RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.46
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 4.15 | -7.35 | 24.07 | 34,242 | 3,734 | 13,444 | |||
| 20 Nov | 1241.65 | 11.5 | 0.00 | 25.26 | 44,796 | 1,280 | 9,696 | |||
| 19 Nov | 1241.65 | 11.5 | -7.55 | 25.26 | 44,796 | 1,266 | 9,696 | |||
| 18 Nov | 1260.75 | 19.05 | -5.95 | 21.43 | 54,018 | 2,020 | 8,468 | |||
| 14 Nov | 1267.60 | 25 | 4.50 | 18.93 | 42,640 | -1,438 | 6,466 | |||
| 13 Nov | 1252.05 | 20.5 | -9.55 | 21.57 | 43,934 | 5,166 | 7,920 | |||
| 12 Nov | 1274.25 | 30.05 | -3.45 | 20.61 | 11,880 | 168 | 2,998 | |||
| 11 Nov | 1272.70 | 33.5 | -8.10 | 20.75 | 12,230 | 1,212 | 2,846 | |||
| 8 Nov | 1283.75 | 41.6 | -20.40 | 21.84 | 5,504 | 1,268 | 1,622 | |||
| 7 Nov | 1305.65 | 62 | -14.90 | 23.39 | 332 | -2 | 354 | |||
| 6 Nov | 1325.35 | 76.9 | 9.35 | 19.20 | 644 | -14 | 358 | |||
| 5 Nov | 1305.30 | 67.55 | 5.05 | 25.47 | 2,084 | 24 | 372 | |||
| 4 Nov | 1302.15 | 62.5 | -29.80 | 26.19 | 1,652 | 168 | 346 | |||
| 1 Nov | 1338.65 | 92.3 | 0.65 | 21.62 | 6 | 2 | 176 | |||
| 31 Oct | 1332.05 | 91.65 | -10.75 | - | 312 | 106 | 176 | |||
| 30 Oct | 1343.90 | 102.4 | -81.55 | - | 46 | -2 | 70 | |||
| 29 Oct | 1340.00 | 183.95 | 0.00 | - | 0 | 72 | 0 | |||
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| 28 Oct | 1334.35 | 183.95 | - | 0 | 33 | 0 | ||||
For Reliance Industries Ltd - strike price 1260 expiring on 28NOV2024
Delta for 1260 CE is 0.19
Historical price for 1260 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 4.15, which was -7.35 lower than the previous day. The implied volatity was 24.07, the open interest changed by 1867 which increased total open position to 6722
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 11.5, which was 0.00 lower than the previous day. The implied volatity was 25.26, the open interest changed by 640 which increased total open position to 4848
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 11.5, which was -7.55 lower than the previous day. The implied volatity was 25.26, the open interest changed by 633 which increased total open position to 4848
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 19.05, which was -5.95 lower than the previous day. The implied volatity was 21.43, the open interest changed by 1010 which increased total open position to 4234
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 25, which was 4.50 higher than the previous day. The implied volatity was 18.93, the open interest changed by -719 which decreased total open position to 3233
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 20.5, which was -9.55 lower than the previous day. The implied volatity was 21.57, the open interest changed by 2583 which increased total open position to 3960
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 30.05, which was -3.45 lower than the previous day. The implied volatity was 20.61, the open interest changed by 84 which increased total open position to 1499
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 33.5, which was -8.10 lower than the previous day. The implied volatity was 20.75, the open interest changed by 606 which increased total open position to 1423
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 41.6, which was -20.40 lower than the previous day. The implied volatity was 21.84, the open interest changed by 634 which increased total open position to 811
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 62, which was -14.90 lower than the previous day. The implied volatity was 23.39, the open interest changed by -1 which decreased total open position to 177
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 76.9, which was 9.35 higher than the previous day. The implied volatity was 19.20, the open interest changed by -7 which decreased total open position to 179
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 67.55, which was 5.05 higher than the previous day. The implied volatity was 25.47, the open interest changed by 12 which increased total open position to 186
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 62.5, which was -29.80 lower than the previous day. The implied volatity was 26.19, the open interest changed by 84 which increased total open position to 173
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 92.3, which was 0.65 higher than the previous day. The implied volatity was 21.62, the open interest changed by 1 which increased total open position to 88
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 91.65, which was -10.75 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 102.4, which was -81.55 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 183.95, 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 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 183.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.49
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 42.25 | 11.55 | 26.11 | 6,790 | -1,672 | 5,232 |
| 20 Nov | 1241.65 | 30.7 | 0.00 | 24.85 | 28,340 | -1,582 | 6,898 |
| 19 Nov | 1241.65 | 30.7 | 15.00 | 24.85 | 28,340 | -1,588 | 6,898 |
| 18 Nov | 1260.75 | 15.7 | 2.55 | 20.34 | 30,684 | 898 | 8,486 |
| 14 Nov | 1267.60 | 13.15 | -9.00 | 18.64 | 24,314 | 786 | 7,606 |
| 13 Nov | 1252.05 | 22.15 | 6.05 | 20.45 | 30,402 | 1,760 | 6,778 |
| 12 Nov | 1274.25 | 16.1 | 1.50 | 21.66 | 14,110 | 490 | 4,998 |
| 11 Nov | 1272.70 | 14.6 | -1.80 | 21.10 | 14,270 | 990 | 4,522 |
| 8 Nov | 1283.75 | 16.4 | 6.60 | 23.57 | 13,312 | 114 | 3,494 |
| 7 Nov | 1305.65 | 9.8 | 2.80 | 23.42 | 5,532 | 276 | 3,382 |
| 6 Nov | 1325.35 | 7 | -5.95 | 24.37 | 7,228 | -152 | 3,138 |
| 5 Nov | 1305.30 | 12.95 | -5.15 | 26.26 | 6,862 | 418 | 3,282 |
| 4 Nov | 1302.15 | 18.1 | 8.10 | 28.26 | 9,562 | 1,036 | 2,846 |
| 1 Nov | 1338.65 | 10 | -1.70 | 27.98 | 444 | 54 | 1,808 |
| 31 Oct | 1332.05 | 11.7 | 2.70 | - | 4,160 | 808 | 1,748 |
| 30 Oct | 1343.90 | 9 | -0.80 | - | 1,184 | 228 | 942 |
| 29 Oct | 1340.00 | 9.8 | -1.80 | - | 1,124 | -138 | 716 |
| 28 Oct | 1334.35 | 11.6 | - | 988 | 369 | 854 | |
For Reliance Industries Ltd - strike price 1260 expiring on 28NOV2024
Delta for 1260 PE is -0.79
Historical price for 1260 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 42.25, which was 11.55 higher than the previous day. The implied volatity was 26.11, the open interest changed by -836 which decreased total open position to 2616
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 30.7, which was 0.00 lower than the previous day. The implied volatity was 24.85, the open interest changed by -791 which decreased total open position to 3449
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 30.7, which was 15.00 higher than the previous day. The implied volatity was 24.85, the open interest changed by -794 which decreased total open position to 3449
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 15.7, which was 2.55 higher than the previous day. The implied volatity was 20.34, the open interest changed by 449 which increased total open position to 4243
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 13.15, which was -9.00 lower than the previous day. The implied volatity was 18.64, the open interest changed by 393 which increased total open position to 3803
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 22.15, which was 6.05 higher than the previous day. The implied volatity was 20.45, the open interest changed by 880 which increased total open position to 3389
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 16.1, which was 1.50 higher than the previous day. The implied volatity was 21.66, the open interest changed by 245 which increased total open position to 2499
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 14.6, which was -1.80 lower than the previous day. The implied volatity was 21.10, the open interest changed by 495 which increased total open position to 2261
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 16.4, which was 6.60 higher than the previous day. The implied volatity was 23.57, the open interest changed by 57 which increased total open position to 1747
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 9.8, which was 2.80 higher than the previous day. The implied volatity was 23.42, the open interest changed by 138 which increased total open position to 1691
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 7, which was -5.95 lower than the previous day. The implied volatity was 24.37, the open interest changed by -76 which decreased total open position to 1569
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 12.95, which was -5.15 lower than the previous day. The implied volatity was 26.26, the open interest changed by 209 which increased total open position to 1641
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 18.1, which was 8.10 higher than the previous day. The implied volatity was 28.26, the open interest changed by 518 which increased total open position to 1423
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 10, which was -1.70 lower than the previous day. The implied volatity was 27.98, the open interest changed by 27 which increased total open position to 904
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 11.7, which was 2.70 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 9, which was -0.80 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 9.8, which was -1.80 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 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
