RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1170 CE | ||||||||||
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Delta: 0.85
Vega: 0.36
Theta: -1.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 41 | -25.75 | 24.70 | 224 | 60 | 151 | |||
| 19 Dec | 1230.45 | 66.75 | -23.25 | 34.62 | 104 | -11 | 90 | |||
| 18 Dec | 1253.25 | 90 | 7.00 | 37.46 | 6 | -1 | 101 | |||
| 17 Dec | 1245.30 | 83 | -28.00 | 38.64 | 5 | 0 | 100 | |||
| 16 Dec | 1268.30 | 111 | 0.00 | 0.00 | 0 | 99 | 0 | |||
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| 13 Dec | 1272.85 | 111 | -24.45 | 32.35 | 134 | 99 | 100 | |||
| 12 Dec | 1262.90 | 135.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1278.20 | 135.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1284.85 | 135.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 1295.15 | 135.45 | -44.50 | 35.56 | 1 | 0 | 0 | |||
| 6 Dec | 1311.55 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1322.05 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1308.95 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1323.30 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1309.15 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1292.20 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1270.80 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1295.70 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1287.00 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1265.40 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1223.00 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1241.65 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 179.95 | 179.95 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1170 expiring on 26DEC2024
Delta for 1170 CE is 0.85
Historical price for 1170 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 41, which was -25.75 lower than the previous day. The implied volatity was 24.70, the open interest changed by 60 which increased total open position to 151
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 66.75, which was -23.25 lower than the previous day. The implied volatity was 34.62, the open interest changed by -11 which decreased total open position to 90
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 90, which was 7.00 higher than the previous day. The implied volatity was 37.46, the open interest changed by -1 which decreased total open position to 101
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 83, which was -28.00 lower than the previous day. The implied volatity was 38.64, the open interest changed by 0 which decreased total open position to 100
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 111, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 99 which increased total open position to 0
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 111, which was -24.45 lower than the previous day. The implied volatity was 32.35, the open interest changed by 99 which increased total open position to 100
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 135.45, 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 135.45, 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 135.45, 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 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 135.45, which was -44.50 lower than the previous day. The implied volatity was 35.56, 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 179.95, 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 Dec RELIANCE was trading at 1322.05. The strike last trading price was 179.95, 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 Dec RELIANCE was trading at 1308.95. The strike last trading price was 179.95, 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 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 179.95, 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 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 179.95, 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 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, which was 179.95 higher 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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.34
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 2.55 | 0.75 | 23.20 | 8,133 | 628 | 2,527 |
| 19 Dec | 1230.45 | 1.8 | 0.60 | 27.61 | 3,105 | 453 | 1,905 |
| 18 Dec | 1253.25 | 1.2 | -0.60 | 30.00 | 2,017 | -130 | 1,460 |
| 17 Dec | 1245.30 | 1.8 | 0.80 | 28.43 | 3,142 | 471 | 1,590 |
| 16 Dec | 1268.30 | 1 | 0.05 | 29.17 | 772 | -29 | 1,135 |
| 13 Dec | 1272.85 | 0.95 | -0.65 | 26.70 | 3,953 | 90 | 1,167 |
| 12 Dec | 1262.90 | 1.6 | 0.15 | 25.97 | 1,585 | 160 | 1,089 |
| 11 Dec | 1278.20 | 1.45 | -0.10 | 27.97 | 522 | -21 | 930 |
| 10 Dec | 1284.85 | 1.55 | -0.10 | 28.76 | 695 | 44 | 944 |
| 9 Dec | 1295.15 | 1.65 | 0.25 | 30.13 | 318 | 47 | 902 |
| 6 Dec | 1311.55 | 1.4 | -0.05 | 29.36 | 331 | 13 | 854 |
| 5 Dec | 1322.05 | 1.45 | -0.50 | 30.25 | 940 | -51 | 841 |
| 4 Dec | 1308.95 | 1.95 | 0.45 | 29.67 | 631 | 69 | 891 |
| 3 Dec | 1323.30 | 1.5 | -0.85 | 29.77 | 706 | -85 | 822 |
| 2 Dec | 1309.15 | 2.35 | -0.55 | 29.82 | 1,341 | 182 | 909 |
| 29 Nov | 1292.20 | 2.9 | -3.35 | 26.84 | 1,793 | 171 | 711 |
| 28 Nov | 1270.80 | 6.25 | 2.25 | 29.16 | 892 | 88 | 535 |
| 27 Nov | 1293.20 | 4 | -0.65 | 28.41 | 423 | 135 | 446 |
| 26 Nov | 1295.70 | 4.65 | 0.15 | 29.43 | 179 | 15 | 312 |
| 25 Nov | 1287.00 | 4.5 | -3.80 | 28.08 | 707 | 181 | 291 |
| 22 Nov | 1265.40 | 8.3 | -8.20 | 27.89 | 686 | 163 | 273 |
| 21 Nov | 1223.00 | 16.5 | 11.60 | 27.22 | 177 | 113 | 113 |
| 20 Nov | 1241.65 | 4.9 | 0.00 | 5.67 | 0 | 0 | 0 |
| 19 Nov | 1241.65 | 4.9 | 0.00 | 5.67 | 0 | 0 | 0 |
| 18 Nov | 1260.75 | 4.9 | 0.00 | 6.97 | 0 | 0 | 0 |
| 14 Nov | 1267.60 | 4.9 | 0.00 | 7.39 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 4.9 | 0.00 | 6.32 | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 4.9 | 0.00 | 7.42 | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 4.9 | 4.90 | 7.35 | 0 | 0 | 0 |
| 8 Nov | 1283.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1170 expiring on 26DEC2024
Delta for 1170 PE is -0.14
Historical price for 1170 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 2.55, which was 0.75 higher than the previous day. The implied volatity was 23.20, the open interest changed by 628 which increased total open position to 2527
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 1.8, which was 0.60 higher than the previous day. The implied volatity was 27.61, the open interest changed by 453 which increased total open position to 1905
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 30.00, the open interest changed by -130 which decreased total open position to 1460
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 1.8, which was 0.80 higher than the previous day. The implied volatity was 28.43, the open interest changed by 471 which increased total open position to 1590
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 29.17, the open interest changed by -29 which decreased total open position to 1135
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 26.70, the open interest changed by 90 which increased total open position to 1167
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 25.97, the open interest changed by 160 which increased total open position to 1089
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 27.97, the open interest changed by -21 which decreased total open position to 930
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 28.76, the open interest changed by 44 which increased total open position to 944
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 30.13, the open interest changed by 47 which increased total open position to 902
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 29.36, the open interest changed by 13 which increased total open position to 854
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 1.45, which was -0.50 lower than the previous day. The implied volatity was 30.25, the open interest changed by -51 which decreased total open position to 841
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 1.95, which was 0.45 higher than the previous day. The implied volatity was 29.67, the open interest changed by 69 which increased total open position to 891
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 29.77, the open interest changed by -85 which decreased total open position to 822
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 29.82, the open interest changed by 182 which increased total open position to 909
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 2.9, which was -3.35 lower than the previous day. The implied volatity was 26.84, the open interest changed by 171 which increased total open position to 711
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 6.25, which was 2.25 higher than the previous day. The implied volatity was 29.16, the open interest changed by 88 which increased total open position to 535
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 4, which was -0.65 lower than the previous day. The implied volatity was 28.41, the open interest changed by 135 which increased total open position to 446
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 4.65, which was 0.15 higher than the previous day. The implied volatity was 29.43, the open interest changed by 15 which increased total open position to 312
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 4.5, which was -3.80 lower than the previous day. The implied volatity was 28.08, the open interest changed by 181 which increased total open position to 291
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 8.3, which was -8.20 lower than the previous day. The implied volatity was 27.89, the open interest changed by 163 which increased total open position to 273
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 16.5, which was 11.60 higher than the previous day. The implied volatity was 27.22, the open interest changed by 113 which increased total open position to 113
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 6.97, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 6.32, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 7.42, 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 4.9, which was 4.90 higher than the previous day. The implied volatity was 7.35, 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 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
