RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1210 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.64
Theta: -1.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 24.2 | -17.30 | 25.44 | 6,178 | 782 | 962 | |||
| 20 Nov | 1241.65 | 41.5 | 0.00 | 30.33 | 140 | 6 | 180 | |||
| 19 Nov | 1241.65 | 41.5 | -15.55 | 30.33 | 140 | 6 | 180 | |||
| 18 Nov | 1260.75 | 57.05 | -8.25 | 26.15 | 322 | -54 | 170 | |||
| 14 Nov | 1267.60 | 65.3 | 10.85 | 22.98 | 120 | -4 | 224 | |||
| 13 Nov | 1252.05 | 54.45 | -17.70 | 23.40 | 288 | 92 | 228 | |||
| 12 Nov | 1274.25 | 72.15 | -1.70 | 27.99 | 46 | 10 | 138 | |||
| 11 Nov | 1272.70 | 73.85 | -10.70 | 24.35 | 118 | 32 | 128 | |||
| 8 Nov | 1283.75 | 84.55 | -26.90 | 28.28 | 98 | 58 | 90 | |||
| 7 Nov | 1305.65 | 111.45 | -12.20 | 35.29 | 16 | 0 | 32 | |||
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| 6 Nov | 1325.35 | 123.65 | 18.65 | 18.92 | 4 | 2 | 32 | |||
| 5 Nov | 1305.30 | 105 | 9.65 | - | 42 | 28 | 30 | |||
| 4 Nov | 1302.15 | 95.35 | -512.70 | - | 2 | 0 | 0 | |||
| 1 Nov | 1338.65 | 608.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 608.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 608.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 608.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 608.05 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1210 expiring on 28NOV2024
Delta for 1210 CE is 0.62
Historical price for 1210 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 24.2, which was -17.30 lower than the previous day. The implied volatity was 25.44, the open interest changed by 391 which increased total open position to 481
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 41.5, which was 0.00 lower than the previous day. The implied volatity was 30.33, the open interest changed by 3 which increased total open position to 90
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 41.5, which was -15.55 lower than the previous day. The implied volatity was 30.33, the open interest changed by 3 which increased total open position to 90
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 57.05, which was -8.25 lower than the previous day. The implied volatity was 26.15, the open interest changed by -27 which decreased total open position to 85
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 65.3, which was 10.85 higher than the previous day. The implied volatity was 22.98, the open interest changed by -2 which decreased total open position to 112
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 54.45, which was -17.70 lower than the previous day. The implied volatity was 23.40, the open interest changed by 46 which increased total open position to 114
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 72.15, which was -1.70 lower than the previous day. The implied volatity was 27.99, the open interest changed by 5 which increased total open position to 69
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 73.85, which was -10.70 lower than the previous day. The implied volatity was 24.35, the open interest changed by 16 which increased total open position to 64
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 84.55, which was -26.90 lower than the previous day. The implied volatity was 28.28, the open interest changed by 29 which increased total open position to 45
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 111.45, which was -12.20 lower than the previous day. The implied volatity was 35.29, the open interest changed by 0 which decreased total open position to 16
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 123.65, which was 18.65 higher than the previous day. The implied volatity was 18.92, the open interest changed by 1 which increased total open position to 16
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 105, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 15
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 95.35, which was -512.70 lower 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 608.05, 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 608.05, 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 608.05, 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 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 608.05, 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 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 608.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.65
Theta: -1.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 12.6 | 2.40 | 27.25 | 15,494 | 344 | 2,404 |
| 20 Nov | 1241.65 | 10.2 | 0.00 | 28.94 | 8,864 | 90 | 2,088 |
| 19 Nov | 1241.65 | 10.2 | 6.10 | 28.94 | 8,864 | 118 | 2,088 |
| 18 Nov | 1260.75 | 4.1 | 0.80 | 25.16 | 7,300 | -140 | 1,984 |
| 14 Nov | 1267.60 | 3.3 | -3.25 | 22.06 | 4,608 | 196 | 2,120 |
| 13 Nov | 1252.05 | 6.55 | 1.65 | 23.06 | 6,958 | 520 | 1,918 |
| 12 Nov | 1274.25 | 4.9 | 0.60 | 24.22 | 3,358 | -38 | 1,604 |
| 11 Nov | 1272.70 | 4.3 | -1.95 | 23.47 | 3,132 | 452 | 1,664 |
| 8 Nov | 1283.75 | 6.25 | 2.70 | 26.22 | 3,010 | 230 | 1,222 |
| 7 Nov | 1305.65 | 3.55 | 0.65 | 26.05 | 1,814 | 392 | 994 |
| 6 Nov | 1325.35 | 2.9 | -2.60 | 27.67 | 1,876 | 164 | 600 |
| 5 Nov | 1305.30 | 5.5 | -2.75 | 28.76 | 1,292 | 12 | 438 |
| 4 Nov | 1302.15 | 8.25 | 6.40 | 30.38 | 2,334 | 426 | 426 |
| 1 Nov | 1338.65 | 1.85 | 0.00 | 10.14 | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 1.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 1.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1340.00 | 1.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1334.35 | 1.85 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1210 expiring on 28NOV2024
Delta for 1210 PE is -0.38
Historical price for 1210 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 12.6, which was 2.40 higher than the previous day. The implied volatity was 27.25, the open interest changed by 172 which increased total open position to 1202
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 10.2, which was 0.00 lower than the previous day. The implied volatity was 28.94, the open interest changed by 45 which increased total open position to 1044
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 10.2, which was 6.10 higher than the previous day. The implied volatity was 28.94, the open interest changed by 59 which increased total open position to 1044
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 4.1, which was 0.80 higher than the previous day. The implied volatity was 25.16, the open interest changed by -70 which decreased total open position to 992
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 3.3, which was -3.25 lower than the previous day. The implied volatity was 22.06, the open interest changed by 98 which increased total open position to 1060
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 6.55, which was 1.65 higher than the previous day. The implied volatity was 23.06, the open interest changed by 260 which increased total open position to 959
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 4.9, which was 0.60 higher than the previous day. The implied volatity was 24.22, the open interest changed by -19 which decreased total open position to 802
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 4.3, which was -1.95 lower than the previous day. The implied volatity was 23.47, the open interest changed by 226 which increased total open position to 832
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 6.25, which was 2.70 higher than the previous day. The implied volatity was 26.22, the open interest changed by 115 which increased total open position to 611
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 3.55, which was 0.65 higher than the previous day. The implied volatity was 26.05, the open interest changed by 196 which increased total open position to 497
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 2.9, which was -2.60 lower than the previous day. The implied volatity was 27.67, the open interest changed by 82 which increased total open position to 300
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 5.5, which was -2.75 lower than the previous day. The implied volatity was 28.76, the open interest changed by 6 which increased total open position to 219
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 8.25, which was 6.40 higher than the previous day. The implied volatity was 30.38, the open interest changed by 213 which increased total open position to 213
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 10.14, 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 1.85, 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 1.85, 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 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 1.85, 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 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
