RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.62
Theta: -1.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 8.9 | -11.70 | 23.63 | 47,720 | 7,246 | 10,768 | |||
| 20 Nov | 1241.65 | 20.6 | 0.00 | 26.29 | 14,410 | 1,112 | 3,420 | |||
| 19 Nov | 1241.65 | 20.6 | -11.55 | 26.29 | 14,410 | 1,010 | 3,420 | |||
| 18 Nov | 1260.75 | 32.15 | -7.15 | 22.91 | 15,578 | 292 | 2,424 | |||
| 14 Nov | 1267.60 | 39.3 | 7.40 | 19.98 | 8,362 | 150 | 2,226 | |||
| 13 Nov | 1252.05 | 31.9 | -11.40 | 22.17 | 12,164 | 774 | 2,080 | |||
| 12 Nov | 1274.25 | 43.3 | -4.65 | 20.53 | 2,286 | 458 | 1,310 | |||
| 11 Nov | 1272.70 | 47.95 | -8.30 | 21.61 | 1,360 | 356 | 844 | |||
| 8 Nov | 1283.75 | 56.25 | -22.75 | 22.47 | 732 | 212 | 482 | |||
| 7 Nov | 1305.65 | 79 | -15.20 | 24.87 | 128 | 10 | 270 | |||
| 6 Nov | 1325.35 | 94.2 | 10.20 | 16.57 | 272 | 34 | 262 | |||
| 5 Nov | 1305.30 | 84 | 6.05 | 26.62 | 630 | 38 | 230 | |||
| 4 Nov | 1302.15 | 77.95 | -37.05 | 27.06 | 438 | 182 | 192 | |||
| 1 Nov | 1338.65 | 115 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 31 Oct | 1332.05 | 115 | -5.70 | - | 4 | 2 | 8 | |||
| 30 Oct | 1343.90 | 120.7 | -492.85 | - | 6 | 2 | 2 | |||
| 29 Oct | 1340.00 | 613.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 1334.35 | 613.55 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1240 expiring on 28NOV2024
Delta for 1240 CE is 0.34
Historical price for 1240 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 8.9, which was -11.70 lower than the previous day. The implied volatity was 23.63, the open interest changed by 3623 which increased total open position to 5384
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 20.6, which was 0.00 lower than the previous day. The implied volatity was 26.29, the open interest changed by 556 which increased total open position to 1710
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 20.6, which was -11.55 lower than the previous day. The implied volatity was 26.29, the open interest changed by 505 which increased total open position to 1710
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 32.15, which was -7.15 lower than the previous day. The implied volatity was 22.91, the open interest changed by 146 which increased total open position to 1212
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 39.3, which was 7.40 higher than the previous day. The implied volatity was 19.98, the open interest changed by 75 which increased total open position to 1113
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 31.9, which was -11.40 lower than the previous day. The implied volatity was 22.17, the open interest changed by 387 which increased total open position to 1040
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 43.3, which was -4.65 lower than the previous day. The implied volatity was 20.53, the open interest changed by 229 which increased total open position to 655
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 47.95, which was -8.30 lower than the previous day. The implied volatity was 21.61, the open interest changed by 178 which increased total open position to 422
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 56.25, which was -22.75 lower than the previous day. The implied volatity was 22.47, the open interest changed by 106 which increased total open position to 241
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 79, which was -15.20 lower than the previous day. The implied volatity was 24.87, the open interest changed by 5 which increased total open position to 135
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 94.2, which was 10.20 higher than the previous day. The implied volatity was 16.57, the open interest changed by 17 which increased total open position to 131
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 84, which was 6.05 higher than the previous day. The implied volatity was 26.62, the open interest changed by 19 which increased total open position to 115
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 77.95, which was -37.05 lower than the previous day. The implied volatity was 27.06, the open interest changed by 91 which increased total open position to 96
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 115, 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 115, which was -5.70 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 120.7, which was -492.85 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 613.55, 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 613.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.63
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 27.05 | 7.25 | 25.20 | 21,436 | -1,594 | 6,528 |
| 20 Nov | 1241.65 | 19.8 | 0.00 | 25.84 | 28,700 | 1,740 | 8,040 |
| 19 Nov | 1241.65 | 19.8 | 11.00 | 25.84 | 28,700 | 1,658 | 8,040 |
| 18 Nov | 1260.75 | 8.8 | 1.40 | 21.67 | 18,760 | 166 | 6,384 |
| 14 Nov | 1267.60 | 7.4 | -6.30 | 19.66 | 11,400 | -162 | 6,124 |
| 13 Nov | 1252.05 | 13.7 | 3.90 | 21.30 | 18,310 | 586 | 6,334 |
| 12 Nov | 1274.25 | 9.8 | 1.25 | 22.19 | 8,128 | 244 | 5,988 |
| 11 Nov | 1272.70 | 8.55 | -2.45 | 21.33 | 9,760 | 1,264 | 5,686 |
| 8 Nov | 1283.75 | 11 | 4.55 | 24.33 | 10,962 | 922 | 4,436 |
| 7 Nov | 1305.65 | 6.45 | 1.60 | 24.30 | 4,564 | 612 | 3,512 |
| 6 Nov | 1325.35 | 4.85 | -4.25 | 25.58 | 8,904 | 640 | 2,894 |
| 5 Nov | 1305.30 | 9.1 | -4.20 | 27.07 | 9,106 | 712 | 2,266 |
| 4 Nov | 1302.15 | 13.3 | 6.10 | 29.06 | 7,420 | 1,014 | 1,540 |
| 1 Nov | 1338.65 | 7.2 | -0.15 | 28.71 | 266 | -38 | 524 |
| 31 Oct | 1332.05 | 7.35 | 0.65 | - | 1,614 | 394 | 568 |
| 30 Oct | 1343.90 | 6.7 | -0.40 | - | 454 | 176 | 176 |
| 29 Oct | 1340.00 | 7.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1334.35 | 7.1 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1240 expiring on 28NOV2024
Delta for 1240 PE is -0.65
Historical price for 1240 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 27.05, which was 7.25 higher than the previous day. The implied volatity was 25.20, the open interest changed by -797 which decreased total open position to 3264
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 19.8, which was 0.00 lower than the previous day. The implied volatity was 25.84, the open interest changed by 870 which increased total open position to 4020
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 19.8, which was 11.00 higher than the previous day. The implied volatity was 25.84, the open interest changed by 829 which increased total open position to 4020
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 8.8, which was 1.40 higher than the previous day. The implied volatity was 21.67, the open interest changed by 83 which increased total open position to 3192
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 7.4, which was -6.30 lower than the previous day. The implied volatity was 19.66, the open interest changed by -81 which decreased total open position to 3062
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 13.7, which was 3.90 higher than the previous day. The implied volatity was 21.30, the open interest changed by 293 which increased total open position to 3167
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 9.8, which was 1.25 higher than the previous day. The implied volatity was 22.19, the open interest changed by 122 which increased total open position to 2994
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 8.55, which was -2.45 lower than the previous day. The implied volatity was 21.33, the open interest changed by 632 which increased total open position to 2843
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 11, which was 4.55 higher than the previous day. The implied volatity was 24.33, the open interest changed by 461 which increased total open position to 2218
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 6.45, which was 1.60 higher than the previous day. The implied volatity was 24.30, the open interest changed by 306 which increased total open position to 1756
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 4.85, which was -4.25 lower than the previous day. The implied volatity was 25.58, the open interest changed by 320 which increased total open position to 1447
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 9.1, which was -4.20 lower than the previous day. The implied volatity was 27.07, the open interest changed by 356 which increased total open position to 1133
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 13.3, which was 6.10 higher than the previous day. The implied volatity was 29.06, the open interest changed by 507 which increased total open position to 770
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 7.2, which was -0.15 lower than the previous day. The implied volatity was 28.71, the open interest changed by -19 which decreased total open position to 262
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 7.35, which was 0.65 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 6.7, which was -0.40 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 7.1, 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 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
