RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1230 CE | ||||||||||
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Delta: 0.44
Vega: 0.67
Theta: -1.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 12.95 | -13.70 | 24.10 | 42,896 | 9,026 | 9,492 | |||
| 20 Nov | 1241.65 | 26.65 | 0.00 | 27.24 | 1,444 | 118 | 474 | |||
| 19 Nov | 1241.65 | 26.65 | -13.20 | 27.24 | 1,444 | 126 | 474 | |||
| 18 Nov | 1260.75 | 39.85 | -7.70 | 23.66 | 1,728 | 6 | 326 | |||
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| 14 Nov | 1267.60 | 47.55 | 8.65 | 20.87 | 962 | -40 | 320 | |||
| 13 Nov | 1252.05 | 38.9 | -12.90 | 22.30 | 1,092 | 192 | 354 | |||
| 12 Nov | 1274.25 | 51.8 | -4.40 | 21.72 | 104 | -14 | 162 | |||
| 11 Nov | 1272.70 | 56.2 | -10.80 | 22.40 | 226 | 48 | 174 | |||
| 8 Nov | 1283.75 | 67 | -22.15 | 26.05 | 116 | 42 | 126 | |||
| 7 Nov | 1305.65 | 89.15 | -12.35 | 27.43 | 8 | 2 | 84 | |||
| 6 Nov | 1325.35 | 101.5 | 9.00 | - | 22 | -2 | 82 | |||
| 5 Nov | 1305.30 | 92.5 | 6.20 | 27.08 | 46 | -10 | 82 | |||
| 4 Nov | 1302.15 | 86.3 | -28.55 | 27.70 | 152 | 88 | 92 | |||
| 1 Nov | 1338.65 | 114.85 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 31 Oct | 1332.05 | 114.85 | -454.65 | - | 4 | 2 | 2 | |||
| 30 Oct | 1343.90 | 569.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 569.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 569.5 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1230 expiring on 28NOV2024
Delta for 1230 CE is 0.44
Historical price for 1230 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 12.95, which was -13.70 lower than the previous day. The implied volatity was 24.10, the open interest changed by 4513 which increased total open position to 4746
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was 27.24, the open interest changed by 59 which increased total open position to 237
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 26.65, which was -13.20 lower than the previous day. The implied volatity was 27.24, the open interest changed by 63 which increased total open position to 237
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 39.85, which was -7.70 lower than the previous day. The implied volatity was 23.66, the open interest changed by 3 which increased total open position to 163
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 47.55, which was 8.65 higher than the previous day. The implied volatity was 20.87, the open interest changed by -20 which decreased total open position to 160
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 38.9, which was -12.90 lower than the previous day. The implied volatity was 22.30, the open interest changed by 96 which increased total open position to 177
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 51.8, which was -4.40 lower than the previous day. The implied volatity was 21.72, the open interest changed by -7 which decreased total open position to 81
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 56.2, which was -10.80 lower than the previous day. The implied volatity was 22.40, the open interest changed by 24 which increased total open position to 87
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 67, which was -22.15 lower than the previous day. The implied volatity was 26.05, the open interest changed by 21 which increased total open position to 63
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 89.15, which was -12.35 lower than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 42
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 101.5, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 41
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 92.5, which was 6.20 higher than the previous day. The implied volatity was 27.08, the open interest changed by -5 which decreased total open position to 41
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 86.3, which was -28.55 lower than the previous day. The implied volatity was 27.70, the open interest changed by 44 which increased total open position to 46
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 114.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 114.85, which was -454.65 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 569.5, 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 569.5, 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 569.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.67
Theta: -1.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 21.05 | 5.05 | 25.46 | 21,892 | 574 | 4,000 |
| 20 Nov | 1241.65 | 16 | 0.00 | 26.73 | 13,798 | 322 | 3,400 |
| 19 Nov | 1241.65 | 16 | 9.25 | 26.73 | 13,798 | 296 | 3,400 |
| 18 Nov | 1260.75 | 6.75 | 1.25 | 22.76 | 10,586 | 218 | 3,118 |
| 14 Nov | 1267.60 | 5.5 | -5.20 | 20.23 | 6,186 | -136 | 2,886 |
| 13 Nov | 1252.05 | 10.7 | 2.80 | 21.79 | 7,844 | 594 | 3,058 |
| 12 Nov | 1274.25 | 7.9 | 0.90 | 22.99 | 5,770 | 32 | 2,734 |
| 11 Nov | 1272.70 | 7 | -2.15 | 22.29 | 6,940 | 570 | 2,708 |
| 8 Nov | 1283.75 | 9.15 | 3.85 | 24.99 | 4,908 | 216 | 2,130 |
| 7 Nov | 1305.65 | 5.3 | 1.10 | 24.89 | 3,002 | 308 | 1,920 |
| 6 Nov | 1325.35 | 4.2 | -3.50 | 26.49 | 4,328 | 366 | 1,592 |
| 5 Nov | 1305.30 | 7.7 | -3.70 | 27.63 | 2,656 | 298 | 1,228 |
| 4 Nov | 1302.15 | 11.4 | 5.20 | 29.52 | 3,374 | 324 | 928 |
| 1 Nov | 1338.65 | 6.2 | -1.70 | 29.25 | 152 | 22 | 608 |
| 31 Oct | 1332.05 | 7.9 | 2.15 | - | 1,290 | 126 | 582 |
| 30 Oct | 1343.90 | 5.75 | -0.45 | - | 1,466 | 156 | 454 |
| 29 Oct | 1340.00 | 6.2 | -1.35 | - | 810 | 80 | 296 |
| 28 Oct | 1334.35 | 7.55 | - | 558 | 165 | 216 | |
For Reliance Industries Ltd - strike price 1230 expiring on 28NOV2024
Delta for 1230 PE is -0.56
Historical price for 1230 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 21.05, which was 5.05 higher than the previous day. The implied volatity was 25.46, the open interest changed by 287 which increased total open position to 2000
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 26.73, the open interest changed by 161 which increased total open position to 1700
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 16, which was 9.25 higher than the previous day. The implied volatity was 26.73, the open interest changed by 148 which increased total open position to 1700
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 6.75, which was 1.25 higher than the previous day. The implied volatity was 22.76, the open interest changed by 109 which increased total open position to 1559
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 5.5, which was -5.20 lower than the previous day. The implied volatity was 20.23, the open interest changed by -68 which decreased total open position to 1443
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 10.7, which was 2.80 higher than the previous day. The implied volatity was 21.79, the open interest changed by 297 which increased total open position to 1529
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 7.9, which was 0.90 higher than the previous day. The implied volatity was 22.99, the open interest changed by 16 which increased total open position to 1367
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 7, which was -2.15 lower than the previous day. The implied volatity was 22.29, the open interest changed by 285 which increased total open position to 1354
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 9.15, which was 3.85 higher than the previous day. The implied volatity was 24.99, the open interest changed by 108 which increased total open position to 1065
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 5.3, which was 1.10 higher than the previous day. The implied volatity was 24.89, the open interest changed by 154 which increased total open position to 960
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 4.2, which was -3.50 lower than the previous day. The implied volatity was 26.49, the open interest changed by 183 which increased total open position to 796
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 7.7, which was -3.70 lower than the previous day. The implied volatity was 27.63, the open interest changed by 149 which increased total open position to 614
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 11.4, which was 5.20 higher than the previous day. The implied volatity was 29.52, the open interest changed by 162 which increased total open position to 464
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 6.2, which was -1.70 lower than the previous day. The implied volatity was 29.25, the open interest changed by 11 which increased total open position to 304
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 7.9, which was 2.15 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 5.75, which was -0.45 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 6.2, which was -1.35 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 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
