RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
11 Apr 2025 04:12 PM IST
| RELIANCE 24APR2025 1210 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.88
Theta: -0.99
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1218.95 | 29.35 | 10.9 | 23.49 | 12,178 | -444 | 2,970 | |||
| 9 Apr | 1185.35 | 18.6 | -0.35 | 27.32 | 3,345 | 329 | 3,424 | |||
| 8 Apr | 1182.20 | 18.7 | 1.35 | 29.12 | 6,893 | 168 | 3,093 | |||
| 7 Apr | 1165.70 | 18 | -4.95 | 31.16 | 7,013 | 343 | 2,936 | |||
| 4 Apr | 1204.70 | 23.4 | -27.9 | 19.67 | 10,065 | 2,369 | 2,616 | |||
| 3 Apr | 1248.70 | 51.45 | -3.4 | 18.34 | 82 | -6 | 249 | |||
| 2 Apr | 1251.15 | 54.9 | -4.6 | 18.33 | 204 | -6 | 254 | |||
| 1 Apr | 1252.60 | 59.45 | -20.4 | 21.03 | 313 | 173 | 261 | |||
| 28 Mar | 1275.10 | 79.2 | -8.65 | 21.93 | 99 | 22 | 88 | |||
| 27 Mar | 1278.20 | 87.85 | 1.1 | 25.38 | 11 | 1 | 66 | |||
| 26 Mar | 1273.05 | 86.75 | -8.55 | 30.64 | 73 | 0 | 65 | |||
| 25 Mar | 1285.45 | 95.3 | -8.7 | 27.25 | 12 | 4 | 63 | |||
| 24 Mar | 1302.10 | 104 | 16.85 | 16.64 | 9 | 1 | 60 | |||
| 21 Mar | 1276.35 | 87.15 | 10 | 22.80 | 2 | -1 | 58 | |||
| 20 Mar | 1269.15 | 77.15 | 14.75 | 19.92 | 52 | 2 | 60 | |||
| 19 Mar | 1247.15 | 62.4 | 3.4 | 20.47 | 31 | 4 | 57 | |||
| 18 Mar | 1238.80 | 59 | 3.5 | 21.86 | 9 | 2 | 53 | |||
| 17 Mar | 1238.85 | 55.5 | -11.65 | 17.93 | 9 | 0 | 49 | |||
| 13 Mar | 1247.90 | 67.15 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 12 Mar | 1257.05 | 67.15 | 5.15 | 16.17 | 3 | -1 | 47 | |||
| 11 Mar | 1247.30 | 62 | -7.75 | 17.20 | 28 | -6 | 50 | |||
| 10 Mar | 1238.40 | 69.55 | -0.2 | 0.00 | 0 | -5 | 0 | |||
| 7 Mar | 1249.80 | 69.55 | 25.95 | 21.55 | 41 | -5 | 56 | |||
| 6 Mar | 1209.60 | 43.75 | 16.85 | 19.47 | 98 | 27 | 60 | |||
| 5 Mar | 1175.60 | 26.9 | -0.1 | 19.70 | 3 | -1 | 32 | |||
| 3 Mar | 1171.25 | 26.85 | -18.8 | 19.92 | 14 | 1 | 26 | |||
| 28 Feb | 1200.10 | 45.65 | -7.55 | 23.34 | 30 | 26 | 26 | |||
For Reliance Industries Ltd - strike price 1210 expiring on 24APR2025
Delta for 1210 CE is 0.61
Historical price for 1210 CE is as follows
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 29.35, which was 10.9 higher than the previous day. The implied volatity was 23.49, the open interest changed by -444 which decreased total open position to 2970
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 18.6, which was -0.35 lower than the previous day. The implied volatity was 27.32, the open interest changed by 329 which increased total open position to 3424
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 18.7, which was 1.35 higher than the previous day. The implied volatity was 29.12, the open interest changed by 168 which increased total open position to 3093
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 18, which was -4.95 lower than the previous day. The implied volatity was 31.16, the open interest changed by 343 which increased total open position to 2936
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 23.4, which was -27.9 lower than the previous day. The implied volatity was 19.67, the open interest changed by 2369 which increased total open position to 2616
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 51.45, which was -3.4 lower than the previous day. The implied volatity was 18.34, the open interest changed by -6 which decreased total open position to 249
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 54.9, which was -4.6 lower than the previous day. The implied volatity was 18.33, the open interest changed by -6 which decreased total open position to 254
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 59.45, which was -20.4 lower than the previous day. The implied volatity was 21.03, the open interest changed by 173 which increased total open position to 261
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 79.2, which was -8.65 lower than the previous day. The implied volatity was 21.93, the open interest changed by 22 which increased total open position to 88
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 87.85, which was 1.1 higher than the previous day. The implied volatity was 25.38, the open interest changed by 1 which increased total open position to 66
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 86.75, which was -8.55 lower than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 65
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 95.3, which was -8.7 lower than the previous day. The implied volatity was 27.25, the open interest changed by 4 which increased total open position to 63
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 104, which was 16.85 higher than the previous day. The implied volatity was 16.64, the open interest changed by 1 which increased total open position to 60
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 87.15, which was 10 higher than the previous day. The implied volatity was 22.80, the open interest changed by -1 which decreased total open position to 58
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 77.15, which was 14.75 higher than the previous day. The implied volatity was 19.92, the open interest changed by 2 which increased total open position to 60
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 62.4, which was 3.4 higher than the previous day. The implied volatity was 20.47, the open interest changed by 4 which increased total open position to 57
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 59, which was 3.5 higher than the previous day. The implied volatity was 21.86, the open interest changed by 2 which increased total open position to 53
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 55.5, which was -11.65 lower than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 49
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 67.15, which was 5.15 higher than the previous day. The implied volatity was 16.17, the open interest changed by -1 which decreased total open position to 47
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 62, which was -7.75 lower than the previous day. The implied volatity was 17.20, the open interest changed by -6 which decreased total open position to 50
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 69.55, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 69.55, which was 25.95 higher than the previous day. The implied volatity was 21.55, the open interest changed by -5 which decreased total open position to 56
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 43.75, which was 16.85 higher than the previous day. The implied volatity was 19.47, the open interest changed by 27 which increased total open position to 60
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 26.9, which was -0.1 lower than the previous day. The implied volatity was 19.70, the open interest changed by -1 which decreased total open position to 32
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 26.85, which was -18.8 lower than the previous day. The implied volatity was 19.92, the open interest changed by 1 which increased total open position to 26
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 45.65, which was -7.55 lower than the previous day. The implied volatity was 23.34, the open interest changed by 26 which increased total open position to 26
| RELIANCE 24APR2025 1210 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.89
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1218.95 | 18.6 | -24.1 | 27.50 | 8,657 | 486 | 1,140 |
| 9 Apr | 1185.35 | 41 | -1.3 | 32.52 | 770 | -147 | 656 |
| 8 Apr | 1182.20 | 42.4 | -16.65 | 29.16 | 1,263 | 17 | 802 |
| 7 Apr | 1165.70 | 57.25 | 30.8 | 37.60 | 1,002 | -219 | 784 |
| 4 Apr | 1204.70 | 26 | 17.15 | 24.22 | 5,952 | -139 | 1,016 |
| 3 Apr | 1248.70 | 9 | -0.3 | 21.78 | 1,396 | 87 | 1,155 |
| 2 Apr | 1251.15 | 9.4 | -0.15 | 22.66 | 1,756 | 81 | 1,068 |
| 1 Apr | 1252.60 | 9.45 | 1.2 | 22.78 | 2,621 | 99 | 986 |
| 28 Mar | 1275.10 | 8.1 | -0.4 | 24.04 | 1,446 | 307 | 887 |
| 27 Mar | 1278.20 | 8.7 | -0.1 | 25.49 | 500 | 117 | 578 |
| 26 Mar | 1273.05 | 8.95 | 1.5 | 23.64 | 342 | 26 | 461 |
| 25 Mar | 1285.45 | 7.4 | 0.8 | 24.27 | 297 | 95 | 437 |
| 24 Mar | 1302.10 | 6.4 | -1.95 | 25.65 | 600 | 76 | 343 |
| 21 Mar | 1276.35 | 8.3 | -1.7 | 22.67 | 289 | -13 | 255 |
| 20 Mar | 1269.15 | 10.1 | -3.35 | 22.49 | 430 | -22 | 268 |
| 19 Mar | 1247.15 | 13.45 | -3.35 | 21.20 | 78 | 10 | 290 |
| 18 Mar | 1238.80 | 16.6 | -0.55 | 21.68 | 187 | 102 | 279 |
| 17 Mar | 1238.85 | 16.8 | 0.85 | 21.95 | 49 | 25 | 176 |
| 13 Mar | 1247.90 | 15.95 | 0.25 | 21.58 | 35 | 4 | 151 |
| 12 Mar | 1257.05 | 15.8 | -2.1 | 23.03 | 45 | 8 | 147 |
| 11 Mar | 1247.30 | 18.3 | -2.95 | 22.95 | 24 | 15 | 138 |
| 10 Mar | 1238.40 | 21.6 | 2 | 23.04 | 47 | 4 | 123 |
| 7 Mar | 1249.80 | 19.75 | -10.25 | 22.99 | 142 | 115 | 119 |
| 6 Mar | 1209.60 | 30 | -28.3 | 21.72 | 10 | 1 | 1 |
| 5 Mar | 1175.60 | 58.3 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 1171.25 | 58.3 | 23.9 | 27.10 | 1 | 0 | 1 |
| 28 Feb | 1200.10 | 34.4 | -8.5 | 19.90 | 3 | 0 | 0 |
For Reliance Industries Ltd - strike price 1210 expiring on 24APR2025
Delta for 1210 PE is -0.40
Historical price for 1210 PE is as follows
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 18.6, which was -24.1 lower than the previous day. The implied volatity was 27.50, the open interest changed by 486 which increased total open position to 1140
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 41, which was -1.3 lower than the previous day. The implied volatity was 32.52, the open interest changed by -147 which decreased total open position to 656
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 42.4, which was -16.65 lower than the previous day. The implied volatity was 29.16, the open interest changed by 17 which increased total open position to 802
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 57.25, which was 30.8 higher than the previous day. The implied volatity was 37.60, the open interest changed by -219 which decreased total open position to 784
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 26, which was 17.15 higher than the previous day. The implied volatity was 24.22, the open interest changed by -139 which decreased total open position to 1016
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 9, which was -0.3 lower than the previous day. The implied volatity was 21.78, the open interest changed by 87 which increased total open position to 1155
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 9.4, which was -0.15 lower than the previous day. The implied volatity was 22.66, the open interest changed by 81 which increased total open position to 1068
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 9.45, which was 1.2 higher than the previous day. The implied volatity was 22.78, the open interest changed by 99 which increased total open position to 986
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 8.1, which was -0.4 lower than the previous day. The implied volatity was 24.04, the open interest changed by 307 which increased total open position to 887
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 8.7, which was -0.1 lower than the previous day. The implied volatity was 25.49, the open interest changed by 117 which increased total open position to 578
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 8.95, which was 1.5 higher than the previous day. The implied volatity was 23.64, the open interest changed by 26 which increased total open position to 461
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 7.4, which was 0.8 higher than the previous day. The implied volatity was 24.27, the open interest changed by 95 which increased total open position to 437
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 6.4, which was -1.95 lower than the previous day. The implied volatity was 25.65, the open interest changed by 76 which increased total open position to 343
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 8.3, which was -1.7 lower than the previous day. The implied volatity was 22.67, the open interest changed by -13 which decreased total open position to 255
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 10.1, which was -3.35 lower than the previous day. The implied volatity was 22.49, the open interest changed by -22 which decreased total open position to 268
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 13.45, which was -3.35 lower than the previous day. The implied volatity was 21.20, the open interest changed by 10 which increased total open position to 290
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 16.6, which was -0.55 lower than the previous day. The implied volatity was 21.68, the open interest changed by 102 which increased total open position to 279
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 16.8, which was 0.85 higher than the previous day. The implied volatity was 21.95, the open interest changed by 25 which increased total open position to 176
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 15.95, which was 0.25 higher than the previous day. The implied volatity was 21.58, the open interest changed by 4 which increased total open position to 151
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 15.8, which was -2.1 lower than the previous day. The implied volatity was 23.03, the open interest changed by 8 which increased total open position to 147
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 18.3, which was -2.95 lower than the previous day. The implied volatity was 22.95, the open interest changed by 15 which increased total open position to 138
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 21.6, which was 2 higher than the previous day. The implied volatity was 23.04, the open interest changed by 4 which increased total open position to 123
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 19.75, which was -10.25 lower than the previous day. The implied volatity was 22.99, the open interest changed by 115 which increased total open position to 119
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 30, which was -28.3 lower than the previous day. The implied volatity was 21.72, the open interest changed by 1 which increased total open position to 1
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 58.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 58.3, which was 23.9 higher than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 1
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 34.4, which was -8.5 lower than the previous day. The implied volatity was 19.90, the open interest changed by 0 which decreased total open position to 0
