RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
06 Jan 2025 10:52 AM IST
RELIANCE 30JAN2025 1190 CE | ||||||||||
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Delta: 0.83
Vega: 0.81
Theta: -0.61
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.19
Vega: 0.87
Theta: -0.33
Gamma: 0.00
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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