RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
13 Mar 2025 04:12 PM IST
| RELIANCE 27MAR2025 1250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.97
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1247.90 | 16.8 | -6.25 | 16.51 | 14,110 | -221 | 7,032 | |||
| 12 Mar | 1257.05 | 22.2 | 2.6 | 15.88 | 21,115 | -1,010 | 7,299 | |||
| 11 Mar | 1247.30 | 19.5 | 3.6 | 17.40 | 16,406 | -381 | 8,303 | |||
| 10 Mar | 1238.40 | 15.6 | -8.8 | 17.83 | 23,846 | 905 | 8,682 | |||
| 7 Mar | 1249.80 | 22.8 | 13.95 | 18.28 | 62,867 | -2,886 | 7,777 | |||
| 6 Mar | 1209.60 | 8.9 | 5.1 | 17.84 | 21,268 | 1,670 | 10,643 | |||
| 5 Mar | 1175.60 | 3.85 | 0.7 | 19.65 | 7,091 | 519 | 8,903 | |||
| 3 Mar | 1171.25 | 4.5 | -5 | 20.31 | 14,063 | 2,167 | 7,684 | |||
| 28 Feb | 1200.10 | 9 | -2.6 | 18.69 | 8,593 | 1,292 | 5,548 | |||
| 27 Feb | 1207.10 | 11.8 | -1.2 | 18.27 | 5,699 | 864 | 4,256 | |||
| 26 Feb | 1204.00 | 12.6 | -5.25 | 19.66 | 4,295 | 722 | 3,391 | |||
| 25 Feb | 1204.00 | 12.6 | -5.25 | 19.66 | 4,295 | 721 | 3,391 | |||
| 24 Feb | 1214.55 | 17.9 | -5.65 | 19.95 | 2,896 | 581 | 2,672 | |||
| 21 Feb | 1228.15 | 23.25 | -3.6 | 19.08 | 2,382 | 194 | 2,090 | |||
| 20 Feb | 1233.00 | 26.75 | 0.15 | 19.46 | 1,922 | 76 | 1,898 | |||
| 19 Feb | 1227.45 | 26.35 | 0.45 | 20.57 | 1,255 | 403 | 1,822 | |||
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| 18 Feb | 1225.40 | 25.6 | -2.25 | 20.39 | 803 | -122 | 1,419 | |||
| 17 Feb | 1224.90 | 27.55 | 1.45 | 20.84 | 1,144 | 9 | 1,538 | |||
| 14 Feb | 1217.25 | 25.6 | -0.35 | 21.50 | 927 | 163 | 1,526 | |||
| 13 Feb | 1216.10 | 26 | -1.55 | 21.03 | 823 | 380 | 1,356 | |||
| 12 Feb | 1216.55 | 27.7 | -6.85 | 21.52 | 1,510 | 311 | 974 | |||
| 11 Feb | 1234.85 | 34.95 | -9.45 | 19.67 | 463 | 155 | 661 | |||
| 10 Feb | 1253.65 | 44.35 | -6.65 | 19.17 | 259 | 153 | 505 | |||
| 7 Feb | 1266.70 | 51 | -9.5 | 17.66 | 40 | -1 | 352 | |||
| 6 Feb | 1281.55 | 60.5 | -2.5 | 16.11 | 14 | 0 | 353 | |||
| 5 Feb | 1278.20 | 63 | -2.2 | 19.49 | 41 | 0 | 353 | |||
| 4 Feb | 1285.20 | 64.3 | 19.15 | 17.77 | 134 | 0 | 353 | |||
| 3 Feb | 1245.90 | 45.25 | -9.4 | 20.07 | 318 | 226 | 352 | |||
| 1 Feb | 1264.60 | 54.65 | 0.5 | 18.91 | 238 | 123 | 127 | |||
For Reliance Industries Ltd - strike price 1250 expiring on 27MAR2025
Delta for 1250 CE is 0.52
Historical price for 1250 CE is as follows
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 16.8, which was -6.25 lower than the previous day. The implied volatity was 16.51, the open interest changed by -221 which decreased total open position to 7032
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 22.2, which was 2.6 higher than the previous day. The implied volatity was 15.88, the open interest changed by -1010 which decreased total open position to 7299
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 19.5, which was 3.6 higher than the previous day. The implied volatity was 17.40, the open interest changed by -381 which decreased total open position to 8303
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 15.6, which was -8.8 lower than the previous day. The implied volatity was 17.83, the open interest changed by 905 which increased total open position to 8682
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 22.8, which was 13.95 higher than the previous day. The implied volatity was 18.28, the open interest changed by -2886 which decreased total open position to 7777
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 8.9, which was 5.1 higher than the previous day. The implied volatity was 17.84, the open interest changed by 1670 which increased total open position to 10643
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 3.85, which was 0.7 higher than the previous day. The implied volatity was 19.65, the open interest changed by 519 which increased total open position to 8903
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 4.5, which was -5 lower than the previous day. The implied volatity was 20.31, the open interest changed by 2167 which increased total open position to 7684
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 9, which was -2.6 lower than the previous day. The implied volatity was 18.69, the open interest changed by 1292 which increased total open position to 5548
On 27 Feb RELIANCE was trading at 1207.10. The strike last trading price was 11.8, which was -1.2 lower than the previous day. The implied volatity was 18.27, the open interest changed by 864 which increased total open position to 4256
On 26 Feb RELIANCE was trading at 1204.00. The strike last trading price was 12.6, which was -5.25 lower than the previous day. The implied volatity was 19.66, the open interest changed by 722 which increased total open position to 3391
On 25 Feb RELIANCE was trading at 1204.00. The strike last trading price was 12.6, which was -5.25 lower than the previous day. The implied volatity was 19.66, the open interest changed by 721 which increased total open position to 3391
On 24 Feb RELIANCE was trading at 1214.55. The strike last trading price was 17.9, which was -5.65 lower than the previous day. The implied volatity was 19.95, the open interest changed by 581 which increased total open position to 2672
On 21 Feb RELIANCE was trading at 1228.15. The strike last trading price was 23.25, which was -3.6 lower than the previous day. The implied volatity was 19.08, the open interest changed by 194 which increased total open position to 2090
On 20 Feb RELIANCE was trading at 1233.00. The strike last trading price was 26.75, which was 0.15 higher than the previous day. The implied volatity was 19.46, the open interest changed by 76 which increased total open position to 1898
On 19 Feb RELIANCE was trading at 1227.45. The strike last trading price was 26.35, which was 0.45 higher than the previous day. The implied volatity was 20.57, the open interest changed by 403 which increased total open position to 1822
On 18 Feb RELIANCE was trading at 1225.40. The strike last trading price was 25.6, which was -2.25 lower than the previous day. The implied volatity was 20.39, the open interest changed by -122 which decreased total open position to 1419
On 17 Feb RELIANCE was trading at 1224.90. The strike last trading price was 27.55, which was 1.45 higher than the previous day. The implied volatity was 20.84, the open interest changed by 9 which increased total open position to 1538
On 14 Feb RELIANCE was trading at 1217.25. The strike last trading price was 25.6, which was -0.35 lower than the previous day. The implied volatity was 21.50, the open interest changed by 163 which increased total open position to 1526
On 13 Feb RELIANCE was trading at 1216.10. The strike last trading price was 26, which was -1.55 lower than the previous day. The implied volatity was 21.03, the open interest changed by 380 which increased total open position to 1356
On 12 Feb RELIANCE was trading at 1216.55. The strike last trading price was 27.7, which was -6.85 lower than the previous day. The implied volatity was 21.52, the open interest changed by 311 which increased total open position to 974
On 11 Feb RELIANCE was trading at 1234.85. The strike last trading price was 34.95, which was -9.45 lower than the previous day. The implied volatity was 19.67, the open interest changed by 155 which increased total open position to 661
On 10 Feb RELIANCE was trading at 1253.65. The strike last trading price was 44.35, which was -6.65 lower than the previous day. The implied volatity was 19.17, the open interest changed by 153 which increased total open position to 505
On 7 Feb RELIANCE was trading at 1266.70. The strike last trading price was 51, which was -9.5 lower than the previous day. The implied volatity was 17.66, the open interest changed by -1 which decreased total open position to 352
On 6 Feb RELIANCE was trading at 1281.55. The strike last trading price was 60.5, which was -2.5 lower than the previous day. The implied volatity was 16.11, the open interest changed by 0 which decreased total open position to 353
On 5 Feb RELIANCE was trading at 1278.20. The strike last trading price was 63, which was -2.2 lower than the previous day. The implied volatity was 19.49, the open interest changed by 0 which decreased total open position to 353
On 4 Feb RELIANCE was trading at 1285.20. The strike last trading price was 64.3, which was 19.15 higher than the previous day. The implied volatity was 17.77, the open interest changed by 0 which decreased total open position to 353
On 3 Feb RELIANCE was trading at 1245.90. The strike last trading price was 45.25, which was -9.4 lower than the previous day. The implied volatity was 20.07, the open interest changed by 226 which increased total open position to 352
On 1 Feb RELIANCE was trading at 1264.60. The strike last trading price was 54.65, which was 0.5 higher than the previous day. The implied volatity was 18.91, the open interest changed by 123 which increased total open position to 127
| RELIANCE 27MAR2025 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.97
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1247.90 | 16.9 | 2 | 18.09 | 11,701 | 371 | 4,736 |
| 12 Mar | 1257.05 | 15.25 | -5.4 | 20.08 | 12,283 | 410 | 4,366 |
| 11 Mar | 1247.30 | 20.65 | -4.8 | 21.01 | 5,467 | 261 | 3,949 |
| 10 Mar | 1238.40 | 25.3 | 3.2 | 20.50 | 15,595 | -868 | 3,692 |
| 7 Mar | 1249.80 | 22.55 | -20.25 | 20.68 | 24,908 | 2,038 | 4,560 |
| 6 Mar | 1209.60 | 43.6 | -28.1 | 21.17 | 687 | 7 | 2,516 |
| 5 Mar | 1175.60 | 70.65 | -12.8 | 21.82 | 230 | 29 | 2,508 |
| 3 Mar | 1171.25 | 77 | 24.35 | 26.25 | 848 | -68 | 2,490 |
| 28 Feb | 1200.10 | 55.15 | 7 | 21.81 | 1,069 | -85 | 2,560 |
| 27 Feb | 1207.10 | 46.45 | -3.65 | 20.11 | 2,117 | 626 | 2,645 |
| 26 Feb | 1204.00 | 51.6 | 8.45 | 20.68 | 1,605 | 538 | 2,016 |
| 25 Feb | 1204.00 | 51.6 | 8.45 | 20.68 | 1,605 | 535 | 2,016 |
| 24 Feb | 1214.55 | 43.45 | 5.3 | 20.78 | 1,039 | 268 | 1,481 |
| 21 Feb | 1228.15 | 38.5 | 2.1 | 21.61 | 790 | 251 | 1,211 |
| 20 Feb | 1233.00 | 36.75 | -3.2 | 22.04 | 320 | 121 | 967 |
| 19 Feb | 1227.45 | 40.3 | -2 | 22.21 | 311 | 78 | 847 |
| 18 Feb | 1225.40 | 43.2 | 0.15 | 23.09 | 175 | 12 | 769 |
| 17 Feb | 1224.90 | 43.1 | -5.45 | 23.36 | 180 | 25 | 758 |
| 14 Feb | 1217.25 | 49.25 | 0.8 | 22.99 | 110 | -7 | 734 |
| 13 Feb | 1216.10 | 48.55 | 0.7 | 22.92 | 115 | 51 | 742 |
| 12 Feb | 1216.55 | 47.05 | 10.3 | 22.15 | 342 | 35 | 690 |
| 11 Feb | 1234.85 | 36.2 | 5.55 | 21.88 | 1,059 | -190 | 655 |
| 10 Feb | 1253.65 | 30.65 | 7.75 | 22.86 | 937 | 561 | 842 |
| 7 Feb | 1266.70 | 21.6 | 3.45 | 19.71 | 107 | 25 | 280 |
| 6 Feb | 1281.55 | 18.05 | -1.85 | 20.57 | 210 | 51 | 254 |
| 5 Feb | 1278.20 | 19.85 | 0.35 | 20.71 | 86 | 30 | 202 |
| 4 Feb | 1285.20 | 19.65 | -14.45 | 21.25 | 193 | 52 | 170 |
| 3 Feb | 1245.90 | 34 | 5.7 | 21.93 | 82 | 51 | 117 |
| 1 Feb | 1264.60 | 28.4 | 4.65 | 22.28 | 74 | 53 | 62 |
For Reliance Industries Ltd - strike price 1250 expiring on 27MAR2025
Delta for 1250 PE is -0.48
Historical price for 1250 PE is as follows
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 16.9, which was 2 higher than the previous day. The implied volatity was 18.09, the open interest changed by 371 which increased total open position to 4736
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 15.25, which was -5.4 lower than the previous day. The implied volatity was 20.08, the open interest changed by 410 which increased total open position to 4366
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 20.65, which was -4.8 lower than the previous day. The implied volatity was 21.01, the open interest changed by 261 which increased total open position to 3949
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 25.3, which was 3.2 higher than the previous day. The implied volatity was 20.50, the open interest changed by -868 which decreased total open position to 3692
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 22.55, which was -20.25 lower than the previous day. The implied volatity was 20.68, the open interest changed by 2038 which increased total open position to 4560
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 43.6, which was -28.1 lower than the previous day. The implied volatity was 21.17, the open interest changed by 7 which increased total open position to 2516
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 70.65, which was -12.8 lower than the previous day. The implied volatity was 21.82, the open interest changed by 29 which increased total open position to 2508
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 77, which was 24.35 higher than the previous day. The implied volatity was 26.25, the open interest changed by -68 which decreased total open position to 2490
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 55.15, which was 7 higher than the previous day. The implied volatity was 21.81, the open interest changed by -85 which decreased total open position to 2560
On 27 Feb RELIANCE was trading at 1207.10. The strike last trading price was 46.45, which was -3.65 lower than the previous day. The implied volatity was 20.11, the open interest changed by 626 which increased total open position to 2645
On 26 Feb RELIANCE was trading at 1204.00. The strike last trading price was 51.6, which was 8.45 higher than the previous day. The implied volatity was 20.68, the open interest changed by 538 which increased total open position to 2016
On 25 Feb RELIANCE was trading at 1204.00. The strike last trading price was 51.6, which was 8.45 higher than the previous day. The implied volatity was 20.68, the open interest changed by 535 which increased total open position to 2016
On 24 Feb RELIANCE was trading at 1214.55. The strike last trading price was 43.45, which was 5.3 higher than the previous day. The implied volatity was 20.78, the open interest changed by 268 which increased total open position to 1481
On 21 Feb RELIANCE was trading at 1228.15. The strike last trading price was 38.5, which was 2.1 higher than the previous day. The implied volatity was 21.61, the open interest changed by 251 which increased total open position to 1211
On 20 Feb RELIANCE was trading at 1233.00. The strike last trading price was 36.75, which was -3.2 lower than the previous day. The implied volatity was 22.04, the open interest changed by 121 which increased total open position to 967
On 19 Feb RELIANCE was trading at 1227.45. The strike last trading price was 40.3, which was -2 lower than the previous day. The implied volatity was 22.21, the open interest changed by 78 which increased total open position to 847
On 18 Feb RELIANCE was trading at 1225.40. The strike last trading price was 43.2, which was 0.15 higher than the previous day. The implied volatity was 23.09, the open interest changed by 12 which increased total open position to 769
On 17 Feb RELIANCE was trading at 1224.90. The strike last trading price was 43.1, which was -5.45 lower than the previous day. The implied volatity was 23.36, the open interest changed by 25 which increased total open position to 758
On 14 Feb RELIANCE was trading at 1217.25. The strike last trading price was 49.25, which was 0.8 higher than the previous day. The implied volatity was 22.99, the open interest changed by -7 which decreased total open position to 734
On 13 Feb RELIANCE was trading at 1216.10. The strike last trading price was 48.55, which was 0.7 higher than the previous day. The implied volatity was 22.92, the open interest changed by 51 which increased total open position to 742
On 12 Feb RELIANCE was trading at 1216.55. The strike last trading price was 47.05, which was 10.3 higher than the previous day. The implied volatity was 22.15, the open interest changed by 35 which increased total open position to 690
On 11 Feb RELIANCE was trading at 1234.85. The strike last trading price was 36.2, which was 5.55 higher than the previous day. The implied volatity was 21.88, the open interest changed by -190 which decreased total open position to 655
On 10 Feb RELIANCE was trading at 1253.65. The strike last trading price was 30.65, which was 7.75 higher than the previous day. The implied volatity was 22.86, the open interest changed by 561 which increased total open position to 842
On 7 Feb RELIANCE was trading at 1266.70. The strike last trading price was 21.6, which was 3.45 higher than the previous day. The implied volatity was 19.71, the open interest changed by 25 which increased total open position to 280
On 6 Feb RELIANCE was trading at 1281.55. The strike last trading price was 18.05, which was -1.85 lower than the previous day. The implied volatity was 20.57, the open interest changed by 51 which increased total open position to 254
On 5 Feb RELIANCE was trading at 1278.20. The strike last trading price was 19.85, which was 0.35 higher than the previous day. The implied volatity was 20.71, the open interest changed by 30 which increased total open position to 202
On 4 Feb RELIANCE was trading at 1285.20. The strike last trading price was 19.65, which was -14.45 lower than the previous day. The implied volatity was 21.25, the open interest changed by 52 which increased total open position to 170
On 3 Feb RELIANCE was trading at 1245.90. The strike last trading price was 34, which was 5.7 higher than the previous day. The implied volatity was 21.93, the open interest changed by 51 which increased total open position to 117
On 1 Feb RELIANCE was trading at 1264.60. The strike last trading price was 28.4, which was 4.65 higher than the previous day. The implied volatity was 22.28, the open interest changed by 53 which increased total open position to 62
