RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1190 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.51
Theta: -1.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 38.75 | -19.20 | 26.76 | 534 | 24 | 98 | |||
| 20 Nov | 1241.65 | 57.95 | 0.00 | 33.16 | 48 | -14 | 74 | |||
| 19 Nov | 1241.65 | 57.95 | -19.35 | 33.16 | 48 | -14 | 74 | |||
| 18 Nov | 1260.75 | 77.3 | -5.65 | 33.38 | 44 | -10 | 88 | |||
| 14 Nov | 1267.60 | 82.95 | 10.85 | 22.31 | 58 | 26 | 100 | |||
| 13 Nov | 1252.05 | 72.1 | -29.30 | 25.43 | 122 | 68 | 74 | |||
| 12 Nov | 1274.25 | 101.4 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 11 Nov | 1272.70 | 101.4 | -545.50 | 41.51 | 8 | 4 | 4 | |||
| 8 Nov | 1283.75 | 646.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 646.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 646.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 646.9 | 646.90 | - | 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 | |||
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| 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 1190 expiring on 28NOV2024
Delta for 1190 CE is 0.77
Historical price for 1190 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 38.75, which was -19.20 lower than the previous day. The implied volatity was 26.76, the open interest changed by 12 which increased total open position to 49
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 57.95, which was 0.00 lower than the previous day. The implied volatity was 33.16, the open interest changed by -7 which decreased total open position to 37
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 57.95, which was -19.35 lower than the previous day. The implied volatity was 33.16, the open interest changed by -7 which decreased total open position to 37
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 77.3, which was -5.65 lower than the previous day. The implied volatity was 33.38, the open interest changed by -5 which decreased total open position to 44
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 82.95, which was 10.85 higher than the previous day. The implied volatity was 22.31, the open interest changed by 13 which increased total open position to 50
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 72.1, which was -29.30 lower than the previous day. The implied volatity was 25.43, the open interest changed by 34 which increased total open position to 37
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 101.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 101.4, which was -545.50 lower than the previous day. The implied volatity was 41.51, the open interest changed by 2 which increased total open position to 2
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 646.9, 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 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 646.9, 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 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 646.9, 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 Nov RELIANCE was trading at 1305.30. The strike last trading price was 646.9, which was 646.90 higher 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 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 1190 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.53
Theta: -1.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 7.5 | 1.30 | 29.60 | 11,546 | 1,660 | 3,956 |
| 20 Nov | 1241.65 | 6.2 | 0.00 | 30.52 | 6,122 | 446 | 2,310 |
| 19 Nov | 1241.65 | 6.2 | 3.80 | 30.52 | 6,122 | 460 | 2,310 |
| 18 Nov | 1260.75 | 2.4 | 0.45 | 27.13 | 5,406 | 310 | 1,846 |
| 14 Nov | 1267.60 | 1.95 | -2.05 | 23.72 | 5,778 | 14 | 1,520 |
| 13 Nov | 1252.05 | 4 | 0.90 | 24.47 | 3,662 | 508 | 1,506 |
| 12 Nov | 1274.25 | 3.1 | 0.35 | 25.67 | 1,190 | 128 | 1,006 |
| 11 Nov | 1272.70 | 2.75 | -1.40 | 24.98 | 2,102 | 80 | 892 |
| 8 Nov | 1283.75 | 4.15 | 1.90 | 27.29 | 2,556 | 344 | 796 |
| 7 Nov | 1305.65 | 2.25 | 0.20 | 26.90 | 372 | 76 | 450 |
| 6 Nov | 1325.35 | 2.05 | -1.75 | 29.00 | 1,076 | 180 | 380 |
| 5 Nov | 1305.30 | 3.8 | 3.80 | 29.68 | 1,226 | 176 | 176 |
| 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 1190 expiring on 28NOV2024
Delta for 1190 PE is -0.25
Historical price for 1190 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 7.5, which was 1.30 higher than the previous day. The implied volatity was 29.60, the open interest changed by 830 which increased total open position to 1978
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 30.52, the open interest changed by 223 which increased total open position to 1155
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 6.2, which was 3.80 higher than the previous day. The implied volatity was 30.52, the open interest changed by 230 which increased total open position to 1155
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 2.4, which was 0.45 higher than the previous day. The implied volatity was 27.13, the open interest changed by 155 which increased total open position to 923
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 1.95, which was -2.05 lower than the previous day. The implied volatity was 23.72, the open interest changed by 7 which increased total open position to 760
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 4, which was 0.90 higher than the previous day. The implied volatity was 24.47, the open interest changed by 254 which increased total open position to 753
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 3.1, which was 0.35 higher than the previous day. The implied volatity was 25.67, the open interest changed by 64 which increased total open position to 503
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 2.75, which was -1.40 lower than the previous day. The implied volatity was 24.98, the open interest changed by 40 which increased total open position to 446
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 4.15, which was 1.90 higher than the previous day. The implied volatity was 27.29, the open interest changed by 172 which increased total open position to 398
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 2.25, which was 0.20 higher than the previous day. The implied volatity was 26.90, the open interest changed by 38 which increased total open position to 225
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 2.05, which was -1.75 lower than the previous day. The implied volatity was 29.00, the open interest changed by 90 which increased total open position to 190
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 3.8, which was 3.80 higher than the previous day. The implied volatity was 29.68, the open interest changed by 88 which increased total open position to 88
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
