RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.30
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 2.05 | -3.55 | 25.57 | 37,302 | 380 | 22,742 | |||
| 20 Nov | 1241.65 | 5.6 | 0.00 | 24.41 | 96,740 | 6,422 | 22,330 | |||
| 19 Nov | 1241.65 | 5.6 | -4.40 | 24.41 | 96,740 | 6,390 | 22,330 | |||
| 18 Nov | 1260.75 | 10 | -4.55 | 20.74 | 40,722 | 2,834 | 15,820 | |||
| 14 Nov | 1267.60 | 14.55 | 2.35 | 18.56 | 33,232 | -1,036 | 12,998 | |||
| 13 Nov | 1252.05 | 12.2 | -6.85 | 21.23 | 49,008 | 2,358 | 14,106 | |||
| 12 Nov | 1274.25 | 19.05 | -2.95 | 20.16 | 50,982 | 712 | 11,888 | |||
| 11 Nov | 1272.70 | 22 | -7.00 | 20.36 | 41,260 | 3,784 | 11,150 | |||
| 8 Nov | 1283.75 | 29 | -17.55 | 21.27 | 26,148 | 4,744 | 7,350 | |||
| 7 Nov | 1305.65 | 46.55 | -13.75 | 22.22 | 3,894 | 848 | 2,606 | |||
| 6 Nov | 1325.35 | 60.3 | 8.20 | 19.42 | 4,920 | -220 | 1,756 | |||
| 5 Nov | 1305.30 | 52.1 | 3.60 | 24.13 | 7,758 | 468 | 1,976 | |||
| 4 Nov | 1302.15 | 48.5 | -27.00 | 25.37 | 7,926 | 1,224 | 1,512 | |||
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| 1 Nov | 1338.65 | 75.5 | -1.30 | 21.46 | 60 | 2 | 288 | |||
| 31 Oct | 1332.05 | 76.8 | -77.80 | - | 350 | 164 | 228 | |||
| 30 Oct | 1343.90 | 154.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 154.6 | 0.00 | - | 0 | 64 | 0 | |||
| 28 Oct | 1334.35 | 154.6 | - | 0 | 2 | 0 | ||||
For Reliance Industries Ltd - strike price 1280 expiring on 28NOV2024
Delta for 1280 CE is 0.10
Historical price for 1280 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 2.05, which was -3.55 lower than the previous day. The implied volatity was 25.57, the open interest changed by 190 which increased total open position to 11371
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 24.41, the open interest changed by 3211 which increased total open position to 11165
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 5.6, which was -4.40 lower than the previous day. The implied volatity was 24.41, the open interest changed by 3195 which increased total open position to 11165
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 10, which was -4.55 lower than the previous day. The implied volatity was 20.74, the open interest changed by 1417 which increased total open position to 7910
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 14.55, which was 2.35 higher than the previous day. The implied volatity was 18.56, the open interest changed by -518 which decreased total open position to 6499
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 12.2, which was -6.85 lower than the previous day. The implied volatity was 21.23, the open interest changed by 1179 which increased total open position to 7053
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 19.05, which was -2.95 lower than the previous day. The implied volatity was 20.16, the open interest changed by 356 which increased total open position to 5944
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 22, which was -7.00 lower than the previous day. The implied volatity was 20.36, the open interest changed by 1892 which increased total open position to 5575
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 29, which was -17.55 lower than the previous day. The implied volatity was 21.27, the open interest changed by 2372 which increased total open position to 3675
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 46.55, which was -13.75 lower than the previous day. The implied volatity was 22.22, the open interest changed by 424 which increased total open position to 1303
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 60.3, which was 8.20 higher than the previous day. The implied volatity was 19.42, the open interest changed by -110 which decreased total open position to 878
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 52.1, which was 3.60 higher than the previous day. The implied volatity was 24.13, the open interest changed by 234 which increased total open position to 988
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 48.5, which was -27.00 lower than the previous day. The implied volatity was 25.37, the open interest changed by 612 which increased total open position to 756
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 75.5, which was -1.30 lower than the previous day. The implied volatity was 21.46, the open interest changed by 1 which increased total open position to 144
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 76.8, which was -77.80 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 154.6, 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 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 154.6, 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 154.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.36
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 60.25 | 15.50 | 28.90 | 2,518 | -826 | 4,916 |
| 20 Nov | 1241.65 | 44.75 | 0.00 | 22.99 | 25,844 | 62 | 5,746 |
| 19 Nov | 1241.65 | 44.75 | 18.30 | 22.99 | 25,844 | 66 | 5,746 |
| 18 Nov | 1260.75 | 26.45 | 4.05 | 19.51 | 12,186 | -1,186 | 5,714 |
| 14 Nov | 1267.60 | 22.4 | -11.50 | 18.04 | 10,668 | -340 | 6,926 |
| 13 Nov | 1252.05 | 33.9 | 8.75 | 20.61 | 18,212 | -1,566 | 7,264 |
| 12 Nov | 1274.25 | 25.15 | 2.10 | 21.29 | 26,416 | 1,588 | 8,864 |
| 11 Nov | 1272.70 | 23.05 | -0.75 | 20.72 | 21,186 | 4 | 7,276 |
| 8 Nov | 1283.75 | 23.8 | 9.35 | 22.86 | 23,532 | 1,538 | 7,222 |
| 7 Nov | 1305.65 | 14.45 | 4.25 | 22.44 | 6,880 | 234 | 5,702 |
| 6 Nov | 1325.35 | 10.2 | -7.40 | 23.29 | 9,284 | 0 | 5,454 |
| 5 Nov | 1305.30 | 17.6 | -7.05 | 25.02 | 11,186 | 568 | 5,476 |
| 4 Nov | 1302.15 | 24.65 | 11.05 | 27.80 | 19,214 | 1,838 | 4,920 |
| 1 Nov | 1338.65 | 13.6 | -1.85 | 27.17 | 954 | 176 | 3,072 |
| 31 Oct | 1332.05 | 15.45 | 3.50 | - | 5,760 | 734 | 2,912 |
| 30 Oct | 1343.90 | 11.95 | -1.25 | - | 1,970 | 256 | 2,182 |
| 29 Oct | 1340.00 | 13.2 | -2.45 | - | 1,320 | 278 | 1,924 |
| 28 Oct | 1334.35 | 15.65 | - | 1,636 | 766 | 1,654 | |
For Reliance Industries Ltd - strike price 1280 expiring on 28NOV2024
Delta for 1280 PE is -0.87
Historical price for 1280 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 60.25, which was 15.50 higher than the previous day. The implied volatity was 28.90, the open interest changed by -413 which decreased total open position to 2458
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 44.75, which was 0.00 lower than the previous day. The implied volatity was 22.99, the open interest changed by 31 which increased total open position to 2873
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 44.75, which was 18.30 higher than the previous day. The implied volatity was 22.99, the open interest changed by 33 which increased total open position to 2873
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 26.45, which was 4.05 higher than the previous day. The implied volatity was 19.51, the open interest changed by -593 which decreased total open position to 2857
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 22.4, which was -11.50 lower than the previous day. The implied volatity was 18.04, the open interest changed by -170 which decreased total open position to 3463
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 33.9, which was 8.75 higher than the previous day. The implied volatity was 20.61, the open interest changed by -783 which decreased total open position to 3632
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 25.15, which was 2.10 higher than the previous day. The implied volatity was 21.29, the open interest changed by 794 which increased total open position to 4432
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 23.05, which was -0.75 lower than the previous day. The implied volatity was 20.72, the open interest changed by 2 which increased total open position to 3638
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 23.8, which was 9.35 higher than the previous day. The implied volatity was 22.86, the open interest changed by 769 which increased total open position to 3611
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 14.45, which was 4.25 higher than the previous day. The implied volatity was 22.44, the open interest changed by 117 which increased total open position to 2851
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 10.2, which was -7.40 lower than the previous day. The implied volatity was 23.29, the open interest changed by 0 which decreased total open position to 2727
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 17.6, which was -7.05 lower than the previous day. The implied volatity was 25.02, the open interest changed by 284 which increased total open position to 2738
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 24.65, which was 11.05 higher than the previous day. The implied volatity was 27.80, the open interest changed by 919 which increased total open position to 2460
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 13.6, which was -1.85 lower than the previous day. The implied volatity was 27.17, the open interest changed by 88 which increased total open position to 1536
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 15.45, which was 3.50 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 11.95, which was -1.25 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 13.2, which was -2.45 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 15.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
