RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
30 Dec 2024 04:12 PM IST
RELIANCE 30JAN2025 1220 CE | ||||||||||
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Delta: 0.52
Vega: 1.41
Theta: -0.63
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.48
Vega: 1.41
Theta: -0.30
Gamma: 0.01
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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