`
[--[65.84.65.76]--]
RELIANCE
Reliance Industries Ltd

1210.7 -10.35 (-0.85%)

Back to Option Chain


Historical option data for RELIANCE

30 Dec 2024 04:12 PM IST
RELIANCE 30JAN2025 1220 CE
Delta: 0.52
Vega: 1.41
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
30 Dec 1210.70 29.65 -4.50 20.42 9,254 695 5,729
27 Dec 1221.05 34.15 -1.45 18.43 7,743 402 5,050
26 Dec 1216.55 35.6 -5.50 20.75 8,195 1,417 4,650
24 Dec 1222.75 41.1 -1.90 20.84 2,752 754 3,232
23 Dec 1222.30 43 3.75 21.81 4,602 1,458 2,470
20 Dec 1205.30 39.25 -13.25 24.46 2,110 768 1,018
19 Dec 1230.45 52.5 -15.80 23.70 339 164 256
18 Dec 1253.25 68.3 6.00 23.33 69 16 93
17 Dec 1245.30 62.3 -15.70 23.33 56 43 75
16 Dec 1268.30 78 2.20 22.10 3 2 33
13 Dec 1272.85 75.8 -7.60 15.25 40 30 31
12 Dec 1262.90 83.4 -69.90 27.12 1 0 0
11 Dec 1278.20 153.3 0.00 - 0 0 0
10 Dec 1284.85 153.3 0.00 - 0 0 0
9 Dec 1295.15 153.3 0.00 - 0 0 0
6 Dec 1311.55 153.3 0.00 - 0 0 0
5 Dec 1322.05 153.3 0.00 - 0 0 0
4 Dec 1308.95 153.3 0.00 - 0 0 0
3 Dec 1323.30 153.3 0.00 - 0 0 0
2 Dec 1309.15 153.3 0.00 - 0 0 0
29 Nov 1292.20 153.3 0.00 - 0 0 0
28 Nov 1270.80 153.3 0.00 - 0 0 0
27 Nov 1293.20 153.3 0.00 - 0 0 0
26 Nov 1295.70 153.3 0.00 - 0 0 0
25 Nov 1287.00 153.3 0.00 - 0 0 0
22 Nov 1265.40 153.3 0.00 - 0 0 0
21 Nov 1223.00 153.3 153.30 - 0 0 0
20 Nov 1241.65 0 0.00 - 0 0 0
19 Nov 1241.65 0 0.00 - 0 0 0
18 Nov 1260.75 0 0.00 - 0 0 0
14 Nov 1267.60 0 0.00 - 0 0 0
13 Nov 1252.05 0 0.00 - 0 0 0
12 Nov 1274.25 0 0.00 - 0 0 0
11 Nov 1272.70 0 0.00 - 0 0 0
8 Nov 1283.75 0 0.00 - 0 0 0
7 Nov 1305.65 0 0.00 - 0 0 0
6 Nov 1325.35 0 0.00 - 0 0 0
5 Nov 1305.30 0 0.00 - 0 0 0
4 Nov 1302.15 0 - 0 0 0


For Reliance Industries Ltd - strike price 1220 expiring on 30JAN2025

Delta for 1220 CE is 0.52

Historical price for 1220 CE is as follows

On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 29.65, which was -4.50 lower than the previous day. The implied volatity was 20.42, the open interest changed by 695 which increased total open position to 5729


On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 34.15, which was -1.45 lower than the previous day. The implied volatity was 18.43, the open interest changed by 402 which increased total open position to 5050


On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 35.6, which was -5.50 lower than the previous day. The implied volatity was 20.75, the open interest changed by 1417 which increased total open position to 4650


On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 41.1, which was -1.90 lower than the previous day. The implied volatity was 20.84, the open interest changed by 754 which increased total open position to 3232


On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 43, which was 3.75 higher than the previous day. The implied volatity was 21.81, the open interest changed by 1458 which increased total open position to 2470


On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 39.25, which was -13.25 lower than the previous day. The implied volatity was 24.46, the open interest changed by 768 which increased total open position to 1018


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 52.5, which was -15.80 lower than the previous day. The implied volatity was 23.70, the open interest changed by 164 which increased total open position to 256


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 68.3, which was 6.00 higher than the previous day. The implied volatity was 23.33, the open interest changed by 16 which increased total open position to 93


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 62.3, which was -15.70 lower than the previous day. The implied volatity was 23.33, the open interest changed by 43 which increased total open position to 75


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 78, which was 2.20 higher than the previous day. The implied volatity was 22.10, the open interest changed by 2 which increased total open position to 33


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 75.8, which was -7.60 lower than the previous day. The implied volatity was 15.25, the open interest changed by 30 which increased total open position to 31


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 83.4, which was -69.90 lower than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 0


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 153.3, 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 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 153.3, 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 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 153.3, 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 Dec RELIANCE was trading at 1311.55. The strike last trading price was 153.3, 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 Dec RELIANCE was trading at 1322.05. The strike last trading price was 153.3, 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 Dec RELIANCE was trading at 1308.95. The strike last trading price was 153.3, 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 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 153.3, 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 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 153.3, 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 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 153.3, 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 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 153.3, 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 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 153.3, 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 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 153.3, 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 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 153.3, 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 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 153.3, 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 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 153.3, which was 153.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov RELIANCE was trading at 1241.65. 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 19 Nov RELIANCE was trading at 1241.65. 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 18 Nov RELIANCE was trading at 1260.75. 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 14 Nov RELIANCE was trading at 1267.60. 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 13 Nov RELIANCE was trading at 1252.05. 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 0 which decreased total open position to 0


On 12 Nov RELIANCE was trading at 1274.25. 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 11 Nov RELIANCE was trading at 1272.70. 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 8 Nov RELIANCE was trading at 1283.75. 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 7 Nov RELIANCE was trading at 1305.65. 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 6 Nov RELIANCE was trading at 1325.35. 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 5 Nov RELIANCE was trading at 1305.30. 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 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


RELIANCE 30JAN2025 1220 PE
Delta: -0.48
Vega: 1.41
Theta: -0.30
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
30 Dec 1210.70 28 4.50 20.54 6,809 -40 5,380
27 Dec 1221.05 23.5 -4.50 19.92 6,744 4 5,433
26 Dec 1216.55 28 1.35 21.46 8,274 2,150 5,447
24 Dec 1222.75 26.65 -2.35 22.20 3,916 1,160 3,290
23 Dec 1222.30 29 -11.05 23.43 3,430 1,089 2,131
20 Dec 1205.30 40.05 13.05 24.72 1,925 443 1,037
19 Dec 1230.45 27 8.40 23.05 584 119 595
18 Dec 1253.25 18.6 -4.00 22.62 308 27 476
17 Dec 1245.30 22.6 7.35 23.09 349 109 448
16 Dec 1268.30 15.25 2.25 22.53 270 78 338
13 Dec 1272.85 13 -2.90 21.40 362 51 259
12 Dec 1262.90 15.9 3.45 21.07 203 49 211
11 Dec 1278.20 12.45 0.05 21.39 36 15 161
10 Dec 1284.85 12.4 1.55 22.24 29 7 146
9 Dec 1295.15 10.85 1.60 22.45 97 74 134
6 Dec 1311.55 9.25 0.70 22.61 17 9 61
5 Dec 1322.05 8.55 -1.05 23.00 38 -4 40
4 Dec 1308.95 9.6 3.45 22.34 48 30 43
3 Dec 1323.30 6.15 -3.85 20.94 14 8 10
2 Dec 1309.15 10 -9.30 22.55 2 1 1
29 Nov 1292.20 19.3 0.00 4.94 0 0 0
28 Nov 1270.80 19.3 0.00 4.01 0 0 0
27 Nov 1293.20 19.3 0.00 4.99 0 0 0
26 Nov 1295.70 19.3 0.00 5.08 0 0 0
25 Nov 1287.00 19.3 0.00 5.23 0 0 0
22 Nov 1265.40 19.3 0.00 3.59 0 0 0
21 Nov 1223.00 19.3 19.30 1.42 0 0 0
20 Nov 1241.65 0 0.00 2.60 0 0 0
19 Nov 1241.65 0 0.00 2.60 0 0 0
18 Nov 1260.75 0 0.00 3.36 0 0 0
14 Nov 1267.60 0 0.00 3.62 0 0 0
13 Nov 1252.05 0 0.00 2.79 0 0 0
12 Nov 1274.25 0 0.00 4.09 0 0 0
11 Nov 1272.70 0 0.00 3.86 0 0 0
8 Nov 1283.75 0 0.00 4.31 0 0 0
7 Nov 1305.65 0 0.00 4.93 0 0 0
6 Nov 1325.35 0 0.00 5.63 0 0 0
5 Nov 1305.30 0 0.00 4.70 0 0 0
4 Nov 1302.15 0 4.88 0 0 0


For Reliance Industries Ltd - strike price 1220 expiring on 30JAN2025

Delta for 1220 PE is -0.48

Historical price for 1220 PE is as follows

On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 28, which was 4.50 higher than the previous day. The implied volatity was 20.54, the open interest changed by -40 which decreased total open position to 5380


On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 23.5, which was -4.50 lower than the previous day. The implied volatity was 19.92, the open interest changed by 4 which increased total open position to 5433


On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 28, which was 1.35 higher than the previous day. The implied volatity was 21.46, the open interest changed by 2150 which increased total open position to 5447


On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 26.65, which was -2.35 lower than the previous day. The implied volatity was 22.20, the open interest changed by 1160 which increased total open position to 3290


On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 29, which was -11.05 lower than the previous day. The implied volatity was 23.43, the open interest changed by 1089 which increased total open position to 2131


On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 40.05, which was 13.05 higher than the previous day. The implied volatity was 24.72, the open interest changed by 443 which increased total open position to 1037


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 27, which was 8.40 higher than the previous day. The implied volatity was 23.05, the open interest changed by 119 which increased total open position to 595


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 18.6, which was -4.00 lower than the previous day. The implied volatity was 22.62, the open interest changed by 27 which increased total open position to 476


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 22.6, which was 7.35 higher than the previous day. The implied volatity was 23.09, the open interest changed by 109 which increased total open position to 448


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 15.25, which was 2.25 higher than the previous day. The implied volatity was 22.53, the open interest changed by 78 which increased total open position to 338


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 13, which was -2.90 lower than the previous day. The implied volatity was 21.40, the open interest changed by 51 which increased total open position to 259


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 15.9, which was 3.45 higher than the previous day. The implied volatity was 21.07, the open interest changed by 49 which increased total open position to 211


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 12.45, which was 0.05 higher than the previous day. The implied volatity was 21.39, the open interest changed by 15 which increased total open position to 161


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 12.4, which was 1.55 higher than the previous day. The implied volatity was 22.24, the open interest changed by 7 which increased total open position to 146


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 10.85, which was 1.60 higher than the previous day. The implied volatity was 22.45, the open interest changed by 74 which increased total open position to 134


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 9.25, which was 0.70 higher than the previous day. The implied volatity was 22.61, the open interest changed by 9 which increased total open position to 61


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 8.55, which was -1.05 lower than the previous day. The implied volatity was 23.00, the open interest changed by -4 which decreased total open position to 40


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 9.6, which was 3.45 higher than the previous day. The implied volatity was 22.34, the open interest changed by 30 which increased total open position to 43


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 6.15, which was -3.85 lower than the previous day. The implied volatity was 20.94, the open interest changed by 8 which increased total open position to 10


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 10, which was -9.30 lower than the previous day. The implied volatity was 22.55, the open interest changed by 1 which increased total open position to 1


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 19.3, which was 0.00 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 19.3, which was 0.00 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 19.3, which was 0.00 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 19.3, which was 0.00 lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 19.3, which was 0.00 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 19.3, which was 0.00 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 19.3, which was 19.30 higher than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.93, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 0, which was lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0