RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
15 Apr 2025 04:12 PM IST
| RELIANCE 24APR2025 1170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0.05
Theta: -0.37
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 15 Apr | 1240.10 | 72.6 | 13.75 | 16.74 | 243 | -102 | 595 | |||
| 11 Apr | 1218.95 | 59.25 | 20.05 | 25.10 | 847 | -174 | 697 | |||
| 9 Apr | 1185.35 | 39.8 | 0.45 | 28.61 | 2,072 | -19 | 874 | |||
| 8 Apr | 1182.20 | 38.75 | 4.25 | 30.60 | 7,734 | 2 | 898 | |||
| 7 Apr | 1165.70 | 35.5 | -12 | 31.96 | 7,209 | 489 | 881 | |||
| 4 Apr | 1204.70 | 48 | -34.6 | 18.25 | 641 | 284 | 399 | |||
| 3 Apr | 1248.70 | 82.6 | -10.15 | - | 16 | 2 | 116 | |||
| 2 Apr | 1251.15 | 92.75 | -0.75 | 24.25 | 1 | 0 | 114 | |||
| 1 Apr | 1252.60 | 93.5 | -22.5 | 20.98 | 65 | 113 | 113 | |||
| 28 Mar | 1275.10 | 116 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 1278.20 | 116 | -5.4 | - | 1 | 0 | 65 | |||
| 26 Mar | 1273.05 | 121.4 | 9.35 | 34.58 | 7 | 0 | 64 | |||
| 25 Mar | 1285.45 | 112.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 1302.10 | 112.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 1276.35 | 112.05 | 0 | 0.00 | 0 | -1 | 0 | |||
| 20 Mar | 1269.15 | 112.05 | 15.55 | 20.48 | 3 | 0 | 65 | |||
| 19 Mar | 1247.15 | 96.5 | 8.5 | 23.21 | 7 | 0 | 63 | |||
| 18 Mar | 1238.80 | 88 | 4 | 20.81 | 5 | 1 | 64 | |||
| 17 Mar | 1238.85 | 84 | -17.65 | 10.70 | 2 | 0 | 63 | |||
| 13 Mar | 1247.90 | 101.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 1257.05 | 101.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 1247.30 | 101.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 1238.40 | 101.65 | 0 | 0.00 | 0 | -11 | 0 | |||
| 7 Mar | 1249.80 | 101.65 | 37.05 | 23.33 | 24 | -11 | 63 | |||
| 6 Mar | 1209.60 | 69.2 | 21.45 | 19.15 | 54 | -3 | 75 | |||
| 5 Mar | 1175.60 | 47.5 | 5.8 | 20.20 | 118 | 51 | 79 | |||
| 3 Mar | 1171.25 | 46.25 | -29.95 | 19.99 | 4 | 2 | 2 | |||
| 28 Feb | 1200.10 | 76.2 | 0 | - | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1170 expiring on 24APR2025
Delta for 1170 CE is 0.99
Historical price for 1170 CE is as follows
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 72.6, which was 13.75 higher than the previous day. The implied volatity was 16.74, the open interest changed by -102 which decreased total open position to 595
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 59.25, which was 20.05 higher than the previous day. The implied volatity was 25.10, the open interest changed by -174 which decreased total open position to 697
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 39.8, which was 0.45 higher than the previous day. The implied volatity was 28.61, the open interest changed by -19 which decreased total open position to 874
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 38.75, which was 4.25 higher than the previous day. The implied volatity was 30.60, the open interest changed by 2 which increased total open position to 898
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 35.5, which was -12 lower than the previous day. The implied volatity was 31.96, the open interest changed by 489 which increased total open position to 881
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 48, which was -34.6 lower than the previous day. The implied volatity was 18.25, the open interest changed by 284 which increased total open position to 399
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 82.6, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 116
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 92.75, which was -0.75 lower than the previous day. The implied volatity was 24.25, the open interest changed by 0 which decreased total open position to 114
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 93.5, which was -22.5 lower than the previous day. The implied volatity was 20.98, the open interest changed by 113 which increased total open position to 113
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 116, which was 0 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 Mar RELIANCE was trading at 1278.20. The strike last trading price was 116, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 121.4, which was 9.35 higher than the previous day. The implied volatity was 34.58, the open interest changed by 0 which decreased total open position to 64
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 112.05, which was 0 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 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 112.05, which was 0 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 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 112.05, which was 0 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 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 112.05, which was 15.55 higher than the previous day. The implied volatity was 20.48, the open interest changed by 0 which decreased total open position to 65
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 96.5, which was 8.5 higher than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 63
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 88, which was 4 higher than the previous day. The implied volatity was 20.81, the open interest changed by 1 which increased total open position to 64
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 84, which was -17.65 lower than the previous day. The implied volatity was 10.70, the open interest changed by 0 which decreased total open position to 63
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 101.65, which was 0 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 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 101.65, which was 0 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 Mar RELIANCE was trading at 1247.30. The strike last trading price was 101.65, which was 0 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 Mar RELIANCE was trading at 1238.40. The strike last trading price was 101.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 101.65, which was 37.05 higher than the previous day. The implied volatity was 23.33, the open interest changed by -11 which decreased total open position to 63
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 69.2, which was 21.45 higher than the previous day. The implied volatity was 19.15, the open interest changed by -3 which decreased total open position to 75
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 47.5, which was 5.8 higher than the previous day. The implied volatity was 20.20, the open interest changed by 51 which increased total open position to 79
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 46.25, which was -29.95 lower than the previous day. The implied volatity was 19.99, the open interest changed by 2 which increased total open position to 2
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 76.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 24APR2025 1170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.35
Theta: -0.57
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1240.10 | 3.05 | -5.6 | 31.03 | 3,109 | 57 | 1,383 |
| 11 Apr | 1218.95 | 8.45 | -14.85 | 30.56 | 4,096 | -75 | 1,326 |
| 9 Apr | 1185.35 | 22.4 | -0.5 | 33.99 | 2,499 | 53 | 1,391 |
| 8 Apr | 1182.20 | 23.15 | -13.05 | 31.19 | 7,734 | 406 | 1,342 |
| 7 Apr | 1165.70 | 35.45 | 24.3 | 38.50 | 4,045 | -97 | 872 |
| 4 Apr | 1204.70 | 10.85 | 7.8 | 24.29 | 4,969 | 193 | 972 |
| 3 Apr | 1248.70 | 3.05 | -0.4 | 22.81 | 637 | 19 | 783 |
| 2 Apr | 1251.15 | 3.5 | -0.25 | 23.85 | 1,013 | 94 | 769 |
| 1 Apr | 1252.60 | 3.75 | 0 | 24.20 | 1,214 | 45 | 675 |
| 28 Mar | 1275.10 | 3.7 | -0.6 | 25.75 | 971 | 168 | 630 |
| 27 Mar | 1278.20 | 4.05 | -0.05 | 26.89 | 517 | -44 | 459 |
| 26 Mar | 1273.05 | 4.2 | 0.6 | 25.32 | 266 | 69 | 503 |
| 25 Mar | 1285.45 | 3.55 | 0.1 | 25.99 | 373 | 107 | 429 |
| 24 Mar | 1302.10 | 3.3 | -0.85 | 27.58 | 279 | 18 | 321 |
| 21 Mar | 1276.35 | 4.15 | -0.4 | 24.52 | 53 | 6 | 304 |
| 20 Mar | 1269.15 | 4.85 | -1.6 | 23.91 | 160 | 47 | 296 |
| 19 Mar | 1247.15 | 6.5 | -1.5 | 22.63 | 49 | -4 | 248 |
| 18 Mar | 1238.80 | 8 | -0.25 | 22.68 | 36 | -7 | 251 |
| 17 Mar | 1238.85 | 7.95 | -1 | 22.65 | 55 | -4 | 259 |
| 13 Mar | 1247.90 | 8.95 | 0.75 | 23.53 | 51 | -2 | 264 |
| 12 Mar | 1257.05 | 8.15 | -1.85 | 23.94 | 117 | -4 | 266 |
| 11 Mar | 1247.30 | 10 | -1.6 | 24.16 | 17 | -7 | 271 |
| 10 Mar | 1238.40 | 11.75 | 0.95 | 23.94 | 17 | -3 | 279 |
| 7 Mar | 1249.80 | 10.65 | -5.9 | 23.78 | 164 | 5 | 282 |
| 6 Mar | 1209.60 | 16.4 | -12.1 | 22.21 | 126 | 17 | 278 |
| 5 Mar | 1175.60 | 28.55 | -7.6 | 22.67 | 222 | 161 | 261 |
| 3 Mar | 1171.25 | 31.15 | 4.85 | 23.18 | 21 | 15 | 15 |
| 28 Feb | 1200.10 | 26.3 | 0 | 2.74 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1170 expiring on 24APR2025
Delta for 1170 PE is -0.10
Historical price for 1170 PE is as follows
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 3.05, which was -5.6 lower than the previous day. The implied volatity was 31.03, the open interest changed by 57 which increased total open position to 1383
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 8.45, which was -14.85 lower than the previous day. The implied volatity was 30.56, the open interest changed by -75 which decreased total open position to 1326
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 22.4, which was -0.5 lower than the previous day. The implied volatity was 33.99, the open interest changed by 53 which increased total open position to 1391
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 23.15, which was -13.05 lower than the previous day. The implied volatity was 31.19, the open interest changed by 406 which increased total open position to 1342
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 35.45, which was 24.3 higher than the previous day. The implied volatity was 38.50, the open interest changed by -97 which decreased total open position to 872
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 10.85, which was 7.8 higher than the previous day. The implied volatity was 24.29, the open interest changed by 193 which increased total open position to 972
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 3.05, which was -0.4 lower than the previous day. The implied volatity was 22.81, the open interest changed by 19 which increased total open position to 783
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 23.85, the open interest changed by 94 which increased total open position to 769
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 24.20, the open interest changed by 45 which increased total open position to 675
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 3.7, which was -0.6 lower than the previous day. The implied volatity was 25.75, the open interest changed by 168 which increased total open position to 630
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was 26.89, the open interest changed by -44 which decreased total open position to 459
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 4.2, which was 0.6 higher than the previous day. The implied volatity was 25.32, the open interest changed by 69 which increased total open position to 503
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 3.55, which was 0.1 higher than the previous day. The implied volatity was 25.99, the open interest changed by 107 which increased total open position to 429
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 3.3, which was -0.85 lower than the previous day. The implied volatity was 27.58, the open interest changed by 18 which increased total open position to 321
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 4.15, which was -0.4 lower than the previous day. The implied volatity was 24.52, the open interest changed by 6 which increased total open position to 304
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 4.85, which was -1.6 lower than the previous day. The implied volatity was 23.91, the open interest changed by 47 which increased total open position to 296
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 6.5, which was -1.5 lower than the previous day. The implied volatity was 22.63, the open interest changed by -4 which decreased total open position to 248
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 8, which was -0.25 lower than the previous day. The implied volatity was 22.68, the open interest changed by -7 which decreased total open position to 251
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 7.95, which was -1 lower than the previous day. The implied volatity was 22.65, the open interest changed by -4 which decreased total open position to 259
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 8.95, which was 0.75 higher than the previous day. The implied volatity was 23.53, the open interest changed by -2 which decreased total open position to 264
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 8.15, which was -1.85 lower than the previous day. The implied volatity was 23.94, the open interest changed by -4 which decreased total open position to 266
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 10, which was -1.6 lower than the previous day. The implied volatity was 24.16, the open interest changed by -7 which decreased total open position to 271
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 11.75, which was 0.95 higher than the previous day. The implied volatity was 23.94, the open interest changed by -3 which decreased total open position to 279
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 10.65, which was -5.9 lower than the previous day. The implied volatity was 23.78, the open interest changed by 5 which increased total open position to 282
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 16.4, which was -12.1 lower than the previous day. The implied volatity was 22.21, the open interest changed by 17 which increased total open position to 278
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 28.55, which was -7.6 lower than the previous day. The implied volatity was 22.67, the open interest changed by 161 which increased total open position to 261
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 31.15, which was 4.85 higher than the previous day. The implied volatity was 23.18, the open interest changed by 15 which increased total open position to 15
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 26.3, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
