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[--[65.84.65.76]--]
RELIANCE
Reliance Industries Ltd

1234 -17.15 (-1.37%)

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Historical option data for RELIANCE

06 Jan 2025 12:52 PM IST
RELIANCE 30JAN2025 1230 CE
Delta: 0.59
Vega: 1.24
Theta: -0.71
Gamma: 0.01
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
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
Delta: -0.42
Vega: 1.24
Theta: -0.41
Gamma: 0.01
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