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[--[65.84.65.76]--]
RELIANCE
Reliance Industries Ltd

1234 -17.15 (-1.37%)

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Historical option data for RELIANCE

06 Jan 2025 12:52 PM IST
RELIANCE 30JAN2025 1270 CE
Delta: 0.34
Vega: 1.17
Theta: -0.59
Gamma: 0.01
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
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
Delta: -0.65
Vega: 1.18
Theta: -0.29
Gamma: 0.01
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