RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.36
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 55.9 | -630.05 | 28.75 | 240 | 136 | 136 | |||
| 20 Nov | 1241.65 | 685.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 685.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 685.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 685.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 685.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 685.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 685.95 | 685.95 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 1334.35 | 0 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1170 expiring on 28NOV2024
Delta for 1170 CE is 0.87
Historical price for 1170 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 55.9, which was -630.05 lower than the previous day. The implied volatity was 28.75, the open interest changed by 68 which increased total open position to 68
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 685.95, 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 685.95, 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 685.95, 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 685.95, 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 685.95, 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 685.95, 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 685.95, which was 685.95 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 7 Nov RELIANCE was trading at 1305.65. 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 6 Nov RELIANCE was trading at 1325.35. 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 5 Nov RELIANCE was trading at 1305.30. 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 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 1 Nov RELIANCE was trading at 1338.65. 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.40
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 4.55 | 0.55 | 32.27 | 8,098 | 30 | 1,536 |
| 20 Nov | 1241.65 | 4 | 0.00 | 32.91 | 4,390 | 800 | 1,486 |
| 19 Nov | 1241.65 | 4 | 2.55 | 32.91 | 4,390 | 780 | 1,486 |
| 18 Nov | 1260.75 | 1.45 | 0.10 | 29.24 | 1,676 | -212 | 694 |
| 14 Nov | 1267.60 | 1.35 | -0.75 | 26.14 | 3,194 | -754 | 914 |
| 13 Nov | 1252.05 | 2.1 | 0.20 | 24.98 | 3,588 | 1,286 | 1,666 |
| 12 Nov | 1274.25 | 1.9 | 0.00 | 26.94 | 688 | 234 | 388 |
| 11 Nov | 1272.70 | 1.9 | 1.90 | 26.92 | 586 | 158 | 158 |
| 8 Nov | 1283.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1340.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1334.35 | 0 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1170 expiring on 28NOV2024
Delta for 1170 PE is -0.16
Historical price for 1170 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 4.55, which was 0.55 higher than the previous day. The implied volatity was 32.27, the open interest changed by 15 which increased total open position to 768
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 32.91, the open interest changed by 400 which increased total open position to 743
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 4, which was 2.55 higher than the previous day. The implied volatity was 32.91, the open interest changed by 390 which increased total open position to 743
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 1.45, which was 0.10 higher than the previous day. The implied volatity was 29.24, the open interest changed by -106 which decreased total open position to 347
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 26.14, the open interest changed by -377 which decreased total open position to 457
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 2.1, which was 0.20 higher than the previous day. The implied volatity was 24.98, the open interest changed by 643 which increased total open position to 833
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 26.94, the open interest changed by 117 which increased total open position to 194
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 1.9, which was 1.90 higher than the previous day. The implied volatity was 26.92, the open interest changed by 79 which increased total open position to 79
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 7 Nov RELIANCE was trading at 1305.65. 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 6 Nov RELIANCE was trading at 1325.35. 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 5 Nov RELIANCE was trading at 1305.30. 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 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 1 Nov RELIANCE was trading at 1338.65. 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
