RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
25 Apr 2025 04:12 PM IST
RELIANCE 29MAY2025 1200 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.91
Vega: 0.65
Theta: -0.51
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
25 Apr | 1300.40 | 116 | 0.25 | 22.64 | 1,150 | 303 | 1,323 | |||
24 Apr | 1301.60 | 116.5 | 2 | 18.35 | 329 | 63 | 1,021 | |||
23 Apr | 1300.00 | 115.2 | 8.4 | 24.93 | 694 | 118 | 955 | |||
22 Apr | 1291.20 | 106.9 | -4.1 | 22.72 | 220 | 11 | 834 | |||
21 Apr | 1295.50 | 110.5 | 17.7 | 19.30 | 771 | 16 | 823 | |||
17 Apr | 1274.50 | 92.85 | 26.3 | 19.68 | 821 | -85 | 806 | |||
16 Apr | 1239.30 | 65.9 | -1.35 | 20.29 | 457 | -32 | 889 | |||
15 Apr | 1240.10 | 67.25 | 8.45 | 20.00 | 730 | -156 | 921 | |||
11 Apr | 1218.95 | 59.05 | 13.95 | 22.21 | 1,727 | -386 | 1,077 | |||
9 Apr | 1185.35 | 45.45 | 0.25 | 24.86 | 745 | 22 | 1,466 | |||
8 Apr | 1182.20 | 44.85 | 2.05 | 26.10 | 1,753 | 64 | 1,442 | |||
7 Apr | 1165.70 | 44 | -4.15 | 28.03 | 2,023 | 619 | 1,355 | |||
4 Apr | 1204.70 | 48.75 | -27.25 | 19.24 | 1,225 | 536 | 736 | |||
3 Apr | 1248.70 | 76 | -3.55 | 16.95 | 56 | 33 | 198 | |||
2 Apr | 1251.15 | 79.55 | -4.45 | 17.15 | 34 | 23 | 158 | |||
1 Apr | 1252.60 | 84 | -19.6 | 18.88 | 21 | 16 | 134 | |||
28 Mar | 1275.10 | 103.6 | -8.4 | 19.87 | 27 | -1 | 118 | |||
27 Mar | 1278.20 | 112 | 4.35 | 22.07 | 6 | -1 | 119 | |||
26 Mar | 1273.05 | 107.65 | -17.35 | 22.69 | 6 | -1 | 120 | |||
25 Mar | 1285.45 | 125 | -5.35 | 27.30 | 1 | 0 | 122 | |||
24 Mar | 1302.10 | 130.35 | 22.05 | 20.01 | 13 | 3 | 122 | |||
21 Mar | 1276.35 | 108.3 | 6 | 18.75 | 8 | 0 | 119 | |||
20 Mar | 1269.15 | 100.5 | 12.6 | 18.44 | 124 | 5 | 106 | |||
19 Mar | 1247.15 | 87.9 | 9.3 | 20.35 | 9 | 1 | 102 | |||
18 Mar | 1238.80 | 78.6 | 0.5 | 18.22 | 16 | 9 | 102 | |||
17 Mar | 1238.85 | 78.1 | -6.1 | 17.06 | 8 | 4 | 92 | |||
13 Mar | 1247.90 | 87 | -5.45 | 18.81 | 13 | -8 | 88 | |||
12 Mar | 1257.05 | 92.45 | 7.3 | 17.43 | 6 | -4 | 96 | |||
|
||||||||||
11 Mar | 1247.30 | 85.15 | 14.15 | 17.07 | 6 | -1 | 99 | |||
10 Mar | 1238.40 | 71 | -17.35 | 12.80 | 17 | -1 | 101 | |||
7 Mar | 1249.80 | 88.7 | 27.65 | 18.46 | 75 | -18 | 102 | |||
6 Mar | 1209.60 | 63.75 | 17.65 | 18.20 | 59 | -14 | 120 | |||
5 Mar | 1175.60 | 46.15 | 4.45 | 19.34 | 34 | 7 | 133 | |||
3 Mar | 1171.25 | 45 | -17.3 | 19.21 | 147 | 82 | 97 |
For Reliance Industries Ltd - strike price 1200 expiring on 29MAY2025
Delta for 1200 CE is 0.91
Historical price for 1200 CE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 116, which was 0.25 higher than the previous day. The implied volatity was 22.64, the open interest changed by 303 which increased total open position to 1323
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 116.5, which was 2 higher than the previous day. The implied volatity was 18.35, the open interest changed by 63 which increased total open position to 1021
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 115.2, which was 8.4 higher than the previous day. The implied volatity was 24.93, the open interest changed by 118 which increased total open position to 955
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 106.9, which was -4.1 lower than the previous day. The implied volatity was 22.72, the open interest changed by 11 which increased total open position to 834
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 110.5, which was 17.7 higher than the previous day. The implied volatity was 19.30, the open interest changed by 16 which increased total open position to 823
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 92.85, which was 26.3 higher than the previous day. The implied volatity was 19.68, the open interest changed by -85 which decreased total open position to 806
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 65.9, which was -1.35 lower than the previous day. The implied volatity was 20.29, the open interest changed by -32 which decreased total open position to 889
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 67.25, which was 8.45 higher than the previous day. The implied volatity was 20.00, the open interest changed by -156 which decreased total open position to 921
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 59.05, which was 13.95 higher than the previous day. The implied volatity was 22.21, the open interest changed by -386 which decreased total open position to 1077
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 45.45, which was 0.25 higher than the previous day. The implied volatity was 24.86, the open interest changed by 22 which increased total open position to 1466
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 44.85, which was 2.05 higher than the previous day. The implied volatity was 26.10, the open interest changed by 64 which increased total open position to 1442
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 44, which was -4.15 lower than the previous day. The implied volatity was 28.03, the open interest changed by 619 which increased total open position to 1355
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 48.75, which was -27.25 lower than the previous day. The implied volatity was 19.24, the open interest changed by 536 which increased total open position to 736
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 76, which was -3.55 lower than the previous day. The implied volatity was 16.95, the open interest changed by 33 which increased total open position to 198
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 79.55, which was -4.45 lower than the previous day. The implied volatity was 17.15, the open interest changed by 23 which increased total open position to 158
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 84, which was -19.6 lower than the previous day. The implied volatity was 18.88, the open interest changed by 16 which increased total open position to 134
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 103.6, which was -8.4 lower than the previous day. The implied volatity was 19.87, the open interest changed by -1 which decreased total open position to 118
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 112, which was 4.35 higher than the previous day. The implied volatity was 22.07, the open interest changed by -1 which decreased total open position to 119
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 107.65, which was -17.35 lower than the previous day. The implied volatity was 22.69, the open interest changed by -1 which decreased total open position to 120
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 125, which was -5.35 lower than the previous day. The implied volatity was 27.30, the open interest changed by 0 which decreased total open position to 122
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 130.35, which was 22.05 higher than the previous day. The implied volatity was 20.01, the open interest changed by 3 which increased total open position to 122
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 108.3, which was 6 higher than the previous day. The implied volatity was 18.75, the open interest changed by 0 which decreased total open position to 119
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 100.5, which was 12.6 higher than the previous day. The implied volatity was 18.44, the open interest changed by 5 which increased total open position to 106
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 87.9, which was 9.3 higher than the previous day. The implied volatity was 20.35, the open interest changed by 1 which increased total open position to 102
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 78.6, which was 0.5 higher than the previous day. The implied volatity was 18.22, the open interest changed by 9 which increased total open position to 102
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 78.1, which was -6.1 lower than the previous day. The implied volatity was 17.06, the open interest changed by 4 which increased total open position to 92
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 87, which was -5.45 lower than the previous day. The implied volatity was 18.81, the open interest changed by -8 which decreased total open position to 88
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 92.45, which was 7.3 higher than the previous day. The implied volatity was 17.43, the open interest changed by -4 which decreased total open position to 96
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 85.15, which was 14.15 higher than the previous day. The implied volatity was 17.07, the open interest changed by -1 which decreased total open position to 99
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 71, which was -17.35 lower than the previous day. The implied volatity was 12.80, the open interest changed by -1 which decreased total open position to 101
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 88.7, which was 27.65 higher than the previous day. The implied volatity was 18.46, the open interest changed by -18 which decreased total open position to 102
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 63.75, which was 17.65 higher than the previous day. The implied volatity was 18.20, the open interest changed by -14 which decreased total open position to 120
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 46.15, which was 4.45 higher than the previous day. The implied volatity was 19.34, the open interest changed by 7 which increased total open position to 133
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 45, which was -17.3 lower than the previous day. The implied volatity was 19.21, the open interest changed by 82 which increased total open position to 97
RELIANCE 29MAY2025 1200 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.15
Vega: 0.91
Theta: -0.34
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
25 Apr | 1300.40 | 9.1 | 0.85 | 29.26 | 10,760 | 2,105 | 7,395 |
24 Apr | 1301.60 | 8.2 | -0.85 | 28.31 | 3,205 | 959 | 5,286 |
23 Apr | 1300.00 | 9.15 | -1.55 | 27.99 | 2,648 | 115 | 4,333 |
22 Apr | 1291.20 | 10.7 | 1.15 | 27.96 | 2,440 | 466 | 4,216 |
21 Apr | 1295.50 | 9.8 | -2.15 | 27.74 | 4,875 | 1,491 | 3,737 |
17 Apr | 1274.50 | 12.05 | -8.4 | 25.19 | 3,019 | 493 | 2,243 |
16 Apr | 1239.30 | 20.85 | 1.15 | 25.21 | 1,201 | 336 | 1,748 |
15 Apr | 1240.10 | 19.5 | -11.2 | 24.39 | 1,197 | 221 | 1,411 |
11 Apr | 1218.95 | 30.4 | -19.55 | 26.49 | 1,282 | 48 | 1,190 |
9 Apr | 1185.35 | 49.05 | -1 | 29.11 | 158 | 24 | 1,142 |
8 Apr | 1182.20 | 50.4 | -15.8 | 27.94 | 448 | 50 | 1,117 |
7 Apr | 1165.70 | 63 | 29.75 | 32.13 | 862 | -25 | 1,070 |
4 Apr | 1204.70 | 31.65 | 16.65 | 23.00 | 1,348 | 310 | 1,096 |
3 Apr | 1248.70 | 14.7 | 0.2 | 20.77 | 285 | 34 | 784 |
2 Apr | 1251.15 | 14.55 | -0.15 | 21.08 | 276 | 40 | 750 |
1 Apr | 1252.60 | 14.75 | 2.15 | 21.39 | 381 | 94 | 709 |
28 Mar | 1275.10 | 12.65 | 0 | 22.26 | 329 | 132 | 615 |
27 Mar | 1278.20 | 12.85 | -0.8 | 23.06 | 76 | 43 | 481 |
26 Mar | 1273.05 | 13.8 | 1.85 | 22.39 | 98 | -5 | 437 |
25 Mar | 1285.45 | 12 | 1.4 | 22.81 | 99 | 33 | 441 |
24 Mar | 1302.10 | 10.25 | -2.7 | 23.49 | 158 | 37 | 407 |
21 Mar | 1276.35 | 12.9 | -1.95 | 22.03 | 153 | 73 | 370 |
20 Mar | 1269.15 | 14.8 | -3.45 | 21.98 | 87 | 9 | 296 |
19 Mar | 1247.15 | 18 | -2.3 | 21.05 | 87 | -21 | 287 |
18 Mar | 1238.80 | 20.2 | -0.2 | 21.02 | 43 | 16 | 310 |
17 Mar | 1238.85 | 20 | -0.05 | 21.04 | 136 | 91 | 295 |
13 Mar | 1247.90 | 20.25 | 0.2 | 21.55 | 43 | 13 | 203 |
12 Mar | 1257.05 | 20.05 | -1.55 | 22.56 | 50 | 18 | 188 |
11 Mar | 1247.30 | 21.6 | -2.15 | 22.15 | 47 | 8 | 170 |
10 Mar | 1238.40 | 24 | 0.85 | 21.88 | 68 | 17 | 161 |
7 Mar | 1249.80 | 23.4 | -9 | 22.62 | 210 | 90 | 144 |
6 Mar | 1209.60 | 32 | -16.4 | 21.48 | 58 | 25 | 52 |
5 Mar | 1175.60 | 48.4 | -5.85 | 22.45 | 19 | 5 | 28 |
3 Mar | 1171.25 | 52.15 | 15.85 | 23.33 | 39 | 14 | 19 |
For Reliance Industries Ltd - strike price 1200 expiring on 29MAY2025
Delta for 1200 PE is -0.15
Historical price for 1200 PE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 9.1, which was 0.85 higher than the previous day. The implied volatity was 29.26, the open interest changed by 2105 which increased total open position to 7395
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 8.2, which was -0.85 lower than the previous day. The implied volatity was 28.31, the open interest changed by 959 which increased total open position to 5286
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 9.15, which was -1.55 lower than the previous day. The implied volatity was 27.99, the open interest changed by 115 which increased total open position to 4333
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 10.7, which was 1.15 higher than the previous day. The implied volatity was 27.96, the open interest changed by 466 which increased total open position to 4216
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 9.8, which was -2.15 lower than the previous day. The implied volatity was 27.74, the open interest changed by 1491 which increased total open position to 3737
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 12.05, which was -8.4 lower than the previous day. The implied volatity was 25.19, the open interest changed by 493 which increased total open position to 2243
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 20.85, which was 1.15 higher than the previous day. The implied volatity was 25.21, the open interest changed by 336 which increased total open position to 1748
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 19.5, which was -11.2 lower than the previous day. The implied volatity was 24.39, the open interest changed by 221 which increased total open position to 1411
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 30.4, which was -19.55 lower than the previous day. The implied volatity was 26.49, the open interest changed by 48 which increased total open position to 1190
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 49.05, which was -1 lower than the previous day. The implied volatity was 29.11, the open interest changed by 24 which increased total open position to 1142
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 50.4, which was -15.8 lower than the previous day. The implied volatity was 27.94, the open interest changed by 50 which increased total open position to 1117
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 63, which was 29.75 higher than the previous day. The implied volatity was 32.13, the open interest changed by -25 which decreased total open position to 1070
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 31.65, which was 16.65 higher than the previous day. The implied volatity was 23.00, the open interest changed by 310 which increased total open position to 1096
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 14.7, which was 0.2 higher than the previous day. The implied volatity was 20.77, the open interest changed by 34 which increased total open position to 784
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 14.55, which was -0.15 lower than the previous day. The implied volatity was 21.08, the open interest changed by 40 which increased total open position to 750
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 14.75, which was 2.15 higher than the previous day. The implied volatity was 21.39, the open interest changed by 94 which increased total open position to 709
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was 22.26, the open interest changed by 132 which increased total open position to 615
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 12.85, which was -0.8 lower than the previous day. The implied volatity was 23.06, the open interest changed by 43 which increased total open position to 481
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 13.8, which was 1.85 higher than the previous day. The implied volatity was 22.39, the open interest changed by -5 which decreased total open position to 437
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 12, which was 1.4 higher than the previous day. The implied volatity was 22.81, the open interest changed by 33 which increased total open position to 441
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 10.25, which was -2.7 lower than the previous day. The implied volatity was 23.49, the open interest changed by 37 which increased total open position to 407
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 12.9, which was -1.95 lower than the previous day. The implied volatity was 22.03, the open interest changed by 73 which increased total open position to 370
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 14.8, which was -3.45 lower than the previous day. The implied volatity was 21.98, the open interest changed by 9 which increased total open position to 296
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 18, which was -2.3 lower than the previous day. The implied volatity was 21.05, the open interest changed by -21 which decreased total open position to 287
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 20.2, which was -0.2 lower than the previous day. The implied volatity was 21.02, the open interest changed by 16 which increased total open position to 310
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 20, which was -0.05 lower than the previous day. The implied volatity was 21.04, the open interest changed by 91 which increased total open position to 295
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 20.25, which was 0.2 higher than the previous day. The implied volatity was 21.55, the open interest changed by 13 which increased total open position to 203
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 20.05, which was -1.55 lower than the previous day. The implied volatity was 22.56, the open interest changed by 18 which increased total open position to 188
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 21.6, which was -2.15 lower than the previous day. The implied volatity was 22.15, the open interest changed by 8 which increased total open position to 170
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 24, which was 0.85 higher than the previous day. The implied volatity was 21.88, the open interest changed by 17 which increased total open position to 161
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 23.4, which was -9 lower than the previous day. The implied volatity was 22.62, the open interest changed by 90 which increased total open position to 144
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 32, which was -16.4 lower than the previous day. The implied volatity was 21.48, the open interest changed by 25 which increased total open position to 52
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 48.4, which was -5.85 lower than the previous day. The implied volatity was 22.45, the open interest changed by 5 which increased total open position to 28
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 52.15, which was 15.85 higher than the previous day. The implied volatity was 23.33, the open interest changed by 14 which increased total open position to 19