RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1270 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.21
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 1.25 | -2.95 | 26.23 | 28,506 | -528 | 9,259 | |||
| 19 Dec | 1230.45 | 4.2 | -6.75 | 23.95 | 15,833 | 753 | 9,795 | |||
| 18 Dec | 1253.25 | 10.95 | 1.50 | 22.29 | 16,566 | -821 | 9,089 | |||
| 17 Dec | 1245.30 | 9.45 | -9.15 | 23.46 | 17,480 | 2,562 | 9,905 | |||
| 16 Dec | 1268.30 | 18.6 | -4.15 | 21.09 | 15,872 | 370 | 7,348 | |||
| 13 Dec | 1272.85 | 22.75 | 3.90 | 18.73 | 35,805 | 1,868 | 7,004 | |||
| 12 Dec | 1262.90 | 18.85 | -11.70 | 20.99 | 23,298 | 3,973 | 5,095 | |||
| 11 Dec | 1278.20 | 30.55 | -5.75 | 22.11 | 2,031 | 197 | 1,140 | |||
| 10 Dec | 1284.85 | 36.3 | -8.50 | 22.57 | 1,768 | 121 | 948 | |||
| 9 Dec | 1295.15 | 44.8 | -12.40 | 23.10 | 549 | 12 | 826 | |||
| 6 Dec | 1311.55 | 57.2 | -6.30 | 21.67 | 159 | 14 | 821 | |||
| 5 Dec | 1322.05 | 63.5 | 5.60 | 19.40 | 851 | 6 | 808 | |||
| 4 Dec | 1308.95 | 57.9 | -8.05 | 22.48 | 368 | 23 | 800 | |||
| 3 Dec | 1323.30 | 65.95 | 6.30 | 16.14 | 1,264 | -233 | 778 | |||
| 2 Dec | 1309.15 | 59.65 | 12.45 | 21.91 | 2,800 | 39 | 1,010 | |||
| 29 Nov | 1292.20 | 47.2 | 7.40 | 21.10 | 2,623 | -42 | 971 | |||
| 28 Nov | 1270.80 | 39.8 | -10.70 | 23.73 | 2,543 | 240 | 1,012 | |||
| 27 Nov | 1293.20 | 50.5 | -1.50 | 21.56 | 628 | 52 | 773 | |||
| 26 Nov | 1295.70 | 52 | 2.60 | 21.02 | 541 | -22 | 722 | |||
| 25 Nov | 1287.00 | 49.4 | 14.10 | 20.92 | 1,400 | -180 | 746 | |||
| 22 Nov | 1265.40 | 35.3 | 16.70 | 21.06 | 2,058 | -14 | 912 | |||
| 21 Nov | 1223.00 | 18.6 | -7.80 | 22.28 | 1,398 | 83 | 914 | |||
| 20 Nov | 1241.65 | 26.4 | 0.00 | 22.36 | 908 | 69 | 828 | |||
| 19 Nov | 1241.65 | 26.4 | -8.45 | 22.36 | 908 | 66 | 828 | |||
| 18 Nov | 1260.75 | 34.85 | -5.35 | 20.81 | 1,005 | 399 | 761 | |||
| 14 Nov | 1267.60 | 40.2 | 7.85 | 20.03 | 540 | -70 | 361 | |||
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| 13 Nov | 1252.05 | 32.35 | -12.90 | 19.54 | 800 | 356 | 420 | |||
| 12 Nov | 1274.25 | 45.25 | -2.35 | 21.42 | 103 | 22 | 62 | |||
| 11 Nov | 1272.70 | 47.6 | -9.10 | 21.10 | 78 | 34 | 39 | |||
| 8 Nov | 1283.75 | 56.7 | -42.60 | 22.90 | 6 | 5 | 5 | |||
| 7 Nov | 1305.65 | 99.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 99.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 99.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 99.3 | 99.30 | - | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 0 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1270 expiring on 26DEC2024
Delta for 1270 CE is 0.07
Historical price for 1270 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 1.25, which was -2.95 lower than the previous day. The implied volatity was 26.23, the open interest changed by -528 which decreased total open position to 9259
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 4.2, which was -6.75 lower than the previous day. The implied volatity was 23.95, the open interest changed by 753 which increased total open position to 9795
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 10.95, which was 1.50 higher than the previous day. The implied volatity was 22.29, the open interest changed by -821 which decreased total open position to 9089
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 9.45, which was -9.15 lower than the previous day. The implied volatity was 23.46, the open interest changed by 2562 which increased total open position to 9905
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 18.6, which was -4.15 lower than the previous day. The implied volatity was 21.09, the open interest changed by 370 which increased total open position to 7348
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 22.75, which was 3.90 higher than the previous day. The implied volatity was 18.73, the open interest changed by 1868 which increased total open position to 7004
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 18.85, which was -11.70 lower than the previous day. The implied volatity was 20.99, the open interest changed by 3973 which increased total open position to 5095
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 30.55, which was -5.75 lower than the previous day. The implied volatity was 22.11, the open interest changed by 197 which increased total open position to 1140
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 36.3, which was -8.50 lower than the previous day. The implied volatity was 22.57, the open interest changed by 121 which increased total open position to 948
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 44.8, which was -12.40 lower than the previous day. The implied volatity was 23.10, the open interest changed by 12 which increased total open position to 826
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 57.2, which was -6.30 lower than the previous day. The implied volatity was 21.67, the open interest changed by 14 which increased total open position to 821
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 63.5, which was 5.60 higher than the previous day. The implied volatity was 19.40, the open interest changed by 6 which increased total open position to 808
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 57.9, which was -8.05 lower than the previous day. The implied volatity was 22.48, the open interest changed by 23 which increased total open position to 800
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 65.95, which was 6.30 higher than the previous day. The implied volatity was 16.14, the open interest changed by -233 which decreased total open position to 778
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 59.65, which was 12.45 higher than the previous day. The implied volatity was 21.91, the open interest changed by 39 which increased total open position to 1010
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 47.2, which was 7.40 higher than the previous day. The implied volatity was 21.10, the open interest changed by -42 which decreased total open position to 971
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 39.8, which was -10.70 lower than the previous day. The implied volatity was 23.73, the open interest changed by 240 which increased total open position to 1012
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 50.5, which was -1.50 lower than the previous day. The implied volatity was 21.56, the open interest changed by 52 which increased total open position to 773
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 52, which was 2.60 higher than the previous day. The implied volatity was 21.02, the open interest changed by -22 which decreased total open position to 722
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 49.4, which was 14.10 higher than the previous day. The implied volatity was 20.92, the open interest changed by -180 which decreased total open position to 746
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 35.3, which was 16.70 higher than the previous day. The implied volatity was 21.06, the open interest changed by -14 which decreased total open position to 912
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 18.6, which was -7.80 lower than the previous day. The implied volatity was 22.28, the open interest changed by 83 which increased total open position to 914
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 26.4, which was 0.00 lower than the previous day. The implied volatity was 22.36, the open interest changed by 69 which increased total open position to 828
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 26.4, which was -8.45 lower than the previous day. The implied volatity was 22.36, the open interest changed by 66 which increased total open position to 828
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 34.85, which was -5.35 lower than the previous day. The implied volatity was 20.81, the open interest changed by 399 which increased total open position to 761
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 40.2, which was 7.85 higher than the previous day. The implied volatity was 20.03, the open interest changed by -70 which decreased total open position to 361
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 32.35, which was -12.90 lower than the previous day. The implied volatity was 19.54, the open interest changed by 356 which increased total open position to 420
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 45.25, which was -2.35 lower than the previous day. The implied volatity was 21.42, the open interest changed by 22 which increased total open position to 62
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 47.6, which was -9.10 lower than the previous day. The implied volatity was 21.10, the open interest changed by 34 which increased total open position to 39
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 56.7, which was -42.60 lower than the previous day. The implied volatity was 22.90, the open interest changed by 5 which increased total open position to 5
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 99.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 99.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 99.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 99.3, which was 99.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.12
Theta: 0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 62.35 | 23.60 | 21.25 | 1,623 | -266 | 1,240 |
| 19 Dec | 1230.45 | 38.75 | 17.60 | 17.71 | 2,358 | -638 | 1,505 |
| 18 Dec | 1253.25 | 21.15 | -9.00 | 18.31 | 4,283 | -270 | 2,143 |
| 17 Dec | 1245.30 | 30.15 | 14.30 | 21.34 | 5,974 | -518 | 2,419 |
| 16 Dec | 1268.30 | 15.85 | 3.65 | 19.81 | 13,723 | -95 | 2,943 |
| 13 Dec | 1272.85 | 12.2 | -7.80 | 17.04 | 13,336 | 276 | 3,050 |
| 12 Dec | 1262.90 | 20 | 5.90 | 18.25 | 13,635 | 688 | 2,778 |
| 11 Dec | 1278.20 | 14.1 | 0.75 | 19.86 | 3,360 | -33 | 2,095 |
| 10 Dec | 1284.85 | 13.35 | 1.70 | 21.11 | 4,456 | 63 | 2,127 |
| 9 Dec | 1295.15 | 11.65 | 3.55 | 22.22 | 2,383 | -110 | 2,072 |
| 6 Dec | 1311.55 | 8.1 | -0.10 | 21.05 | 2,428 | -226 | 2,190 |
| 5 Dec | 1322.05 | 8.2 | -3.30 | 22.87 | 3,287 | 38 | 2,415 |
| 4 Dec | 1308.95 | 11.5 | 3.10 | 23.20 | 2,618 | 6 | 2,377 |
| 3 Dec | 1323.30 | 8.4 | -3.50 | 23.11 | 2,793 | 247 | 2,372 |
| 2 Dec | 1309.15 | 11.9 | -4.65 | 23.02 | 5,430 | 150 | 2,103 |
| 29 Nov | 1292.20 | 16.55 | -9.95 | 21.27 | 5,078 | 184 | 1,949 |
| 28 Nov | 1270.80 | 26.5 | 9.15 | 23.12 | 5,202 | 397 | 1,759 |
| 27 Nov | 1293.20 | 17.35 | -2.85 | 21.79 | 1,327 | 245 | 1,361 |
| 26 Nov | 1295.70 | 20.2 | 0.70 | 24.18 | 771 | 122 | 1,116 |
| 25 Nov | 1287.00 | 19.5 | -12.25 | 22.23 | 1,891 | 269 | 986 |
| 22 Nov | 1265.40 | 31.75 | -26.15 | 22.51 | 961 | 275 | 992 |
| 21 Nov | 1223.00 | 57.9 | 11.15 | 23.62 | 158 | 11 | 717 |
| 20 Nov | 1241.65 | 46.75 | 0.00 | 22.72 | 467 | 68 | 704 |
| 19 Nov | 1241.65 | 46.75 | 13.85 | 22.72 | 467 | 66 | 704 |
| 18 Nov | 1260.75 | 32.9 | 2.60 | 21.02 | 660 | 458 | 637 |
| 14 Nov | 1267.60 | 30.3 | -9.10 | 20.94 | 91 | 33 | 178 |
| 13 Nov | 1252.05 | 39.4 | 8.35 | 22.25 | 167 | 110 | 144 |
| 12 Nov | 1274.25 | 31.05 | 1.05 | 21.72 | 45 | 10 | 34 |
| 11 Nov | 1272.70 | 30 | 6.85 | 21.85 | 53 | 23 | 23 |
| 8 Nov | 1283.75 | 23.15 | 0.00 | 1.67 | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 23.15 | 0.00 | 3.12 | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 23.15 | 0.00 | 4.26 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 23.15 | 0.00 | 3.24 | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 23.15 | 23.15 | 2.76 | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | 4.80 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1270 expiring on 26DEC2024
Delta for 1270 PE is -0.97
Historical price for 1270 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 62.35, which was 23.60 higher than the previous day. The implied volatity was 21.25, the open interest changed by -266 which decreased total open position to 1240
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 38.75, which was 17.60 higher than the previous day. The implied volatity was 17.71, the open interest changed by -638 which decreased total open position to 1505
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 21.15, which was -9.00 lower than the previous day. The implied volatity was 18.31, the open interest changed by -270 which decreased total open position to 2143
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 30.15, which was 14.30 higher than the previous day. The implied volatity was 21.34, the open interest changed by -518 which decreased total open position to 2419
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 15.85, which was 3.65 higher than the previous day. The implied volatity was 19.81, the open interest changed by -95 which decreased total open position to 2943
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 12.2, which was -7.80 lower than the previous day. The implied volatity was 17.04, the open interest changed by 276 which increased total open position to 3050
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 20, which was 5.90 higher than the previous day. The implied volatity was 18.25, the open interest changed by 688 which increased total open position to 2778
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 14.1, which was 0.75 higher than the previous day. The implied volatity was 19.86, the open interest changed by -33 which decreased total open position to 2095
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 13.35, which was 1.70 higher than the previous day. The implied volatity was 21.11, the open interest changed by 63 which increased total open position to 2127
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 11.65, which was 3.55 higher than the previous day. The implied volatity was 22.22, the open interest changed by -110 which decreased total open position to 2072
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 8.1, which was -0.10 lower than the previous day. The implied volatity was 21.05, the open interest changed by -226 which decreased total open position to 2190
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 8.2, which was -3.30 lower than the previous day. The implied volatity was 22.87, the open interest changed by 38 which increased total open position to 2415
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 11.5, which was 3.10 higher than the previous day. The implied volatity was 23.20, the open interest changed by 6 which increased total open position to 2377
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 8.4, which was -3.50 lower than the previous day. The implied volatity was 23.11, the open interest changed by 247 which increased total open position to 2372
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 11.9, which was -4.65 lower than the previous day. The implied volatity was 23.02, the open interest changed by 150 which increased total open position to 2103
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 16.55, which was -9.95 lower than the previous day. The implied volatity was 21.27, the open interest changed by 184 which increased total open position to 1949
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 26.5, which was 9.15 higher than the previous day. The implied volatity was 23.12, the open interest changed by 397 which increased total open position to 1759
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 17.35, which was -2.85 lower than the previous day. The implied volatity was 21.79, the open interest changed by 245 which increased total open position to 1361
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 20.2, which was 0.70 higher than the previous day. The implied volatity was 24.18, the open interest changed by 122 which increased total open position to 1116
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 19.5, which was -12.25 lower than the previous day. The implied volatity was 22.23, the open interest changed by 269 which increased total open position to 986
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 31.75, which was -26.15 lower than the previous day. The implied volatity was 22.51, the open interest changed by 275 which increased total open position to 992
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 57.9, which was 11.15 higher than the previous day. The implied volatity was 23.62, the open interest changed by 11 which increased total open position to 717
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 46.75, which was 0.00 lower than the previous day. The implied volatity was 22.72, the open interest changed by 68 which increased total open position to 704
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 46.75, which was 13.85 higher than the previous day. The implied volatity was 22.72, the open interest changed by 66 which increased total open position to 704
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 32.9, which was 2.60 higher than the previous day. The implied volatity was 21.02, the open interest changed by 458 which increased total open position to 637
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 30.3, which was -9.10 lower than the previous day. The implied volatity was 20.94, the open interest changed by 33 which increased total open position to 178
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 39.4, which was 8.35 higher than the previous day. The implied volatity was 22.25, the open interest changed by 110 which increased total open position to 144
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 31.05, which was 1.05 higher than the previous day. The implied volatity was 21.72, the open interest changed by 10 which increased total open position to 34
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 30, which was 6.85 higher than the previous day. The implied volatity was 21.85, the open interest changed by 23 which increased total open position to 23
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 23.15, which was 0.00 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 23.15, which was 0.00 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 23.15, which was 0.00 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 23.15, which was 0.00 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 23.15, which was 23.15 higher than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
