RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1290 CE | ||||||||||
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Delta: 0.04
Vega: 0.14
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 0.75 | -1.80 | 29.23 | 16,032 | -1,432 | 8,739 | |||
| 19 Dec | 1230.45 | 2.55 | -3.50 | 26.92 | 13,780 | -79 | 10,188 | |||
| 18 Dec | 1253.25 | 6.05 | 0.65 | 23.81 | 12,149 | -741 | 10,279 | |||
| 17 Dec | 1245.30 | 5.4 | -5.20 | 24.85 | 14,686 | 1,406 | 11,034 | |||
| 16 Dec | 1268.30 | 10.6 | -2.70 | 21.61 | 12,601 | 703 | 9,637 | |||
| 13 Dec | 1272.85 | 13.3 | 2.30 | 18.95 | 27,867 | -851 | 8,952 | |||
| 12 Dec | 1262.90 | 11 | -7.75 | 20.86 | 18,143 | 2,989 | 9,796 | |||
| 11 Dec | 1278.20 | 18.75 | -5.05 | 20.73 | 14,871 | 3,170 | 6,834 | |||
| 10 Dec | 1284.85 | 23.8 | -6.80 | 21.42 | 9,818 | 1,705 | 3,698 | |||
| 9 Dec | 1295.15 | 30.6 | -10.90 | 21.51 | 3,551 | -7 | 1,982 | |||
| 6 Dec | 1311.55 | 41.5 | -6.20 | 20.28 | 704 | -95 | 1,990 | |||
| 5 Dec | 1322.05 | 47.7 | 5.20 | 19.12 | 1,845 | -120 | 2,093 | |||
| 4 Dec | 1308.95 | 42.5 | -8.00 | 21.03 | 1,157 | -18 | 2,210 | |||
| 3 Dec | 1323.30 | 50.5 | 6.05 | 17.38 | 2,520 | -276 | 2,230 | |||
| 2 Dec | 1309.15 | 44.45 | 10.35 | 20.76 | 9,788 | -209 | 2,524 | |||
| 29 Nov | 1292.20 | 34.1 | 5.70 | 20.25 | 9,931 | -95 | 2,755 | |||
| 28 Nov | 1270.80 | 28.4 | -9.05 | 22.66 | 8,000 | 1,456 | 2,863 | |||
| 27 Nov | 1293.20 | 37.45 | -1.95 | 20.85 | 2,768 | 167 | 1,411 | |||
| 26 Nov | 1295.70 | 39.4 | 2.55 | 20.81 | 2,915 | 355 | 1,239 | |||
| 25 Nov | 1287.00 | 36.85 | 11.45 | 20.45 | 2,931 | 192 | 903 | |||
| 22 Nov | 1265.40 | 25.4 | 12.95 | 20.64 | 1,276 | 62 | 773 | |||
| 21 Nov | 1223.00 | 12.45 | -5.85 | 21.78 | 1,102 | 168 | 707 | |||
| 20 Nov | 1241.65 | 18.3 | 0.00 | 21.64 | 716 | 272 | 539 | |||
| 19 Nov | 1241.65 | 18.3 | -7.10 | 21.64 | 716 | 272 | 539 | |||
| 18 Nov | 1260.75 | 25.4 | -5.00 | 20.48 | 369 | 85 | 268 | |||
| 14 Nov | 1267.60 | 30.4 | 4.40 | 20.01 | 59 | -13 | 183 | |||
| 13 Nov | 1252.05 | 26 | -9.40 | 20.82 | 215 | 116 | 196 | |||
| 12 Nov | 1274.25 | 35.4 | -2.60 | 21.50 | 51 | 9 | 80 | |||
| 11 Nov | 1272.70 | 38 | -6.00 | 21.52 | 60 | 20 | 70 | |||
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| 8 Nov | 1283.75 | 44 | -26.00 | 21.87 | 54 | 28 | 49 | |||
| 7 Nov | 1305.65 | 70 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 6 Nov | 1325.35 | 70 | 11.00 | 19.65 | 31 | 0 | 23 | |||
| 5 Nov | 1305.30 | 59 | -4.00 | 20.32 | 16 | 2 | 23 | |||
| 4 Nov | 1302.15 | 63 | 63.00 | 24.94 | 159 | 32 | 32 | |||
| 1 Nov | 1338.65 | 0 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1290 expiring on 26DEC2024
Delta for 1290 CE is 0.04
Historical price for 1290 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.75, which was -1.80 lower than the previous day. The implied volatity was 29.23, the open interest changed by -1432 which decreased total open position to 8739
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 2.55, which was -3.50 lower than the previous day. The implied volatity was 26.92, the open interest changed by -79 which decreased total open position to 10188
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 6.05, which was 0.65 higher than the previous day. The implied volatity was 23.81, the open interest changed by -741 which decreased total open position to 10279
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 5.4, which was -5.20 lower than the previous day. The implied volatity was 24.85, the open interest changed by 1406 which increased total open position to 11034
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 10.6, which was -2.70 lower than the previous day. The implied volatity was 21.61, the open interest changed by 703 which increased total open position to 9637
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 13.3, which was 2.30 higher than the previous day. The implied volatity was 18.95, the open interest changed by -851 which decreased total open position to 8952
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 11, which was -7.75 lower than the previous day. The implied volatity was 20.86, the open interest changed by 2989 which increased total open position to 9796
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 18.75, which was -5.05 lower than the previous day. The implied volatity was 20.73, the open interest changed by 3170 which increased total open position to 6834
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 23.8, which was -6.80 lower than the previous day. The implied volatity was 21.42, the open interest changed by 1705 which increased total open position to 3698
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 30.6, which was -10.90 lower than the previous day. The implied volatity was 21.51, the open interest changed by -7 which decreased total open position to 1982
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 41.5, which was -6.20 lower than the previous day. The implied volatity was 20.28, the open interest changed by -95 which decreased total open position to 1990
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 47.7, which was 5.20 higher than the previous day. The implied volatity was 19.12, the open interest changed by -120 which decreased total open position to 2093
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 42.5, which was -8.00 lower than the previous day. The implied volatity was 21.03, the open interest changed by -18 which decreased total open position to 2210
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 50.5, which was 6.05 higher than the previous day. The implied volatity was 17.38, the open interest changed by -276 which decreased total open position to 2230
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 44.45, which was 10.35 higher than the previous day. The implied volatity was 20.76, the open interest changed by -209 which decreased total open position to 2524
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 34.1, which was 5.70 higher than the previous day. The implied volatity was 20.25, the open interest changed by -95 which decreased total open position to 2755
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 28.4, which was -9.05 lower than the previous day. The implied volatity was 22.66, the open interest changed by 1456 which increased total open position to 2863
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 37.45, which was -1.95 lower than the previous day. The implied volatity was 20.85, the open interest changed by 167 which increased total open position to 1411
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 39.4, which was 2.55 higher than the previous day. The implied volatity was 20.81, the open interest changed by 355 which increased total open position to 1239
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 36.85, which was 11.45 higher than the previous day. The implied volatity was 20.45, the open interest changed by 192 which increased total open position to 903
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 25.4, which was 12.95 higher than the previous day. The implied volatity was 20.64, the open interest changed by 62 which increased total open position to 773
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 12.45, which was -5.85 lower than the previous day. The implied volatity was 21.78, the open interest changed by 168 which increased total open position to 707
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 18.3, which was 0.00 lower than the previous day. The implied volatity was 21.64, the open interest changed by 272 which increased total open position to 539
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 18.3, which was -7.10 lower than the previous day. The implied volatity was 21.64, the open interest changed by 272 which increased total open position to 539
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 25.4, which was -5.00 lower than the previous day. The implied volatity was 20.48, the open interest changed by 85 which increased total open position to 268
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 30.4, which was 4.40 higher than the previous day. The implied volatity was 20.01, the open interest changed by -13 which decreased total open position to 183
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 26, which was -9.40 lower than the previous day. The implied volatity was 20.82, the open interest changed by 116 which increased total open position to 196
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 35.4, which was -2.60 lower than the previous day. The implied volatity was 21.50, the open interest changed by 9 which increased total open position to 80
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 38, which was -6.00 lower than the previous day. The implied volatity was 21.52, the open interest changed by 20 which increased total open position to 70
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 44, which was -26.00 lower than the previous day. The implied volatity was 21.87, the open interest changed by 28 which increased total open position to 49
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 70, which was 11.00 higher than the previous day. The implied volatity was 19.65, the open interest changed by 0 which decreased total open position to 23
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 59, which was -4.00 lower than the previous day. The implied volatity was 20.32, the open interest changed by 2 which increased total open position to 23
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 63, which was 63.00 higher than the previous day. The implied volatity was 24.94, the open interest changed by 32 which increased total open position to 32
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 1290 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 81.8 | 24.75 | - | 1,026 | -213 | 1,893 |
| 19 Dec | 1230.45 | 57.05 | 20.80 | 12.07 | 629 | -122 | 2,105 |
| 18 Dec | 1253.25 | 36.25 | -10.10 | 18.91 | 881 | -155 | 2,225 |
| 17 Dec | 1245.30 | 46.35 | 18.60 | 22.64 | 1,338 | -104 | 2,381 |
| 16 Dec | 1268.30 | 27.75 | 5.00 | 20.43 | 3,990 | 14 | 2,481 |
| 13 Dec | 1272.85 | 22.75 | -9.40 | 17.20 | 5,201 | -469 | 2,571 |
| 12 Dec | 1262.90 | 32.15 | 9.75 | 17.90 | 5,256 | -504 | 3,027 |
| 11 Dec | 1278.20 | 22.4 | 1.75 | 18.73 | 5,379 | -44 | 3,532 |
| 10 Dec | 1284.85 | 20.65 | 3.20 | 19.97 | 7,261 | 423 | 3,576 |
| 9 Dec | 1295.15 | 17.45 | 5.45 | 20.82 | 4,216 | 223 | 3,161 |
| 6 Dec | 1311.55 | 12 | 0.20 | 19.49 | 1,854 | -14 | 2,952 |
| 5 Dec | 1322.05 | 11.8 | -4.60 | 21.43 | 4,934 | 188 | 2,973 |
| 4 Dec | 1308.95 | 16.4 | 4.40 | 22.01 | 3,729 | -82 | 2,781 |
| 3 Dec | 1323.30 | 12 | -4.35 | 21.87 | 3,675 | 11 | 2,883 |
| 2 Dec | 1309.15 | 16.35 | -6.70 | 21.54 | 7,609 | 386 | 2,874 |
| 29 Nov | 1292.20 | 23.05 | -11.85 | 20.22 | 6,684 | 688 | 2,503 |
| 28 Nov | 1270.80 | 34.9 | 10.90 | 22.01 | 4,357 | 428 | 1,812 |
| 27 Nov | 1293.20 | 24 | -3.05 | 20.96 | 2,682 | 267 | 1,386 |
| 26 Nov | 1295.70 | 27.05 | 0.80 | 23.45 | 2,288 | 589 | 1,112 |
| 25 Nov | 1287.00 | 26.25 | -15.15 | 21.31 | 1,565 | 272 | 523 |
| 22 Nov | 1265.40 | 41.4 | -29.20 | 21.92 | 192 | -11 | 240 |
| 21 Nov | 1223.00 | 70.6 | 12.50 | 22.52 | 98 | 7 | 251 |
| 20 Nov | 1241.65 | 58.1 | 0.00 | 21.79 | 256 | 73 | 242 |
| 19 Nov | 1241.65 | 58.1 | 16.80 | 21.79 | 256 | 71 | 242 |
| 18 Nov | 1260.75 | 41.3 | -3.05 | 19.48 | 123 | 70 | 172 |
| 14 Nov | 1267.60 | 44.35 | -5.20 | 23.28 | 1 | 0 | 101 |
| 13 Nov | 1252.05 | 49.55 | 19.95 | 21.64 | 108 | 95 | 95 |
| 12 Nov | 1274.25 | 29.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 29.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1283.75 | 29.6 | 0.00 | 0.48 | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 29.6 | 0.00 | 1.94 | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 29.6 | 0.00 | 3.13 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 29.6 | 0.00 | 2.09 | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 29.6 | 29.60 | 1.60 | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | 3.73 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1290 expiring on 26DEC2024
Delta for 1290 PE is -
Historical price for 1290 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 81.8, which was 24.75 higher than the previous day. The implied volatity was -, the open interest changed by -213 which decreased total open position to 1893
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 57.05, which was 20.80 higher than the previous day. The implied volatity was 12.07, the open interest changed by -122 which decreased total open position to 2105
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 36.25, which was -10.10 lower than the previous day. The implied volatity was 18.91, the open interest changed by -155 which decreased total open position to 2225
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 46.35, which was 18.60 higher than the previous day. The implied volatity was 22.64, the open interest changed by -104 which decreased total open position to 2381
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 27.75, which was 5.00 higher than the previous day. The implied volatity was 20.43, the open interest changed by 14 which increased total open position to 2481
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 22.75, which was -9.40 lower than the previous day. The implied volatity was 17.20, the open interest changed by -469 which decreased total open position to 2571
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 32.15, which was 9.75 higher than the previous day. The implied volatity was 17.90, the open interest changed by -504 which decreased total open position to 3027
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 22.4, which was 1.75 higher than the previous day. The implied volatity was 18.73, the open interest changed by -44 which decreased total open position to 3532
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 20.65, which was 3.20 higher than the previous day. The implied volatity was 19.97, the open interest changed by 423 which increased total open position to 3576
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 17.45, which was 5.45 higher than the previous day. The implied volatity was 20.82, the open interest changed by 223 which increased total open position to 3161
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 12, which was 0.20 higher than the previous day. The implied volatity was 19.49, the open interest changed by -14 which decreased total open position to 2952
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 11.8, which was -4.60 lower than the previous day. The implied volatity was 21.43, the open interest changed by 188 which increased total open position to 2973
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 16.4, which was 4.40 higher than the previous day. The implied volatity was 22.01, the open interest changed by -82 which decreased total open position to 2781
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 12, which was -4.35 lower than the previous day. The implied volatity was 21.87, the open interest changed by 11 which increased total open position to 2883
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 16.35, which was -6.70 lower than the previous day. The implied volatity was 21.54, the open interest changed by 386 which increased total open position to 2874
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 23.05, which was -11.85 lower than the previous day. The implied volatity was 20.22, the open interest changed by 688 which increased total open position to 2503
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 34.9, which was 10.90 higher than the previous day. The implied volatity was 22.01, the open interest changed by 428 which increased total open position to 1812
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 24, which was -3.05 lower than the previous day. The implied volatity was 20.96, the open interest changed by 267 which increased total open position to 1386
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 27.05, which was 0.80 higher than the previous day. The implied volatity was 23.45, the open interest changed by 589 which increased total open position to 1112
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 26.25, which was -15.15 lower than the previous day. The implied volatity was 21.31, the open interest changed by 272 which increased total open position to 523
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 41.4, which was -29.20 lower than the previous day. The implied volatity was 21.92, the open interest changed by -11 which decreased total open position to 240
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 70.6, which was 12.50 higher than the previous day. The implied volatity was 22.52, the open interest changed by 7 which increased total open position to 251
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 58.1, which was 0.00 lower than the previous day. The implied volatity was 21.79, the open interest changed by 73 which increased total open position to 242
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 58.1, which was 16.80 higher than the previous day. The implied volatity was 21.79, the open interest changed by 71 which increased total open position to 242
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 41.3, which was -3.05 lower than the previous day. The implied volatity was 19.48, the open interest changed by 70 which increased total open position to 172
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 44.35, which was -5.20 lower than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 101
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 49.55, which was 19.95 higher than the previous day. The implied volatity was 21.64, the open interest changed by 95 which increased total open position to 95
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 29.6, 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 29.6, 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 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 29.6, which was 0.00 lower than the previous day. The implied volatity was 0.48, 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 29.6, which was 0.00 lower than the previous day. The implied volatity was 1.94, 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 29.6, which was 0.00 lower than the previous day. The implied volatity was 3.13, 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 29.6, which was 0.00 lower than the previous day. The implied volatity was 2.09, 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 29.6, which was 29.60 higher than the previous day. The implied volatity was 1.60, 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 3.73, the open interest changed by 0 which decreased total open position to 0
