RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.54
Theta: -1.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 6 | -9.60 | 23.55 | 43,294 | 5,712 | 14,540 | |||
| 20 Nov | 1241.65 | 15.6 | 0.00 | 25.71 | 21,344 | 2,448 | 8,732 | |||
| 19 Nov | 1241.65 | 15.6 | -9.95 | 25.71 | 21,344 | 2,352 | 8,732 | |||
| 18 Nov | 1260.75 | 25.55 | -6.50 | 22.59 | 34,452 | 1,044 | 6,416 | |||
| 14 Nov | 1267.60 | 32.05 | 6.35 | 19.67 | 20,092 | -1,776 | 5,320 | |||
| 13 Nov | 1252.05 | 25.7 | -11.10 | 21.72 | 21,084 | 2,632 | 7,044 | |||
| 12 Nov | 1274.25 | 36.8 | -3.80 | 21.06 | 5,198 | 504 | 4,520 | |||
| 11 Nov | 1272.70 | 40.6 | -8.30 | 21.34 | 8,166 | 2,152 | 3,932 | |||
| 8 Nov | 1283.75 | 48.9 | -21.70 | 22.37 | 3,630 | 34 | 1,776 | |||
| 7 Nov | 1305.65 | 70.6 | -15.95 | 24.40 | 590 | 54 | 1,738 | |||
| 6 Nov | 1325.35 | 86.55 | 11.50 | 20.59 | 1,958 | -652 | 1,680 | |||
| 5 Nov | 1305.30 | 75.05 | 5.05 | 25.41 | 2,314 | 594 | 2,374 | |||
| 4 Nov | 1302.15 | 70 | -30.10 | 26.56 | 2,850 | 1,108 | 1,784 | |||
| 1 Nov | 1338.65 | 100.1 | 0.25 | 19.90 | 26 | 16 | 674 | |||
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| 31 Oct | 1332.05 | 99.85 | -9.20 | - | 316 | 174 | 656 | |||
| 30 Oct | 1343.90 | 109.05 | 3.05 | - | 234 | 26 | 482 | |||
| 29 Oct | 1340.00 | 106 | 3.50 | - | 314 | 10 | 458 | |||
| 28 Oct | 1334.35 | 102.5 | - | 460 | 246 | 448 | ||||
For Reliance Industries Ltd - strike price 1250 expiring on 28NOV2024
Delta for 1250 CE is 0.26
Historical price for 1250 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 6, which was -9.60 lower than the previous day. The implied volatity was 23.55, the open interest changed by 2856 which increased total open position to 7270
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 15.6, which was 0.00 lower than the previous day. The implied volatity was 25.71, the open interest changed by 1224 which increased total open position to 4366
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 15.6, which was -9.95 lower than the previous day. The implied volatity was 25.71, the open interest changed by 1176 which increased total open position to 4366
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 25.55, which was -6.50 lower than the previous day. The implied volatity was 22.59, the open interest changed by 522 which increased total open position to 3208
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 32.05, which was 6.35 higher than the previous day. The implied volatity was 19.67, the open interest changed by -888 which decreased total open position to 2660
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 25.7, which was -11.10 lower than the previous day. The implied volatity was 21.72, the open interest changed by 1316 which increased total open position to 3522
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 36.8, which was -3.80 lower than the previous day. The implied volatity was 21.06, the open interest changed by 252 which increased total open position to 2260
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 40.6, which was -8.30 lower than the previous day. The implied volatity was 21.34, the open interest changed by 1076 which increased total open position to 1966
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 48.9, which was -21.70 lower than the previous day. The implied volatity was 22.37, the open interest changed by 17 which increased total open position to 888
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 70.6, which was -15.95 lower than the previous day. The implied volatity was 24.40, the open interest changed by 27 which increased total open position to 869
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 86.55, which was 11.50 higher than the previous day. The implied volatity was 20.59, the open interest changed by -326 which decreased total open position to 840
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 75.05, which was 5.05 higher than the previous day. The implied volatity was 25.41, the open interest changed by 297 which increased total open position to 1187
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 70, which was -30.10 lower than the previous day. The implied volatity was 26.56, the open interest changed by 554 which increased total open position to 892
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 100.1, which was 0.25 higher than the previous day. The implied volatity was 19.90, the open interest changed by 8 which increased total open position to 337
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 99.85, which was -9.20 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 109.05, which was 3.05 higher 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 106, which was 3.50 higher 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 102.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.56
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 34.3 | 9.20 | 25.62 | 13,558 | -3,270 | 9,406 |
| 20 Nov | 1241.65 | 25.1 | 0.00 | 25.68 | 31,762 | 760 | 12,740 |
| 19 Nov | 1241.65 | 25.1 | 13.25 | 25.68 | 31,762 | 824 | 12,740 |
| 18 Nov | 1260.75 | 11.85 | 1.90 | 21.06 | 31,076 | 1,338 | 11,952 |
| 14 Nov | 1267.60 | 9.95 | -7.70 | 19.20 | 19,454 | 272 | 10,644 |
| 13 Nov | 1252.05 | 17.65 | 4.85 | 21.13 | 25,954 | 860 | 10,356 |
| 12 Nov | 1274.25 | 12.8 | 1.15 | 22.08 | 14,370 | -202 | 9,480 |
| 11 Nov | 1272.70 | 11.65 | -1.85 | 21.61 | 14,552 | 1,322 | 10,040 |
| 8 Nov | 1283.75 | 13.5 | 5.15 | 23.97 | 16,184 | 616 | 8,712 |
| 7 Nov | 1305.65 | 8.35 | 2.40 | 24.30 | 5,334 | 184 | 8,090 |
| 6 Nov | 1325.35 | 5.95 | -5.05 | 25.14 | 10,106 | -666 | 7,918 |
| 5 Nov | 1305.30 | 11 | -4.65 | 26.79 | 10,502 | 612 | 8,588 |
| 4 Nov | 1302.15 | 15.65 | 7.15 | 28.84 | 15,510 | 180 | 7,964 |
| 1 Nov | 1338.65 | 8.5 | -1.45 | 28.35 | 1,618 | 250 | 7,744 |
| 31 Oct | 1332.05 | 9.95 | 2.25 | - | 6,162 | 1,366 | 7,464 |
| 30 Oct | 1343.90 | 7.7 | -0.85 | - | 5,058 | 702 | 6,096 |
| 29 Oct | 1340.00 | 8.55 | -1.45 | - | 3,304 | 606 | 5,394 |
| 28 Oct | 1334.35 | 10 | - | 4,116 | 2,628 | 4,780 | |
For Reliance Industries Ltd - strike price 1250 expiring on 28NOV2024
Delta for 1250 PE is -0.73
Historical price for 1250 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 34.3, which was 9.20 higher than the previous day. The implied volatity was 25.62, the open interest changed by -1635 which decreased total open position to 4703
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 25.1, which was 0.00 lower than the previous day. The implied volatity was 25.68, the open interest changed by 380 which increased total open position to 6370
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 25.1, which was 13.25 higher than the previous day. The implied volatity was 25.68, the open interest changed by 412 which increased total open position to 6370
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 11.85, which was 1.90 higher than the previous day. The implied volatity was 21.06, the open interest changed by 669 which increased total open position to 5976
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 9.95, which was -7.70 lower than the previous day. The implied volatity was 19.20, the open interest changed by 136 which increased total open position to 5322
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 17.65, which was 4.85 higher than the previous day. The implied volatity was 21.13, the open interest changed by 430 which increased total open position to 5178
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 12.8, which was 1.15 higher than the previous day. The implied volatity was 22.08, the open interest changed by -101 which decreased total open position to 4740
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 11.65, which was -1.85 lower than the previous day. The implied volatity was 21.61, the open interest changed by 661 which increased total open position to 5020
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 13.5, which was 5.15 higher than the previous day. The implied volatity was 23.97, the open interest changed by 308 which increased total open position to 4356
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 8.35, which was 2.40 higher than the previous day. The implied volatity was 24.30, the open interest changed by 92 which increased total open position to 4045
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 5.95, which was -5.05 lower than the previous day. The implied volatity was 25.14, the open interest changed by -333 which decreased total open position to 3959
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 11, which was -4.65 lower than the previous day. The implied volatity was 26.79, the open interest changed by 306 which increased total open position to 4294
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 15.65, which was 7.15 higher than the previous day. The implied volatity was 28.84, the open interest changed by 90 which increased total open position to 3982
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 8.5, which was -1.45 lower than the previous day. The implied volatity was 28.35, the open interest changed by 125 which increased total open position to 3872
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 9.95, which was 2.25 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 7.7, which was -0.85 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 8.55, which was -1.45 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 10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
