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

1205.3 -25.15 (-2.04%)

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Historical option data for RELIANCE

20 Dec 2024 04:12 PM IST
RELIANCE 26DEC2024 1240 CE
Delta: 0.18
Vega: 0.41
Theta: -0.83
Gamma: 0.01
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
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
Delta: -0.85
Vega: 0.36
Theta: -0.31
Gamma: 0.01
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