE was trading at 1322.05. 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 4 Dec RELIANCE was trading at 1308.95. 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 3 Dec RELIANCE was trading at 1323.30. 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 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 145, which was -574.80 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 719.8, 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 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 719.8, 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 719.8, 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 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.27
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 1.85 | 0.60 | 24.97 | 3,925 | 98 | 1,495 |
| 19 Dec | 1230.45 | 1.25 | 0.25 | 28.50 | 2,516 | 289 | 1,402 |
| 18 Dec | 1253.25 | 1 | -0.35 | 31.69 | 1,663 | -226 | 1,110 |
| 17 Dec | 1245.30 | 1.35 | 0.55 | 29.40 | 3,340 | 287 | 1,341 |
| 16 Dec | 1268.30 | 0.8 | 0.00 | 30.36 | 967 | -173 | 1,056 |
| 13 Dec | 1272.85 | 0.8 | -0.50 | 27.94 | 3,817 | 123 | 1,229 |
| 12 Dec | 1262.90 | 1.3 | 0.15 | 27.01 | 2,019 | 47 | 1,106 |
| 11 Dec | 1278.20 | 1.15 | -0.05 | 28.72 | 674 | 3 | 1,058 |
| 10 Dec | 1284.85 | 1.2 | -0.10 | 29.28 | 552 | 52 | 1,055 |
| 9 Dec | 1295.15 | 1.3 | 0.15 | 30.63 | 624 | -1 | 1,003 |
| 6 Dec | 1311.55 | 1.15 | -0.05 | 30.00 | 427 | -29 | 1,004 |
| 5 Dec | 1322.05 | 1.2 | -0.45 | 30.86 | 789 | 62 | 1,033 |
| 4 Dec | 1308.95 | 1.65 | 0.30 | 30.38 | 765 | 128 | 970 |
| 3 Dec | 1323.30 | 1.35 | -0.60 | 30.78 | 824 | -104 | 849 |
| 2 Dec | 1309.15 | 1.95 | -0.45 | 30.32 | 1,391 | 54 | 954 |
| 29 Nov | 1292.20 | 2.4 | -2.90 | 27.33 | 2,250 | 104 | 892 |
| 28 Nov | 1270.80 | 5.3 | 1.90 | 29.62 | 731 | 206 | 781 |
| 27 Nov | 1293.20 | 3.4 | -0.65 | 28.94 | 213 | 22 | 576 |
| 26 Nov | 1295.70 | 4.05 | 0.10 | 30.07 | 249 | -1 | 552 |
| 25 Nov | 1287.00 | 3.95 | -3.25 | 28.79 | 660 | 92 | 550 |
| 22 Nov | 1265.40 | 7.2 | -7.50 | 28.41 | 884 | 120 | 578 |
| 21 Nov | 1223.00 | 14.7 | 4.15 | 27.96 | 686 | 289 | 463 |
| 20 Nov | 1241.65 | 10.55 | 0.00 | 26.68 | 508 | -12 | 167 |
| 19 Nov | 1241.65 | 10.55 | 3.85 | 26.68 | 508 | -19 | 167 |
| 18 Nov | 1260.75 | 6.7 | 1.35 | 25.77 | 225 | 76 | 188 |
| 14 Nov | 1267.60 | 5.35 | -1.95 | 24.15 | 125 | 11 | 110 |
| 13 Nov | 1252.05 | 7.3 | 1.65 | 24.22 | 305 | 35 | 98 |
| 12 Nov | 1274.25 | 5.65 | -0.60 | 24.40 | 10 | 6 | 62 |
| 11 Nov | 1272.70 | 6.25 | 0.60 | 25.39 | 179 | 11 | 56 |
| 8 Nov | 1283.75 | 5.65 | -0.95 | 24.87 | 16 | 9 | 45 |
| 4 Nov | 1302.15 | 6.6 | 27.34 | 38 | 35 | 35 | |
For Reliance Industries Ltd - strike price 1160 expiring on 26DEC2024
Delta for 1160 PE is -0.10
Historical price for 1160 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 1.85, which was 0.60 higher than the previous day. The implied volatity was 24.97, the open interest changed by 98 which increased total open position to 1495
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 28.50, the open interest changed by 289 which increased total open position to 1402
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 31.69, the open interest changed by -226 which decreased total open position to 1110
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 1.35, which was 0.55 higher than the previous day. The implied volatity was 29.40, the open interest changed by 287 which increased total open position to 1341
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 30.36, the open interest changed by -173 which decreased total open position to 1056
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 27.94, the open interest changed by 123 which increased total open position to 1229
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 27.01, the open interest changed by 47 which increased total open position to 1106
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 28.72, the open interest changed by 3 which increased total open position to 1058
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 29.28, the open interest changed by 52 which increased total open position to 1055
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 30.63, the open interest changed by -1 which decreased total open position to 1003
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 30.00, the open interest changed by -29 which decreased total open position to 1004
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 30.86, the open interest changed by 62 which increased total open position to 1033
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 1.65, which was 0.30 higher than the previous day. The implied volatity was 30.38, the open interest changed by 128 which increased total open position to 970
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 1.35, which was -0.60 lower than the previous day. The implied volatity was 30.78, the open interest changed by -104 which decreased total open position to 849
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 30.32, the open interest changed by 54 which increased total open position to 954
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 2.4, which was -2.90 lower than the previous day. The implied volatity was 27.33, the open interest changed by 104 which increased total open position to 892
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 5.3, which was 1.90 higher than the previous day. The implied volatity was 29.62, the open interest changed by 206 which increased total open position to 781
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 3.4, which was -0.65 lower than the previous day. The implied volatity was 28.94, the open interest changed by 22 which increased total open position to 576
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 4.05, which was 0.10 higher than the previous day. The implied volatity was 30.07, the open interest changed by -1 which decreased total open position to 552
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 3.95, which was -3.25 lower than the previous day. The implied volatity was 28.79, the open interest changed by 92 which increased total open position to 550
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 7.2, which was -7.50 lower than the previous day. The implied volatity was 28.41, the open interest changed by 120 which increased total open position to 578
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 14.7, which was 4.15 higher than the previous day. The implied volatity was 27.96, the open interest changed by 289 which increased total open position to 463
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 10.55, which was 0.00 lower than the previous day. The implied volatity was 26.68, the open interest changed by -12 which decreased total open position to 167
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 10.55, which was 3.85 higher than the previous day. The implied volatity was 26.68, the open interest changed by -19 which decreased total open position to 167
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 6.7, which was 1.35 higher than the previous day. The implied volatity was 25.77, the open interest changed by 76 which increased total open position to 188
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 5.35, which was -1.95 lower than the previous day. The implied volatity was 24.15, the open interest changed by 11 which increased total open position to 110
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 7.3, which was 1.65 higher than the previous day. The implied volatity was 24.22, the open interest changed by 35 which increased total open position to 98
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 5.65, which was -0.60 lower than the previous day. The implied volatity was 24.40, the open interest changed by 6 which increased total open position to 62
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 6.25, which was 0.60 higher than the previous day. The implied volatity was 25.39, the open interest changed by 11 which increased total open position to 56
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 5.65, which was -0.95 lower than the previous day. The implied volatity was 24.87, the open interest changed by 9 which increased total open position to 45
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was 27.34, the open interest changed by 35 which increased total open position to 35
