RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
25 Apr 2025 04:12 PM IST
RELIANCE 29MAY2025 1270 CE | ||||||||||
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Delta: 0.70
Vega: 1.38
Theta: -0.69
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
25 Apr | 1300.40 | 60.6 | 0.5 | 22.57 | 1,042 | -62 | 559 | |||
24 Apr | 1301.60 | 61.5 | 1.25 | 21.45 | 842 | 204 | 621 | |||
23 Apr | 1300.00 | 60.95 | 5.75 | 23.75 | 391 | 118 | 419 | |||
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22 Apr | 1291.20 | 54.8 | -3.2 | 22.72 | 444 | 136 | 303 | |||
21 Apr | 1295.50 | 57.65 | 13.7 | 21.44 | 608 | 18 | 160 | |||
17 Apr | 1274.50 | 44.5 | 17.1 | 20.49 | 733 | 76 | 141 | |||
16 Apr | 1239.30 | 27.35 | -0.65 | 20.66 | 82 | 34 | 65 | |||
15 Apr | 1240.10 | 28 | 2.75 | 20.31 | 41 | 15 | 30 | |||
11 Apr | 1218.95 | 25.4 | 7.8 | 22.13 | 22 | 10 | 15 | |||
9 Apr | 1185.35 | 17.6 | -49.25 | 23.58 | 5 | 1 | 1 | |||
8 Apr | 1182.20 | 66.85 | 0 | 4.37 | 0 | 0 | 0 | |||
7 Apr | 1165.70 | 66.85 | 0 | 4.95 | 0 | 0 | 0 | |||
4 Apr | 1204.70 | 66.85 | 0 | 2.76 | 0 | 0 | 0 | |||
3 Apr | 1248.70 | 66.85 | 0 | 0.14 | 0 | 0 | 0 | |||
2 Apr | 1251.15 | 66.85 | 0 | - | 0 | 0 | 0 | |||
1 Apr | 1252.60 | 66.85 | 0 | - | 0 | 0 | 0 | |||
28 Mar | 1275.10 | 66.85 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1270 expiring on 29MAY2025
Delta for 1270 CE is 0.70
Historical price for 1270 CE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 60.6, which was 0.5 higher than the previous day. The implied volatity was 22.57, the open interest changed by -62 which decreased total open position to 559
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 61.5, which was 1.25 higher than the previous day. The implied volatity was 21.45, the open interest changed by 204 which increased total open position to 621
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 60.95, which was 5.75 higher than the previous day. The implied volatity was 23.75, the open interest changed by 118 which increased total open position to 419
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 54.8, which was -3.2 lower than the previous day. The implied volatity was 22.72, the open interest changed by 136 which increased total open position to 303
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 57.65, which was 13.7 higher than the previous day. The implied volatity was 21.44, the open interest changed by 18 which increased total open position to 160
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 44.5, which was 17.1 higher than the previous day. The implied volatity was 20.49, the open interest changed by 76 which increased total open position to 141
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 27.35, which was -0.65 lower than the previous day. The implied volatity was 20.66, the open interest changed by 34 which increased total open position to 65
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 28, which was 2.75 higher than the previous day. The implied volatity was 20.31, the open interest changed by 15 which increased total open position to 30
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 25.4, which was 7.8 higher than the previous day. The implied volatity was 22.13, the open interest changed by 10 which increased total open position to 15
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 17.6, which was -49.25 lower than the previous day. The implied volatity was 23.58, the open interest changed by 1 which increased total open position to 1
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 66.85, which was 0 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 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 66.85, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 66.85, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 66.85, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 66.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 66.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 66.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
RELIANCE 29MAY2025 1270 PE | |||||||
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Delta: -0.32
Vega: 1.43
Theta: -0.43
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
25 Apr | 1300.40 | 22.85 | 0.15 | 26.14 | 5,054 | 99 | 1,085 |
24 Apr | 1301.60 | 22.55 | -2.25 | 26.19 | 1,957 | 392 | 985 |
23 Apr | 1300.00 | 25 | -3.25 | 26.13 | 693 | 189 | 594 |
22 Apr | 1291.20 | 28.25 | 2.45 | 26.15 | 538 | 188 | 405 |
21 Apr | 1295.50 | 26.05 | -6.2 | 25.89 | 756 | 40 | 217 |
17 Apr | 1274.50 | 32.55 | -18.55 | 23.81 | 244 | 118 | 177 |
16 Apr | 1239.30 | 51.25 | 8.5 | 24.69 | 89 | 59 | 59 |
15 Apr | 1240.10 | 42.75 | 0 | - | 0 | 0 | 0 |
11 Apr | 1218.95 | 42.75 | 0 | - | 0 | 0 | 0 |
9 Apr | 1185.35 | 42.75 | 0 | - | 0 | 0 | 0 |
8 Apr | 1182.20 | 42.75 | 0 | - | 0 | 0 | 0 |
7 Apr | 1165.70 | 42.75 | 0 | - | 0 | 0 | 0 |
4 Apr | 1204.70 | 42.75 | 0 | - | 0 | 0 | 0 |
3 Apr | 1248.70 | 42.75 | 0 | - | 0 | 0 | 0 |
2 Apr | 1251.15 | 42.75 | 0 | 0.10 | 0 | 0 | 0 |
1 Apr | 1252.60 | 42.75 | 0 | 0.28 | 0 | 0 | 0 |
28 Mar | 1275.10 | 42.75 | 0 | 1.40 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1270 expiring on 29MAY2025
Delta for 1270 PE is -0.32
Historical price for 1270 PE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 22.85, which was 0.15 higher than the previous day. The implied volatity was 26.14, the open interest changed by 99 which increased total open position to 1085
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 22.55, which was -2.25 lower than the previous day. The implied volatity was 26.19, the open interest changed by 392 which increased total open position to 985
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 25, which was -3.25 lower than the previous day. The implied volatity was 26.13, the open interest changed by 189 which increased total open position to 594
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 28.25, which was 2.45 higher than the previous day. The implied volatity was 26.15, the open interest changed by 188 which increased total open position to 405
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 26.05, which was -6.2 lower than the previous day. The implied volatity was 25.89, the open interest changed by 40 which increased total open position to 217
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 32.55, which was -18.55 lower than the previous day. The implied volatity was 23.81, the open interest changed by 118 which increased total open position to 177
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 51.25, which was 8.5 higher than the previous day. The implied volatity was 24.69, the open interest changed by 59 which increased total open position to 59
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0