RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.58
Theta: -1.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 7.85 | -16.55 | 20.93 | 23,400 | 2,538 | 3,432 | |||
| 19 Dec | 1230.45 | 24.4 | -19.45 | 25.47 | 4,904 | 248 | 898 | |||
| 18 Dec | 1253.25 | 43.85 | 7.25 | 27.62 | 2,465 | 214 | 657 | |||
| 17 Dec | 1245.30 | 36.6 | -19.45 | 25.59 | 2,083 | 187 | 442 | |||
| 16 Dec | 1268.30 | 56.05 | -7.30 | 25.17 | 133 | -15 | 253 | |||
| 13 Dec | 1272.85 | 63.35 | 8.35 | 24.43 | 3,541 | 48 | 269 | |||
| 12 Dec | 1262.90 | 55 | -14.60 | 26.62 | 192 | -43 | 221 | |||
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| 11 Dec | 1278.20 | 69.6 | -4.05 | 25.76 | 29 | -8 | 264 | |||
| 10 Dec | 1284.85 | 73.65 | -14.60 | 20.66 | 17 | 5 | 272 | |||
| 9 Dec | 1295.15 | 88.25 | -12.95 | 29.29 | 23 | 2 | 266 | |||
| 6 Dec | 1311.55 | 101.2 | -6.45 | 24.55 | 7 | -3 | 265 | |||
| 5 Dec | 1322.05 | 107.65 | 6.65 | - | 38 | -11 | 272 | |||
| 4 Dec | 1308.95 | 101 | -10.00 | 25.47 | 45 | 11 | 283 | |||
| 3 Dec | 1323.30 | 111 | 8.20 | - | 98 | -27 | 272 | |||
| 2 Dec | 1309.15 | 102.8 | 15.20 | 24.76 | 153 | -13 | 299 | |||
| 29 Nov | 1292.20 | 87.6 | 11.85 | 24.15 | 127 | -9 | 311 | |||
| 28 Nov | 1270.80 | 75.75 | -15.35 | 26.73 | 167 | -2 | 316 | |||
| 27 Nov | 1293.20 | 91.1 | -0.70 | 24.84 | 59 | 26 | 320 | |||
| 26 Nov | 1295.70 | 91.8 | 4.30 | 22.76 | 112 | 6 | 295 | |||
| 25 Nov | 1287.00 | 87.5 | 18.70 | 21.69 | 220 | -311 | 291 | |||
| 22 Nov | 1265.40 | 68.8 | 26.80 | 22.78 | 1,988 | -278 | 324 | |||
| 21 Nov | 1223.00 | 42 | -13.50 | 23.75 | 1,551 | 519 | 607 | |||
| 20 Nov | 1241.65 | 55.5 | 0.00 | 25.03 | 90 | 83 | 87 | |||
| 19 Nov | 1241.65 | 55.5 | -1.30 | 25.03 | 90 | 82 | 87 | |||
| 18 Nov | 1260.75 | 56.8 | -13.20 | 13.73 | 7 | 2 | 3 | |||
| 14 Nov | 1267.60 | 70 | -22.80 | 18.14 | 1 | 0 | 1 | |||
| 13 Nov | 1252.05 | 92.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 92.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 1272.70 | 92.8 | -513.00 | 29.95 | 1 | 0 | 0 | |||
| 8 Nov | 1283.75 | 605.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 605.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 605.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 605.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 605.8 | 605.80 | - | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 0 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1220 expiring on 26DEC2024
Delta for 1220 CE is 0.36
Historical price for 1220 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 7.85, which was -16.55 lower than the previous day. The implied volatity was 20.93, the open interest changed by 2538 which increased total open position to 3432
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 24.4, which was -19.45 lower than the previous day. The implied volatity was 25.47, the open interest changed by 248 which increased total open position to 898
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 43.85, which was 7.25 higher than the previous day. The implied volatity was 27.62, the open interest changed by 214 which increased total open position to 657
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 36.6, which was -19.45 lower than the previous day. The implied volatity was 25.59, the open interest changed by 187 which increased total open position to 442
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 56.05, which was -7.30 lower than the previous day. The implied volatity was 25.17, the open interest changed by -15 which decreased total open position to 253
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 63.35, which was 8.35 higher than the previous day. The implied volatity was 24.43, the open interest changed by 48 which increased total open position to 269
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 55, which was -14.60 lower than the previous day. The implied volatity was 26.62, the open interest changed by -43 which decreased total open position to 221
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 69.6, which was -4.05 lower than the previous day. The implied volatity was 25.76, the open interest changed by -8 which decreased total open position to 264
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 73.65, which was -14.60 lower than the previous day. The implied volatity was 20.66, the open interest changed by 5 which increased total open position to 272
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 88.25, which was -12.95 lower than the previous day. The implied volatity was 29.29, the open interest changed by 2 which increased total open position to 266
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 101.2, which was -6.45 lower than the previous day. The implied volatity was 24.55, the open interest changed by -3 which decreased total open position to 265
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 107.65, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 272
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 101, which was -10.00 lower than the previous day. The implied volatity was 25.47, the open interest changed by 11 which increased total open position to 283
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 111, which was 8.20 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 272
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 102.8, which was 15.20 higher than the previous day. The implied volatity was 24.76, the open interest changed by -13 which decreased total open position to 299
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 87.6, which was 11.85 higher than the previous day. The implied volatity was 24.15, the open interest changed by -9 which decreased total open position to 311
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 75.75, which was -15.35 lower than the previous day. The implied volatity was 26.73, the open interest changed by -2 which decreased total open position to 316
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 91.1, which was -0.70 lower than the previous day. The implied volatity was 24.84, the open interest changed by 26 which increased total open position to 320
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 91.8, which was 4.30 higher than the previous day. The implied volatity was 22.76, the open interest changed by 6 which increased total open position to 295
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 87.5, which was 18.70 higher than the previous day. The implied volatity was 21.69, the open interest changed by -311 which decreased total open position to 291
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 68.8, which was 26.80 higher than the previous day. The implied volatity was 22.78, the open interest changed by -278 which decreased total open position to 324
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 42, which was -13.50 lower than the previous day. The implied volatity was 23.75, the open interest changed by 519 which increased total open position to 607
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 55.5, which was 0.00 lower than the previous day. The implied volatity was 25.03, the open interest changed by 83 which increased total open position to 87
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 55.5, which was -1.30 lower than the previous day. The implied volatity was 25.03, the open interest changed by 82 which increased total open position to 87
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 56.8, which was -13.20 lower than the previous day. The implied volatity was 13.73, the open interest changed by 2 which increased total open position to 3
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 70, which was -22.80 lower than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 1
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 92.8, which was 0.00 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 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 92.8, which was 0.00 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 92.8, which was -513.00 lower than the previous day. The implied volatity was 29.95, 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 605.8, 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 605.8, 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 605.8, 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 605.8, 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 605.8, which was 605.80 higher 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 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 31 Oct RELIANCE was trading at 1332.05. 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 which decreased total open position to
On 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 26DEC2024 1220 PE | |||||||
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Delta: -0.65
Vega: 0.57
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 18.75 | 9.80 | 19.03 | 27,213 | -83 | 3,817 |
| 19 Dec | 1230.45 | 8.95 | 4.70 | 21.40 | 12,821 | 233 | 3,916 |
| 18 Dec | 1253.25 | 4.25 | -3.35 | 22.73 | 12,971 | 194 | 3,694 |
| 17 Dec | 1245.30 | 7.6 | 3.95 | 23.60 | 15,206 | 22 | 3,511 |
| 16 Dec | 1268.30 | 3.65 | 0.65 | 23.80 | 5,679 | -138 | 3,497 |
| 13 Dec | 1272.85 | 3 | -2.55 | 21.40 | 20,455 | 11 | 3,630 |
| 12 Dec | 1262.90 | 5.55 | 1.05 | 21.71 | 9,342 | 700 | 3,646 |
| 11 Dec | 1278.20 | 4.5 | 0.00 | 23.93 | 2,969 | 283 | 2,947 |
| 10 Dec | 1284.85 | 4.5 | 0.10 | 24.86 | 3,211 | 312 | 2,666 |
| 9 Dec | 1295.15 | 4.4 | 1.15 | 26.30 | 1,681 | 100 | 2,355 |
| 6 Dec | 1311.55 | 3.25 | -0.25 | 25.21 | 1,251 | -95 | 2,261 |
| 5 Dec | 1322.05 | 3.5 | -1.30 | 26.79 | 2,706 | -77 | 2,358 |
| 4 Dec | 1308.95 | 4.8 | 1.20 | 26.53 | 2,627 | 263 | 2,431 |
| 3 Dec | 1323.30 | 3.6 | -1.75 | 26.60 | 2,329 | -148 | 2,165 |
| 2 Dec | 1309.15 | 5.35 | -1.85 | 26.57 | 3,711 | 128 | 2,312 |
| 29 Nov | 1292.20 | 7.2 | -5.45 | 24.26 | 4,010 | 123 | 2,186 |
| 28 Nov | 1270.80 | 12.65 | 4.55 | 25.78 | 4,675 | 435 | 2,064 |
| 27 Nov | 1293.20 | 8.1 | -0.60 | 24.90 | 1,147 | 158 | 1,626 |
| 26 Nov | 1295.70 | 8.7 | -0.50 | 25.59 | 669 | 19 | 1,468 |
| 25 Nov | 1287.00 | 9.2 | -6.55 | 24.93 | 1,546 | 66 | 1,446 |
| 22 Nov | 1265.40 | 15.75 | -16.65 | 24.60 | 2,138 | 147 | 1,527 |
| 21 Nov | 1223.00 | 32.4 | 7.25 | 25.43 | 2,481 | 1,052 | 1,382 |
| 20 Nov | 1241.65 | 25.15 | 0.00 | 24.59 | 482 | 38 | 330 |
| 19 Nov | 1241.65 | 25.15 | 9.15 | 24.59 | 482 | 38 | 330 |
| 18 Nov | 1260.75 | 16 | 2.00 | 22.78 | 372 | 67 | 291 |
| 14 Nov | 1267.60 | 14 | -4.80 | 21.93 | 393 | 168 | 225 |
| 13 Nov | 1252.05 | 18.8 | 4.15 | 22.43 | 109 | 44 | 55 |
| 12 Nov | 1274.25 | 14.65 | 7.45 | 22.48 | 27 | 9 | 13 |
| 11 Nov | 1272.70 | 7.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1283.75 | 7.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 1305.65 | 7.2 | 0.00 | 20.91 | 2 | 0 | 3 |
| 6 Nov | 1325.35 | 7.2 | 1.30 | 23.39 | 5 | 3 | 3 |
| 5 Nov | 1305.30 | 5.9 | 0.00 | 6.07 | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 5.9 | 0.00 | 5.55 | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 5.9 | 0.00 | 7.40 | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 5.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 5.9 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1220 expiring on 26DEC2024
Delta for 1220 PE is -0.65
Historical price for 1220 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 18.75, which was 9.80 higher than the previous day. The implied volatity was 19.03, the open interest changed by -83 which decreased total open position to 3817
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 8.95, which was 4.70 higher than the previous day. The implied volatity was 21.40, the open interest changed by 233 which increased total open position to 3916
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 4.25, which was -3.35 lower than the previous day. The implied volatity was 22.73, the open interest changed by 194 which increased total open position to 3694
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 7.6, which was 3.95 higher than the previous day. The implied volatity was 23.60, the open interest changed by 22 which increased total open position to 3511
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 3.65, which was 0.65 higher than the previous day. The implied volatity was 23.80, the open interest changed by -138 which decreased total open position to 3497
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 3, which was -2.55 lower than the previous day. The implied volatity was 21.40, the open interest changed by 11 which increased total open position to 3630
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 5.55, which was 1.05 higher than the previous day. The implied volatity was 21.71, the open interest changed by 700 which increased total open position to 3646
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 23.93, the open interest changed by 283 which increased total open position to 2947
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 4.5, which was 0.10 higher than the previous day. The implied volatity was 24.86, the open interest changed by 312 which increased total open position to 2666
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 4.4, which was 1.15 higher than the previous day. The implied volatity was 26.30, the open interest changed by 100 which increased total open position to 2355
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 25.21, the open interest changed by -95 which decreased total open position to 2261
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 3.5, which was -1.30 lower than the previous day. The implied volatity was 26.79, the open interest changed by -77 which decreased total open position to 2358
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 4.8, which was 1.20 higher than the previous day. The implied volatity was 26.53, the open interest changed by 263 which increased total open position to 2431
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 3.6, which was -1.75 lower than the previous day. The implied volatity was 26.60, the open interest changed by -148 which decreased total open position to 2165
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 5.35, which was -1.85 lower than the previous day. The implied volatity was 26.57, the open interest changed by 128 which increased total open position to 2312
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 7.2, which was -5.45 lower than the previous day. The implied volatity was 24.26, the open interest changed by 123 which increased total open position to 2186
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 12.65, which was 4.55 higher than the previous day. The implied volatity was 25.78, the open interest changed by 435 which increased total open position to 2064
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 8.1, which was -0.60 lower than the previous day. The implied volatity was 24.90, the open interest changed by 158 which increased total open position to 1626
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 8.7, which was -0.50 lower than the previous day. The implied volatity was 25.59, the open interest changed by 19 which increased total open position to 1468
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 9.2, which was -6.55 lower than the previous day. The implied volatity was 24.93, the open interest changed by 66 which increased total open position to 1446
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 15.75, which was -16.65 lower than the previous day. The implied volatity was 24.60, the open interest changed by 147 which increased total open position to 1527
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 32.4, which was 7.25 higher than the previous day. The implied volatity was 25.43, the open interest changed by 1052 which increased total open position to 1382
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 25.15, which was 0.00 lower than the previous day. The implied volatity was 24.59, the open interest changed by 38 which increased total open position to 330
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 25.15, which was 9.15 higher than the previous day. The implied volatity was 24.59, the open interest changed by 38 which increased total open position to 330
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 16, which was 2.00 higher than the previous day. The implied volatity was 22.78, the open interest changed by 67 which increased total open position to 291
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 14, which was -4.80 lower than the previous day. The implied volatity was 21.93, the open interest changed by 168 which increased total open position to 225
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 18.8, which was 4.15 higher than the previous day. The implied volatity was 22.43, the open interest changed by 44 which increased total open position to 55
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 14.65, which was 7.45 higher than the previous day. The implied volatity was 22.48, the open interest changed by 9 which increased total open position to 13
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 7.2, which was 0.00 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 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 7.2, which was 0.00 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 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was 20.91, the open interest changed by 0 which decreased total open position to 3
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 7.2, which was 1.30 higher than the previous day. The implied volatity was 23.39, the open interest changed by 3 which increased total open position to 3
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 6.07, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 5.55, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 7.40, 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 5.9, 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 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
