RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
25 Apr 2025 04:12 PM IST
| RELIANCE 29MAY2025 1170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 1.03
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1300.40 | 159.5 | 19.25 | 43.86 | 1 | 0 | 260 | |||
| 24 Apr | 1301.60 | 142.6 | 9.9 | - | 111 | 45 | 259 | |||
| 23 Apr | 1300.00 | 132.55 | -0.15 | 0.00 | 0 | 148 | 0 | |||
| 22 Apr | 1291.20 | 132.55 | 34.4 | 20.65 | 215 | 146 | 212 | |||
| 21 Apr | 1295.50 | 98.15 | 0 | 0.00 | 0 | 13 | 0 | |||
| 17 Apr | 1274.50 | 98.15 | 8.3 | - | 60 | 16 | 69 | |||
| 16 Apr | 1239.30 | 89.85 | -1 | 21.20 | 5 | 3 | 53 | |||
| 15 Apr | 1240.10 | 90.85 | 12.15 | 20.38 | 20 | 8 | 50 | |||
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| 11 Apr | 1218.95 | 78.6 | 17.85 | 21.20 | 12 | -1 | 42 | |||
| 9 Apr | 1185.35 | 60.75 | 1.3 | 24.27 | 36 | 24 | 43 | |||
| 8 Apr | 1182.20 | 59.45 | -0.65 | 25.56 | 41 | 15 | 19 | |||
| 7 Apr | 1165.70 | 60.25 | -74.6 | 29.07 | 5 | 2 | 2 | |||
| 4 Apr | 1204.70 | 134.85 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 1248.70 | 134.85 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 1251.15 | 134.85 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1252.60 | 134.85 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 1275.10 | 134.85 | 0 | - | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1170 expiring on 29MAY2025
Delta for 1170 CE is 0.82
Historical price for 1170 CE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 159.5, which was 19.25 higher than the previous day. The implied volatity was 43.86, the open interest changed by 0 which decreased total open position to 260
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 142.6, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 259
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 132.55, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 148 which increased total open position to 0
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 132.55, which was 34.4 higher than the previous day. The implied volatity was 20.65, the open interest changed by 146 which increased total open position to 212
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 98.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 98.15, which was 8.3 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 69
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 89.85, which was -1 lower than the previous day. The implied volatity was 21.20, the open interest changed by 3 which increased total open position to 53
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 90.85, which was 12.15 higher than the previous day. The implied volatity was 20.38, the open interest changed by 8 which increased total open position to 50
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 78.6, which was 17.85 higher than the previous day. The implied volatity was 21.20, the open interest changed by -1 which decreased total open position to 42
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 60.75, which was 1.3 higher than the previous day. The implied volatity was 24.27, the open interest changed by 24 which increased total open position to 43
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 59.45, which was -0.65 lower than the previous day. The implied volatity was 25.56, the open interest changed by 15 which increased total open position to 19
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 60.25, which was -74.6 lower than the previous day. The implied volatity was 29.07, the open interest changed by 2 which increased total open position to 2
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 134.85, 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
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 134.85, 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
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 134.85, 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
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 134.85, 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
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 134.85, 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 29MAY2025 1170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.68
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1300.40 | 5.6 | 0.8 | 30.06 | 1,480 | 137 | 931 |
| 24 Apr | 1301.60 | 4.85 | -0.4 | 28.90 | 676 | 281 | 795 |
| 23 Apr | 1300.00 | 5.3 | -1.15 | 28.33 | 455 | 212 | 508 |
| 22 Apr | 1291.20 | 6.35 | 0.6 | 28.32 | 360 | 122 | 293 |
| 21 Apr | 1295.50 | 5.85 | -1.45 | 28.20 | 402 | 82 | 170 |
| 17 Apr | 1274.50 | 7.25 | -5.85 | 25.69 | 116 | 73 | 86 |
| 16 Apr | 1239.30 | 13.1 | 2.1 | 25.56 | 10 | 5 | 12 |
| 15 Apr | 1240.10 | 11 | -1 | 23.83 | 13 | 5 | 5 |
| 11 Apr | 1218.95 | 12 | 0 | 4.22 | 0 | 0 | 0 |
| 9 Apr | 1185.35 | 12 | 0 | 2.19 | 0 | 0 | 0 |
| 8 Apr | 1182.20 | 12 | 0 | 1.78 | 0 | 0 | 0 |
| 7 Apr | 1165.70 | 12 | 0 | 1.26 | 0 | 0 | 0 |
| 4 Apr | 1204.70 | 12 | 0 | 3.28 | 0 | 0 | 0 |
| 3 Apr | 1248.70 | 12 | 0 | 5.61 | 0 | 0 | 0 |
| 2 Apr | 1251.15 | 12 | 0 | 5.75 | 0 | 0 | 0 |
| 1 Apr | 1252.60 | 12 | 0 | 5.80 | 0 | 0 | 0 |
| 28 Mar | 1275.10 | 12 | 0 | 6.99 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1170 expiring on 29MAY2025
Delta for 1170 PE is -0.10
Historical price for 1170 PE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 5.6, which was 0.8 higher than the previous day. The implied volatity was 30.06, the open interest changed by 137 which increased total open position to 931
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 4.85, which was -0.4 lower than the previous day. The implied volatity was 28.90, the open interest changed by 281 which increased total open position to 795
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 5.3, which was -1.15 lower than the previous day. The implied volatity was 28.33, the open interest changed by 212 which increased total open position to 508
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 6.35, which was 0.6 higher than the previous day. The implied volatity was 28.32, the open interest changed by 122 which increased total open position to 293
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 5.85, which was -1.45 lower than the previous day. The implied volatity was 28.20, the open interest changed by 82 which increased total open position to 170
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 7.25, which was -5.85 lower than the previous day. The implied volatity was 25.69, the open interest changed by 73 which increased total open position to 86
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 13.1, which was 2.1 higher than the previous day. The implied volatity was 25.56, the open interest changed by 5 which increased total open position to 12
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 23.83, the open interest changed by 5 which increased total open position to 5
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 5.80, the open interest changed by 0 which decreased total open position to 0
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 6.99, the open interest changed by 0 which decreased total open position to 0
