RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
30 Dec 2024 04:12 PM IST
| RELIANCE 30JAN2025 1290 CE | ||||||||||
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Delta: 0.18
Vega: 0.92
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 1210.70 | 6.55 | -1.20 | 19.65 | 1,928 | 290 | 1,876 | |||
| 27 Dec | 1221.05 | 7.75 | -1.70 | 17.85 | 1,966 | 133 | 1,586 | |||
| 26 Dec | 1216.55 | 9.45 | -2.50 | 19.94 | 1,737 | 349 | 1,450 | |||
| 24 Dec | 1222.75 | 11.95 | -1.95 | 19.88 | 1,096 | 160 | 1,101 | |||
| 23 Dec | 1222.30 | 13.9 | 0.40 | 21.11 | 988 | 17 | 941 | |||
| 20 Dec | 1205.30 | 13.5 | -6.60 | 23.37 | 1,203 | 79 | 929 | |||
| 19 Dec | 1230.45 | 20.1 | -8.65 | 22.65 | 565 | 156 | 850 | |||
| 18 Dec | 1253.25 | 28.75 | 3.10 | 22.03 | 329 | 46 | 694 | |||
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| 17 Dec | 1245.30 | 25.65 | -8.65 | 22.22 | 601 | 207 | 649 | |||
| 16 Dec | 1268.30 | 34.3 | -3.25 | 20.85 | 440 | 157 | 440 | |||
| 13 Dec | 1272.85 | 37.55 | 4.40 | 20.03 | 361 | 106 | 283 | |||
| 12 Dec | 1262.90 | 33.15 | -9.45 | 20.86 | 138 | 70 | 176 | |||
| 11 Dec | 1278.20 | 42.6 | -3.55 | 20.84 | 105 | 23 | 104 | |||
| 10 Dec | 1284.85 | 46.15 | -7.70 | 20.36 | 143 | 79 | 80 | |||
| 9 Dec | 1295.15 | 53.85 | 0.00 | 20.82 | 1 | 0 | 0 | |||
| 6 Dec | 1311.55 | 53.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1322.05 | 53.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1308.95 | 53.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1323.30 | 53.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1309.15 | 53.85 | -0.25 | 13.68 | 3 | 1 | 1 | |||
| 29 Nov | 1292.20 | 54.1 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1290 expiring on 30JAN2025
Delta for 1290 CE is 0.18
Historical price for 1290 CE is as follows
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 6.55, which was -1.20 lower than the previous day. The implied volatity was 19.65, the open interest changed by 290 which increased total open position to 1876
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 7.75, which was -1.70 lower than the previous day. The implied volatity was 17.85, the open interest changed by 133 which increased total open position to 1586
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 9.45, which was -2.50 lower than the previous day. The implied volatity was 19.94, the open interest changed by 349 which increased total open position to 1450
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 11.95, which was -1.95 lower than the previous day. The implied volatity was 19.88, the open interest changed by 160 which increased total open position to 1101
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 13.9, which was 0.40 higher than the previous day. The implied volatity was 21.11, the open interest changed by 17 which increased total open position to 941
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 13.5, which was -6.60 lower than the previous day. The implied volatity was 23.37, the open interest changed by 79 which increased total open position to 929
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 20.1, which was -8.65 lower than the previous day. The implied volatity was 22.65, the open interest changed by 156 which increased total open position to 850
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 28.75, which was 3.10 higher than the previous day. The implied volatity was 22.03, the open interest changed by 46 which increased total open position to 694
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 25.65, which was -8.65 lower than the previous day. The implied volatity was 22.22, the open interest changed by 207 which increased total open position to 649
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 34.3, which was -3.25 lower than the previous day. The implied volatity was 20.85, the open interest changed by 157 which increased total open position to 440
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 37.55, which was 4.40 higher than the previous day. The implied volatity was 20.03, the open interest changed by 106 which increased total open position to 283
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 33.15, which was -9.45 lower than the previous day. The implied volatity was 20.86, the open interest changed by 70 which increased total open position to 176
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 42.6, which was -3.55 lower than the previous day. The implied volatity was 20.84, the open interest changed by 23 which increased total open position to 104
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 46.15, which was -7.70 lower than the previous day. The implied volatity was 20.36, the open interest changed by 79 which increased total open position to 80
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 53.85, which was 0.00 lower than the previous day. The implied volatity was 20.82, 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 53.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 53.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 53.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 53.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 53.85, which was -0.25 lower than the previous day. The implied volatity was 13.68, the open interest changed by 1 which increased total open position to 1
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 54.1, 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 1290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.97
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 1210.70 | 75.25 | 8.70 | 20.82 | 141 | 71 | 613 |
| 27 Dec | 1221.05 | 66.55 | -5.45 | 19.88 | 75 | 25 | 554 |
| 26 Dec | 1216.55 | 72 | 4.95 | 21.55 | 69 | 31 | 526 |
| 24 Dec | 1222.75 | 67.05 | -2.55 | 21.67 | 228 | 138 | 494 |
| 23 Dec | 1222.30 | 69.6 | -14.60 | 23.27 | 282 | 62 | 356 |
| 20 Dec | 1205.30 | 84.2 | 19.25 | 24.23 | 165 | 1 | 296 |
| 19 Dec | 1230.45 | 64.95 | 17.20 | 22.72 | 114 | 16 | 292 |
| 18 Dec | 1253.25 | 47.75 | -8.25 | 21.12 | 49 | 23 | 275 |
| 17 Dec | 1245.30 | 56 | 14.80 | 22.53 | 183 | 76 | 251 |
| 16 Dec | 1268.30 | 41.2 | 2.50 | 21.47 | 83 | 62 | 175 |
| 13 Dec | 1272.85 | 38.7 | -4.80 | 21.36 | 92 | 22 | 112 |
| 12 Dec | 1262.90 | 43.5 | 8.55 | 20.24 | 32 | 11 | 90 |
| 11 Dec | 1278.20 | 34.95 | 0.60 | 20.25 | 18 | 2 | 81 |
| 10 Dec | 1284.85 | 34.35 | 3.60 | 21.45 | 97 | 72 | 81 |
| 9 Dec | 1295.15 | 30.75 | 1.25 | 21.69 | 14 | 4 | 7 |
| 6 Dec | 1311.55 | 29.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1322.05 | 29.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 1308.95 | 29.5 | 0.00 | 22.93 | 1 | 0 | 2 |
| 3 Dec | 1323.30 | 29.5 | -0.50 | 25.35 | 1 | 0 | 2 |
| 2 Dec | 1309.15 | 30 | -27.15 | 23.16 | 3 | 2 | 2 |
| 29 Nov | 1292.20 | 57.15 | 1.26 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1290 expiring on 30JAN2025
Delta for 1290 PE is -0.81
Historical price for 1290 PE is as follows
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 75.25, which was 8.70 higher than the previous day. The implied volatity was 20.82, the open interest changed by 71 which increased total open position to 613
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 66.55, which was -5.45 lower than the previous day. The implied volatity was 19.88, the open interest changed by 25 which increased total open position to 554
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 72, which was 4.95 higher than the previous day. The implied volatity was 21.55, the open interest changed by 31 which increased total open position to 526
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 67.05, which was -2.55 lower than the previous day. The implied volatity was 21.67, the open interest changed by 138 which increased total open position to 494
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 69.6, which was -14.60 lower than the previous day. The implied volatity was 23.27, the open interest changed by 62 which increased total open position to 356
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 84.2, which was 19.25 higher than the previous day. The implied volatity was 24.23, the open interest changed by 1 which increased total open position to 296
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 64.95, which was 17.20 higher than the previous day. The implied volatity was 22.72, the open interest changed by 16 which increased total open position to 292
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 47.75, which was -8.25 lower than the previous day. The implied volatity was 21.12, the open interest changed by 23 which increased total open position to 275
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 56, which was 14.80 higher than the previous day. The implied volatity was 22.53, the open interest changed by 76 which increased total open position to 251
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 41.2, which was 2.50 higher than the previous day. The implied volatity was 21.47, the open interest changed by 62 which increased total open position to 175
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 38.7, which was -4.80 lower than the previous day. The implied volatity was 21.36, the open interest changed by 22 which increased total open position to 112
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 43.5, which was 8.55 higher than the previous day. The implied volatity was 20.24, the open interest changed by 11 which increased total open position to 90
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 34.95, which was 0.60 higher than the previous day. The implied volatity was 20.25, the open interest changed by 2 which increased total open position to 81
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 34.35, which was 3.60 higher than the previous day. The implied volatity was 21.45, the open interest changed by 72 which increased total open position to 81
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 30.75, which was 1.25 higher than the previous day. The implied volatity was 21.69, the open interest changed by 4 which increased total open position to 7
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 29.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 29.5, 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 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 29.5, which was 0.00 lower than the previous day. The implied volatity was 22.93, the open interest changed by 0 which decreased total open position to 2
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 29.5, which was -0.50 lower than the previous day. The implied volatity was 25.35, the open interest changed by 0 which decreased total open position to 2
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 30, which was -27.15 lower than the previous day. The implied volatity was 23.16, the open interest changed by 2 which increased total open position to 2
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 57.15, which was lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
