RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.41
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 3.45 | -9.20 | 22.39 | 48,069 | 764 | 7,218 | |||
| 19 Dec | 1230.45 | 12.65 | -14.80 | 23.60 | 29,675 | 4,331 | 6,480 | |||
| 18 Dec | 1253.25 | 27.45 | 4.45 | 24.14 | 12,703 | -190 | 2,161 | |||
| 17 Dec | 1245.30 | 23 | -15.85 | 24.28 | 9,625 | 1,173 | 2,347 | |||
| 16 Dec | 1268.30 | 38.85 | -6.40 | 22.78 | 2,175 | -330 | 1,207 | |||
| 13 Dec | 1272.85 | 45.25 | 7.50 | 21.31 | 18,295 | 492 | 1,534 | |||
| 12 Dec | 1262.90 | 37.75 | -15.40 | 22.92 | 3,019 | 254 | 1,047 | |||
| 11 Dec | 1278.20 | 53.15 | -6.65 | 24.80 | 258 | 97 | 794 | |||
| 10 Dec | 1284.85 | 59.8 | -10.35 | 25.26 | 166 | 59 | 697 | |||
| 9 Dec | 1295.15 | 70.15 | -12.85 | 26.72 | 133 | -40 | 638 | |||
| 6 Dec | 1311.55 | 83 | -7.20 | 23.52 | 83 | 5 | 688 | |||
| 5 Dec | 1322.05 | 90.2 | 6.90 | 20.27 | 172 | -8 | 683 | |||
| 4 Dec | 1308.95 | 83.3 | -8.85 | 24.59 | 99 | -32 | 691 | |||
| 3 Dec | 1323.30 | 92.15 | 6.90 | - | 267 | 101 | 724 | |||
| 2 Dec | 1309.15 | 85.25 | 14.85 | 24.12 | 635 | -118 | 624 | |||
| 29 Nov | 1292.20 | 70.4 | 10.70 | 22.75 | 397 | -11 | 741 | |||
| 28 Nov | 1270.80 | 59.7 | -14.30 | 25.00 | 404 | 31 | 754 | |||
| 27 Nov | 1293.20 | 74 | -0.95 | 23.46 | 179 | 31 | 723 | |||
| 26 Nov | 1295.70 | 74.95 | 2.95 | 22.06 | 224 | -8 | 693 | |||
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| 25 Nov | 1287.00 | 72 | 17.50 | 22.15 | 899 | -257 | 700 | |||
| 22 Nov | 1265.40 | 54.5 | 22.95 | 22.30 | 4,166 | -132 | 825 | |||
| 21 Nov | 1223.00 | 31.55 | -10.95 | 23.33 | 2,446 | 595 | 955 | |||
| 20 Nov | 1241.65 | 42.5 | 0.00 | 23.86 | 540 | 266 | 323 | |||
| 19 Nov | 1241.65 | 42.5 | -10.50 | 23.86 | 540 | 229 | 323 | |||
| 18 Nov | 1260.75 | 53 | -6.60 | 21.68 | 280 | 69 | 94 | |||
| 14 Nov | 1267.60 | 59.6 | 6.00 | 20.95 | 53 | 5 | 25 | |||
| 13 Nov | 1252.05 | 53.6 | -515.05 | 22.68 | 34 | 24 | 24 | |||
| 12 Nov | 1274.25 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.75 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 568.65 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1240 expiring on 26DEC2024
Delta for 1240 CE is 0.18
Historical price for 1240 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 3.45, which was -9.20 lower than the previous day. The implied volatity was 22.39, the open interest changed by 764 which increased total open position to 7218
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 12.65, which was -14.80 lower than the previous day. The implied volatity was 23.60, the open interest changed by 4331 which increased total open position to 6480
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 27.45, which was 4.45 higher than the previous day. The implied volatity was 24.14, the open interest changed by -190 which decreased total open position to 2161
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 23, which was -15.85 lower than the previous day. The implied volatity was 24.28, the open interest changed by 1173 which increased total open position to 2347
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 38.85, which was -6.40 lower than the previous day. The implied volatity was 22.78, the open interest changed by -330 which decreased total open position to 1207
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 45.25, which was 7.50 higher than the previous day. The implied volatity was 21.31, the open interest changed by 492 which increased total open position to 1534
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 37.75, which was -15.40 lower than the previous day. The implied volatity was 22.92, the open interest changed by 254 which increased total open position to 1047
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 53.15, which was -6.65 lower than the previous day. The implied volatity was 24.80, the open interest changed by 97 which increased total open position to 794
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 59.8, which was -10.35 lower than the previous day. The implied volatity was 25.26, the open interest changed by 59 which increased total open position to 697
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 70.15, which was -12.85 lower than the previous day. The implied volatity was 26.72, the open interest changed by -40 which decreased total open position to 638
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 83, which was -7.20 lower than the previous day. The implied volatity was 23.52, the open interest changed by 5 which increased total open position to 688
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 90.2, which was 6.90 higher than the previous day. The implied volatity was 20.27, the open interest changed by -8 which decreased total open position to 683
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 83.3, which was -8.85 lower than the previous day. The implied volatity was 24.59, the open interest changed by -32 which decreased total open position to 691
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 92.15, which was 6.90 higher than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 724
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 85.25, which was 14.85 higher than the previous day. The implied volatity was 24.12, the open interest changed by -118 which decreased total open position to 624
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 70.4, which was 10.70 higher than the previous day. The implied volatity was 22.75, the open interest changed by -11 which decreased total open position to 741
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 59.7, which was -14.30 lower than the previous day. The implied volatity was 25.00, the open interest changed by 31 which increased total open position to 754
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 74, which was -0.95 lower than the previous day. The implied volatity was 23.46, the open interest changed by 31 which increased total open position to 723
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 74.95, which was 2.95 higher than the previous day. The implied volatity was 22.06, the open interest changed by -8 which decreased total open position to 693
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 72, which was 17.50 higher than the previous day. The implied volatity was 22.15, the open interest changed by -257 which decreased total open position to 700
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 54.5, which was 22.95 higher than the previous day. The implied volatity was 22.30, the open interest changed by -132 which decreased total open position to 825
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 31.55, which was -10.95 lower than the previous day. The implied volatity was 23.33, the open interest changed by 595 which increased total open position to 955
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 42.5, which was 0.00 lower than the previous day. The implied volatity was 23.86, the open interest changed by 266 which increased total open position to 323
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 42.5, which was -10.50 lower than the previous day. The implied volatity was 23.86, the open interest changed by 229 which increased total open position to 323
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 53, which was -6.60 lower than the previous day. The implied volatity was 21.68, the open interest changed by 69 which increased total open position to 94
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 59.6, which was 6.00 higher than the previous day. The implied volatity was 20.95, the open interest changed by 5 which increased total open position to 25
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 53.6, which was -515.05 lower than the previous day. The implied volatity was 22.68, the open interest changed by 24 which increased total open position to 24
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 568.65, 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 Nov RELIANCE was trading at 1272.70. The strike last trading price was 568.65, 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 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 568.65, 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 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 568.65, 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 Nov RELIANCE was trading at 1325.35. The strike last trading price was 568.65, 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 Nov RELIANCE was trading at 1305.30. The strike last trading price was 568.65, 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 Nov RELIANCE was trading at 1302.15. The strike last trading price was 568.65, 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 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 568.65, 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 568.65, 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 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 568.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 26DEC2024 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.36
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 34.35 | 17.30 | 19.66 | 15,178 | -1,086 | 3,111 |
| 19 Dec | 1230.45 | 17.05 | 9.15 | 19.34 | 16,165 | -133 | 4,182 |
| 18 Dec | 1253.25 | 7.9 | -5.80 | 20.16 | 17,018 | 568 | 4,320 |
| 17 Dec | 1245.30 | 13.7 | 7.45 | 22.26 | 17,206 | 257 | 3,760 |
| 16 Dec | 1268.30 | 6.25 | 1.40 | 21.54 | 12,426 | 311 | 3,508 |
| 13 Dec | 1272.85 | 4.85 | -4.30 | 19.03 | 24,282 | 510 | 3,194 |
| 12 Dec | 1262.90 | 9.15 | 2.50 | 19.96 | 8,996 | 249 | 2,698 |
| 11 Dec | 1278.20 | 6.65 | -0.30 | 21.67 | 2,277 | 72 | 2,498 |
| 10 Dec | 1284.85 | 6.95 | 0.45 | 23.32 | 3,179 | 97 | 2,466 |
| 9 Dec | 1295.15 | 6.5 | 1.80 | 24.69 | 2,511 | 181 | 2,387 |
| 6 Dec | 1311.55 | 4.7 | -0.10 | 23.64 | 1,646 | -45 | 2,213 |
| 5 Dec | 1322.05 | 4.8 | -2.00 | 25.08 | 4,163 | 125 | 2,263 |
| 4 Dec | 1308.95 | 6.8 | 1.85 | 25.18 | 3,158 | -173 | 2,133 |
| 3 Dec | 1323.30 | 4.95 | -2.20 | 25.07 | 3,807 | 283 | 2,313 |
| 2 Dec | 1309.15 | 7.15 | -2.85 | 24.90 | 5,309 | 323 | 2,029 |
| 29 Nov | 1292.20 | 10 | -7.00 | 22.99 | 5,169 | 175 | 1,708 |
| 28 Nov | 1270.80 | 17 | 6.20 | 24.61 | 3,484 | 43 | 1,534 |
| 27 Nov | 1293.20 | 10.8 | -1.95 | 23.47 | 1,320 | 200 | 1,489 |
| 26 Nov | 1295.70 | 12.75 | 0.50 | 25.36 | 1,097 | 110 | 1,295 |
| 25 Nov | 1287.00 | 12.25 | -8.70 | 23.65 | 2,124 | 457 | 1,183 |
| 22 Nov | 1265.40 | 20.95 | -20.20 | 23.69 | 1,935 | 304 | 1,030 |
| 21 Nov | 1223.00 | 41.15 | 9.10 | 24.58 | 885 | 345 | 726 |
| 20 Nov | 1241.65 | 32.05 | 0.00 | 23.51 | 455 | 117 | 368 |
| 19 Nov | 1241.65 | 32.05 | 10.40 | 23.51 | 455 | 104 | 368 |
| 18 Nov | 1260.75 | 21.65 | 2.05 | 22.11 | 259 | 49 | 263 |
| 14 Nov | 1267.60 | 19.6 | -6.35 | 21.66 | 170 | 60 | 215 |
| 13 Nov | 1252.05 | 25.95 | 6.95 | 22.42 | 293 | 104 | 155 |
| 12 Nov | 1274.25 | 19 | -0.65 | 21.44 | 81 | 40 | 50 |
| 11 Nov | 1272.70 | 19.65 | 1.25 | 22.42 | 13 | 8 | 10 |
| 8 Nov | 1283.75 | 18.4 | 10.35 | 22.37 | 2 | 1 | 1 |
| 7 Nov | 1305.65 | 8.05 | 0.00 | 4.86 | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 8.05 | 0.00 | 5.91 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 8.05 | 0.00 | 4.94 | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 8.05 | 0.00 | 4.43 | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 8.05 | 0.00 | 6.45 | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 8.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 8.05 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1240 expiring on 26DEC2024
Delta for 1240 PE is -0.85
Historical price for 1240 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 34.35, which was 17.30 higher than the previous day. The implied volatity was 19.66, the open interest changed by -1086 which decreased total open position to 3111
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 17.05, which was 9.15 higher than the previous day. The implied volatity was 19.34, the open interest changed by -133 which decreased total open position to 4182
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 7.9, which was -5.80 lower than the previous day. The implied volatity was 20.16, the open interest changed by 568 which increased total open position to 4320
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 13.7, which was 7.45 higher than the previous day. The implied volatity was 22.26, the open interest changed by 257 which increased total open position to 3760
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 6.25, which was 1.40 higher than the previous day. The implied volatity was 21.54, the open interest changed by 311 which increased total open position to 3508
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 4.85, which was -4.30 lower than the previous day. The implied volatity was 19.03, the open interest changed by 510 which increased total open position to 3194
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 9.15, which was 2.50 higher than the previous day. The implied volatity was 19.96, the open interest changed by 249 which increased total open position to 2698
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 6.65, which was -0.30 lower than the previous day. The implied volatity was 21.67, the open interest changed by 72 which increased total open position to 2498
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 6.95, which was 0.45 higher than the previous day. The implied volatity was 23.32, the open interest changed by 97 which increased total open position to 2466
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 6.5, which was 1.80 higher than the previous day. The implied volatity was 24.69, the open interest changed by 181 which increased total open position to 2387
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 4.7, which was -0.10 lower than the previous day. The implied volatity was 23.64, the open interest changed by -45 which decreased total open position to 2213
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 4.8, which was -2.00 lower than the previous day. The implied volatity was 25.08, the open interest changed by 125 which increased total open position to 2263
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 6.8, which was 1.85 higher than the previous day. The implied volatity was 25.18, the open interest changed by -173 which decreased total open position to 2133
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 4.95, which was -2.20 lower than the previous day. The implied volatity was 25.07, the open interest changed by 283 which increased total open position to 2313
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 7.15, which was -2.85 lower than the previous day. The implied volatity was 24.90, the open interest changed by 323 which increased total open position to 2029
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 10, which was -7.00 lower than the previous day. The implied volatity was 22.99, the open interest changed by 175 which increased total open position to 1708
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 17, which was 6.20 higher than the previous day. The implied volatity was 24.61, the open interest changed by 43 which increased total open position to 1534
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 10.8, which was -1.95 lower than the previous day. The implied volatity was 23.47, the open interest changed by 200 which increased total open position to 1489
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 12.75, which was 0.50 higher than the previous day. The implied volatity was 25.36, the open interest changed by 110 which increased total open position to 1295
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 12.25, which was -8.70 lower than the previous day. The implied volatity was 23.65, the open interest changed by 457 which increased total open position to 1183
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 20.95, which was -20.20 lower than the previous day. The implied volatity was 23.69, the open interest changed by 304 which increased total open position to 1030
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 41.15, which was 9.10 higher than the previous day. The implied volatity was 24.58, the open interest changed by 345 which increased total open position to 726
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 32.05, which was 0.00 lower than the previous day. The implied volatity was 23.51, the open interest changed by 117 which increased total open position to 368
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 32.05, which was 10.40 higher than the previous day. The implied volatity was 23.51, the open interest changed by 104 which increased total open position to 368
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 21.65, which was 2.05 higher than the previous day. The implied volatity was 22.11, the open interest changed by 49 which increased total open position to 263
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 19.6, which was -6.35 lower than the previous day. The implied volatity was 21.66, the open interest changed by 60 which increased total open position to 215
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 25.95, which was 6.95 higher than the previous day. The implied volatity was 22.42, the open interest changed by 104 which increased total open position to 155
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 19, which was -0.65 lower than the previous day. The implied volatity was 21.44, the open interest changed by 40 which increased total open position to 50
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 19.65, which was 1.25 higher than the previous day. The implied volatity was 22.42, the open interest changed by 8 which increased total open position to 10
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 18.4, which was 10.35 higher than the previous day. The implied volatity was 22.37, the open interest changed by 1 which increased total open position to 1
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 8.05, 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 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
