RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.67
Theta: -1.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1223.00 | 17.95 | -15.25 | 24.53 | 37,826 | 6,328 | 6,874 | |||
| 20 Nov | 1241.65 | 33.2 | 0.00 | 27.93 | 1,712 | 202 | 532 | |||
| 19 Nov | 1241.65 | 33.2 | -15.00 | 27.93 | 1,712 | 188 | 532 | |||
| 18 Nov | 1260.75 | 48.2 | -7.75 | 24.78 | 1,384 | -80 | 342 | |||
| 14 Nov | 1267.60 | 55.95 | 9.60 | 21.36 | 960 | -90 | 422 | |||
| 13 Nov | 1252.05 | 46.35 | -13.65 | 22.74 | 1,378 | 370 | 504 | |||
| 12 Nov | 1274.25 | 60 | -4.70 | 22.02 | 192 | -2 | 132 | |||
| 11 Nov | 1272.70 | 64.7 | -8.50 | 23.08 | 132 | 48 | 132 | |||
| 8 Nov | 1283.75 | 73.2 | -23.50 | 23.98 | 50 | 28 | 84 | |||
| 7 Nov | 1305.65 | 96.7 | -17.30 | 26.07 | 26 | 0 | 56 | |||
| 6 Nov | 1325.35 | 114 | 13.00 | 19.20 | 36 | 6 | 56 | |||
| 5 Nov | 1305.30 | 101 | 6.30 | 27.23 | 76 | 16 | 50 | |||
| 4 Nov | 1302.15 | 94.7 | -556.25 | 28.14 | 74 | 34 | 34 | |||
| 1 Nov | 1338.65 | 650.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 650.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 650.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 650.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 650.95 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1220 expiring on 28NOV2024
Delta for 1220 CE is 0.53
Historical price for 1220 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 17.95, which was -15.25 lower than the previous day. The implied volatity was 24.53, the open interest changed by 3164 which increased total open position to 3437
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 33.2, which was 0.00 lower than the previous day. The implied volatity was 27.93, the open interest changed by 101 which increased total open position to 266
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 33.2, which was -15.00 lower than the previous day. The implied volatity was 27.93, the open interest changed by 94 which increased total open position to 266
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 48.2, which was -7.75 lower than the previous day. The implied volatity was 24.78, the open interest changed by -40 which decreased total open position to 171
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 55.95, which was 9.60 higher than the previous day. The implied volatity was 21.36, the open interest changed by -45 which decreased total open position to 211
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 46.35, which was -13.65 lower than the previous day. The implied volatity was 22.74, the open interest changed by 185 which increased total open position to 252
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 60, which was -4.70 lower than the previous day. The implied volatity was 22.02, the open interest changed by -1 which decreased total open position to 66
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 64.7, which was -8.50 lower than the previous day. The implied volatity was 23.08, the open interest changed by 24 which increased total open position to 66
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 73.2, which was -23.50 lower than the previous day. The implied volatity was 23.98, the open interest changed by 14 which increased total open position to 42
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 96.7, which was -17.30 lower than the previous day. The implied volatity was 26.07, the open interest changed by 0 which decreased total open position to 28
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 114, which was 13.00 higher than the previous day. The implied volatity was 19.20, the open interest changed by 3 which increased total open position to 28
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 101, which was 6.30 higher than the previous day. The implied volatity was 27.23, the open interest changed by 8 which increased total open position to 25
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 94.7, which was -556.25 lower than the previous day. The implied volatity was 28.14, the open interest changed by 17 which increased total open position to 17
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 650.95, 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 650.95, 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 650.95, 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 650.95, 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 650.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.67
Theta: -1.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 16.15 | 3.40 | 26.00 | 34,146 | 2,446 | 6,558 |
| 20 Nov | 1241.65 | 12.75 | 0.00 | 27.58 | 15,096 | 216 | 4,076 |
| 19 Nov | 1241.65 | 12.75 | 7.65 | 27.58 | 15,096 | 180 | 4,076 |
| 18 Nov | 1260.75 | 5.1 | 0.85 | 23.69 | 13,996 | 288 | 3,908 |
| 14 Nov | 1267.60 | 4.25 | -4.05 | 21.14 | 7,786 | 180 | 3,600 |
| 13 Nov | 1252.05 | 8.3 | 2.05 | 22.31 | 9,928 | 332 | 3,446 |
| 12 Nov | 1274.25 | 6.25 | 0.70 | 23.62 | 9,854 | 306 | 3,316 |
| 11 Nov | 1272.70 | 5.55 | -2.10 | 22.96 | 10,746 | 594 | 3,008 |
| 8 Nov | 1283.75 | 7.65 | 3.30 | 25.71 | 8,666 | 436 | 2,420 |
| 7 Nov | 1305.65 | 4.35 | 0.75 | 25.49 | 3,634 | 318 | 1,990 |
| 6 Nov | 1325.35 | 3.6 | -2.95 | 27.29 | 5,158 | 482 | 1,648 |
| 5 Nov | 1305.30 | 6.55 | -3.10 | 28.25 | 5,330 | 224 | 1,164 |
| 4 Nov | 1302.15 | 9.65 | 4.25 | 29.88 | 9,480 | 326 | 940 |
| 1 Nov | 1338.65 | 5.4 | -2.10 | 29.88 | 310 | 48 | 642 |
| 31 Oct | 1332.05 | 7.5 | 2.30 | - | 944 | 590 | 590 |
| 30 Oct | 1343.90 | 5.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1340.00 | 5.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1334.35 | 5.2 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1220 expiring on 28NOV2024
Delta for 1220 PE is -0.47
Historical price for 1220 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 16.15, which was 3.40 higher than the previous day. The implied volatity was 26.00, the open interest changed by 1223 which increased total open position to 3279
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 12.75, which was 0.00 lower than the previous day. The implied volatity was 27.58, the open interest changed by 108 which increased total open position to 2038
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 12.75, which was 7.65 higher than the previous day. The implied volatity was 27.58, the open interest changed by 90 which increased total open position to 2038
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 5.1, which was 0.85 higher than the previous day. The implied volatity was 23.69, the open interest changed by 144 which increased total open position to 1954
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 4.25, which was -4.05 lower than the previous day. The implied volatity was 21.14, the open interest changed by 90 which increased total open position to 1800
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 8.3, which was 2.05 higher than the previous day. The implied volatity was 22.31, the open interest changed by 166 which increased total open position to 1723
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 6.25, which was 0.70 higher than the previous day. The implied volatity was 23.62, the open interest changed by 153 which increased total open position to 1658
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 5.55, which was -2.10 lower than the previous day. The implied volatity was 22.96, the open interest changed by 297 which increased total open position to 1504
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 7.65, which was 3.30 higher than the previous day. The implied volatity was 25.71, the open interest changed by 218 which increased total open position to 1210
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 4.35, which was 0.75 higher than the previous day. The implied volatity was 25.49, the open interest changed by 159 which increased total open position to 995
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 3.6, which was -2.95 lower than the previous day. The implied volatity was 27.29, the open interest changed by 241 which increased total open position to 824
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 6.55, which was -3.10 lower than the previous day. The implied volatity was 28.25, the open interest changed by 112 which increased total open position to 582
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 9.65, which was 4.25 higher than the previous day. The implied volatity was 29.88, the open interest changed by 163 which increased total open position to 470
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 5.4, which was -2.10 lower than the previous day. The implied volatity was 29.88, the open interest changed by 24 which increased total open position to 321
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 7.5, which was 2.30 higher 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 5.2, 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 5.2, 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 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
