RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1241.65 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.75 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 1305.30 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 765.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 765.45 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1160 expiring on 28NOV2024
Delta for 1160 CE is -
Historical price for 1160 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 765.45, 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 765.45, 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 765.45, 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 765.45, 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 765.45, 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 765.45, 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 765.45, 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 765.45, 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 765.45, 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 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 765.45, 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 Nov RELIANCE was trading at 1325.35. The strike last trading price was 765.45, 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 Nov RELIANCE was trading at 1305.30. The strike last trading price was 765.45, 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 765.45, 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 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 765.45, 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 765.45, 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 765.45, 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 765.45, 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 765.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.34
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 3.45 | 0.55 | 33.30 | 14,132 | 206 | 4,744 |
| 20 Nov | 1241.65 | 2.9 | 0.00 | 33.13 | 5,748 | -78 | 4,578 |
| 19 Nov | 1241.65 | 2.9 | 1.75 | 33.13 | 5,748 | -38 | 4,578 |
| 18 Nov | 1260.75 | 1.15 | 0.15 | 30.38 | 4,660 | 530 | 4,620 |
| 14 Nov | 1267.60 | 1 | -0.65 | 26.70 | 4,068 | -288 | 4,092 |
| 13 Nov | 1252.05 | 1.65 | 0.10 | 25.80 | 6,782 | 704 | 4,386 |
| 12 Nov | 1274.25 | 1.55 | 0.15 | 27.83 | 2,446 | 148 | 3,728 |
| 11 Nov | 1272.70 | 1.4 | -0.60 | 27.18 | 2,540 | 274 | 3,628 |
| 8 Nov | 1283.75 | 2 | 0.90 | 28.30 | 3,636 | 308 | 3,362 |
| 7 Nov | 1305.65 | 1.1 | -0.15 | 28.17 | 1,776 | 258 | 3,054 |
| 6 Nov | 1325.35 | 1.25 | -1.00 | 31.12 | 3,800 | -64 | 2,798 |
| 5 Nov | 1305.30 | 2.25 | -1.25 | 31.38 | 3,844 | 500 | 2,862 |
| 4 Nov | 1302.15 | 3.5 | 1.40 | 32.55 | 5,724 | 1,268 | 2,342 |
| 1 Nov | 1338.65 | 2.1 | -0.80 | 32.91 | 406 | 282 | 1,092 |
| 31 Oct | 1332.05 | 2.9 | 0.90 | - | 482 | -2 | 810 |
| 30 Oct | 1343.90 | 2 | -0.55 | - | 288 | -48 | 812 |
| 29 Oct | 1340.00 | 2.55 | -0.20 | - | 664 | 208 | 860 |
| 28 Oct | 1334.35 | 2.75 | - | 500 | 339 | 652 | |
For Reliance Industries Ltd - strike price 1160 expiring on 28NOV2024
Delta for 1160 PE is -0.12
Historical price for 1160 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 3.45, which was 0.55 higher than the previous day. The implied volatity was 33.30, the open interest changed by 103 which increased total open position to 2372
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 33.13, the open interest changed by -39 which decreased total open position to 2289
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.9, which was 1.75 higher than the previous day. The implied volatity was 33.13, the open interest changed by -19 which decreased total open position to 2289
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 30.38, the open interest changed by 265 which increased total open position to 2310
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 26.70, the open interest changed by -144 which decreased total open position to 2046
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 1.65, which was 0.10 higher than the previous day. The implied volatity was 25.80, the open interest changed by 352 which increased total open position to 2193
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 27.83, the open interest changed by 74 which increased total open position to 1864
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 27.18, the open interest changed by 137 which increased total open position to 1814
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 2, which was 0.90 higher than the previous day. The implied volatity was 28.30, the open interest changed by 154 which increased total open position to 1681
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 28.17, the open interest changed by 129 which increased total open position to 1527
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 1.25, which was -1.00 lower than the previous day. The implied volatity was 31.12, the open interest changed by -32 which decreased total open position to 1399
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 2.25, which was -1.25 lower than the previous day. The implied volatity was 31.38, the open interest changed by 250 which increased total open position to 1431
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 3.5, which was 1.40 higher than the previous day. The implied volatity was 32.55, the open interest changed by 634 which increased total open position to 1171
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 32.91, the open interest changed by 141 which increased total open position to 546
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 2.9, which was 0.90 higher 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 2, which was -0.55 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 2.55, which was -0.20 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 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
