RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.59
Theta: -1.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 31.6 | -17.00 | 26.92 | 11,914 | 1,734 | 3,694 | |||
| 20 Nov | 1241.65 | 48.6 | 0.00 | 30.18 | 1,670 | 214 | 1,908 | |||
| 19 Nov | 1241.65 | 48.6 | -17.50 | 30.18 | 1,670 | 162 | 1,908 | |||
| 18 Nov | 1260.75 | 66.1 | -8.20 | 27.41 | 1,704 | 50 | 1,750 | |||
| 14 Nov | 1267.60 | 74.3 | 10.80 | 23.53 | 2,084 | -286 | 1,700 | |||
| 13 Nov | 1252.05 | 63.5 | -14.50 | 24.97 | 2,858 | 640 | 1,986 | |||
| 12 Nov | 1274.25 | 78 | -5.00 | 23.66 | 982 | 54 | 1,346 | |||
| 11 Nov | 1272.70 | 83 | -7.50 | 25.36 | 1,176 | 6 | 1,192 | |||
| 8 Nov | 1283.75 | 90.5 | -25.00 | 24.42 | 742 | 34 | 1,186 | |||
| 7 Nov | 1305.65 | 115.5 | -16.50 | 28.15 | 278 | -66 | 1,150 | |||
| 6 Nov | 1325.35 | 132 | 13.15 | - | 566 | -210 | 1,218 | |||
| 5 Nov | 1305.30 | 118.85 | 7.00 | 27.82 | 1,320 | 180 | 1,430 | |||
| 4 Nov | 1302.15 | 111.85 | -33.15 | 28.59 | 1,656 | 794 | 1,246 | |||
| 1 Nov | 1338.65 | 145 | -2.15 | - | 12 | 4 | 448 | |||
| 31 Oct | 1332.05 | 147.15 | -8.85 | - | 218 | 76 | 428 | |||
| 30 Oct | 1343.90 | 156 | 4.50 | - | 252 | 198 | 352 | |||
| 29 Oct | 1340.00 | 151.5 | 4.05 | - | 362 | 134 | 150 | |||
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| 28 Oct | 1334.35 | 147.45 | - | 30 | 14 | 14 | ||||
For Reliance Industries Ltd - strike price 1200 expiring on 28NOV2024
Delta for 1200 CE is 0.70
Historical price for 1200 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 31.6, which was -17.00 lower than the previous day. The implied volatity was 26.92, the open interest changed by 867 which increased total open position to 1847
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 48.6, which was 0.00 lower than the previous day. The implied volatity was 30.18, the open interest changed by 107 which increased total open position to 954
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 48.6, which was -17.50 lower than the previous day. The implied volatity was 30.18, the open interest changed by 81 which increased total open position to 954
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 66.1, which was -8.20 lower than the previous day. The implied volatity was 27.41, the open interest changed by 25 which increased total open position to 875
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 74.3, which was 10.80 higher than the previous day. The implied volatity was 23.53, the open interest changed by -143 which decreased total open position to 850
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 63.5, which was -14.50 lower than the previous day. The implied volatity was 24.97, the open interest changed by 320 which increased total open position to 993
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 78, which was -5.00 lower than the previous day. The implied volatity was 23.66, the open interest changed by 27 which increased total open position to 673
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 83, which was -7.50 lower than the previous day. The implied volatity was 25.36, the open interest changed by 3 which increased total open position to 596
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 90.5, which was -25.00 lower than the previous day. The implied volatity was 24.42, the open interest changed by 17 which increased total open position to 593
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 115.5, which was -16.50 lower than the previous day. The implied volatity was 28.15, the open interest changed by -33 which decreased total open position to 575
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 132, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 609
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 118.85, which was 7.00 higher than the previous day. The implied volatity was 27.82, the open interest changed by 90 which increased total open position to 715
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 111.85, which was -33.15 lower than the previous day. The implied volatity was 28.59, the open interest changed by 397 which increased total open position to 623
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 145, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 224
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 147.15, which was -8.85 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 156, which was 4.50 higher 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 151.5, which was 4.05 higher 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 147.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.60
Theta: -1.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 10 | 1.80 | 28.86 | 31,878 | 182 | 16,896 |
| 20 Nov | 1241.65 | 8.2 | 0.00 | 30.11 | 30,514 | -104 | 16,612 |
| 19 Nov | 1241.65 | 8.2 | 4.90 | 30.11 | 30,514 | -206 | 16,612 |
| 18 Nov | 1260.75 | 3.3 | 0.60 | 26.55 | 23,912 | -304 | 16,808 |
| 14 Nov | 1267.60 | 2.7 | -2.65 | 23.28 | 17,510 | -72 | 17,120 |
| 13 Nov | 1252.05 | 5.35 | 1.40 | 24.13 | 23,044 | 1,972 | 17,160 |
| 12 Nov | 1274.25 | 3.95 | 0.40 | 25.04 | 12,362 | 640 | 15,298 |
| 11 Nov | 1272.70 | 3.55 | -1.90 | 24.45 | 13,918 | 710 | 14,684 |
| 8 Nov | 1283.75 | 5.45 | 2.50 | 27.32 | 19,066 | 3,220 | 13,900 |
| 7 Nov | 1305.65 | 2.95 | 0.25 | 26.74 | 5,374 | 206 | 10,674 |
| 6 Nov | 1325.35 | 2.7 | -2.00 | 29.00 | 9,334 | 202 | 10,498 |
| 5 Nov | 1305.30 | 4.7 | -2.50 | 29.43 | 12,252 | 862 | 10,338 |
| 4 Nov | 1302.15 | 7.2 | 3.25 | 31.11 | 23,426 | 3,722 | 9,418 |
| 1 Nov | 1338.65 | 3.95 | -1.15 | 30.87 | 1,134 | 342 | 5,684 |
| 31 Oct | 1332.05 | 5.1 | 1.50 | - | 5,456 | 1,244 | 5,334 |
| 30 Oct | 1343.90 | 3.6 | -0.40 | - | 2,790 | 828 | 4,098 |
| 29 Oct | 1340.00 | 4 | -1.25 | - | 2,704 | 722 | 3,270 |
| 28 Oct | 1334.35 | 5.25 | - | 2,624 | 1,569 | 2,554 | |
For Reliance Industries Ltd - strike price 1200 expiring on 28NOV2024
Delta for 1200 PE is -0.31
Historical price for 1200 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 10, which was 1.80 higher than the previous day. The implied volatity was 28.86, the open interest changed by 91 which increased total open position to 8448
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 8.2, which was 0.00 lower than the previous day. The implied volatity was 30.11, the open interest changed by -52 which decreased total open position to 8306
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 8.2, which was 4.90 higher than the previous day. The implied volatity was 30.11, the open interest changed by -103 which decreased total open position to 8306
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 3.3, which was 0.60 higher than the previous day. The implied volatity was 26.55, the open interest changed by -152 which decreased total open position to 8404
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 2.7, which was -2.65 lower than the previous day. The implied volatity was 23.28, the open interest changed by -36 which decreased total open position to 8560
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 5.35, which was 1.40 higher than the previous day. The implied volatity was 24.13, the open interest changed by 986 which increased total open position to 8580
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 3.95, which was 0.40 higher than the previous day. The implied volatity was 25.04, the open interest changed by 320 which increased total open position to 7649
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 3.55, which was -1.90 lower than the previous day. The implied volatity was 24.45, the open interest changed by 355 which increased total open position to 7342
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 5.45, which was 2.50 higher than the previous day. The implied volatity was 27.32, the open interest changed by 1610 which increased total open position to 6950
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 2.95, which was 0.25 higher than the previous day. The implied volatity was 26.74, the open interest changed by 103 which increased total open position to 5337
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 2.7, which was -2.00 lower than the previous day. The implied volatity was 29.00, the open interest changed by 101 which increased total open position to 5249
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 4.7, which was -2.50 lower than the previous day. The implied volatity was 29.43, the open interest changed by 431 which increased total open position to 5169
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 7.2, which was 3.25 higher than the previous day. The implied volatity was 31.11, the open interest changed by 1861 which increased total open position to 4709
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 3.95, which was -1.15 lower than the previous day. The implied volatity was 30.87, the open interest changed by 171 which increased total open position to 2842
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 5.1, which was 1.50 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 3.6, 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 4, which was -1.25 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 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
