RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
11 Apr 2025 04:12 PM IST
| RELIANCE 24APR2025 1250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.84
Theta: -0.89
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1218.95 | 12.1 | 4.15 | 24.37 | 13,807 | -1,365 | 6,744 | |||
| 9 Apr | 1185.35 | 8.1 | -0.4 | 28.36 | 4,803 | -221 | 8,135 | |||
| 8 Apr | 1182.20 | 8.35 | 0.1 | 29.62 | 10,985 | 806 | 8,391 | |||
| 7 Apr | 1165.70 | 8.6 | -0.25 | 31.77 | 15,773 | -939 | 7,533 | |||
| 4 Apr | 1204.70 | 9.2 | -15.85 | 20.32 | 21,045 | 4,439 | 8,341 | |||
| 3 Apr | 1248.70 | 25 | -2.95 | 18.50 | 7,692 | 912 | 3,917 | |||
| 2 Apr | 1251.15 | 27.85 | -4.05 | 18.65 | 7,984 | 1,164 | 3,035 | |||
| 1 Apr | 1252.60 | 32.15 | -16.75 | 20.64 | 2,870 | 139 | 1,859 | |||
| 28 Mar | 1275.10 | 48.95 | -6.9 | 21.56 | 1,896 | 71 | 1,720 | |||
|
|
||||||||||
| 27 Mar | 1278.20 | 57.3 | 5.75 | 24.36 | 961 | 141 | 1,648 | |||
| 26 Mar | 1273.05 | 51.4 | -10.9 | 23.94 | 830 | 115 | 1,507 | |||
| 25 Mar | 1285.45 | 61.15 | -11.2 | 23.30 | 891 | 54 | 1,394 | |||
| 24 Mar | 1302.10 | 73.65 | 19.75 | 22.20 | 1,422 | -52 | 1,340 | |||
| 21 Mar | 1276.35 | 53.85 | 5.05 | 19.85 | 1,038 | 33 | 1,395 | |||
| 20 Mar | 1269.15 | 48.5 | 10.75 | 20.12 | 2,107 | -162 | 1,359 | |||
| 19 Mar | 1247.15 | 37.9 | 3.8 | 20.88 | 2,072 | 313 | 1,518 | |||
| 18 Mar | 1238.80 | 34.45 | 0.1 | 21.08 | 1,002 | 430 | 1,208 | |||
| 17 Mar | 1238.85 | 34.85 | -4.25 | 20.41 | 602 | 176 | 786 | |||
| 13 Mar | 1247.90 | 39.05 | -5.45 | 19.82 | 373 | 75 | 616 | |||
| 12 Mar | 1257.05 | 43.55 | 3.25 | 18.89 | 431 | 1 | 541 | |||
| 11 Mar | 1247.30 | 40.3 | 4.35 | 19.69 | 218 | -24 | 541 | |||
| 10 Mar | 1238.40 | 35.7 | -8.1 | 19.74 | 552 | 118 | 557 | |||
| 7 Mar | 1249.80 | 42.35 | 18.35 | 19.86 | 1,140 | 150 | 439 | |||
| 6 Mar | 1209.60 | 24.85 | 10.2 | 19.41 | 341 | -17 | 289 | |||
| 5 Mar | 1175.60 | 14.75 | 2.3 | 20.23 | 224 | -12 | 306 | |||
| 3 Mar | 1171.25 | 15 | -9.5 | 20.48 | 424 | 207 | 274 | |||
| 28 Feb | 1200.10 | 22.2 | -13.25 | 19.64 | 95 | 66 | 66 | |||
For Reliance Industries Ltd - strike price 1250 expiring on 24APR2025
Delta for 1250 CE is 0.33
Historical price for 1250 CE is as follows
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 12.1, which was 4.15 higher than the previous day. The implied volatity was 24.37, the open interest changed by -1365 which decreased total open position to 6744
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 8.1, which was -0.4 lower than the previous day. The implied volatity was 28.36, the open interest changed by -221 which decreased total open position to 8135
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 8.35, which was 0.1 higher than the previous day. The implied volatity was 29.62, the open interest changed by 806 which increased total open position to 8391
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 8.6, which was -0.25 lower than the previous day. The implied volatity was 31.77, the open interest changed by -939 which decreased total open position to 7533
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 9.2, which was -15.85 lower than the previous day. The implied volatity was 20.32, the open interest changed by 4439 which increased total open position to 8341
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 25, which was -2.95 lower than the previous day. The implied volatity was 18.50, the open interest changed by 912 which increased total open position to 3917
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 27.85, which was -4.05 lower than the previous day. The implied volatity was 18.65, the open interest changed by 1164 which increased total open position to 3035
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 32.15, which was -16.75 lower than the previous day. The implied volatity was 20.64, the open interest changed by 139 which increased total open position to 1859
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 48.95, which was -6.9 lower than the previous day. The implied volatity was 21.56, the open interest changed by 71 which increased total open position to 1720
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 57.3, which was 5.75 higher than the previous day. The implied volatity was 24.36, the open interest changed by 141 which increased total open position to 1648
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 51.4, which was -10.9 lower than the previous day. The implied volatity was 23.94, the open interest changed by 115 which increased total open position to 1507
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 61.15, which was -11.2 lower than the previous day. The implied volatity was 23.30, the open interest changed by 54 which increased total open position to 1394
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 73.65, which was 19.75 higher than the previous day. The implied volatity was 22.20, the open interest changed by -52 which decreased total open position to 1340
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 53.85, which was 5.05 higher than the previous day. The implied volatity was 19.85, the open interest changed by 33 which increased total open position to 1395
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 48.5, which was 10.75 higher than the previous day. The implied volatity was 20.12, the open interest changed by -162 which decreased total open position to 1359
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 37.9, which was 3.8 higher than the previous day. The implied volatity was 20.88, the open interest changed by 313 which increased total open position to 1518
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 34.45, which was 0.1 higher than the previous day. The implied volatity was 21.08, the open interest changed by 430 which increased total open position to 1208
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 34.85, which was -4.25 lower than the previous day. The implied volatity was 20.41, the open interest changed by 176 which increased total open position to 786
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 39.05, which was -5.45 lower than the previous day. The implied volatity was 19.82, the open interest changed by 75 which increased total open position to 616
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 43.55, which was 3.25 higher than the previous day. The implied volatity was 18.89, the open interest changed by 1 which increased total open position to 541
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 40.3, which was 4.35 higher than the previous day. The implied volatity was 19.69, the open interest changed by -24 which decreased total open position to 541
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 35.7, which was -8.1 lower than the previous day. The implied volatity was 19.74, the open interest changed by 118 which increased total open position to 557
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 42.35, which was 18.35 higher than the previous day. The implied volatity was 19.86, the open interest changed by 150 which increased total open position to 439
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 24.85, which was 10.2 higher than the previous day. The implied volatity was 19.41, the open interest changed by -17 which decreased total open position to 289
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 14.75, which was 2.3 higher than the previous day. The implied volatity was 20.23, the open interest changed by -12 which decreased total open position to 306
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 15, which was -9.5 lower than the previous day. The implied volatity was 20.48, the open interest changed by 207 which increased total open position to 274
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 22.2, which was -13.25 lower than the previous day. The implied volatity was 19.64, the open interest changed by 66 which increased total open position to 66
| RELIANCE 24APR2025 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.86
Theta: -0.73
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1218.95 | 41.35 | -30.15 | 28.71 | 1,029 | -48 | 2,925 |
| 9 Apr | 1185.35 | 70.35 | -0.95 | 34.88 | 320 | -3 | 2,973 |
| 8 Apr | 1182.20 | 72 | -17.1 | 29.85 | 529 | -95 | 2,977 |
| 7 Apr | 1165.70 | 87.1 | 35.2 | 39.10 | 1,122 | -231 | 3,075 |
| 4 Apr | 1204.70 | 51.25 | 29 | 25.25 | 5,291 | -536 | 3,296 |
| 3 Apr | 1248.70 | 22.4 | 0.5 | 21.09 | 6,526 | 532 | 3,829 |
| 2 Apr | 1251.15 | 21.85 | 0.2 | 21.56 | 6,189 | 489 | 3,303 |
| 1 Apr | 1252.60 | 21.6 | 4.45 | 21.70 | 6,951 | 171 | 2,813 |
| 28 Mar | 1275.10 | 16.85 | 0.25 | 22.46 | 4,488 | -48 | 2,642 |
| 27 Mar | 1278.20 | 15.8 | -2 | 22.79 | 2,097 | 101 | 2,692 |
| 26 Mar | 1273.05 | 18.1 | 3 | 22.03 | 2,578 | 499 | 2,586 |
| 25 Mar | 1285.45 | 15.1 | 2.5 | 22.84 | 1,608 | 403 | 2,087 |
| 24 Mar | 1302.10 | 12.05 | -4.65 | 23.65 | 1,786 | 139 | 1,684 |
| 21 Mar | 1276.35 | 16.55 | -3.35 | 21.17 | 1,465 | 191 | 1,545 |
| 20 Mar | 1269.15 | 20.2 | -7.55 | 21.39 | 1,193 | 165 | 1,360 |
| 19 Mar | 1247.15 | 27.5 | -4.7 | 20.79 | 759 | 313 | 1,195 |
| 18 Mar | 1238.80 | 31.75 | -0.25 | 20.99 | 508 | 313 | 875 |
| 17 Mar | 1238.85 | 31.5 | 1.45 | 21.13 | 447 | 78 | 561 |
| 13 Mar | 1247.90 | 30.15 | 1.4 | 21.05 | 309 | -12 | 485 |
| 12 Mar | 1257.05 | 29 | -4.45 | 22.53 | 267 | -24 | 495 |
| 11 Mar | 1247.30 | 33.5 | -3.65 | 22.81 | 181 | 30 | 519 |
| 10 Mar | 1238.40 | 37.35 | 3.4 | 22.44 | 382 | 142 | 488 |
| 7 Mar | 1249.80 | 34.3 | -17 | 22.45 | 642 | 248 | 346 |
| 6 Mar | 1209.60 | 54.95 | -23.35 | 24.16 | 68 | 11 | 98 |
| 5 Mar | 1175.60 | 78.3 | -6 | 25.29 | 71 | 61 | 77 |
| 3 Mar | 1171.25 | 80 | 26.4 | 24.26 | 10 | 7 | 11 |
| 28 Feb | 1200.10 | 55.6 | -9.05 | 19.01 | 4 | 2 | 2 |
For Reliance Industries Ltd - strike price 1250 expiring on 24APR2025
Delta for 1250 PE is -0.64
Historical price for 1250 PE is as follows
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 41.35, which was -30.15 lower than the previous day. The implied volatity was 28.71, the open interest changed by -48 which decreased total open position to 2925
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 70.35, which was -0.95 lower than the previous day. The implied volatity was 34.88, the open interest changed by -3 which decreased total open position to 2973
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 72, which was -17.1 lower than the previous day. The implied volatity was 29.85, the open interest changed by -95 which decreased total open position to 2977
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 87.1, which was 35.2 higher than the previous day. The implied volatity was 39.10, the open interest changed by -231 which decreased total open position to 3075
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 51.25, which was 29 higher than the previous day. The implied volatity was 25.25, the open interest changed by -536 which decreased total open position to 3296
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 22.4, which was 0.5 higher than the previous day. The implied volatity was 21.09, the open interest changed by 532 which increased total open position to 3829
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 21.85, which was 0.2 higher than the previous day. The implied volatity was 21.56, the open interest changed by 489 which increased total open position to 3303
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 21.6, which was 4.45 higher than the previous day. The implied volatity was 21.70, the open interest changed by 171 which increased total open position to 2813
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 16.85, which was 0.25 higher than the previous day. The implied volatity was 22.46, the open interest changed by -48 which decreased total open position to 2642
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 15.8, which was -2 lower than the previous day. The implied volatity was 22.79, the open interest changed by 101 which increased total open position to 2692
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 18.1, which was 3 higher than the previous day. The implied volatity was 22.03, the open interest changed by 499 which increased total open position to 2586
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 15.1, which was 2.5 higher than the previous day. The implied volatity was 22.84, the open interest changed by 403 which increased total open position to 2087
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 12.05, which was -4.65 lower than the previous day. The implied volatity was 23.65, the open interest changed by 139 which increased total open position to 1684
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 16.55, which was -3.35 lower than the previous day. The implied volatity was 21.17, the open interest changed by 191 which increased total open position to 1545
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 20.2, which was -7.55 lower than the previous day. The implied volatity was 21.39, the open interest changed by 165 which increased total open position to 1360
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 27.5, which was -4.7 lower than the previous day. The implied volatity was 20.79, the open interest changed by 313 which increased total open position to 1195
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 31.75, which was -0.25 lower than the previous day. The implied volatity was 20.99, the open interest changed by 313 which increased total open position to 875
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 31.5, which was 1.45 higher than the previous day. The implied volatity was 21.13, the open interest changed by 78 which increased total open position to 561
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 30.15, which was 1.4 higher than the previous day. The implied volatity was 21.05, the open interest changed by -12 which decreased total open position to 485
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 29, which was -4.45 lower than the previous day. The implied volatity was 22.53, the open interest changed by -24 which decreased total open position to 495
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 33.5, which was -3.65 lower than the previous day. The implied volatity was 22.81, the open interest changed by 30 which increased total open position to 519
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 37.35, which was 3.4 higher than the previous day. The implied volatity was 22.44, the open interest changed by 142 which increased total open position to 488
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 34.3, which was -17 lower than the previous day. The implied volatity was 22.45, the open interest changed by 248 which increased total open position to 346
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 54.95, which was -23.35 lower than the previous day. The implied volatity was 24.16, the open interest changed by 11 which increased total open position to 98
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 78.3, which was -6 lower than the previous day. The implied volatity was 25.29, the open interest changed by 61 which increased total open position to 77
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 80, which was 26.4 higher than the previous day. The implied volatity was 24.26, the open interest changed by 7 which increased total open position to 11
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 55.6, which was -9.05 lower than the previous day. The implied volatity was 19.01, the open interest changed by 2 which increased total open position to 2
