RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
11 Mar 2025 12:22 PM IST
| RELIANCE 27MAR2025 1190 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.18
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 1244.05 | 59.6 | 3 | 12.54 | 113 | -19 | 1,136 | |||
| 10 Mar | 1238.40 | 55.55 | -12.8 | 16.64 | 344 | -119 | 1,155 | |||
| 7 Mar | 1249.80 | 65.9 | 28.35 | 18.54 | 2,227 | -305 | 1,274 | |||
| 6 Mar | 1209.60 | 37.6 | 18.55 | 17.79 | 10,646 | -473 | 1,588 | |||
| 5 Mar | 1175.60 | 19.3 | 4 | 19.11 | 9,915 | -288 | 2,061 | |||
| 3 Mar | 1171.25 | 19.3 | -16.75 | 19.23 | 10,426 | 1,584 | 2,001 | |||
| 28 Feb | 1200.10 | 34.75 | -6.75 | 19.75 | 1,552 | 63 | 406 | |||
| 27 Feb | 1207.10 | 42.7 | 0.85 | 20.48 | 1,032 | 258 | 343 | |||
| 26 Feb | 1204.00 | 41.45 | -10 | 21.52 | 189 | 45 | 84 | |||
| 25 Feb | 1204.00 | 41.45 | -10 | 21.52 | 189 | 44 | 84 | |||
| 24 Feb | 1214.55 | 51.45 | -14.75 | 22.12 | 103 | 15 | 40 | |||
| 21 Feb | 1228.15 | 66.2 | 4.2 | 25.58 | 25 | 22 | 24 | |||
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| 20 Feb | 1233.00 | 62 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Feb | 1227.45 | 62 | 3 | 21.61 | 1 | 0 | 1 | |||
| 18 Feb | 1225.40 | 59 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 1224.90 | 59 | 0 | 0.00 | 0 | 1 | 0 | |||
| 14 Feb | 1217.25 | 59 | -37.65 | 22.97 | 1 | 0 | 0 | |||
| 13 Feb | 1216.10 | 96.65 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1216.55 | 96.65 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1234.85 | 96.65 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 1253.65 | 96.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1266.70 | 96.65 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1281.55 | 96.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1278.20 | 96.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1285.20 | 96.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1245.90 | 96.65 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1264.60 | 96.65 | 0 | - | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1190 expiring on 27MAR2025
Delta for 1190 CE is 0.97
Historical price for 1190 CE is as follows
On 11 Mar RELIANCE was trading at 1244.05. The strike last trading price was 59.6, which was 3 higher than the previous day. The implied volatity was 12.54, the open interest changed by -19 which decreased total open position to 1136
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 55.55, which was -12.8 lower than the previous day. The implied volatity was 16.64, the open interest changed by -119 which decreased total open position to 1155
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 65.9, which was 28.35 higher than the previous day. The implied volatity was 18.54, the open interest changed by -305 which decreased total open position to 1274
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 37.6, which was 18.55 higher than the previous day. The implied volatity was 17.79, the open interest changed by -473 which decreased total open position to 1588
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 19.3, which was 4 higher than the previous day. The implied volatity was 19.11, the open interest changed by -288 which decreased total open position to 2061
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 19.3, which was -16.75 lower than the previous day. The implied volatity was 19.23, the open interest changed by 1584 which increased total open position to 2001
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 34.75, which was -6.75 lower than the previous day. The implied volatity was 19.75, the open interest changed by 63 which increased total open position to 406
On 27 Feb RELIANCE was trading at 1207.10. The strike last trading price was 42.7, which was 0.85 higher than the previous day. The implied volatity was 20.48, the open interest changed by 258 which increased total open position to 343
On 26 Feb RELIANCE was trading at 1204.00. The strike last trading price was 41.45, which was -10 lower than the previous day. The implied volatity was 21.52, the open interest changed by 45 which increased total open position to 84
On 25 Feb RELIANCE was trading at 1204.00. The strike last trading price was 41.45, which was -10 lower than the previous day. The implied volatity was 21.52, the open interest changed by 44 which increased total open position to 84
On 24 Feb RELIANCE was trading at 1214.55. The strike last trading price was 51.45, which was -14.75 lower than the previous day. The implied volatity was 22.12, the open interest changed by 15 which increased total open position to 40
On 21 Feb RELIANCE was trading at 1228.15. The strike last trading price was 66.2, which was 4.2 higher than the previous day. The implied volatity was 25.58, the open interest changed by 22 which increased total open position to 24
On 20 Feb RELIANCE was trading at 1233.00. The strike last trading price was 62, which was 0 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 19 Feb RELIANCE was trading at 1227.45. The strike last trading price was 62, which was 3 higher than the previous day. The implied volatity was 21.61, the open interest changed by 0 which decreased total open position to 1
On 18 Feb RELIANCE was trading at 1225.40. The strike last trading price was 59, which was 0 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 17 Feb RELIANCE was trading at 1224.90. The strike last trading price was 59, which was 0 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 14 Feb RELIANCE was trading at 1217.25. The strike last trading price was 59, which was -37.65 lower than the previous day. The implied volatity was 22.97, the open interest changed by 0 which decreased total open position to 0
On 13 Feb RELIANCE was trading at 1216.10. The strike last trading price was 96.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb RELIANCE was trading at 1216.55. The strike last trading price was 96.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb RELIANCE was trading at 1234.85. The strike last trading price was 96.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb RELIANCE was trading at 1253.65. The strike last trading price was 96.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb RELIANCE was trading at 1266.70. The strike last trading price was 96.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb RELIANCE was trading at 1281.55. The strike last trading price was 96.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb RELIANCE was trading at 1278.20. The strike last trading price was 96.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb RELIANCE was trading at 1285.20. The strike last trading price was 96.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb RELIANCE was trading at 1245.90. The strike last trading price was 96.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb RELIANCE was trading at 1264.60. The strike last trading price was 96.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 27MAR2025 1190 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.63
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 1244.05 | 5.35 | -0.85 | 23.86 | 1,346 | -20 | 2,112 |
| 10 Mar | 1238.40 | 6.2 | 0 | 22.83 | 3,454 | -236 | 2,132 |
| 7 Mar | 1249.80 | 6.3 | -6.45 | 23.62 | 8,636 | 585 | 2,368 |
| 6 Mar | 1209.60 | 12.95 | -14.2 | 21.13 | 10,765 | 431 | 1,778 |
| 5 Mar | 1175.60 | 26.6 | -9.9 | 20.46 | 2,241 | -59 | 1,345 |
| 3 Mar | 1171.25 | 32.3 | 12.3 | 23.24 | 4,886 | 366 | 1,340 |
| 28 Feb | 1200.10 | 21.25 | 2.6 | 22.36 | 3,761 | -22 | 974 |
| 27 Feb | 1207.10 | 18 | -1.7 | 22.43 | 1,706 | 396 | 996 |
| 26 Feb | 1204.00 | 20.35 | 4.1 | 22.01 | 915 | 200 | 598 |
| 25 Feb | 1204.00 | 20.35 | 4.1 | 22.01 | 915 | 198 | 598 |
| 24 Feb | 1214.55 | 16.3 | 2 | 22.06 | 674 | 194 | 401 |
| 21 Feb | 1228.15 | 14.4 | 0.65 | 22.52 | 195 | 55 | 207 |
| 20 Feb | 1233.00 | 13.75 | -2.55 | 22.82 | 94 | 22 | 153 |
| 19 Feb | 1227.45 | 16.35 | -1.85 | 23.42 | 112 | 44 | 131 |
| 18 Feb | 1225.40 | 18.3 | -0.65 | 24.13 | 52 | 21 | 79 |
| 17 Feb | 1224.90 | 19 | -2.35 | 24.73 | 77 | 17 | 57 |
| 14 Feb | 1217.25 | 21.7 | -1.3 | 23.65 | 18 | 13 | 39 |
| 13 Feb | 1216.10 | 23 | 0 | 24.65 | 1 | 0 | 27 |
| 12 Feb | 1216.55 | 23 | 7 | 24.55 | 38 | 27 | 27 |
| 11 Feb | 1234.85 | 16 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 1253.65 | 16 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 1266.70 | 16 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 1281.55 | 16 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 1278.20 | 16 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 1285.20 | 16 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 1245.90 | 16 | -4.35 | 23.84 | 2 | 1 | 1 |
| 1 Feb | 1264.60 | 20.35 | 0 | 5.35 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1190 expiring on 27MAR2025
Delta for 1190 PE is -0.16
Historical price for 1190 PE is as follows
On 11 Mar RELIANCE was trading at 1244.05. The strike last trading price was 5.35, which was -0.85 lower than the previous day. The implied volatity was 23.86, the open interest changed by -20 which decreased total open position to 2112
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 22.83, the open interest changed by -236 which decreased total open position to 2132
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 6.3, which was -6.45 lower than the previous day. The implied volatity was 23.62, the open interest changed by 585 which increased total open position to 2368
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 12.95, which was -14.2 lower than the previous day. The implied volatity was 21.13, the open interest changed by 431 which increased total open position to 1778
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 26.6, which was -9.9 lower than the previous day. The implied volatity was 20.46, the open interest changed by -59 which decreased total open position to 1345
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 32.3, which was 12.3 higher than the previous day. The implied volatity was 23.24, the open interest changed by 366 which increased total open position to 1340
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 21.25, which was 2.6 higher than the previous day. The implied volatity was 22.36, the open interest changed by -22 which decreased total open position to 974
On 27 Feb RELIANCE was trading at 1207.10. The strike last trading price was 18, which was -1.7 lower than the previous day. The implied volatity was 22.43, the open interest changed by 396 which increased total open position to 996
On 26 Feb RELIANCE was trading at 1204.00. The strike last trading price was 20.35, which was 4.1 higher than the previous day. The implied volatity was 22.01, the open interest changed by 200 which increased total open position to 598
On 25 Feb RELIANCE was trading at 1204.00. The strike last trading price was 20.35, which was 4.1 higher than the previous day. The implied volatity was 22.01, the open interest changed by 198 which increased total open position to 598
On 24 Feb RELIANCE was trading at 1214.55. The strike last trading price was 16.3, which was 2 higher than the previous day. The implied volatity was 22.06, the open interest changed by 194 which increased total open position to 401
On 21 Feb RELIANCE was trading at 1228.15. The strike last trading price was 14.4, which was 0.65 higher than the previous day. The implied volatity was 22.52, the open interest changed by 55 which increased total open position to 207
On 20 Feb RELIANCE was trading at 1233.00. The strike last trading price was 13.75, which was -2.55 lower than the previous day. The implied volatity was 22.82, the open interest changed by 22 which increased total open position to 153
On 19 Feb RELIANCE was trading at 1227.45. The strike last trading price was 16.35, which was -1.85 lower than the previous day. The implied volatity was 23.42, the open interest changed by 44 which increased total open position to 131
On 18 Feb RELIANCE was trading at 1225.40. The strike last trading price was 18.3, which was -0.65 lower than the previous day. The implied volatity was 24.13, the open interest changed by 21 which increased total open position to 79
On 17 Feb RELIANCE was trading at 1224.90. The strike last trading price was 19, which was -2.35 lower than the previous day. The implied volatity was 24.73, the open interest changed by 17 which increased total open position to 57
On 14 Feb RELIANCE was trading at 1217.25. The strike last trading price was 21.7, which was -1.3 lower than the previous day. The implied volatity was 23.65, the open interest changed by 13 which increased total open position to 39
On 13 Feb RELIANCE was trading at 1216.10. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 27
On 12 Feb RELIANCE was trading at 1216.55. The strike last trading price was 23, which was 7 higher than the previous day. The implied volatity was 24.55, the open interest changed by 27 which increased total open position to 27
On 11 Feb RELIANCE was trading at 1234.85. The strike last trading price was 16, which was 0 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 Feb RELIANCE was trading at 1253.65. The strike last trading price was 16, which was 0 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 Feb RELIANCE was trading at 1266.70. The strike last trading price was 16, which was 0 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 Feb RELIANCE was trading at 1281.55. The strike last trading price was 16, which was 0 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 Feb RELIANCE was trading at 1278.20. The strike last trading price was 16, which was 0 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 Feb RELIANCE was trading at 1285.20. The strike last trading price was 16, which was 0 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 Feb RELIANCE was trading at 1245.90. The strike last trading price was 16, which was -4.35 lower than the previous day. The implied volatity was 23.84, the open interest changed by 1 which increased total open position to 1
On 1 Feb RELIANCE was trading at 1264.60. The strike last trading price was 20.35, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
