RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.44
Theta: -1.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 47.55 | -18.30 | 28.75 | 408 | 76 | 176 | |||
| 20 Nov | 1241.65 | 65.85 | 0.00 | 32.94 | 50 | 22 | 98 | |||
| 19 Nov | 1241.65 | 65.85 | -18.25 | 32.94 | 50 | 20 | 98 | |||
| 18 Nov | 1260.75 | 84.1 | 4.70 | 27.68 | 68 | -30 | 80 | |||
| 14 Nov | 1267.60 | 79.4 | 0.00 | 0.00 | 0 | 102 | 0 | |||
| 13 Nov | 1252.05 | 79.4 | -28.60 | 22.04 | 110 | 98 | 106 | |||
| 12 Nov | 1274.25 | 108 | 0.00 | 0.00 | 0 | 4 | 0 | |||
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| 11 Nov | 1272.70 | 108 | -14.85 | 39.39 | 4 | 0 | 4 | |||
| 8 Nov | 1283.75 | 122.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 122.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 122.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 122.85 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 4 Nov | 1302.15 | 122.85 | -604.10 | - | 4 | 0 | 0 | |||
| 1 Nov | 1338.65 | 726.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 726.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 726.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 726.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 726.95 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1180 expiring on 28NOV2024
Delta for 1180 CE is 0.82
Historical price for 1180 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 47.55, which was -18.30 lower than the previous day. The implied volatity was 28.75, the open interest changed by 38 which increased total open position to 88
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 65.85, which was 0.00 lower than the previous day. The implied volatity was 32.94, the open interest changed by 11 which increased total open position to 49
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 65.85, which was -18.25 lower than the previous day. The implied volatity was 32.94, the open interest changed by 10 which increased total open position to 49
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 84.1, which was 4.70 higher than the previous day. The implied volatity was 27.68, the open interest changed by -15 which decreased total open position to 40
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 79.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 51 which increased total open position to 0
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 79.4, which was -28.60 lower than the previous day. The implied volatity was 22.04, the open interest changed by 49 which increased total open position to 53
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 108, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 108, which was -14.85 lower than the previous day. The implied volatity was 39.39, the open interest changed by 0 which decreased total open position to 2
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 122.85, 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 122.85, 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 122.85, 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 122.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 122.85, which was -604.10 lower than the previous day. The implied volatity was -, 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 726.95, 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 726.95, 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 726.95, 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 726.95, 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 726.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.47
Theta: -0.96
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 5.75 | 0.75 | 30.75 | 15,288 | -46 | 3,712 |
| 20 Nov | 1241.65 | 5 | 0.00 | 31.77 | 10,848 | 288 | 3,668 |
| 19 Nov | 1241.65 | 5 | 3.00 | 31.77 | 10,848 | 198 | 3,668 |
| 18 Nov | 1260.75 | 2 | 0.35 | 28.67 | 7,036 | 398 | 3,494 |
| 14 Nov | 1267.60 | 1.65 | -1.30 | 25.05 | 6,446 | -306 | 3,108 |
| 13 Nov | 1252.05 | 2.95 | 0.50 | 24.79 | 8,914 | 384 | 3,400 |
| 12 Nov | 1274.25 | 2.45 | 0.15 | 26.36 | 2,366 | -258 | 3,020 |
| 11 Nov | 1272.70 | 2.3 | -1.15 | 26.00 | 3,836 | 432 | 3,298 |
| 8 Nov | 1283.75 | 3.45 | 1.65 | 28.00 | 5,942 | 1,050 | 2,844 |
| 7 Nov | 1305.65 | 1.8 | 0.05 | 27.39 | 1,674 | 284 | 1,796 |
| 6 Nov | 1325.35 | 1.75 | -1.60 | 29.76 | 2,144 | -38 | 1,512 |
| 5 Nov | 1305.30 | 3.35 | -1.65 | 30.60 | 2,758 | 170 | 1,560 |
| 4 Nov | 1302.15 | 5 | 2.15 | 31.73 | 5,432 | 1,154 | 1,388 |
| 1 Nov | 1338.65 | 2.85 | -0.60 | 31.80 | 244 | 122 | 232 |
| 31 Oct | 1332.05 | 3.45 | 1.20 | - | 128 | 78 | 82 |
| 30 Oct | 1343.90 | 2.25 | -0.40 | - | 4 | 0 | 0 |
| 29 Oct | 1340.00 | 2.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1334.35 | 2.65 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1180 expiring on 28NOV2024
Delta for 1180 PE is -0.20
Historical price for 1180 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 5.75, which was 0.75 higher than the previous day. The implied volatity was 30.75, the open interest changed by -23 which decreased total open position to 1856
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 31.77, the open interest changed by 144 which increased total open position to 1834
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 5, which was 3.00 higher than the previous day. The implied volatity was 31.77, the open interest changed by 99 which increased total open position to 1834
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 28.67, the open interest changed by 199 which increased total open position to 1747
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 1.65, which was -1.30 lower than the previous day. The implied volatity was 25.05, the open interest changed by -153 which decreased total open position to 1554
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 2.95, which was 0.50 higher than the previous day. The implied volatity was 24.79, the open interest changed by 192 which increased total open position to 1700
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was 26.36, the open interest changed by -129 which decreased total open position to 1510
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 2.3, which was -1.15 lower than the previous day. The implied volatity was 26.00, the open interest changed by 216 which increased total open position to 1649
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 3.45, which was 1.65 higher than the previous day. The implied volatity was 28.00, the open interest changed by 525 which increased total open position to 1422
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 27.39, the open interest changed by 142 which increased total open position to 898
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 1.75, which was -1.60 lower than the previous day. The implied volatity was 29.76, the open interest changed by -19 which decreased total open position to 756
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 3.35, which was -1.65 lower than the previous day. The implied volatity was 30.60, the open interest changed by 85 which increased total open position to 780
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 5, which was 2.15 higher than the previous day. The implied volatity was 31.73, the open interest changed by 577 which increased total open position to 694
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 2.85, which was -0.60 lower than the previous day. The implied volatity was 31.80, the open interest changed by 61 which increased total open position to 116
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 3.45, which was 1.20 higher 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 2.25, which was -0.40 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 2.65, 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 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
