RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
06 Jan 2025 12:52 PM IST
RELIANCE 30JAN2025 1270 CE | ||||||||||
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Delta: 0.34
Vega: 1.17
Theta: -0.59
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
6 Jan | 1234.15 | 14.05 | -3.95 | 19.91 | 7,481 | -149 | 3,680 | |||
3 Jan | 1251.15 | 18 | 2.95 | 16.88 | 10,270 | 375 | 3,837 | |||
2 Jan | 1241.80 | 15.05 | 4.35 | 17.10 | 5,344 | 33 | 3,472 | |||
1 Jan | 1221.25 | 10.7 | 0.75 | 17.93 | 2,453 | 289 | 3,439 | |||
31 Dec | 1215.45 | 9.95 | -0.30 | 18.40 | 2,663 | 240 | 3,152 | |||
30 Dec | 1210.70 | 10.25 | -2.05 | 19.40 | 2,415 | 235 | 2,915 | |||
27 Dec | 1221.05 | 12.3 | -2.15 | 17.72 | 2,170 | 319 | 2,679 | |||
26 Dec | 1216.55 | 14.45 | -3.15 | 20.06 | 2,314 | 208 | 2,355 | |||
24 Dec | 1222.75 | 17.6 | -2.25 | 19.91 | 1,513 | 288 | 2,146 | |||
23 Dec | 1222.30 | 19.85 | 1.05 | 21.19 | 2,771 | 647 | 1,858 | |||
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20 Dec | 1205.30 | 18.8 | -8.75 | 23.53 | 1,688 | 523 | 1,212 | |||
19 Dec | 1230.45 | 27.55 | -10.30 | 23.05 | 919 | 160 | 690 | |||
18 Dec | 1253.25 | 37.85 | 3.80 | 22.26 | 802 | 78 | 529 | |||
17 Dec | 1245.30 | 34.05 | -11.75 | 22.47 | 683 | 150 | 451 | |||
16 Dec | 1268.30 | 45.8 | -2.40 | 21.75 | 408 | 152 | 294 | |||
13 Dec | 1272.85 | 48.2 | 4.70 | 20.09 | 666 | 47 | 142 | |||
12 Dec | 1262.90 | 43.5 | -20.40 | 21.36 | 165 | 95 | 95 | |||
11 Dec | 1278.20 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 1284.85 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 1295.15 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 1311.55 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 1322.05 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 1308.95 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 1323.30 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 1309.15 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 1292.20 | 63.9 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1270 expiring on 30JAN2025
Delta for 1270 CE is 0.34
Historical price for 1270 CE is as follows
On 6 Jan RELIANCE was trading at 1234.15. The strike last trading price was 14.05, which was -3.95 lower than the previous day. The implied volatity was 19.91, the open interest changed by -149 which decreased total open position to 3680
On 3 Jan RELIANCE was trading at 1251.15. The strike last trading price was 18, which was 2.95 higher than the previous day. The implied volatity was 16.88, the open interest changed by 375 which increased total open position to 3837
On 2 Jan RELIANCE was trading at 1241.80. The strike last trading price was 15.05, which was 4.35 higher than the previous day. The implied volatity was 17.10, the open interest changed by 33 which increased total open position to 3472
On 1 Jan RELIANCE was trading at 1221.25. The strike last trading price was 10.7, which was 0.75 higher than the previous day. The implied volatity was 17.93, the open interest changed by 289 which increased total open position to 3439
On 31 Dec RELIANCE was trading at 1215.45. The strike last trading price was 9.95, which was -0.30 lower than the previous day. The implied volatity was 18.40, the open interest changed by 240 which increased total open position to 3152
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 10.25, which was -2.05 lower than the previous day. The implied volatity was 19.40, the open interest changed by 235 which increased total open position to 2915
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 12.3, which was -2.15 lower than the previous day. The implied volatity was 17.72, the open interest changed by 319 which increased total open position to 2679
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 14.45, which was -3.15 lower than the previous day. The implied volatity was 20.06, the open interest changed by 208 which increased total open position to 2355
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 17.6, which was -2.25 lower than the previous day. The implied volatity was 19.91, the open interest changed by 288 which increased total open position to 2146
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 19.85, which was 1.05 higher than the previous day. The implied volatity was 21.19, the open interest changed by 647 which increased total open position to 1858
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 18.8, which was -8.75 lower than the previous day. The implied volatity was 23.53, the open interest changed by 523 which increased total open position to 1212
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 27.55, which was -10.30 lower than the previous day. The implied volatity was 23.05, the open interest changed by 160 which increased total open position to 690
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 37.85, which was 3.80 higher than the previous day. The implied volatity was 22.26, the open interest changed by 78 which increased total open position to 529
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 34.05, which was -11.75 lower than the previous day. The implied volatity was 22.47, the open interest changed by 150 which increased total open position to 451
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 45.8, which was -2.40 lower than the previous day. The implied volatity was 21.75, the open interest changed by 152 which increased total open position to 294
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 48.2, which was 4.70 higher than the previous day. The implied volatity was 20.09, the open interest changed by 47 which increased total open position to 142
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 43.5, which was -20.40 lower than the previous day. The implied volatity was 21.36, the open interest changed by 95 which increased total open position to 95
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 63.9, 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 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 63.9, 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 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 63.9, 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 Dec RELIANCE was trading at 1311.55. The strike last trading price was 63.9, 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 Dec RELIANCE was trading at 1322.05. The strike last trading price was 63.9, 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 Dec RELIANCE was trading at 1308.95. The strike last trading price was 63.9, 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 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 63.9, 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 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 63.9, 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 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 63.9, 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 30JAN2025 1270 PE | |||||||
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Delta: -0.65
Vega: 1.18
Theta: -0.29
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
6 Jan | 1234.15 | 43.05 | 10.50 | 21.20 | 1,875 | -159 | 1,730 |
3 Jan | 1251.15 | 32.55 | -4.60 | 19.69 | 2,688 | 386 | 1,891 |
2 Jan | 1241.80 | 37.15 | -13.05 | 18.89 | 839 | 128 | 1,505 |
1 Jan | 1221.25 | 50.2 | -4.95 | 19.86 | 145 | -4 | 1,378 |
31 Dec | 1215.45 | 55.15 | -3.40 | 20.12 | 77 | 12 | 1,382 |
30 Dec | 1210.70 | 58.55 | 7.25 | 19.87 | 295 | 13 | 1,370 |
27 Dec | 1221.05 | 51.3 | -5.00 | 19.45 | 145 | 9 | 1,358 |
26 Dec | 1216.55 | 56.3 | 3.35 | 20.78 | 448 | 145 | 1,351 |
24 Dec | 1222.75 | 52.95 | -2.70 | 21.54 | 295 | 117 | 1,208 |
23 Dec | 1222.30 | 55.65 | -14.90 | 23.07 | 1,420 | 731 | 1,088 |
20 Dec | 1205.30 | 70.55 | 19.05 | 24.87 | 243 | 20 | 354 |
19 Dec | 1230.45 | 51.5 | 13.35 | 22.42 | 427 | 49 | 334 |
18 Dec | 1253.25 | 38.15 | -5.95 | 21.98 | 161 | 24 | 280 |
17 Dec | 1245.30 | 44.1 | 12.15 | 22.45 | 231 | 57 | 256 |
16 Dec | 1268.30 | 31.95 | 3.60 | 21.81 | 211 | 73 | 191 |
13 Dec | 1272.85 | 28.35 | -5.40 | 20.76 | 180 | 62 | 117 |
12 Dec | 1262.90 | 33.75 | 7.15 | 20.53 | 95 | 51 | 54 |
11 Dec | 1278.20 | 26.6 | 0.00 | 0.00 | 0 | 1 | 0 |
10 Dec | 1284.85 | 26.6 | 6.10 | 21.79 | 3 | 0 | 2 |
9 Dec | 1295.15 | 20.5 | -26.70 | 20.21 | 2 | 1 | 1 |
6 Dec | 1311.55 | 47.2 | 0.00 | 3.42 | 0 | 0 | 0 |
5 Dec | 1322.05 | 47.2 | 0.00 | 3.89 | 0 | 0 | 0 |
4 Dec | 1308.95 | 47.2 | 0.00 | 3.32 | 0 | 0 | 0 |
3 Dec | 1323.30 | 47.2 | 0.00 | 4.00 | 0 | 0 | 0 |
2 Dec | 1309.15 | 47.2 | 0.00 | 3.34 | 0 | 0 | 0 |
29 Nov | 1292.20 | 47.2 | 2.28 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1270 expiring on 30JAN2025
Delta for 1270 PE is -0.65
Historical price for 1270 PE is as follows
On 6 Jan RELIANCE was trading at 1234.15. The strike last trading price was 43.05, which was 10.50 higher than the previous day. The implied volatity was 21.20, the open interest changed by -159 which decreased total open position to 1730
On 3 Jan RELIANCE was trading at 1251.15. The strike last trading price was 32.55, which was -4.60 lower than the previous day. The implied volatity was 19.69, the open interest changed by 386 which increased total open position to 1891
On 2 Jan RELIANCE was trading at 1241.80. The strike last trading price was 37.15, which was -13.05 lower than the previous day. The implied volatity was 18.89, the open interest changed by 128 which increased total open position to 1505
On 1 Jan RELIANCE was trading at 1221.25. The strike last trading price was 50.2, which was -4.95 lower than the previous day. The implied volatity was 19.86, the open interest changed by -4 which decreased total open position to 1378
On 31 Dec RELIANCE was trading at 1215.45. The strike last trading price was 55.15, which was -3.40 lower than the previous day. The implied volatity was 20.12, the open interest changed by 12 which increased total open position to 1382
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 58.55, which was 7.25 higher than the previous day. The implied volatity was 19.87, the open interest changed by 13 which increased total open position to 1370
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 51.3, which was -5.00 lower than the previous day. The implied volatity was 19.45, the open interest changed by 9 which increased total open position to 1358
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 56.3, which was 3.35 higher than the previous day. The implied volatity was 20.78, the open interest changed by 145 which increased total open position to 1351
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 52.95, which was -2.70 lower than the previous day. The implied volatity was 21.54, the open interest changed by 117 which increased total open position to 1208
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 55.65, which was -14.90 lower than the previous day. The implied volatity was 23.07, the open interest changed by 731 which increased total open position to 1088
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 70.55, which was 19.05 higher than the previous day. The implied volatity was 24.87, the open interest changed by 20 which increased total open position to 354
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 51.5, which was 13.35 higher than the previous day. The implied volatity was 22.42, the open interest changed by 49 which increased total open position to 334
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 38.15, which was -5.95 lower than the previous day. The implied volatity was 21.98, the open interest changed by 24 which increased total open position to 280
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 44.1, which was 12.15 higher than the previous day. The implied volatity was 22.45, the open interest changed by 57 which increased total open position to 256
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 31.95, which was 3.60 higher than the previous day. The implied volatity was 21.81, the open interest changed by 73 which increased total open position to 191
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 28.35, which was -5.40 lower than the previous day. The implied volatity was 20.76, the open interest changed by 62 which increased total open position to 117
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 33.75, which was 7.15 higher than the previous day. The implied volatity was 20.53, the open interest changed by 51 which increased total open position to 54
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 26.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 26.6, which was 6.10 higher than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 2
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 20.5, which was -26.70 lower than the previous day. The implied volatity was 20.21, the open interest changed by 1 which increased total open position to 1
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 47.2, which was lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0