RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1270 CE | ||||||||||
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Delta: 0.14
Vega: 0.37
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 2.8 | -5.25 | 24.49 | 28,308 | 2,252 | 11,552 | |||
| 20 Nov | 1241.65 | 8.05 | 0.00 | 24.63 | 45,886 | 1,002 | 9,246 | |||
| 19 Nov | 1241.65 | 8.05 | -5.80 | 24.63 | 45,886 | 948 | 9,246 | |||
| 18 Nov | 1260.75 | 13.85 | -5.40 | 20.81 | 33,274 | 2,990 | 8,370 | |||
| 14 Nov | 1267.60 | 19.25 | 3.40 | 18.56 | 25,992 | 46 | 5,302 | |||
| 13 Nov | 1252.05 | 15.85 | -8.35 | 20.98 | 42,216 | 1,754 | 5,236 | |||
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| 12 Nov | 1274.25 | 24.2 | -3.35 | 20.39 | 22,418 | 654 | 3,538 | |||
| 11 Nov | 1272.70 | 27.55 | -7.40 | 20.69 | 21,918 | 1,794 | 2,942 | |||
| 8 Nov | 1283.75 | 34.95 | -19.55 | 21.45 | 3,286 | 760 | 1,146 | |||
| 7 Nov | 1305.65 | 54.5 | -13.70 | 23.21 | 250 | 32 | 386 | |||
| 6 Nov | 1325.35 | 68.2 | 8.75 | 19.05 | 954 | -58 | 356 | |||
| 5 Nov | 1305.30 | 59.45 | 3.65 | 24.61 | 1,006 | 154 | 412 | |||
| 4 Nov | 1302.15 | 55.8 | -31.10 | 26.19 | 1,082 | 234 | 256 | |||
| 1 Nov | 1338.65 | 86.9 | -0.10 | 25.06 | 2 | 0 | 22 | |||
| 31 Oct | 1332.05 | 87 | -7.85 | - | 2 | 0 | 24 | |||
| 30 Oct | 1343.90 | 94.85 | -398.90 | - | 24 | 16 | 16 | |||
| 29 Oct | 1340.00 | 493.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 493.75 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1270 expiring on 28NOV2024
Delta for 1270 CE is 0.14
Historical price for 1270 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 2.8, which was -5.25 lower than the previous day. The implied volatity was 24.49, the open interest changed by 1126 which increased total open position to 5776
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 24.63, the open interest changed by 501 which increased total open position to 4623
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 8.05, which was -5.80 lower than the previous day. The implied volatity was 24.63, the open interest changed by 474 which increased total open position to 4623
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 13.85, which was -5.40 lower than the previous day. The implied volatity was 20.81, the open interest changed by 1495 which increased total open position to 4185
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 19.25, which was 3.40 higher than the previous day. The implied volatity was 18.56, the open interest changed by 23 which increased total open position to 2651
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 15.85, which was -8.35 lower than the previous day. The implied volatity was 20.98, the open interest changed by 877 which increased total open position to 2618
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 24.2, which was -3.35 lower than the previous day. The implied volatity was 20.39, the open interest changed by 327 which increased total open position to 1769
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 27.55, which was -7.40 lower than the previous day. The implied volatity was 20.69, the open interest changed by 897 which increased total open position to 1471
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 34.95, which was -19.55 lower than the previous day. The implied volatity was 21.45, the open interest changed by 380 which increased total open position to 573
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 54.5, which was -13.70 lower than the previous day. The implied volatity was 23.21, the open interest changed by 16 which increased total open position to 193
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 68.2, which was 8.75 higher than the previous day. The implied volatity was 19.05, the open interest changed by -29 which decreased total open position to 178
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 59.45, which was 3.65 higher than the previous day. The implied volatity was 24.61, the open interest changed by 77 which increased total open position to 206
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 55.8, which was -31.10 lower than the previous day. The implied volatity was 26.19, the open interest changed by 117 which increased total open position to 128
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 86.9, which was -0.10 lower than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 11
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 87, which was -7.85 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 94.85, which was -398.90 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 493.75, 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 493.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.37
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 50.05 | 13.20 | 24.85 | 3,182 | -956 | 3,418 |
| 20 Nov | 1241.65 | 36.85 | 0.00 | 22.89 | 26,030 | -308 | 4,382 |
| 19 Nov | 1241.65 | 36.85 | 16.40 | 22.89 | 26,030 | -300 | 4,382 |
| 18 Nov | 1260.75 | 20.45 | 3.25 | 19.69 | 13,998 | 342 | 4,662 |
| 14 Nov | 1267.60 | 17.2 | -10.10 | 18.27 | 13,932 | 418 | 4,344 |
| 13 Nov | 1252.05 | 27.3 | 7.05 | 20.33 | 23,738 | 260 | 4,278 |
| 12 Nov | 1274.25 | 20.25 | 1.90 | 21.44 | 15,832 | 552 | 4,020 |
| 11 Nov | 1272.70 | 18.35 | -1.50 | 20.78 | 17,784 | 834 | 3,444 |
| 8 Nov | 1283.75 | 19.85 | 7.90 | 23.23 | 9,382 | 614 | 2,608 |
| 7 Nov | 1305.65 | 11.95 | 3.50 | 22.95 | 3,220 | 2 | 2,000 |
| 6 Nov | 1325.35 | 8.45 | -6.55 | 23.81 | 5,176 | 294 | 2,024 |
| 5 Nov | 1305.30 | 15 | -5.95 | 25.54 | 4,662 | 186 | 1,742 |
| 4 Nov | 1302.15 | 20.95 | 9.25 | 27.84 | 6,578 | 936 | 1,554 |
| 1 Nov | 1338.65 | 11.7 | -2.05 | 27.59 | 176 | 32 | 618 |
| 31 Oct | 1332.05 | 13.75 | 3.15 | - | 978 | 296 | 586 |
| 30 Oct | 1343.90 | 10.6 | -0.50 | - | 712 | 82 | 292 |
| 29 Oct | 1340.00 | 11.1 | -2.05 | - | 462 | 126 | 210 |
| 28 Oct | 1334.35 | 13.15 | - | 152 | 82 | 82 | |
For Reliance Industries Ltd - strike price 1270 expiring on 28NOV2024
Delta for 1270 PE is -0.86
Historical price for 1270 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 50.05, which was 13.20 higher than the previous day. The implied volatity was 24.85, the open interest changed by -478 which decreased total open position to 1709
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 36.85, which was 0.00 lower than the previous day. The implied volatity was 22.89, the open interest changed by -154 which decreased total open position to 2191
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 36.85, which was 16.40 higher than the previous day. The implied volatity was 22.89, the open interest changed by -150 which decreased total open position to 2191
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 20.45, which was 3.25 higher than the previous day. The implied volatity was 19.69, the open interest changed by 171 which increased total open position to 2331
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 17.2, which was -10.10 lower than the previous day. The implied volatity was 18.27, the open interest changed by 209 which increased total open position to 2172
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 27.3, which was 7.05 higher than the previous day. The implied volatity was 20.33, the open interest changed by 130 which increased total open position to 2139
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 20.25, which was 1.90 higher than the previous day. The implied volatity was 21.44, the open interest changed by 276 which increased total open position to 2010
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 18.35, which was -1.50 lower than the previous day. The implied volatity was 20.78, the open interest changed by 417 which increased total open position to 1722
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 19.85, which was 7.90 higher than the previous day. The implied volatity was 23.23, the open interest changed by 307 which increased total open position to 1304
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 11.95, which was 3.50 higher than the previous day. The implied volatity was 22.95, the open interest changed by 1 which increased total open position to 1000
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 8.45, which was -6.55 lower than the previous day. The implied volatity was 23.81, the open interest changed by 147 which increased total open position to 1012
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 15, which was -5.95 lower than the previous day. The implied volatity was 25.54, the open interest changed by 93 which increased total open position to 871
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 20.95, which was 9.25 higher than the previous day. The implied volatity was 27.84, the open interest changed by 468 which increased total open position to 777
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 11.7, which was -2.05 lower than the previous day. The implied volatity was 27.59, the open interest changed by 16 which increased total open position to 309
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 13.75, which was 3.15 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 10.6, which was -0.50 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 11.1, which was -2.05 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 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
