RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 0.60
Theta: -1.29
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 17.85 | -22.30 | 21.94 | 6,922 | 65 | 2,066 | |||
| 19 Dec | 1230.45 | 40.15 | -21.30 | 29.11 | 2,644 | 529 | 1,998 | |||
| 18 Dec | 1253.25 | 61.45 | 7.75 | 31.16 | 2,453 | 3 | 1,470 | |||
| 17 Dec | 1245.30 | 53.7 | -21.10 | 29.02 | 2,118 | -13 | 1,463 | |||
| 16 Dec | 1268.30 | 74.8 | -7.20 | 28.69 | 708 | -160 | 1,480 | |||
| 13 Dec | 1272.85 | 82 | 10.00 | 27.26 | 3,231 | 79 | 1,645 | |||
| 12 Dec | 1262.90 | 72 | -17.00 | 28.44 | 1,159 | 338 | 1,566 | |||
| 11 Dec | 1278.20 | 89 | -6.75 | 30.15 | 260 | 77 | 1,231 | |||
| 10 Dec | 1284.85 | 95.75 | -10.70 | 29.85 | 221 | 42 | 1,156 | |||
| 9 Dec | 1295.15 | 106.45 | -14.55 | 31.07 | 330 | 11 | 1,112 | |||
| 6 Dec | 1311.55 | 121 | -6.65 | 28.23 | 35 | -8 | 1,102 | |||
| 5 Dec | 1322.05 | 127.65 | 8.65 | - | 362 | 10 | 1,110 | |||
| 4 Dec | 1308.95 | 119 | -11.50 | 25.37 | 1,109 | -275 | 1,100 | |||
| 3 Dec | 1323.30 | 130.5 | 9.00 | - | 1,863 | -439 | 1,377 | |||
|
|
||||||||||
| 2 Dec | 1309.15 | 121.5 | 16.10 | 26.25 | 1,025 | 23 | 1,813 | |||
| 29 Nov | 1292.20 | 105.4 | 12.55 | 25.33 | 601 | 57 | 1,792 | |||
| 28 Nov | 1270.80 | 92.85 | -16.15 | 28.61 | 907 | 304 | 1,734 | |||
| 27 Nov | 1293.20 | 109 | 0.00 | 26.33 | 290 | 19 | 1,429 | |||
| 26 Nov | 1295.70 | 109 | 3.05 | 22.59 | 250 | 20 | 1,410 | |||
| 25 Nov | 1287.00 | 105.95 | 20.65 | 23.50 | 1,153 | -57 | 1,388 | |||
| 22 Nov | 1265.40 | 85.3 | 30.55 | 24.06 | 3,093 | -152 | 1,293 | |||
| 21 Nov | 1223.00 | 54.75 | -13.50 | 24.61 | 2,344 | 855 | 1,441 | |||
| 20 Nov | 1241.65 | 68.25 | 0.00 | 25.01 | 603 | 210 | 584 | |||
| 19 Nov | 1241.65 | 68.25 | -15.75 | 25.01 | 603 | 208 | 584 | |||
| 18 Nov | 1260.75 | 84 | -6.00 | 24.11 | 211 | 43 | 372 | |||
| 14 Nov | 1267.60 | 90 | 8.45 | 21.88 | 224 | 86 | 327 | |||
| 13 Nov | 1252.05 | 81.55 | -11.15 | 23.69 | 187 | 94 | 238 | |||
| 12 Nov | 1274.25 | 92.7 | -5.05 | 21.40 | 229 | -14 | 132 | |||
| 11 Nov | 1272.70 | 97.75 | -10.25 | 22.53 | 192 | 143 | 147 | |||
| 8 Nov | 1283.75 | 108 | -535.40 | 25.04 | 4 | 0 | 0 | |||
| 7 Nov | 1305.65 | 643.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 643.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 643.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 643.4 | 643.40 | - | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 0 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1200 expiring on 26DEC2024
Delta for 1200 CE is 0.60
Historical price for 1200 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 17.85, which was -22.30 lower than the previous day. The implied volatity was 21.94, the open interest changed by 65 which increased total open position to 2066
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 40.15, which was -21.30 lower than the previous day. The implied volatity was 29.11, the open interest changed by 529 which increased total open position to 1998
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 61.45, which was 7.75 higher than the previous day. The implied volatity was 31.16, the open interest changed by 3 which increased total open position to 1470
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 53.7, which was -21.10 lower than the previous day. The implied volatity was 29.02, the open interest changed by -13 which decreased total open position to 1463
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 74.8, which was -7.20 lower than the previous day. The implied volatity was 28.69, the open interest changed by -160 which decreased total open position to 1480
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 82, which was 10.00 higher than the previous day. The implied volatity was 27.26, the open interest changed by 79 which increased total open position to 1645
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 72, which was -17.00 lower than the previous day. The implied volatity was 28.44, the open interest changed by 338 which increased total open position to 1566
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 89, which was -6.75 lower than the previous day. The implied volatity was 30.15, the open interest changed by 77 which increased total open position to 1231
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 95.75, which was -10.70 lower than the previous day. The implied volatity was 29.85, the open interest changed by 42 which increased total open position to 1156
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 106.45, which was -14.55 lower than the previous day. The implied volatity was 31.07, the open interest changed by 11 which increased total open position to 1112
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 121, which was -6.65 lower than the previous day. The implied volatity was 28.23, the open interest changed by -8 which decreased total open position to 1102
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 127.65, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 1110
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 119, which was -11.50 lower than the previous day. The implied volatity was 25.37, the open interest changed by -275 which decreased total open position to 1100
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 130.5, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by -439 which decreased total open position to 1377
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 121.5, which was 16.10 higher than the previous day. The implied volatity was 26.25, the open interest changed by 23 which increased total open position to 1813
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 105.4, which was 12.55 higher than the previous day. The implied volatity was 25.33, the open interest changed by 57 which increased total open position to 1792
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 92.85, which was -16.15 lower than the previous day. The implied volatity was 28.61, the open interest changed by 304 which increased total open position to 1734
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 109, which was 0.00 lower than the previous day. The implied volatity was 26.33, the open interest changed by 19 which increased total open position to 1429
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 109, which was 3.05 higher than the previous day. The implied volatity was 22.59, the open interest changed by 20 which increased total open position to 1410
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 105.95, which was 20.65 higher than the previous day. The implied volatity was 23.50, the open interest changed by -57 which decreased total open position to 1388
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 85.3, which was 30.55 higher than the previous day. The implied volatity was 24.06, the open interest changed by -152 which decreased total open position to 1293
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 54.75, which was -13.50 lower than the previous day. The implied volatity was 24.61, the open interest changed by 855 which increased total open position to 1441
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 68.25, which was 0.00 lower than the previous day. The implied volatity was 25.01, the open interest changed by 210 which increased total open position to 584
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 68.25, which was -15.75 lower than the previous day. The implied volatity was 25.01, the open interest changed by 208 which increased total open position to 584
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 84, which was -6.00 lower than the previous day. The implied volatity was 24.11, the open interest changed by 43 which increased total open position to 372
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 90, which was 8.45 higher than the previous day. The implied volatity was 21.88, the open interest changed by 86 which increased total open position to 327
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 81.55, which was -11.15 lower than the previous day. The implied volatity was 23.69, the open interest changed by 94 which increased total open position to 238
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 92.7, which was -5.05 lower than the previous day. The implied volatity was 21.40, the open interest changed by -14 which decreased total open position to 132
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 97.75, which was -10.25 lower than the previous day. The implied volatity was 22.53, the open interest changed by 143 which increased total open position to 147
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 108, which was -535.40 lower than the previous day. The implied volatity was 25.04, 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 643.4, 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 643.4, 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 643.4, 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 Nov RELIANCE was trading at 1302.15. The strike last trading price was 643.4, which was 643.40 higher than the previous day. The implied volatity was -, 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 -, 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 26DEC2024 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.60
Theta: -0.87
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 8.9 | 4.10 | 20.30 | 33,711 | -1,221 | 8,432 |
| 19 Dec | 1230.45 | 4.8 | 2.10 | 24.12 | 15,434 | 200 | 9,634 |
| 18 Dec | 1253.25 | 2.7 | -1.70 | 26.27 | 14,864 | 116 | 9,438 |
| 17 Dec | 1245.30 | 4.4 | 1.95 | 25.77 | 16,068 | 63 | 9,403 |
| 16 Dec | 1268.30 | 2.45 | 0.40 | 26.87 | 6,419 | 62 | 9,342 |
| 13 Dec | 1272.85 | 2.05 | -1.50 | 24.10 | 27,002 | 66 | 9,250 |
| 12 Dec | 1262.90 | 3.55 | 0.60 | 23.81 | 11,456 | 1,301 | 9,352 |
| 11 Dec | 1278.20 | 2.95 | -0.20 | 25.78 | 3,587 | -34 | 8,051 |
| 10 Dec | 1284.85 | 3.15 | 0.15 | 26.93 | 5,260 | 749 | 8,064 |
| 9 Dec | 1295.15 | 3 | 0.55 | 27.92 | 4,288 | -119 | 7,302 |
| 6 Dec | 1311.55 | 2.45 | -0.15 | 27.26 | 3,449 | 180 | 7,424 |
| 5 Dec | 1322.05 | 2.6 | -0.90 | 28.55 | 4,036 | 64 | 7,240 |
| 4 Dec | 1308.95 | 3.5 | 0.80 | 28.10 | 5,015 | 316 | 7,168 |
| 3 Dec | 1323.30 | 2.7 | -1.15 | 28.27 | 5,420 | -261 | 6,813 |
| 2 Dec | 1309.15 | 3.85 | -1.40 | 27.87 | 7,057 | 442 | 7,101 |
| 29 Nov | 1292.20 | 5.25 | -4.35 | 25.62 | 9,582 | 743 | 6,661 |
| 28 Nov | 1270.80 | 9.6 | 3.45 | 27.20 | 6,762 | 1,077 | 5,908 |
| 27 Nov | 1293.20 | 6.15 | -1.05 | 26.39 | 2,716 | 831 | 4,832 |
| 26 Nov | 1295.70 | 7.2 | 0.25 | 27.71 | 2,415 | 545 | 3,999 |
| 25 Nov | 1287.00 | 6.95 | -5.40 | 26.25 | 4,960 | 1,274 | 3,447 |
| 22 Nov | 1265.40 | 12.35 | -12.50 | 26.07 | 5,669 | 507 | 2,680 |
| 21 Nov | 1223.00 | 24.85 | 5.45 | 26.04 | 3,795 | 876 | 2,177 |
| 20 Nov | 1241.65 | 19.4 | 0.00 | 25.52 | 2,235 | 140 | 1,299 |
| 19 Nov | 1241.65 | 19.4 | 7.65 | 25.52 | 2,235 | 138 | 1,299 |
| 18 Nov | 1260.75 | 11.75 | 1.15 | 23.54 | 1,340 | 352 | 1,160 |
| 14 Nov | 1267.60 | 10.6 | -3.70 | 22.96 | 910 | 22 | 810 |
| 13 Nov | 1252.05 | 14.3 | 3.30 | 23.31 | 1,161 | 205 | 786 |
| 12 Nov | 1274.25 | 11 | 0.40 | 23.29 | 456 | 82 | 579 |
| 11 Nov | 1272.70 | 10.6 | -0.30 | 23.36 | 635 | 85 | 496 |
| 8 Nov | 1283.75 | 10.9 | 3.65 | 24.03 | 416 | 81 | 408 |
| 7 Nov | 1305.65 | 7.25 | 0.95 | 23.85 | 230 | 72 | 327 |
| 6 Nov | 1325.35 | 6.3 | -3.65 | 25.17 | 314 | -23 | 255 |
| 5 Nov | 1305.30 | 9.95 | -2.40 | 26.35 | 197 | 18 | 278 |
| 4 Nov | 1302.15 | 12.35 | 4.85 | 27.00 | 451 | 242 | 260 |
| 1 Nov | 1338.65 | 7.5 | -0.50 | 26.91 | 6 | 1 | 17 |
| 31 Oct | 1332.05 | 8 | 1.00 | - | 3 | 2 | 16 |
| 30 Oct | 1343.90 | 7 | - | 13 | 10 | 14 | |
For Reliance Industries Ltd - strike price 1200 expiring on 26DEC2024
Delta for 1200 PE is -0.39
Historical price for 1200 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 8.9, which was 4.10 higher than the previous day. The implied volatity was 20.30, the open interest changed by -1221 which decreased total open position to 8432
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 4.8, which was 2.10 higher than the previous day. The implied volatity was 24.12, the open interest changed by 200 which increased total open position to 9634
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 2.7, which was -1.70 lower than the previous day. The implied volatity was 26.27, the open interest changed by 116 which increased total open position to 9438
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 4.4, which was 1.95 higher than the previous day. The implied volatity was 25.77, the open interest changed by 63 which increased total open position to 9403
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 2.45, which was 0.40 higher than the previous day. The implied volatity was 26.87, the open interest changed by 62 which increased total open position to 9342
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 2.05, which was -1.50 lower than the previous day. The implied volatity was 24.10, the open interest changed by 66 which increased total open position to 9250
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 3.55, which was 0.60 higher than the previous day. The implied volatity was 23.81, the open interest changed by 1301 which increased total open position to 9352
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 2.95, which was -0.20 lower than the previous day. The implied volatity was 25.78, the open interest changed by -34 which decreased total open position to 8051
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 3.15, which was 0.15 higher than the previous day. The implied volatity was 26.93, the open interest changed by 749 which increased total open position to 8064
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 3, which was 0.55 higher than the previous day. The implied volatity was 27.92, the open interest changed by -119 which decreased total open position to 7302
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 27.26, the open interest changed by 180 which increased total open position to 7424
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 2.6, which was -0.90 lower than the previous day. The implied volatity was 28.55, the open interest changed by 64 which increased total open position to 7240
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 3.5, which was 0.80 higher than the previous day. The implied volatity was 28.10, the open interest changed by 316 which increased total open position to 7168
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 2.7, which was -1.15 lower than the previous day. The implied volatity was 28.27, the open interest changed by -261 which decreased total open position to 6813
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 3.85, which was -1.40 lower than the previous day. The implied volatity was 27.87, the open interest changed by 442 which increased total open position to 7101
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 5.25, which was -4.35 lower than the previous day. The implied volatity was 25.62, the open interest changed by 743 which increased total open position to 6661
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 9.6, which was 3.45 higher than the previous day. The implied volatity was 27.20, the open interest changed by 1077 which increased total open position to 5908
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 6.15, which was -1.05 lower than the previous day. The implied volatity was 26.39, the open interest changed by 831 which increased total open position to 4832
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 7.2, which was 0.25 higher than the previous day. The implied volatity was 27.71, the open interest changed by 545 which increased total open position to 3999
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 6.95, which was -5.40 lower than the previous day. The implied volatity was 26.25, the open interest changed by 1274 which increased total open position to 3447
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 12.35, which was -12.50 lower than the previous day. The implied volatity was 26.07, the open interest changed by 507 which increased total open position to 2680
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 24.85, which was 5.45 higher than the previous day. The implied volatity was 26.04, the open interest changed by 876 which increased total open position to 2177
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 19.4, which was 0.00 lower than the previous day. The implied volatity was 25.52, the open interest changed by 140 which increased total open position to 1299
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 19.4, which was 7.65 higher than the previous day. The implied volatity was 25.52, the open interest changed by 138 which increased total open position to 1299
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 11.75, which was 1.15 higher than the previous day. The implied volatity was 23.54, the open interest changed by 352 which increased total open position to 1160
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 10.6, which was -3.70 lower than the previous day. The implied volatity was 22.96, the open interest changed by 22 which increased total open position to 810
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 14.3, which was 3.30 higher than the previous day. The implied volatity was 23.31, the open interest changed by 205 which increased total open position to 786
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 11, which was 0.40 higher than the previous day. The implied volatity was 23.29, the open interest changed by 82 which increased total open position to 579
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 10.6, which was -0.30 lower than the previous day. The implied volatity was 23.36, the open interest changed by 85 which increased total open position to 496
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 10.9, which was 3.65 higher than the previous day. The implied volatity was 24.03, the open interest changed by 81 which increased total open position to 408
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 7.25, which was 0.95 higher than the previous day. The implied volatity was 23.85, the open interest changed by 72 which increased total open position to 327
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 6.3, which was -3.65 lower than the previous day. The implied volatity was 25.17, the open interest changed by -23 which decreased total open position to 255
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 9.95, which was -2.40 lower than the previous day. The implied volatity was 26.35, the open interest changed by 18 which increased total open position to 278
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 12.35, which was 4.85 higher than the previous day. The implied volatity was 27.00, the open interest changed by 242 which increased total open position to 260
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 7.5, which was -0.50 lower than the previous day. The implied volatity was 26.91, the open interest changed by 1 which increased total open position to 17
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 8, which was 1.00 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 7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
