RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1180 CE | ||||||||||
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Delta: 0.78
Vega: 0.46
Theta: -1.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 32.65 | -24.65 | 24.00 | 622 | 124 | 205 | |||
| 19 Dec | 1230.45 | 57.3 | -22.85 | 32.00 | 85 | 2 | 81 | |||
| 18 Dec | 1253.25 | 80.15 | 7.35 | 34.52 | 18 | -7 | 79 | |||
| 17 Dec | 1245.30 | 72.8 | -30.20 | 34.60 | 48 | -1 | 86 | |||
| 16 Dec | 1268.30 | 103 | 3.00 | 52.45 | 2 | 0 | 87 | |||
| 13 Dec | 1272.85 | 100 | 8.50 | 26.37 | 121 | 80 | 87 | |||
| 12 Dec | 1262.90 | 91.5 | -18.25 | 33.34 | 3 | 0 | 8 | |||
| 11 Dec | 1278.20 | 109.75 | -2.90 | 36.91 | 1 | 0 | 7 | |||
| 10 Dec | 1284.85 | 112.65 | -17.35 | 26.71 | 2 | 1 | 6 | |||
| 9 Dec | 1295.15 | 130 | -20.80 | 42.48 | 1 | 0 | 6 | |||
| 6 Dec | 1311.55 | 150.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 1322.05 | 150.8 | 44.75 | 33.58 | 2 | 1 | 6 | |||
| 4 Dec | 1308.95 | 106.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 3 Dec | 1323.30 | 106.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1309.15 | 106.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1292.20 | 106.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 1270.80 | 106.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 106.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1295.70 | 106.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1287.00 | 106.05 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 22 Nov | 1265.40 | 106.05 | 35.75 | 28.95 | 2 | 0 | 5 | |||
| 21 Nov | 1223.00 | 70.3 | -611.15 | 26.53 | 15 | 4 | 4 | |||
| 20 Nov | 1241.65 | 681.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 681.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 681.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 681.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 681.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 681.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 681.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.75 | 681.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 681.45 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1180 expiring on 26DEC2024
Delta for 1180 CE is 0.78
Historical price for 1180 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 32.65, which was -24.65 lower than the previous day. The implied volatity was 24.00, the open interest changed by 124 which increased total open position to 205
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 57.3, which was -22.85 lower than the previous day. The implied volatity was 32.00, the open interest changed by 2 which increased total open position to 81
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 80.15, which was 7.35 higher than the previous day. The implied volatity was 34.52, the open interest changed by -7 which decreased total open position to 79
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 72.8, which was -30.20 lower than the previous day. The implied volatity was 34.60, the open interest changed by -1 which decreased total open position to 86
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 103, which was 3.00 higher than the previous day. The implied volatity was 52.45, the open interest changed by 0 which decreased total open position to 87
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 100, which was 8.50 higher than the previous day. The implied volatity was 26.37, the open interest changed by 80 which increased total open position to 87
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 91.5, which was -18.25 lower than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 8
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 109.75, which was -2.90 lower than the previous day. The implied volatity was 36.91, the open interest changed by 0 which decreased total open position to 7
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 112.65, which was -17.35 lower than the previous day. The implied volatity was 26.71, the open interest changed by 1 which increased total open position to 6
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 130, which was -20.80 lower than the previous day. The implied volatity was 42.48, the open interest changed by 0 which decreased total open position to 6
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 150.8, 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 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 150.8, which was 44.75 higher than the previous day. The implied volatity was 33.58, the open interest changed by 1 which increased total open position to 6
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 106.05, 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 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 106.05, 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 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 106.05, 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 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 106.05, 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 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 106.05, 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 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 106.05, 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 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 106.05, 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 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 106.05, which was 35.75 higher than the previous day. The implied volatity was 28.95, the open interest changed by 0 which decreased total open position to 5
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 70.3, which was -611.15 lower than the previous day. The implied volatity was 26.53, the open interest changed by 4 which increased total open position to 4
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 681.45, 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 681.45, 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 681.45, 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 681.45, 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 681.45, 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 681.45, 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 681.45, 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 681.45, 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 681.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.43
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 3.75 | 1.35 | 21.83 | 16,640 | 402 | 2,749 |
| 19 Dec | 1230.45 | 2.4 | 0.85 | 26.17 | 6,511 | 261 | 2,353 |
| 18 Dec | 1253.25 | 1.55 | -0.85 | 28.70 | 3,343 | -197 | 2,088 |
| 17 Dec | 1245.30 | 2.4 | 1.00 | 27.46 | 4,014 | -19 | 2,291 |
| 16 Dec | 1268.30 | 1.4 | 0.15 | 28.62 | 1,964 | 52 | 2,311 |
| 13 Dec | 1272.85 | 1.25 | -0.90 | 25.94 | 8,232 | 293 | 2,261 |
| 12 Dec | 1262.90 | 2.15 | 0.25 | 25.43 | 2,870 | 175 | 1,976 |
| 11 Dec | 1278.20 | 1.9 | -0.05 | 27.44 | 619 | -22 | 1,799 |
| 10 Dec | 1284.85 | 1.95 | -0.10 | 28.10 | 1,115 | 52 | 1,830 |
| 9 Dec | 1295.15 | 2.05 | 0.40 | 29.51 | 1,430 | -194 | 1,782 |
| 6 Dec | 1311.55 | 1.65 | -0.05 | 28.54 | 525 | -24 | 1,980 |
| 5 Dec | 1322.05 | 1.7 | -0.70 | 29.47 | 902 | 20 | 1,995 |
| 4 Dec | 1308.95 | 2.4 | 0.55 | 29.22 | 848 | 6 | 1,975 |
| 3 Dec | 1323.30 | 1.85 | -0.95 | 29.34 | 1,201 | -32 | 1,974 |
| 2 Dec | 1309.15 | 2.8 | -0.85 | 29.24 | 1,882 | 231 | 2,008 |
| 29 Nov | 1292.20 | 3.65 | -3.40 | 26.63 | 2,314 | 274 | 1,776 |
| 28 Nov | 1270.80 | 7.05 | 2.40 | 28.29 | 1,658 | 392 | 1,504 |
| 27 Nov | 1293.20 | 4.65 | -0.75 | 27.80 | 461 | 33 | 1,109 |
| 26 Nov | 1295.70 | 5.4 | 0.20 | 28.89 | 472 | 27 | 1,075 |
| 25 Nov | 1287.00 | 5.2 | -4.30 | 27.47 | 1,256 | 335 | 1,046 |
| 22 Nov | 1265.40 | 9.5 | -9.45 | 27.31 | 1,242 | 220 | 931 |
| 21 Nov | 1223.00 | 18.95 | 4.95 | 26.81 | 1,213 | 196 | 712 |
| 20 Nov | 1241.65 | 14 | 0.00 | 25.75 | 569 | 136 | 501 |
| 19 Nov | 1241.65 | 14 | 5.60 | 25.75 | 569 | 121 | 501 |
| 18 Nov | 1260.75 | 8.4 | 1.15 | 24.17 | 473 | 115 | 373 |
| 14 Nov | 1267.60 | 7.25 | -2.90 | 23.20 | 188 | 59 | 258 |
| 13 Nov | 1252.05 | 10.15 | 2.65 | 23.53 | 226 | 144 | 196 |
| 12 Nov | 1274.25 | 7.5 | -0.25 | 23.40 | 64 | 17 | 53 |
| 11 Nov | 1272.70 | 7.75 | 0.75 | 23.97 | 292 | 30 | 37 |
| 8 Nov | 1283.75 | 7 | 4.00 | 23.57 | 7 | 5 | 6 |
| 4 Nov | 1302.15 | 3 | 7.70 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1180 expiring on 26DEC2024
Delta for 1180 PE is -0.20
Historical price for 1180 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 3.75, which was 1.35 higher than the previous day. The implied volatity was 21.83, the open interest changed by 402 which increased total open position to 2749
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 2.4, which was 0.85 higher than the previous day. The implied volatity was 26.17, the open interest changed by 261 which increased total open position to 2353
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 1.55, which was -0.85 lower than the previous day. The implied volatity was 28.70, the open interest changed by -197 which decreased total open position to 2088
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 2.4, which was 1.00 higher than the previous day. The implied volatity was 27.46, the open interest changed by -19 which decreased total open position to 2291
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 28.62, the open interest changed by 52 which increased total open position to 2311
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 1.25, which was -0.90 lower than the previous day. The implied volatity was 25.94, the open interest changed by 293 which increased total open position to 2261
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 25.43, the open interest changed by 175 which increased total open position to 1976
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 27.44, the open interest changed by -22 which decreased total open position to 1799
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 28.10, the open interest changed by 52 which increased total open position to 1830
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 2.05, which was 0.40 higher than the previous day. The implied volatity was 29.51, the open interest changed by -194 which decreased total open position to 1782
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 28.54, the open interest changed by -24 which decreased total open position to 1980
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 1.7, which was -0.70 lower than the previous day. The implied volatity was 29.47, the open interest changed by 20 which increased total open position to 1995
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 2.4, which was 0.55 higher than the previous day. The implied volatity was 29.22, the open interest changed by 6 which increased total open position to 1975
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 1.85, which was -0.95 lower than the previous day. The implied volatity was 29.34, the open interest changed by -32 which decreased total open position to 1974
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 2.8, which was -0.85 lower than the previous day. The implied volatity was 29.24, the open interest changed by 231 which increased total open position to 2008
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 3.65, which was -3.40 lower than the previous day. The implied volatity was 26.63, the open interest changed by 274 which increased total open position to 1776
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 7.05, which was 2.40 higher than the previous day. The implied volatity was 28.29, the open interest changed by 392 which increased total open position to 1504
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 4.65, which was -0.75 lower than the previous day. The implied volatity was 27.80, the open interest changed by 33 which increased total open position to 1109
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 5.4, which was 0.20 higher than the previous day. The implied volatity was 28.89, the open interest changed by 27 which increased total open position to 1075
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 5.2, which was -4.30 lower than the previous day. The implied volatity was 27.47, the open interest changed by 335 which increased total open position to 1046
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 9.5, which was -9.45 lower than the previous day. The implied volatity was 27.31, the open interest changed by 220 which increased total open position to 931
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 18.95, which was 4.95 higher than the previous day. The implied volatity was 26.81, the open interest changed by 196 which increased total open position to 712
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 25.75, the open interest changed by 136 which increased total open position to 501
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 14, which was 5.60 higher than the previous day. The implied volatity was 25.75, the open interest changed by 121 which increased total open position to 501
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 8.4, which was 1.15 higher than the previous day. The implied volatity was 24.17, the open interest changed by 115 which increased total open position to 373
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 7.25, which was -2.90 lower than the previous day. The implied volatity was 23.20, the open interest changed by 59 which increased total open position to 258
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 10.15, which was 2.65 higher than the previous day. The implied volatity was 23.53, the open interest changed by 144 which increased total open position to 196
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 7.5, which was -0.25 lower than the previous day. The implied volatity was 23.40, the open interest changed by 17 which increased total open position to 53
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 7.75, which was 0.75 higher than the previous day. The implied volatity was 23.97, the open interest changed by 30 which increased total open position to 37
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 7, which was 4.00 higher than the previous day. The implied volatity was 23.57, the open interest changed by 5 which increased total open position to 6
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 3, which was lower than the previous day. The implied volatity was 7.70, the open interest changed by 0 which decreased total open position to 0
