RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
06 Jan 2025 12:52 PM IST
RELIANCE 30JAN2025 1230 CE | ||||||||||
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Delta: 0.59
Vega: 1.24
Theta: -0.71
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
6 Jan | 1234.15 | 32.15 | -7.30 | 20.30 | 4,369 | 200 | 3,713 | |||
3 Jan | 1251.15 | 39.45 | 4.65 | 16.45 | 6,434 | -1,174 | 3,514 | |||
2 Jan | 1241.80 | 34.8 | 8.40 | 17.28 | 21,635 | -902 | 4,709 | |||
1 Jan | 1221.25 | 26.4 | 2.10 | 18.30 | 5,955 | 235 | 5,613 | |||
31 Dec | 1215.45 | 24.3 | -0.30 | 18.68 | 4,934 | 443 | 5,389 | |||
30 Dec | 1210.70 | 24.6 | -3.80 | 20.15 | 6,060 | 400 | 4,954 | |||
27 Dec | 1221.05 | 28.4 | -1.85 | 18.13 | 6,728 | 336 | 4,603 | |||
26 Dec | 1216.55 | 30.25 | -5.30 | 20.53 | 5,759 | 1,430 | 4,268 | |||
24 Dec | 1222.75 | 35.55 | -1.60 | 20.73 | 3,091 | 637 | 2,825 | |||
23 Dec | 1222.30 | 37.15 | 3.00 | 21.49 | 3,150 | 937 | 2,190 | |||
20 Dec | 1205.30 | 34.15 | -12.50 | 24.13 | 2,766 | 810 | 1,187 | |||
19 Dec | 1230.45 | 46.65 | -13.60 | 23.52 | 769 | 365 | 376 | |||
18 Dec | 1253.25 | 60.25 | -26.70 | 22.33 | 15 | 10 | 10 | |||
17 Dec | 1245.30 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 1268.30 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 1272.85 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 1262.90 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 1278.20 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 1284.85 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 1295.15 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 1311.55 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 1322.05 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 1308.95 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 1323.30 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 1309.15 | 86.95 | 0.00 | - | 0 | 0 | 0 | |||
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29 Nov | 1292.20 | 86.95 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1230 expiring on 30JAN2025
Delta for 1230 CE is 0.59
Historical price for 1230 CE is as follows
On 6 Jan RELIANCE was trading at 1234.15. The strike last trading price was 32.15, which was -7.30 lower than the previous day. The implied volatity was 20.30, the open interest changed by 200 which increased total open position to 3713
On 3 Jan RELIANCE was trading at 1251.15. The strike last trading price was 39.45, which was 4.65 higher than the previous day. The implied volatity was 16.45, the open interest changed by -1174 which decreased total open position to 3514
On 2 Jan RELIANCE was trading at 1241.80. The strike last trading price was 34.8, which was 8.40 higher than the previous day. The implied volatity was 17.28, the open interest changed by -902 which decreased total open position to 4709
On 1 Jan RELIANCE was trading at 1221.25. The strike last trading price was 26.4, which was 2.10 higher than the previous day. The implied volatity was 18.30, the open interest changed by 235 which increased total open position to 5613
On 31 Dec RELIANCE was trading at 1215.45. The strike last trading price was 24.3, which was -0.30 lower than the previous day. The implied volatity was 18.68, the open interest changed by 443 which increased total open position to 5389
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 24.6, which was -3.80 lower than the previous day. The implied volatity was 20.15, the open interest changed by 400 which increased total open position to 4954
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 28.4, which was -1.85 lower than the previous day. The implied volatity was 18.13, the open interest changed by 336 which increased total open position to 4603
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 30.25, which was -5.30 lower than the previous day. The implied volatity was 20.53, the open interest changed by 1430 which increased total open position to 4268
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 35.55, which was -1.60 lower than the previous day. The implied volatity was 20.73, the open interest changed by 637 which increased total open position to 2825
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 37.15, which was 3.00 higher than the previous day. The implied volatity was 21.49, the open interest changed by 937 which increased total open position to 2190
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 34.15, which was -12.50 lower than the previous day. The implied volatity was 24.13, the open interest changed by 810 which increased total open position to 1187
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 46.65, which was -13.60 lower than the previous day. The implied volatity was 23.52, the open interest changed by 365 which increased total open position to 376
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 60.25, which was -26.70 lower than the previous day. The implied volatity was 22.33, the open interest changed by 10 which increased total open position to 10
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 86.95, 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 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 86.95, 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 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 86.95, 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 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 86.95, 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 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 86.95, 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 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 86.95, 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 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 86.95, 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 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 86.95, 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 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 86.95, 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 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 86.95, 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 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 86.95, 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 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 86.95, 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 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 86.95, 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 1230 PE | |||||||
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Delta: -0.42
Vega: 1.24
Theta: -0.41
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
6 Jan | 1234.15 | 21.75 | 7.55 | 21.78 | 6,540 | -167 | 3,601 |
3 Jan | 1251.15 | 14.2 | -3.00 | 19.51 | 7,349 | -319 | 3,737 |
2 Jan | 1241.80 | 17.2 | -8.90 | 19.10 | 7,217 | 29 | 4,067 |
1 Jan | 1221.25 | 26.1 | -3.55 | 19.89 | 2,456 | 5 | 4,040 |
31 Dec | 1215.45 | 29.65 | -3.50 | 19.99 | 2,372 | -68 | 4,035 |
30 Dec | 1210.70 | 33.15 | 5.35 | 20.47 | 3,017 | 8 | 4,099 |
27 Dec | 1221.05 | 27.8 | -4.40 | 19.68 | 3,521 | 59 | 4,092 |
26 Dec | 1216.55 | 32.2 | 1.30 | 20.99 | 4,459 | 1,383 | 4,036 |
24 Dec | 1222.75 | 30.9 | -3.15 | 21.99 | 2,582 | 555 | 2,650 |
23 Dec | 1222.30 | 34.05 | -11.15 | 23.72 | 2,754 | 1,016 | 2,096 |
20 Dec | 1205.30 | 45.2 | 13.70 | 24.62 | 2,443 | 505 | 1,080 |
19 Dec | 1230.45 | 31.5 | 9.75 | 23.17 | 933 | 430 | 576 |
18 Dec | 1253.25 | 21.75 | -4.20 | 22.49 | 221 | 70 | 144 |
17 Dec | 1245.30 | 25.95 | 8.95 | 22.85 | 182 | 61 | 74 |
16 Dec | 1268.30 | 17 | 0.10 | 21.79 | 12 | 2 | 12 |
13 Dec | 1272.85 | 16.9 | -2.10 | 22.29 | 17 | 8 | 10 |
12 Dec | 1262.90 | 19 | 4.70 | 21.13 | 2 | 1 | 1 |
11 Dec | 1278.20 | 14.3 | -16.45 | 20.98 | 2 | 1 | 1 |
10 Dec | 1284.85 | 30.75 | 0.00 | 4.29 | 0 | 0 | 0 |
9 Dec | 1295.15 | 30.75 | 0.00 | 4.90 | 0 | 0 | 0 |
6 Dec | 1311.55 | 30.75 | 0.00 | 5.57 | 0 | 0 | 0 |
5 Dec | 1322.05 | 30.75 | 0.00 | 6.14 | 0 | 0 | 0 |
4 Dec | 1308.95 | 30.75 | 0.00 | 5.34 | 0 | 0 | 0 |
3 Dec | 1323.30 | 30.75 | 0.00 | 6.10 | 0 | 0 | 0 |
2 Dec | 1309.15 | 30.75 | 0.00 | 5.29 | 0 | 0 | 0 |
29 Nov | 1292.20 | 30.75 | 4.45 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1230 expiring on 30JAN2025
Delta for 1230 PE is -0.42
Historical price for 1230 PE is as follows
On 6 Jan RELIANCE was trading at 1234.15. The strike last trading price was 21.75, which was 7.55 higher than the previous day. The implied volatity was 21.78, the open interest changed by -167 which decreased total open position to 3601
On 3 Jan RELIANCE was trading at 1251.15. The strike last trading price was 14.2, which was -3.00 lower than the previous day. The implied volatity was 19.51, the open interest changed by -319 which decreased total open position to 3737
On 2 Jan RELIANCE was trading at 1241.80. The strike last trading price was 17.2, which was -8.90 lower than the previous day. The implied volatity was 19.10, the open interest changed by 29 which increased total open position to 4067
On 1 Jan RELIANCE was trading at 1221.25. The strike last trading price was 26.1, which was -3.55 lower than the previous day. The implied volatity was 19.89, the open interest changed by 5 which increased total open position to 4040
On 31 Dec RELIANCE was trading at 1215.45. The strike last trading price was 29.65, which was -3.50 lower than the previous day. The implied volatity was 19.99, the open interest changed by -68 which decreased total open position to 4035
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 33.15, which was 5.35 higher than the previous day. The implied volatity was 20.47, the open interest changed by 8 which increased total open position to 4099
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 27.8, which was -4.40 lower than the previous day. The implied volatity was 19.68, the open interest changed by 59 which increased total open position to 4092
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 32.2, which was 1.30 higher than the previous day. The implied volatity was 20.99, the open interest changed by 1383 which increased total open position to 4036
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 30.9, which was -3.15 lower than the previous day. The implied volatity was 21.99, the open interest changed by 555 which increased total open position to 2650
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 34.05, which was -11.15 lower than the previous day. The implied volatity was 23.72, the open interest changed by 1016 which increased total open position to 2096
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 45.2, which was 13.70 higher than the previous day. The implied volatity was 24.62, the open interest changed by 505 which increased total open position to 1080
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 31.5, which was 9.75 higher than the previous day. The implied volatity was 23.17, the open interest changed by 430 which increased total open position to 576
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 21.75, which was -4.20 lower than the previous day. The implied volatity was 22.49, the open interest changed by 70 which increased total open position to 144
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 25.95, which was 8.95 higher than the previous day. The implied volatity was 22.85, the open interest changed by 61 which increased total open position to 74
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 17, which was 0.10 higher than the previous day. The implied volatity was 21.79, the open interest changed by 2 which increased total open position to 12
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 16.9, which was -2.10 lower than the previous day. The implied volatity was 22.29, the open interest changed by 8 which increased total open position to 10
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 19, which was 4.70 higher than the previous day. The implied volatity was 21.13, the open interest changed by 1 which increased total open position to 1
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 14.3, which was -16.45 lower than the previous day. The implied volatity was 20.98, the open interest changed by 1 which increased total open position to 1
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 30.75, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 5.57, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 6.14, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 5.34, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 30.75, which was lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0