RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
15 Apr 2025 04:12 PM IST
| RELIANCE 24APR2025 1230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.74
Theta: -1.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 1240.10 | 23.35 | 4.55 | 21.05 | 4,813 | -221 | 3,722 | |||
| 11 Apr | 1218.95 | 18.9 | 6.85 | 23.46 | 11,536 | 990 | 3,943 | |||
| 9 Apr | 1185.35 | 12.3 | -0.3 | 27.68 | 2,695 | 38 | 2,954 | |||
| 8 Apr | 1182.20 | 12.55 | 0.6 | 29.20 | 6,948 | 567 | 2,915 | |||
| 7 Apr | 1165.70 | 12.3 | -2.1 | 31.12 | 6,393 | 123 | 2,371 | |||
| 4 Apr | 1204.70 | 14.75 | -22.15 | 19.73 | 9,029 | 1,756 | 2,245 | |||
| 3 Apr | 1248.70 | 37 | -3.3 | 18.51 | 1,141 | 62 | 493 | |||
| 2 Apr | 1251.15 | 40.05 | -4.65 | 18.44 | 685 | 71 | 435 | |||
| 1 Apr | 1252.60 | 44.95 | -18.6 | 21.03 | 452 | 147 | 368 | |||
| 28 Mar | 1275.10 | 63.75 | -7.05 | 22.21 | 91 | 31 | 221 | |||
| 27 Mar | 1278.20 | 72.3 | 6.35 | 25.23 | 137 | 62 | 191 | |||
| 26 Mar | 1273.05 | 65.4 | -11.05 | 24.50 | 129 | 40 | 129 | |||
| 25 Mar | 1285.45 | 77 | -14 | 24.50 | 28 | 3 | 89 | |||
| 24 Mar | 1302.10 | 91 | 22.4 | 23.74 | 35 | -16 | 86 | |||
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| 21 Mar | 1276.35 | 68.15 | 5.2 | 19.69 | 30 | 7 | 100 | |||
| 20 Mar | 1269.15 | 62.25 | 12.7 | 20.26 | 182 | -25 | 93 | |||
| 19 Mar | 1247.15 | 50 | 4.5 | 21.23 | 88 | 6 | 119 | |||
| 18 Mar | 1238.80 | 45.75 | -0.1 | 21.40 | 82 | 20 | 113 | |||
| 17 Mar | 1238.85 | 46.4 | -6.35 | 20.75 | 139 | 32 | 93 | |||
| 13 Mar | 1247.90 | 52.75 | -4 | 21.18 | 23 | 7 | 62 | |||
| 12 Mar | 1257.05 | 56.75 | 5.25 | 19.32 | 33 | -12 | 60 | |||
| 11 Mar | 1247.30 | 50.7 | 2.5 | 18.89 | 37 | -8 | 73 | |||
| 10 Mar | 1238.40 | 48.2 | -7.7 | 20.77 | 18 | -3 | 81 | |||
| 7 Mar | 1249.80 | 55.9 | 21.95 | 21.12 | 212 | 28 | 84 | |||
| 6 Mar | 1209.60 | 33.7 | 13.3 | 19.60 | 68 | 19 | 57 | |||
| 5 Mar | 1175.60 | 20.4 | 2.7 | 20.17 | 24 | 14 | 38 | |||
| 3 Mar | 1171.25 | 18.05 | -15.35 | 18.88 | 43 | 9 | 18 | |||
| 28 Feb | 1200.10 | 33.4 | -10.3 | 21.66 | 11 | 8 | 8 | |||
For Reliance Industries Ltd - strike price 1230 expiring on 24APR2025
Delta for 1230 CE is 0.63
Historical price for 1230 CE is as follows
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 23.35, which was 4.55 higher than the previous day. The implied volatity was 21.05, the open interest changed by -221 which decreased total open position to 3722
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 18.9, which was 6.85 higher than the previous day. The implied volatity was 23.46, the open interest changed by 990 which increased total open position to 3943
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 12.3, which was -0.3 lower than the previous day. The implied volatity was 27.68, the open interest changed by 38 which increased total open position to 2954
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 12.55, which was 0.6 higher than the previous day. The implied volatity was 29.20, the open interest changed by 567 which increased total open position to 2915
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 12.3, which was -2.1 lower than the previous day. The implied volatity was 31.12, the open interest changed by 123 which increased total open position to 2371
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 14.75, which was -22.15 lower than the previous day. The implied volatity was 19.73, the open interest changed by 1756 which increased total open position to 2245
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 37, which was -3.3 lower than the previous day. The implied volatity was 18.51, the open interest changed by 62 which increased total open position to 493
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 40.05, which was -4.65 lower than the previous day. The implied volatity was 18.44, the open interest changed by 71 which increased total open position to 435
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 44.95, which was -18.6 lower than the previous day. The implied volatity was 21.03, the open interest changed by 147 which increased total open position to 368
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 63.75, which was -7.05 lower than the previous day. The implied volatity was 22.21, the open interest changed by 31 which increased total open position to 221
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 72.3, which was 6.35 higher than the previous day. The implied volatity was 25.23, the open interest changed by 62 which increased total open position to 191
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 65.4, which was -11.05 lower than the previous day. The implied volatity was 24.50, the open interest changed by 40 which increased total open position to 129
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 77, which was -14 lower than the previous day. The implied volatity was 24.50, the open interest changed by 3 which increased total open position to 89
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 91, which was 22.4 higher than the previous day. The implied volatity was 23.74, the open interest changed by -16 which decreased total open position to 86
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 68.15, which was 5.2 higher than the previous day. The implied volatity was 19.69, the open interest changed by 7 which increased total open position to 100
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 62.25, which was 12.7 higher than the previous day. The implied volatity was 20.26, the open interest changed by -25 which decreased total open position to 93
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 50, which was 4.5 higher than the previous day. The implied volatity was 21.23, the open interest changed by 6 which increased total open position to 119
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 45.75, which was -0.1 lower than the previous day. The implied volatity was 21.40, the open interest changed by 20 which increased total open position to 113
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 46.4, which was -6.35 lower than the previous day. The implied volatity was 20.75, the open interest changed by 32 which increased total open position to 93
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 52.75, which was -4 lower than the previous day. The implied volatity was 21.18, the open interest changed by 7 which increased total open position to 62
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 56.75, which was 5.25 higher than the previous day. The implied volatity was 19.32, the open interest changed by -12 which decreased total open position to 60
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 50.7, which was 2.5 higher than the previous day. The implied volatity was 18.89, the open interest changed by -8 which decreased total open position to 73
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 48.2, which was -7.7 lower than the previous day. The implied volatity was 20.77, the open interest changed by -3 which decreased total open position to 81
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 55.9, which was 21.95 higher than the previous day. The implied volatity was 21.12, the open interest changed by 28 which increased total open position to 84
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 33.7, which was 13.3 higher than the previous day. The implied volatity was 19.60, the open interest changed by 19 which increased total open position to 57
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 20.4, which was 2.7 higher than the previous day. The implied volatity was 20.17, the open interest changed by 14 which increased total open position to 38
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 18.05, which was -15.35 lower than the previous day. The implied volatity was 18.88, the open interest changed by 9 which increased total open position to 18
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 33.4, which was -10.3 lower than the previous day. The implied volatity was 21.66, the open interest changed by 8 which increased total open position to 8
| RELIANCE 24APR2025 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.75
Theta: -0.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1240.10 | 13.85 | -14.55 | 25.27 | 5,902 | 545 | 1,900 |
| 11 Apr | 1218.95 | 27.9 | -27.9 | 27.14 | 2,958 | -18 | 1,355 |
| 9 Apr | 1185.35 | 54.55 | -1.5 | 33.26 | 355 | -9 | 1,375 |
| 8 Apr | 1182.20 | 56.4 | -17.4 | 29.53 | 499 | -30 | 1,384 |
| 7 Apr | 1165.70 | 70.75 | 33.1 | 37.42 | 558 | -87 | 1,415 |
| 4 Apr | 1204.70 | 37.2 | 23 | 24.38 | 4,949 | -105 | 1,501 |
| 3 Apr | 1248.70 | 14.4 | 0.05 | 21.26 | 2,921 | -34 | 1,606 |
| 2 Apr | 1251.15 | 14.4 | -0.1 | 21.91 | 2,907 | 53 | 1,635 |
| 1 Apr | 1252.60 | 14.45 | 2.6 | 22.14 | 2,066 | 79 | 1,585 |
| 28 Mar | 1275.10 | 11.75 | -0.1 | 23.21 | 2,274 | 309 | 1,506 |
| 27 Mar | 1278.20 | 11.3 | -1.2 | 23.75 | 1,327 | 400 | 1,197 |
| 26 Mar | 1273.05 | 12.7 | 2.2 | 22.72 | 923 | 297 | 795 |
| 25 Mar | 1285.45 | 10.4 | 1.3 | 23.30 | 500 | 37 | 479 |
| 24 Mar | 1302.10 | 8.65 | -3.05 | 24.48 | 627 | 113 | 443 |
| 21 Mar | 1276.35 | 11.7 | -2.35 | 21.83 | 295 | 82 | 332 |
| 20 Mar | 1269.15 | 14.45 | -5.55 | 21.95 | 356 | 91 | 250 |
| 19 Mar | 1247.15 | 19.75 | -3.45 | 21.11 | 169 | 48 | 159 |
| 18 Mar | 1238.80 | 23 | -1.25 | 21.13 | 85 | 25 | 111 |
| 17 Mar | 1238.85 | 24.25 | 1.4 | 22.16 | 68 | 39 | 85 |
| 13 Mar | 1247.90 | 22.7 | 2.55 | 21.61 | 43 | -4 | 42 |
| 12 Mar | 1257.05 | 20.15 | -5.35 | 21.79 | 2 | 1 | 46 |
| 11 Mar | 1247.30 | 25.5 | 0 | 23.08 | 1 | 0 | 44 |
| 10 Mar | 1238.40 | 25.5 | -0.5 | 20.81 | 3 | -2 | 43 |
| 7 Mar | 1249.80 | 26 | -27.15 | 22.58 | 52 | 45 | 45 |
| 6 Mar | 1209.60 | 53.15 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1175.60 | 53.15 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1171.25 | 53.15 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1200.10 | 53.15 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1230 expiring on 24APR2025
Delta for 1230 PE is -0.39
Historical price for 1230 PE is as follows
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 13.85, which was -14.55 lower than the previous day. The implied volatity was 25.27, the open interest changed by 545 which increased total open position to 1900
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 27.9, which was -27.9 lower than the previous day. The implied volatity was 27.14, the open interest changed by -18 which decreased total open position to 1355
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 54.55, which was -1.5 lower than the previous day. The implied volatity was 33.26, the open interest changed by -9 which decreased total open position to 1375
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 56.4, which was -17.4 lower than the previous day. The implied volatity was 29.53, the open interest changed by -30 which decreased total open position to 1384
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 70.75, which was 33.1 higher than the previous day. The implied volatity was 37.42, the open interest changed by -87 which decreased total open position to 1415
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 37.2, which was 23 higher than the previous day. The implied volatity was 24.38, the open interest changed by -105 which decreased total open position to 1501
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 14.4, which was 0.05 higher than the previous day. The implied volatity was 21.26, the open interest changed by -34 which decreased total open position to 1606
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 14.4, which was -0.1 lower than the previous day. The implied volatity was 21.91, the open interest changed by 53 which increased total open position to 1635
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 14.45, which was 2.6 higher than the previous day. The implied volatity was 22.14, the open interest changed by 79 which increased total open position to 1585
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 11.75, which was -0.1 lower than the previous day. The implied volatity was 23.21, the open interest changed by 309 which increased total open position to 1506
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 11.3, which was -1.2 lower than the previous day. The implied volatity was 23.75, the open interest changed by 400 which increased total open position to 1197
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 12.7, which was 2.2 higher than the previous day. The implied volatity was 22.72, the open interest changed by 297 which increased total open position to 795
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 10.4, which was 1.3 higher than the previous day. The implied volatity was 23.30, the open interest changed by 37 which increased total open position to 479
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 8.65, which was -3.05 lower than the previous day. The implied volatity was 24.48, the open interest changed by 113 which increased total open position to 443
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 11.7, which was -2.35 lower than the previous day. The implied volatity was 21.83, the open interest changed by 82 which increased total open position to 332
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 14.45, which was -5.55 lower than the previous day. The implied volatity was 21.95, the open interest changed by 91 which increased total open position to 250
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 19.75, which was -3.45 lower than the previous day. The implied volatity was 21.11, the open interest changed by 48 which increased total open position to 159
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 23, which was -1.25 lower than the previous day. The implied volatity was 21.13, the open interest changed by 25 which increased total open position to 111
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 24.25, which was 1.4 higher than the previous day. The implied volatity was 22.16, the open interest changed by 39 which increased total open position to 85
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 22.7, which was 2.55 higher than the previous day. The implied volatity was 21.61, the open interest changed by -4 which decreased total open position to 42
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 20.15, which was -5.35 lower than the previous day. The implied volatity was 21.79, the open interest changed by 1 which increased total open position to 46
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 23.08, the open interest changed by 0 which decreased total open position to 44
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 25.5, which was -0.5 lower than the previous day. The implied volatity was 20.81, the open interest changed by -2 which decreased total open position to 43
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 26, which was -27.15 lower than the previous day. The implied volatity was 22.58, the open interest changed by 45 which increased total open position to 45
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 53.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 53.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 53.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 53.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
