RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.50
Theta: -0.99
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 5.2 | -12.80 | 21.57 | 30,203 | 1,667 | 3,349 | |||
| 19 Dec | 1230.45 | 18 | -17.15 | 24.35 | 10,168 | 1,033 | 1,700 | |||
| 18 Dec | 1253.25 | 35.15 | 5.85 | 25.36 | 3,189 | -110 | 667 | |||
| 17 Dec | 1245.30 | 29.3 | -17.70 | 24.73 | 2,751 | 367 | 777 | |||
| 16 Dec | 1268.30 | 47 | -7.25 | 23.50 | 115 | -11 | 415 | |||
| 13 Dec | 1272.85 | 54.25 | 7.80 | 22.97 | 3,521 | 179 | 427 | |||
| 12 Dec | 1262.90 | 46.45 | -15.00 | 25.04 | 310 | 53 | 247 | |||
| 11 Dec | 1278.20 | 61.45 | -3.60 | 25.64 | 54 | -9 | 194 | |||
| 10 Dec | 1284.85 | 65.05 | -11.40 | 21.03 | 27 | -5 | 202 | |||
| 9 Dec | 1295.15 | 76.45 | -21.55 | 23.83 | 16 | -7 | 208 | |||
| 6 Dec | 1311.55 | 98 | -3.50 | 32.87 | 1 | 0 | 216 | |||
| 5 Dec | 1322.05 | 101.5 | 11.35 | 24.93 | 20 | -3 | 218 | |||
| 4 Dec | 1308.95 | 90.15 | -11.35 | 21.91 | 14 | -3 | 221 | |||
| 3 Dec | 1323.30 | 101.5 | 7.35 | - | 77 | -19 | 224 | |||
| 2 Dec | 1309.15 | 94.15 | 14.15 | 24.78 | 263 | -145 | 244 | |||
| 29 Nov | 1292.20 | 80 | 13.00 | 24.63 | 106 | -5 | 389 | |||
| 28 Nov | 1270.80 | 67 | -15.85 | 25.35 | 167 | 23 | 394 | |||
| 27 Nov | 1293.20 | 82.85 | -0.15 | 24.56 | 53 | 16 | 371 | |||
| 26 Nov | 1295.70 | 83 | 3.20 | 22.14 | 123 | -21 | 355 | |||
| 25 Nov | 1287.00 | 79.8 | 17.85 | 22.18 | 434 | -255 | 377 | |||
| 22 Nov | 1265.40 | 61.95 | 25.55 | 22.91 | 2,438 | -200 | 432 | |||
| 21 Nov | 1223.00 | 36.4 | -92.65 | 23.44 | 1,475 | 616 | 616 | |||
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| 20 Nov | 1241.65 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1241.65 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1260.75 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.75 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 129.05 | 129.05 | - | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 0 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1230 expiring on 26DEC2024
Delta for 1230 CE is 0.26
Historical price for 1230 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 5.2, which was -12.80 lower than the previous day. The implied volatity was 21.57, the open interest changed by 1667 which increased total open position to 3349
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 18, which was -17.15 lower than the previous day. The implied volatity was 24.35, the open interest changed by 1033 which increased total open position to 1700
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 35.15, which was 5.85 higher than the previous day. The implied volatity was 25.36, the open interest changed by -110 which decreased total open position to 667
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 29.3, which was -17.70 lower than the previous day. The implied volatity was 24.73, the open interest changed by 367 which increased total open position to 777
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 47, which was -7.25 lower than the previous day. The implied volatity was 23.50, the open interest changed by -11 which decreased total open position to 415
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 54.25, which was 7.80 higher than the previous day. The implied volatity was 22.97, the open interest changed by 179 which increased total open position to 427
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 46.45, which was -15.00 lower than the previous day. The implied volatity was 25.04, the open interest changed by 53 which increased total open position to 247
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 61.45, which was -3.60 lower than the previous day. The implied volatity was 25.64, the open interest changed by -9 which decreased total open position to 194
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 65.05, which was -11.40 lower than the previous day. The implied volatity was 21.03, the open interest changed by -5 which decreased total open position to 202
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 76.45, which was -21.55 lower than the previous day. The implied volatity was 23.83, the open interest changed by -7 which decreased total open position to 208
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 98, which was -3.50 lower than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 216
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 101.5, which was 11.35 higher than the previous day. The implied volatity was 24.93, the open interest changed by -3 which decreased total open position to 218
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 90.15, which was -11.35 lower than the previous day. The implied volatity was 21.91, the open interest changed by -3 which decreased total open position to 221
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 101.5, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 224
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 94.15, which was 14.15 higher than the previous day. The implied volatity was 24.78, the open interest changed by -145 which decreased total open position to 244
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 80, which was 13.00 higher than the previous day. The implied volatity was 24.63, the open interest changed by -5 which decreased total open position to 389
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 67, which was -15.85 lower than the previous day. The implied volatity was 25.35, the open interest changed by 23 which increased total open position to 394
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 82.85, which was -0.15 lower than the previous day. The implied volatity was 24.56, the open interest changed by 16 which increased total open position to 371
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 83, which was 3.20 higher than the previous day. The implied volatity was 22.14, the open interest changed by -21 which decreased total open position to 355
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 79.8, which was 17.85 higher than the previous day. The implied volatity was 22.18, the open interest changed by -255 which decreased total open position to 377
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 61.95, which was 25.55 higher than the previous day. The implied volatity was 22.91, the open interest changed by -200 which decreased total open position to 432
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 36.4, which was -92.65 lower than the previous day. The implied volatity was 23.44, the open interest changed by 616 which increased total open position to 616
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 129.05, 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 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 129.05, 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 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 129.05, 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 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 129.05, 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 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 129.05, 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 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 129.05, 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 129.05, 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 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 129.05, 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 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 129.05, 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 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 129.05, 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 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 129.05, 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 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 129.05, which was 129.05 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.48
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 26.25 | 13.65 | 19.68 | 19,185 | -938 | 2,498 |
| 19 Dec | 1230.45 | 12.6 | 6.85 | 20.59 | 15,176 | 421 | 3,442 |
| 18 Dec | 1253.25 | 5.75 | -4.45 | 21.43 | 10,126 | 230 | 3,016 |
| 17 Dec | 1245.30 | 10.2 | 5.45 | 22.82 | 10,401 | -86 | 2,798 |
| 16 Dec | 1268.30 | 4.75 | 0.95 | 22.64 | 4,746 | 303 | 2,898 |
| 13 Dec | 1272.85 | 3.8 | -3.35 | 20.22 | 16,359 | 269 | 2,579 |
| 12 Dec | 1262.90 | 7.15 | 1.60 | 20.87 | 6,349 | 150 | 2,333 |
| 11 Dec | 1278.20 | 5.55 | -0.10 | 22.94 | 2,691 | 418 | 2,189 |
| 10 Dec | 1284.85 | 5.65 | 0.35 | 24.18 | 1,891 | 280 | 1,771 |
| 9 Dec | 1295.15 | 5.3 | 1.35 | 25.42 | 1,201 | 58 | 1,492 |
| 6 Dec | 1311.55 | 3.95 | -0.20 | 24.51 | 758 | -93 | 1,435 |
| 5 Dec | 1322.05 | 4.15 | -1.60 | 26.03 | 2,251 | -55 | 1,535 |
| 4 Dec | 1308.95 | 5.75 | 1.50 | 25.91 | 1,757 | 130 | 1,589 |
| 3 Dec | 1323.30 | 4.25 | -1.90 | 25.89 | 1,857 | 70 | 1,462 |
| 2 Dec | 1309.15 | 6.15 | -2.35 | 25.70 | 2,942 | 74 | 1,392 |
| 29 Nov | 1292.20 | 8.5 | -6.10 | 23.64 | 2,033 | 177 | 1,312 |
| 28 Nov | 1270.80 | 14.6 | 5.30 | 25.13 | 1,739 | 81 | 1,131 |
| 27 Nov | 1293.20 | 9.3 | -1.70 | 24.13 | 818 | 210 | 1,048 |
| 26 Nov | 1295.70 | 11 | 0.75 | 25.89 | 498 | 81 | 839 |
| 25 Nov | 1287.00 | 10.25 | -7.80 | 23.94 | 998 | 177 | 758 |
| 22 Nov | 1265.40 | 18.05 | -18.35 | 24.04 | 1,529 | 45 | 626 |
| 21 Nov | 1223.00 | 36.4 | 6.85 | 24.89 | 1,190 | 459 | 575 |
| 20 Nov | 1241.65 | 29.55 | 0.00 | 24.80 | 163 | 63 | 117 |
| 19 Nov | 1241.65 | 29.55 | 11.80 | 24.80 | 163 | 64 | 117 |
| 18 Nov | 1260.75 | 17.75 | 4.45 | 21.81 | 79 | 52 | 52 |
| 14 Nov | 1267.60 | 13.3 | 0.00 | 3.40 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 13.3 | 0.00 | 2.48 | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 13.3 | 0.00 | 3.52 | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 13.3 | 0.00 | 3.73 | 0 | 0 | 0 |
| 8 Nov | 1283.75 | 13.3 | 0.00 | 4.10 | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 13.3 | 0.00 | 5.46 | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 13.3 | 0.00 | 6.43 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 13.3 | 0.00 | 5.50 | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 13.3 | 13.30 | 5.38 | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | 6.88 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1230 expiring on 26DEC2024
Delta for 1230 PE is -0.76
Historical price for 1230 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 26.25, which was 13.65 higher than the previous day. The implied volatity was 19.68, the open interest changed by -938 which decreased total open position to 2498
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 12.6, which was 6.85 higher than the previous day. The implied volatity was 20.59, the open interest changed by 421 which increased total open position to 3442
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 5.75, which was -4.45 lower than the previous day. The implied volatity was 21.43, the open interest changed by 230 which increased total open position to 3016
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 10.2, which was 5.45 higher than the previous day. The implied volatity was 22.82, the open interest changed by -86 which decreased total open position to 2798
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 4.75, which was 0.95 higher than the previous day. The implied volatity was 22.64, the open interest changed by 303 which increased total open position to 2898
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 3.8, which was -3.35 lower than the previous day. The implied volatity was 20.22, the open interest changed by 269 which increased total open position to 2579
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 7.15, which was 1.60 higher than the previous day. The implied volatity was 20.87, the open interest changed by 150 which increased total open position to 2333
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 5.55, which was -0.10 lower than the previous day. The implied volatity was 22.94, the open interest changed by 418 which increased total open position to 2189
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 5.65, which was 0.35 higher than the previous day. The implied volatity was 24.18, the open interest changed by 280 which increased total open position to 1771
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 5.3, which was 1.35 higher than the previous day. The implied volatity was 25.42, the open interest changed by 58 which increased total open position to 1492
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 3.95, which was -0.20 lower than the previous day. The implied volatity was 24.51, the open interest changed by -93 which decreased total open position to 1435
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 4.15, which was -1.60 lower than the previous day. The implied volatity was 26.03, the open interest changed by -55 which decreased total open position to 1535
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 5.75, which was 1.50 higher than the previous day. The implied volatity was 25.91, the open interest changed by 130 which increased total open position to 1589
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 4.25, which was -1.90 lower than the previous day. The implied volatity was 25.89, the open interest changed by 70 which increased total open position to 1462
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 6.15, which was -2.35 lower than the previous day. The implied volatity was 25.70, the open interest changed by 74 which increased total open position to 1392
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 8.5, which was -6.10 lower than the previous day. The implied volatity was 23.64, the open interest changed by 177 which increased total open position to 1312
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 14.6, which was 5.30 higher than the previous day. The implied volatity was 25.13, the open interest changed by 81 which increased total open position to 1131
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 9.3, which was -1.70 lower than the previous day. The implied volatity was 24.13, the open interest changed by 210 which increased total open position to 1048
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 11, which was 0.75 higher than the previous day. The implied volatity was 25.89, the open interest changed by 81 which increased total open position to 839
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 10.25, which was -7.80 lower than the previous day. The implied volatity was 23.94, the open interest changed by 177 which increased total open position to 758
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 18.05, which was -18.35 lower than the previous day. The implied volatity was 24.04, the open interest changed by 45 which increased total open position to 626
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 36.4, which was 6.85 higher than the previous day. The implied volatity was 24.89, the open interest changed by 459 which increased total open position to 575
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 29.55, which was 0.00 lower than the previous day. The implied volatity was 24.80, the open interest changed by 63 which increased total open position to 117
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 29.55, which was 11.80 higher than the previous day. The implied volatity was 24.80, the open interest changed by 64 which increased total open position to 117
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 17.75, which was 4.45 higher than the previous day. The implied volatity was 21.81, the open interest changed by 52 which increased total open position to 52
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 13.3, which was 0.00 lower than the previous day. The implied volatity was 3.40, 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 13.3, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 13.3, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 13.3, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 13.3, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 13.3, which was 0.00 lower than the previous day. The implied volatity was 5.46, 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 13.3, which was 0.00 lower than the previous day. The implied volatity was 6.43, 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 13.3, which was 0.00 lower than the previous day. The implied volatity was 5.50, 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 13.3, which was 13.30 higher than the previous day. The implied volatity was 5.38, 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 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0
