RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1250 CE | ||||||||||
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Delta: 0.13
Vega: 0.33
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 2.35 | -6.25 | 23.45 | 34,097 | 768 | 11,260 | |||
| 19 Dec | 1230.45 | 8.6 | -11.90 | 23.09 | 21,351 | 3,084 | 10,506 | |||
| 18 Dec | 1253.25 | 20.5 | 3.10 | 22.79 | 31,098 | -1,913 | 7,453 | |||
| 17 Dec | 1245.30 | 17.4 | -13.65 | 23.69 | 24,035 | 3,913 | 9,413 | |||
| 16 Dec | 1268.30 | 31.05 | -5.85 | 21.78 | 4,660 | -114 | 5,501 | |||
| 13 Dec | 1272.85 | 36.9 | 6.20 | 20.29 | 39,250 | 2,605 | 5,632 | |||
| 12 Dec | 1262.90 | 30.7 | -14.50 | 22.18 | 6,387 | 816 | 3,029 | |||
| 11 Dec | 1278.20 | 45.2 | -6.30 | 23.95 | 1,431 | -103 | 2,211 | |||
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| 10 Dec | 1284.85 | 51.5 | -9.35 | 24.27 | 883 | 19 | 2,324 | |||
| 9 Dec | 1295.15 | 60.85 | -13.50 | 24.80 | 434 | -69 | 2,305 | |||
| 6 Dec | 1311.55 | 74.35 | -6.65 | 23.19 | 359 | -23 | 2,374 | |||
| 5 Dec | 1322.05 | 81 | 6.65 | 19.90 | 657 | -62 | 2,397 | |||
| 4 Dec | 1308.95 | 74.35 | -9.65 | 23.61 | 467 | -28 | 2,460 | |||
| 3 Dec | 1323.30 | 84 | 7.75 | 15.78 | 886 | 31 | 2,490 | |||
| 2 Dec | 1309.15 | 76.25 | 13.90 | 23.11 | 1,567 | -51 | 2,459 | |||
| 29 Nov | 1292.20 | 62.35 | 9.55 | 22.22 | 3,279 | -16 | 2,514 | |||
| 28 Nov | 1270.80 | 52.8 | -12.90 | 24.68 | 1,706 | 450 | 2,530 | |||
| 27 Nov | 1293.20 | 65.7 | -1.15 | 22.68 | 866 | -29 | 2,080 | |||
| 26 Nov | 1295.70 | 66.85 | 2.35 | 21.62 | 1,068 | 96 | 2,111 | |||
| 25 Nov | 1287.00 | 64.5 | 16.50 | 22.06 | 3,208 | -1,063 | 2,019 | |||
| 22 Nov | 1265.40 | 48 | 21.60 | 22.11 | 8,573 | -685 | 2,397 | |||
| 21 Nov | 1223.00 | 26.4 | -10.10 | 22.72 | 5,375 | 2,003 | 3,081 | |||
| 20 Nov | 1241.65 | 36.5 | 0.00 | 23.23 | 1,650 | 343 | 1,060 | |||
| 19 Nov | 1241.65 | 36.5 | -9.40 | 23.23 | 1,650 | 325 | 1,060 | |||
| 18 Nov | 1260.75 | 45.9 | -7.10 | 20.98 | 1,577 | 388 | 736 | |||
| 14 Nov | 1267.60 | 53 | 6.00 | 20.81 | 435 | -14 | 349 | |||
| 13 Nov | 1252.05 | 47 | -9.15 | 22.14 | 607 | 210 | 347 | |||
| 12 Nov | 1274.25 | 56.15 | -4.35 | 20.96 | 106 | 59 | 149 | |||
| 11 Nov | 1272.70 | 60.5 | -6.50 | 21.73 | 84 | 56 | 88 | |||
| 8 Nov | 1283.75 | 67 | -46.70 | 21.79 | 45 | 31 | 31 | |||
| 7 Nov | 1305.65 | 113.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 113.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 113.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 113.7 | 113.70 | - | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 0 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1250 expiring on 26DEC2024
Delta for 1250 CE is 0.13
Historical price for 1250 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 2.35, which was -6.25 lower than the previous day. The implied volatity was 23.45, the open interest changed by 768 which increased total open position to 11260
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 8.6, which was -11.90 lower than the previous day. The implied volatity was 23.09, the open interest changed by 3084 which increased total open position to 10506
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 20.5, which was 3.10 higher than the previous day. The implied volatity was 22.79, the open interest changed by -1913 which decreased total open position to 7453
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 17.4, which was -13.65 lower than the previous day. The implied volatity was 23.69, the open interest changed by 3913 which increased total open position to 9413
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 31.05, which was -5.85 lower than the previous day. The implied volatity was 21.78, the open interest changed by -114 which decreased total open position to 5501
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 36.9, which was 6.20 higher than the previous day. The implied volatity was 20.29, the open interest changed by 2605 which increased total open position to 5632
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 30.7, which was -14.50 lower than the previous day. The implied volatity was 22.18, the open interest changed by 816 which increased total open position to 3029
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 45.2, which was -6.30 lower than the previous day. The implied volatity was 23.95, the open interest changed by -103 which decreased total open position to 2211
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 51.5, which was -9.35 lower than the previous day. The implied volatity was 24.27, the open interest changed by 19 which increased total open position to 2324
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 60.85, which was -13.50 lower than the previous day. The implied volatity was 24.80, the open interest changed by -69 which decreased total open position to 2305
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 74.35, which was -6.65 lower than the previous day. The implied volatity was 23.19, the open interest changed by -23 which decreased total open position to 2374
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 81, which was 6.65 higher than the previous day. The implied volatity was 19.90, the open interest changed by -62 which decreased total open position to 2397
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 74.35, which was -9.65 lower than the previous day. The implied volatity was 23.61, the open interest changed by -28 which decreased total open position to 2460
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 84, which was 7.75 higher than the previous day. The implied volatity was 15.78, the open interest changed by 31 which increased total open position to 2490
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 76.25, which was 13.90 higher than the previous day. The implied volatity was 23.11, the open interest changed by -51 which decreased total open position to 2459
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 62.35, which was 9.55 higher than the previous day. The implied volatity was 22.22, the open interest changed by -16 which decreased total open position to 2514
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 52.8, which was -12.90 lower than the previous day. The implied volatity was 24.68, the open interest changed by 450 which increased total open position to 2530
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 65.7, which was -1.15 lower than the previous day. The implied volatity was 22.68, the open interest changed by -29 which decreased total open position to 2080
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 66.85, which was 2.35 higher than the previous day. The implied volatity was 21.62, the open interest changed by 96 which increased total open position to 2111
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 64.5, which was 16.50 higher than the previous day. The implied volatity was 22.06, the open interest changed by -1063 which decreased total open position to 2019
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 48, which was 21.60 higher than the previous day. The implied volatity was 22.11, the open interest changed by -685 which decreased total open position to 2397
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 26.4, which was -10.10 lower than the previous day. The implied volatity was 22.72, the open interest changed by 2003 which increased total open position to 3081
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 36.5, which was 0.00 lower than the previous day. The implied volatity was 23.23, the open interest changed by 343 which increased total open position to 1060
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 36.5, which was -9.40 lower than the previous day. The implied volatity was 23.23, the open interest changed by 325 which increased total open position to 1060
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 45.9, which was -7.10 lower than the previous day. The implied volatity was 20.98, the open interest changed by 388 which increased total open position to 736
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 53, which was 6.00 higher than the previous day. The implied volatity was 20.81, the open interest changed by -14 which decreased total open position to 349
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 47, which was -9.15 lower than the previous day. The implied volatity was 22.14, the open interest changed by 210 which increased total open position to 347
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 56.15, which was -4.35 lower than the previous day. The implied volatity was 20.96, the open interest changed by 59 which increased total open position to 149
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 60.5, which was -6.50 lower than the previous day. The implied volatity was 21.73, the open interest changed by 56 which increased total open position to 88
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 67, which was -46.70 lower than the previous day. The implied volatity was 21.79, the open interest changed by 31 which increased total open position to 31
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 113.7, 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 113.7, 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 113.7, 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 113.7, which was 113.70 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.27
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 43.4 | 20.40 | 20.46 | 7,210 | -906 | 4,959 |
| 19 Dec | 1230.45 | 23 | 12.00 | 18.12 | 9,373 | -1,362 | 5,887 |
| 18 Dec | 1253.25 | 11 | -7.25 | 19.19 | 20,062 | 270 | 7,252 |
| 17 Dec | 1245.30 | 18.25 | 9.90 | 21.93 | 21,940 | 609 | 6,993 |
| 16 Dec | 1268.30 | 8.35 | 1.85 | 20.58 | 10,421 | 167 | 6,391 |
| 13 Dec | 1272.85 | 6.5 | -5.50 | 18.16 | 28,161 | -198 | 6,279 |
| 12 Dec | 1262.90 | 12 | 3.05 | 19.37 | 11,135 | 451 | 6,492 |
| 11 Dec | 1278.20 | 8.95 | 0.25 | 21.48 | 4,152 | -182 | 6,064 |
| 10 Dec | 1284.85 | 8.7 | 0.80 | 22.64 | 5,394 | 49 | 6,269 |
| 9 Dec | 1295.15 | 7.9 | 2.30 | 23.88 | 3,861 | -196 | 6,213 |
| 6 Dec | 1311.55 | 5.6 | -0.15 | 22.75 | 2,179 | -179 | 6,410 |
| 5 Dec | 1322.05 | 5.75 | -2.45 | 24.37 | 5,759 | 178 | 6,583 |
| 4 Dec | 1308.95 | 8.2 | 2.30 | 24.63 | 4,258 | -170 | 6,400 |
| 3 Dec | 1323.30 | 5.9 | -2.60 | 24.41 | 4,551 | 402 | 6,580 |
| 2 Dec | 1309.15 | 8.5 | -3.35 | 24.30 | 6,279 | 623 | 6,126 |
| 29 Nov | 1292.20 | 11.85 | -7.90 | 22.42 | 8,922 | 712 | 5,525 |
| 28 Nov | 1270.80 | 19.75 | 7.15 | 24.10 | 5,577 | 639 | 4,815 |
| 27 Nov | 1293.20 | 12.6 | -2.05 | 22.85 | 3,524 | 604 | 4,175 |
| 26 Nov | 1295.70 | 14.65 | 0.50 | 24.74 | 2,424 | 505 | 3,572 |
| 25 Nov | 1287.00 | 14.15 | -9.55 | 23.02 | 4,065 | 797 | 3,063 |
| 22 Nov | 1265.40 | 23.7 | -22.20 | 22.99 | 5,283 | 668 | 2,934 |
| 21 Nov | 1223.00 | 45.9 | 8.70 | 23.98 | 2,877 | 1,044 | 2,267 |
| 20 Nov | 1241.65 | 37.2 | 0.00 | 23.68 | 2,105 | 230 | 1,219 |
| 19 Nov | 1241.65 | 37.2 | 12.25 | 23.68 | 2,105 | 226 | 1,219 |
| 18 Nov | 1260.75 | 24.95 | 2.45 | 21.72 | 1,429 | 381 | 993 |
| 14 Nov | 1267.60 | 22.5 | -6.95 | 21.25 | 621 | 112 | 613 |
| 13 Nov | 1252.05 | 29.45 | 5.95 | 22.08 | 924 | 268 | 499 |
| 12 Nov | 1274.25 | 23.5 | 0.50 | 22.08 | 318 | 82 | 231 |
| 11 Nov | 1272.70 | 23 | -0.25 | 22.42 | 305 | 55 | 148 |
| 8 Nov | 1283.75 | 23.25 | 7.70 | 23.40 | 206 | 88 | 94 |
| 7 Nov | 1305.65 | 15.55 | -2.20 | 22.66 | 7 | 5 | 5 |
| 6 Nov | 1325.35 | 17.75 | 0.00 | 5.38 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 17.75 | 0.00 | 4.37 | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 17.75 | 0.00 | 3.88 | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 17.75 | 5.88 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1250 expiring on 26DEC2024
Delta for 1250 PE is -0.90
Historical price for 1250 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 43.4, which was 20.40 higher than the previous day. The implied volatity was 20.46, the open interest changed by -906 which decreased total open position to 4959
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 23, which was 12.00 higher than the previous day. The implied volatity was 18.12, the open interest changed by -1362 which decreased total open position to 5887
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 11, which was -7.25 lower than the previous day. The implied volatity was 19.19, the open interest changed by 270 which increased total open position to 7252
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 18.25, which was 9.90 higher than the previous day. The implied volatity was 21.93, the open interest changed by 609 which increased total open position to 6993
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 8.35, which was 1.85 higher than the previous day. The implied volatity was 20.58, the open interest changed by 167 which increased total open position to 6391
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 6.5, which was -5.50 lower than the previous day. The implied volatity was 18.16, the open interest changed by -198 which decreased total open position to 6279
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 12, which was 3.05 higher than the previous day. The implied volatity was 19.37, the open interest changed by 451 which increased total open position to 6492
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 8.95, which was 0.25 higher than the previous day. The implied volatity was 21.48, the open interest changed by -182 which decreased total open position to 6064
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 8.7, which was 0.80 higher than the previous day. The implied volatity was 22.64, the open interest changed by 49 which increased total open position to 6269
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 7.9, which was 2.30 higher than the previous day. The implied volatity was 23.88, the open interest changed by -196 which decreased total open position to 6213
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 5.6, which was -0.15 lower than the previous day. The implied volatity was 22.75, the open interest changed by -179 which decreased total open position to 6410
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 5.75, which was -2.45 lower than the previous day. The implied volatity was 24.37, the open interest changed by 178 which increased total open position to 6583
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 8.2, which was 2.30 higher than the previous day. The implied volatity was 24.63, the open interest changed by -170 which decreased total open position to 6400
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 5.9, which was -2.60 lower than the previous day. The implied volatity was 24.41, the open interest changed by 402 which increased total open position to 6580
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 8.5, which was -3.35 lower than the previous day. The implied volatity was 24.30, the open interest changed by 623 which increased total open position to 6126
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 11.85, which was -7.90 lower than the previous day. The implied volatity was 22.42, the open interest changed by 712 which increased total open position to 5525
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 19.75, which was 7.15 higher than the previous day. The implied volatity was 24.10, the open interest changed by 639 which increased total open position to 4815
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 12.6, which was -2.05 lower than the previous day. The implied volatity was 22.85, the open interest changed by 604 which increased total open position to 4175
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 14.65, which was 0.50 higher than the previous day. The implied volatity was 24.74, the open interest changed by 505 which increased total open position to 3572
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 14.15, which was -9.55 lower than the previous day. The implied volatity was 23.02, the open interest changed by 797 which increased total open position to 3063
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 23.7, which was -22.20 lower than the previous day. The implied volatity was 22.99, the open interest changed by 668 which increased total open position to 2934
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 45.9, which was 8.70 higher than the previous day. The implied volatity was 23.98, the open interest changed by 1044 which increased total open position to 2267
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 37.2, which was 0.00 lower than the previous day. The implied volatity was 23.68, the open interest changed by 230 which increased total open position to 1219
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 37.2, which was 12.25 higher than the previous day. The implied volatity was 23.68, the open interest changed by 226 which increased total open position to 1219
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 24.95, which was 2.45 higher than the previous day. The implied volatity was 21.72, the open interest changed by 381 which increased total open position to 993
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 22.5, which was -6.95 lower than the previous day. The implied volatity was 21.25, the open interest changed by 112 which increased total open position to 613
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 29.45, which was 5.95 higher than the previous day. The implied volatity was 22.08, the open interest changed by 268 which increased total open position to 499
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 23.5, which was 0.50 higher than the previous day. The implied volatity was 22.08, the open interest changed by 82 which increased total open position to 231
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 23, which was -0.25 lower than the previous day. The implied volatity was 22.42, the open interest changed by 55 which increased total open position to 148
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 23.25, which was 7.70 higher than the previous day. The implied volatity was 23.40, the open interest changed by 88 which increased total open position to 94
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 15.55, which was -2.20 lower than the previous day. The implied volatity was 22.66, the open interest changed by 5 which increased total open position to 5
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 5.38, 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 17.75, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 17.75, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 17.75, which was lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0
