RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1260 CE | ||||||||||
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Delta: 0.09
Vega: 0.26
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 1.65 | -4.15 | 24.66 | 31,511 | -1,299 | 9,960 | |||
| 19 Dec | 1230.45 | 5.8 | -9.30 | 22.96 | 21,843 | 1,844 | 11,274 | |||
| 18 Dec | 1253.25 | 15.1 | 2.25 | 22.38 | 36,342 | -888 | 9,453 | |||
| 17 Dec | 1245.30 | 12.85 | -11.40 | 23.36 | 27,015 | 3,794 | 10,360 | |||
| 16 Dec | 1268.30 | 24.25 | -4.75 | 21.23 | 7,962 | 101 | 6,590 | |||
| 13 Dec | 1272.85 | 29 | 4.85 | 19.02 | 45,550 | 65 | 6,511 | |||
| 12 Dec | 1262.90 | 24.15 | -13.40 | 21.31 | 22,259 | 4,889 | 6,464 | |||
| 11 Dec | 1278.20 | 37.55 | -6.25 | 22.96 | 1,554 | 60 | 1,586 | |||
| 10 Dec | 1284.85 | 43.8 | -8.80 | 23.55 | 1,617 | 68 | 1,527 | |||
| 9 Dec | 1295.15 | 52.6 | -12.70 | 23.90 | 493 | -128 | 1,458 | |||
| 6 Dec | 1311.55 | 65.3 | -7.00 | 22.01 | 130 | -23 | 1,585 | |||
| 5 Dec | 1322.05 | 72.3 | 6.40 | 19.96 | 749 | 75 | 1,607 | |||
| 4 Dec | 1308.95 | 65.9 | -9.55 | 22.97 | 338 | -19 | 1,533 | |||
| 3 Dec | 1323.30 | 75.45 | 7.35 | 17.23 | 606 | 87 | 1,552 | |||
| 2 Dec | 1309.15 | 68.1 | 13.60 | 22.82 | 2,079 | 58 | 1,466 | |||
| 29 Nov | 1292.20 | 54.5 | 8.40 | 21.59 | 2,829 | -34 | 1,409 | |||
| 28 Nov | 1270.80 | 46.1 | -11.85 | 24.21 | 3,109 | 266 | 1,446 | |||
| 27 Nov | 1293.20 | 57.95 | -1.30 | 22.14 | 1,113 | 196 | 1,179 | |||
| 26 Nov | 1295.70 | 59.25 | 2.50 | 21.33 | 680 | -23 | 982 | |||
| 25 Nov | 1287.00 | 56.75 | 15.50 | 21.47 | 1,863 | -506 | 1,004 | |||
| 22 Nov | 1265.40 | 41.25 | 18.95 | 21.46 | 4,057 | -221 | 1,289 | |||
| 21 Nov | 1223.00 | 22.3 | -8.60 | 22.52 | 2,518 | 788 | 1,509 | |||
| 20 Nov | 1241.65 | 30.9 | 0.00 | 22.58 | 1,405 | 168 | 713 | |||
| 19 Nov | 1241.65 | 30.9 | -9.60 | 22.58 | 1,405 | 160 | 713 | |||
| 18 Nov | 1260.75 | 40.5 | -5.50 | 21.12 | 1,620 | 281 | 553 | |||
| 14 Nov | 1267.60 | 46 | 4.60 | 20.18 | 421 | 60 | 272 | |||
| 13 Nov | 1252.05 | 41.4 | -9.25 | 21.96 | 714 | 159 | 207 | |||
| 12 Nov | 1274.25 | 50.65 | -2.70 | 21.29 | 28 | 8 | 47 | |||
| 11 Nov | 1272.70 | 53.35 | -6.45 | 21.08 | 32 | 14 | 38 | |||
| 8 Nov | 1283.75 | 59.8 | -28.30 | 21.19 | 4 | 1 | 24 | |||
| 7 Nov | 1305.65 | 88.1 | 4.85 | 27.59 | 1 | 0 | 22 | |||
| 6 Nov | 1325.35 | 83.25 | -3.60 | 7.78 | 19 | 10 | 19 | |||
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| 5 Nov | 1305.30 | 86.85 | 5.25 | 24.75 | 1 | 0 | 8 | |||
| 4 Nov | 1302.15 | 81.6 | -127.40 | 25.41 | 7 | 6 | 8 | |||
| 1 Nov | 1338.65 | 209 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 209 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 209 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1260 expiring on 26DEC2024
Delta for 1260 CE is 0.09
Historical price for 1260 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 1.65, which was -4.15 lower than the previous day. The implied volatity was 24.66, the open interest changed by -1299 which decreased total open position to 9960
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 5.8, which was -9.30 lower than the previous day. The implied volatity was 22.96, the open interest changed by 1844 which increased total open position to 11274
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 15.1, which was 2.25 higher than the previous day. The implied volatity was 22.38, the open interest changed by -888 which decreased total open position to 9453
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 12.85, which was -11.40 lower than the previous day. The implied volatity was 23.36, the open interest changed by 3794 which increased total open position to 10360
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 24.25, which was -4.75 lower than the previous day. The implied volatity was 21.23, the open interest changed by 101 which increased total open position to 6590
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 29, which was 4.85 higher than the previous day. The implied volatity was 19.02, the open interest changed by 65 which increased total open position to 6511
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 24.15, which was -13.40 lower than the previous day. The implied volatity was 21.31, the open interest changed by 4889 which increased total open position to 6464
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 37.55, which was -6.25 lower than the previous day. The implied volatity was 22.96, the open interest changed by 60 which increased total open position to 1586
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 43.8, which was -8.80 lower than the previous day. The implied volatity was 23.55, the open interest changed by 68 which increased total open position to 1527
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 52.6, which was -12.70 lower than the previous day. The implied volatity was 23.90, the open interest changed by -128 which decreased total open position to 1458
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 65.3, which was -7.00 lower than the previous day. The implied volatity was 22.01, the open interest changed by -23 which decreased total open position to 1585
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 72.3, which was 6.40 higher than the previous day. The implied volatity was 19.96, the open interest changed by 75 which increased total open position to 1607
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 65.9, which was -9.55 lower than the previous day. The implied volatity was 22.97, the open interest changed by -19 which decreased total open position to 1533
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 75.45, which was 7.35 higher than the previous day. The implied volatity was 17.23, the open interest changed by 87 which increased total open position to 1552
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 68.1, which was 13.60 higher than the previous day. The implied volatity was 22.82, the open interest changed by 58 which increased total open position to 1466
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 54.5, which was 8.40 higher than the previous day. The implied volatity was 21.59, the open interest changed by -34 which decreased total open position to 1409
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 46.1, which was -11.85 lower than the previous day. The implied volatity was 24.21, the open interest changed by 266 which increased total open position to 1446
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 57.95, which was -1.30 lower than the previous day. The implied volatity was 22.14, the open interest changed by 196 which increased total open position to 1179
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 59.25, which was 2.50 higher than the previous day. The implied volatity was 21.33, the open interest changed by -23 which decreased total open position to 982
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 56.75, which was 15.50 higher than the previous day. The implied volatity was 21.47, the open interest changed by -506 which decreased total open position to 1004
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 41.25, which was 18.95 higher than the previous day. The implied volatity was 21.46, the open interest changed by -221 which decreased total open position to 1289
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 22.3, which was -8.60 lower than the previous day. The implied volatity was 22.52, the open interest changed by 788 which increased total open position to 1509
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 30.9, which was 0.00 lower than the previous day. The implied volatity was 22.58, the open interest changed by 168 which increased total open position to 713
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 30.9, which was -9.60 lower than the previous day. The implied volatity was 22.58, the open interest changed by 160 which increased total open position to 713
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 40.5, which was -5.50 lower than the previous day. The implied volatity was 21.12, the open interest changed by 281 which increased total open position to 553
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 46, which was 4.60 higher than the previous day. The implied volatity was 20.18, the open interest changed by 60 which increased total open position to 272
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 41.4, which was -9.25 lower than the previous day. The implied volatity was 21.96, the open interest changed by 159 which increased total open position to 207
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 50.65, which was -2.70 lower than the previous day. The implied volatity was 21.29, the open interest changed by 8 which increased total open position to 47
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 53.35, which was -6.45 lower than the previous day. The implied volatity was 21.08, the open interest changed by 14 which increased total open position to 38
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 59.8, which was -28.30 lower than the previous day. The implied volatity was 21.19, the open interest changed by 1 which increased total open position to 24
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 88.1, which was 4.85 higher than the previous day. The implied volatity was 27.59, the open interest changed by 0 which decreased total open position to 22
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 83.25, which was -3.60 lower than the previous day. The implied volatity was 7.78, the open interest changed by 10 which increased total open position to 19
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 86.85, which was 5.25 higher than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 8
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 81.6, which was -127.40 lower than the previous day. The implied volatity was 25.41, the open interest changed by 6 which increased total open position to 8
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 209, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 209, 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 209, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 26DEC2024 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.17
Theta: 0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 52.65 | 22.10 | 20.35 | 3,240 | -547 | 2,181 |
| 19 Dec | 1230.45 | 30.55 | 15.05 | 18.41 | 5,885 | -477 | 2,800 |
| 18 Dec | 1253.25 | 15.5 | -8.15 | 18.74 | 11,980 | -400 | 3,284 |
| 17 Dec | 1245.30 | 23.65 | 12.20 | 21.51 | 11,966 | 213 | 3,690 |
| 16 Dec | 1268.30 | 11.45 | 2.60 | 20.05 | 9,815 | -392 | 3,473 |
| 13 Dec | 1272.85 | 8.85 | -6.60 | 17.46 | 22,331 | 255 | 3,956 |
| 12 Dec | 1262.90 | 15.45 | 4.30 | 18.67 | 14,906 | 564 | 3,712 |
| 11 Dec | 1278.20 | 11.15 | 0.20 | 20.56 | 3,163 | 65 | 3,157 |
| 10 Dec | 1284.85 | 10.95 | 1.40 | 22.05 | 4,857 | 201 | 3,095 |
| 9 Dec | 1295.15 | 9.55 | 2.80 | 23.00 | 2,773 | 53 | 2,892 |
| 6 Dec | 1311.55 | 6.75 | -0.20 | 21.93 | 2,774 | -29 | 2,840 |
| 5 Dec | 1322.05 | 6.95 | -2.70 | 23.73 | 4,607 | 58 | 2,870 |
| 4 Dec | 1308.95 | 9.65 | 2.60 | 23.85 | 4,024 | -128 | 2,811 |
| 3 Dec | 1323.30 | 7.05 | -2.95 | 23.78 | 3,949 | 125 | 2,941 |
| 2 Dec | 1309.15 | 10 | -3.95 | 23.60 | 5,047 | 347 | 2,823 |
| 29 Nov | 1292.20 | 13.95 | -8.80 | 21.79 | 4,937 | 334 | 2,487 |
| 28 Nov | 1270.80 | 22.75 | 8.00 | 23.47 | 5,662 | 473 | 2,152 |
| 27 Nov | 1293.20 | 14.75 | -2.45 | 22.28 | 2,053 | 363 | 1,680 |
| 26 Nov | 1295.70 | 17.2 | 0.90 | 24.42 | 1,192 | 237 | 1,323 |
| 25 Nov | 1287.00 | 16.3 | -11.10 | 22.36 | 2,269 | 351 | 1,084 |
| 22 Nov | 1265.40 | 27.4 | -24.60 | 22.68 | 1,286 | 248 | 981 |
| 21 Nov | 1223.00 | 52 | 10.20 | 24.01 | 913 | -66 | 732 |
| 20 Nov | 1241.65 | 41.8 | 0.00 | 23.23 | 554 | 105 | 794 |
| 19 Nov | 1241.65 | 41.8 | 13.50 | 23.23 | 554 | 101 | 794 |
| 18 Nov | 1260.75 | 28.3 | 2.10 | 21.12 | 1,261 | -61 | 688 |
| 14 Nov | 1267.60 | 26.2 | -7.45 | 21.10 | 283 | 82 | 750 |
| 13 Nov | 1252.05 | 33.65 | 7.10 | 21.79 | 841 | 402 | 673 |
| 12 Nov | 1274.25 | 26.55 | 0.05 | 21.58 | 90 | 16 | 275 |
| 11 Nov | 1272.70 | 26.5 | 0.05 | 22.26 | 175 | 52 | 259 |
| 8 Nov | 1283.75 | 26.45 | 8.25 | 23.17 | 56 | 20 | 207 |
| 7 Nov | 1305.65 | 18.2 | 3.00 | 22.64 | 85 | 29 | 186 |
| 6 Nov | 1325.35 | 15.2 | -6.80 | 23.79 | 156 | 107 | 158 |
| 5 Nov | 1305.30 | 22 | -3.50 | 25.05 | 41 | -4 | 52 |
| 4 Nov | 1302.15 | 25.5 | -14.90 | 25.40 | 102 | 40 | 60 |
| 1 Nov | 1338.65 | 40.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 40.4 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1260 expiring on 26DEC2024
Delta for 1260 PE is -0.95
Historical price for 1260 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 52.65, which was 22.10 higher than the previous day. The implied volatity was 20.35, the open interest changed by -547 which decreased total open position to 2181
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 30.55, which was 15.05 higher than the previous day. The implied volatity was 18.41, the open interest changed by -477 which decreased total open position to 2800
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 15.5, which was -8.15 lower than the previous day. The implied volatity was 18.74, the open interest changed by -400 which decreased total open position to 3284
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 23.65, which was 12.20 higher than the previous day. The implied volatity was 21.51, the open interest changed by 213 which increased total open position to 3690
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 11.45, which was 2.60 higher than the previous day. The implied volatity was 20.05, the open interest changed by -392 which decreased total open position to 3473
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 8.85, which was -6.60 lower than the previous day. The implied volatity was 17.46, the open interest changed by 255 which increased total open position to 3956
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 15.45, which was 4.30 higher than the previous day. The implied volatity was 18.67, the open interest changed by 564 which increased total open position to 3712
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 11.15, which was 0.20 higher than the previous day. The implied volatity was 20.56, the open interest changed by 65 which increased total open position to 3157
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 10.95, which was 1.40 higher than the previous day. The implied volatity was 22.05, the open interest changed by 201 which increased total open position to 3095
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 9.55, which was 2.80 higher than the previous day. The implied volatity was 23.00, the open interest changed by 53 which increased total open position to 2892
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 6.75, which was -0.20 lower than the previous day. The implied volatity was 21.93, the open interest changed by -29 which decreased total open position to 2840
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 6.95, which was -2.70 lower than the previous day. The implied volatity was 23.73, the open interest changed by 58 which increased total open position to 2870
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 9.65, which was 2.60 higher than the previous day. The implied volatity was 23.85, the open interest changed by -128 which decreased total open position to 2811
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 7.05, which was -2.95 lower than the previous day. The implied volatity was 23.78, the open interest changed by 125 which increased total open position to 2941
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 10, which was -3.95 lower than the previous day. The implied volatity was 23.60, the open interest changed by 347 which increased total open position to 2823
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 13.95, which was -8.80 lower than the previous day. The implied volatity was 21.79, the open interest changed by 334 which increased total open position to 2487
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 22.75, which was 8.00 higher than the previous day. The implied volatity was 23.47, the open interest changed by 473 which increased total open position to 2152
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 14.75, which was -2.45 lower than the previous day. The implied volatity was 22.28, the open interest changed by 363 which increased total open position to 1680
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 17.2, which was 0.90 higher than the previous day. The implied volatity was 24.42, the open interest changed by 237 which increased total open position to 1323
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 16.3, which was -11.10 lower than the previous day. The implied volatity was 22.36, the open interest changed by 351 which increased total open position to 1084
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 27.4, which was -24.60 lower than the previous day. The implied volatity was 22.68, the open interest changed by 248 which increased total open position to 981
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 52, which was 10.20 higher than the previous day. The implied volatity was 24.01, the open interest changed by -66 which decreased total open position to 732
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 41.8, which was 0.00 lower than the previous day. The implied volatity was 23.23, the open interest changed by 105 which increased total open position to 794
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 41.8, which was 13.50 higher than the previous day. The implied volatity was 23.23, the open interest changed by 101 which increased total open position to 794
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 28.3, which was 2.10 higher than the previous day. The implied volatity was 21.12, the open interest changed by -61 which decreased total open position to 688
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 26.2, which was -7.45 lower than the previous day. The implied volatity was 21.10, the open interest changed by 82 which increased total open position to 750
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 33.65, which was 7.10 higher than the previous day. The implied volatity was 21.79, the open interest changed by 402 which increased total open position to 673
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 26.55, which was 0.05 higher than the previous day. The implied volatity was 21.58, the open interest changed by 16 which increased total open position to 275
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 26.5, which was 0.05 higher than the previous day. The implied volatity was 22.26, the open interest changed by 52 which increased total open position to 259
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 26.45, which was 8.25 higher than the previous day. The implied volatity was 23.17, the open interest changed by 20 which increased total open position to 207
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 18.2, which was 3.00 higher than the previous day. The implied volatity was 22.64, the open interest changed by 29 which increased total open position to 186
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 15.2, which was -6.80 lower than the previous day. The implied volatity was 23.79, the open interest changed by 107 which increased total open position to 158
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 22, which was -3.50 lower than the previous day. The implied volatity was 25.05, the open interest changed by -4 which decreased total open position to 52
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 25.5, which was -14.90 lower than the previous day. The implied volatity was 25.40, the open interest changed by 40 which increased total open position to 60
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 40.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 40.4, 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 40.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
