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[--[65.84.65.76]--]
RELIANCE
Reliance Industries Ltd

1241.3 -9.85 (-0.79%)

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Historical option data for RELIANCE

06 Jan 2025 10:52 AM IST
RELIANCE 30JAN2025 1190 CE
Delta: 0.83
Vega: 0.81
Theta: -0.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 1241.05 65 -6.35 20.45 108 39 167
3 Jan 1251.15 71.35 6.20 16.53 134 -9 128
2 Jan 1241.80 65.15 13.10 18.44 204 -35 138
1 Jan 1221.25 52.05 3.55 18.98 233 -13 174
31 Dec 1215.45 48.5 0.80 19.42 393 -3 191
30 Dec 1210.70 47.7 -6.10 21.04 175 37 193
27 Dec 1221.05 53.8 -0.90 18.79 68 30 157
26 Dec 1216.55 54.7 -5.95 21.58 126 5 130
24 Dec 1222.75 60.65 -0.45 21.28 60 41 125
23 Dec 1222.30 61.1 5.65 21.36 76 31 84
20 Dec 1205.30 55.45 -16.30 24.53 45 28 51
19 Dec 1230.45 71.75 -18.30 23.86 8 3 24
18 Dec 1253.25 90.05 -24.40 23.48 23 20 20
17 Dec 1245.30 114.45 0.00 - 0 0 0
16 Dec 1268.30 114.45 0.00 - 0 0 0
13 Dec 1272.85 114.45 0.00 - 0 0 0
12 Dec 1262.90 114.45 0.00 - 0 0 0
11 Dec 1278.20 114.45 0.00 - 0 0 0
10 Dec 1284.85 114.45 0.00 - 0 0 0
9 Dec 1295.15 114.45 0.00 - 0 0 0
6 Dec 1311.55 114.45 0.00 - 0 0 0
5 Dec 1322.05 114.45 0.00 - 0 0 0
4 Dec 1308.95 114.45 0.00 - 0 0 0
3 Dec 1323.30 114.45 0.00 - 0 0 0
2 Dec 1309.15 114.45 0.00 - 0 0 0
29 Nov 1292.20 114.45 - 0 0 0


For Reliance Industries Ltd - strike price 1190 expiring on 30JAN2025

Delta for 1190 CE is 0.83

Historical price for 1190 CE is as follows

On 6 Jan RELIANCE was trading at 1241.05. The strike last trading price was 65, which was -6.35 lower than the previous day. The implied volatity was 20.45, the open interest changed by 39 which increased total open position to 167


On 3 Jan RELIANCE was trading at 1251.15. The strike last trading price was 71.35, which was 6.20 higher than the previous day. The implied volatity was 16.53, the open interest changed by -9 which decreased total open position to 128


On 2 Jan RELIANCE was trading at 1241.80. The strike last trading price was 65.15, which was 13.10 higher than the previous day. The implied volatity was 18.44, the open interest changed by -35 which decreased total open position to 138


On 1 Jan RELIANCE was trading at 1221.25. The strike last trading price was 52.05, which was 3.55 higher than the previous day. The implied volatity was 18.98, the open interest changed by -13 which decreased total open position to 174


On 31 Dec RELIANCE was trading at 1215.45. The strike last trading price was 48.5, which was 0.80 higher than the previous day. The implied volatity was 19.42, the open interest changed by -3 which decreased total open position to 191


On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 47.7, which was -6.10 lower than the previous day. The implied volatity was 21.04, the open interest changed by 37 which increased total open position to 193


On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 53.8, which was -0.90 lower than the previous day. The implied volatity was 18.79, the open interest changed by 30 which increased total open position to 157


On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 54.7, which was -5.95 lower than the previous day. The implied volatity was 21.58, the open interest changed by 5 which increased total open position to 130


On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 60.65, which was -0.45 lower than the previous day. The implied volatity was 21.28, the open interest changed by 41 which increased total open position to 125


On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 61.1, which was 5.65 higher than the previous day. The implied volatity was 21.36, the open interest changed by 31 which increased total open position to 84


On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 55.45, which was -16.30 lower than the previous day. The implied volatity was 24.53, the open interest changed by 28 which increased total open position to 51


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 71.75, which was -18.30 lower than the previous day. The implied volatity was 23.86, the open interest changed by 3 which increased total open position to 24


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 90.05, which was -24.40 lower than the previous day. The implied volatity was 23.48, the open interest changed by 20 which increased total open position to 20


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 114.45, 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 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 114.45, 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 Dec RELIANCE was trading at 1272.85. The strike last trading price was 114.45, 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 Dec RELIANCE was trading at 1262.90. The strike last trading price was 114.45, 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 Dec RELIANCE was trading at 1278.20. The strike last trading price was 114.45, 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 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 114.45, 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 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 114.45, 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 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 114.45, 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 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 114.45, 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 Dec RELIANCE was trading at 1308.95. The strike last trading price was 114.45, 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 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 114.45, 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 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 114.45, 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 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 114.45, 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 30JAN2025 1190 PE
Delta: -0.19
Vega: 0.87
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 1241.05 7.6 1.60 22.16 1,607 -137 1,022
3 Jan 1251.15 6 -1.40 21.12 3,068 140 1,163
2 Jan 1241.80 7.4 -4.70 20.59 2,124 28 1,026
1 Jan 1221.25 12.1 -2.15 20.97 952 24 996
31 Dec 1215.45 14.25 -2.35 21.01 2,216 68 972
30 Dec 1210.70 16.6 2.80 21.41 1,914 262 899
27 Dec 1221.05 13.8 -3.30 20.85 1,201 106 634
26 Dec 1216.55 17.1 0.70 22.15 749 138 521
24 Dec 1222.75 16.4 -1.60 22.77 540 90 378
23 Dec 1222.30 18 -8.55 23.65 482 120 289
20 Dec 1205.30 26.55 9.55 24.79 275 91 168
19 Dec 1230.45 17 5.45 23.40 62 29 77
18 Dec 1253.25 11.55 -2.90 23.30 58 20 47
17 Dec 1245.30 14.45 5.45 23.74 42 11 26
16 Dec 1268.30 9 -9.75 22.87 20 14 14
13 Dec 1272.85 18.75 0.00 6.12 0 0 0
12 Dec 1262.90 18.75 0.00 5.36 0 0 0
11 Dec 1278.20 18.75 0.00 6.28 0 0 0
10 Dec 1284.85 18.75 0.00 6.53 0 0 0
9 Dec 1295.15 18.75 0.00 7.10 0 0 0
6 Dec 1311.55 18.75 0.00 7.89 0 0 0
5 Dec 1322.05 18.75 0.00 8.45 0 0 0
4 Dec 1308.95 18.75 0.00 7.62 0 0 0
3 Dec 1323.30 18.75 0.00 8.01 0 0 0
2 Dec 1309.15 18.75 0.00 7.35 0 0 0
29 Nov 1292.20 18.75 6.50 0 0 0


For Reliance Industries Ltd - strike price 1190 expiring on 30JAN2025

Delta for 1190 PE is -0.19

Historical price for 1190 PE is as follows

On 6 Jan RELIANCE was trading at 1241.05. The strike last trading price was 7.6, which was 1.60 higher than the previous day. The implied volatity was 22.16, the open interest changed by -137 which decreased total open position to 1022


On 3 Jan RELIANCE was trading at 1251.15. The strike last trading price was 6, which was -1.40 lower than the previous day. The implied volatity was 21.12, the open interest changed by 140 which increased total open position to 1163


On 2 Jan RELIANCE was trading at 1241.80. The strike last trading price was 7.4, which was -4.70 lower than the previous day. The implied volatity was 20.59, the open interest changed by 28 which increased total open position to 1026


On 1 Jan RELIANCE was trading at 1221.25. The strike last trading price was 12.1, which was -2.15 lower than the previous day. The implied volatity was 20.97, the open interest changed by 24 which increased total open position to 996


On 31 Dec RELIANCE was trading at 1215.45. The strike last trading price was 14.25, which was -2.35 lower than the previous day. The implied volatity was 21.01, the open interest changed by 68 which increased total open position to 972


On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 16.6, which was 2.80 higher than the previous day. The implied volatity was 21.41, the open interest changed by 262 which increased total open position to 899


On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 13.8, which was -3.30 lower than the previous day. The implied volatity was 20.85, the open interest changed by 106 which increased total open position to 634


On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 17.1, which was 0.70 higher than the previous day. The implied volatity was 22.15, the open interest changed by 138 which increased total open position to 521


On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 16.4, which was -1.60 lower than the previous day. The implied volatity was 22.77, the open interest changed by 90 which increased total open position to 378


On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 18, which was -8.55 lower than the previous day. The implied volatity was 23.65, the open interest changed by 120 which increased total open position to 289


On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 26.55, which was 9.55 higher than the previous day. The implied volatity was 24.79, the open interest changed by 91 which increased total open position to 168


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 17, which was 5.45 higher than the previous day. The implied volatity was 23.40, the open interest changed by 29 which increased total open position to 77


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 11.55, which was -2.90 lower than the previous day. The implied volatity was 23.30, the open interest changed by 20 which increased total open position to 47


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 14.45, which was 5.45 higher than the previous day. The implied volatity was 23.74, the open interest changed by 11 which increased total open position to 26


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 9, which was -9.75 lower than the previous day. The implied volatity was 22.87, the open interest changed by 14 which increased total open position to 14


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 6.53, the open interest changed by 0 which decreased total open position to 0


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 8.45, the open interest changed by 0 which decreased total open position to 0


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 18.75, which was 0.00 lower than the previous day. The implied volatity was 8.01, 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 18.75, which was 0.00 lower than the previous day. The implied volatity was 7.35, 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 18.75, which was lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0