RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1290 CE | ||||||||||
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Delta: 0.08
Vega: 0.24
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 1.55 | -2.25 | 26.78 | 20,138 | 274 | 16,954 | |||
| 20 Nov | 1241.65 | 3.8 | 0.00 | 24.27 | 34,262 | 2,388 | 16,716 | |||
| 19 Nov | 1241.65 | 3.8 | -3.35 | 24.27 | 34,262 | 2,424 | 16,716 | |||
| 18 Nov | 1260.75 | 7.15 | -3.50 | 20.86 | 17,680 | 852 | 14,286 | |||
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| 14 Nov | 1267.60 | 10.65 | 1.40 | 18.37 | 11,870 | -1,014 | 13,448 | |||
| 13 Nov | 1252.05 | 9.25 | -5.55 | 21.04 | 18,624 | 348 | 14,494 | |||
| 12 Nov | 1274.25 | 14.8 | -2.55 | 20.08 | 21,156 | 400 | 14,198 | |||
| 11 Nov | 1272.70 | 17.35 | -6.35 | 20.21 | 22,692 | 1,714 | 16,808 | |||
| 8 Nov | 1283.75 | 23.7 | -15.80 | 20.93 | 39,894 | 12,036 | 15,050 | |||
| 7 Nov | 1305.65 | 39.5 | -12.50 | 21.67 | 2,864 | 504 | 3,004 | |||
| 6 Nov | 1325.35 | 52 | 7.00 | 18.84 | 5,746 | -98 | 2,502 | |||
| 5 Nov | 1305.30 | 45 | 2.70 | 23.53 | 17,138 | 594 | 2,600 | |||
| 4 Nov | 1302.15 | 42.3 | -24.60 | 25.11 | 10,486 | 1,874 | 1,994 | |||
| 1 Nov | 1338.65 | 66.9 | -1.10 | 20.71 | 10 | 0 | 120 | |||
| 31 Oct | 1332.05 | 68 | -43.50 | - | 148 | 116 | 120 | |||
| 30 Oct | 1343.90 | 111.5 | 0.00 | - | 0 | 2 | 0 | |||
| 29 Oct | 1340.00 | 111.5 | -48.50 | - | 2 | 0 | 2 | |||
| 28 Oct | 1334.35 | 160 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1290 expiring on 28NOV2024
Delta for 1290 CE is 0.08
Historical price for 1290 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 1.55, which was -2.25 lower than the previous day. The implied volatity was 26.78, the open interest changed by 137 which increased total open position to 8477
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 24.27, the open interest changed by 1194 which increased total open position to 8358
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 3.8, which was -3.35 lower than the previous day. The implied volatity was 24.27, the open interest changed by 1212 which increased total open position to 8358
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 7.15, which was -3.50 lower than the previous day. The implied volatity was 20.86, the open interest changed by 426 which increased total open position to 7143
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 10.65, which was 1.40 higher than the previous day. The implied volatity was 18.37, the open interest changed by -507 which decreased total open position to 6724
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 9.25, which was -5.55 lower than the previous day. The implied volatity was 21.04, the open interest changed by 174 which increased total open position to 7247
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 14.8, which was -2.55 lower than the previous day. The implied volatity was 20.08, the open interest changed by 200 which increased total open position to 7099
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 17.35, which was -6.35 lower than the previous day. The implied volatity was 20.21, the open interest changed by 857 which increased total open position to 8404
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 23.7, which was -15.80 lower than the previous day. The implied volatity was 20.93, the open interest changed by 6018 which increased total open position to 7525
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 39.5, which was -12.50 lower than the previous day. The implied volatity was 21.67, the open interest changed by 252 which increased total open position to 1502
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 52, which was 7.00 higher than the previous day. The implied volatity was 18.84, the open interest changed by -49 which decreased total open position to 1251
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 45, which was 2.70 higher than the previous day. The implied volatity was 23.53, the open interest changed by 297 which increased total open position to 1300
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 42.3, which was -24.60 lower than the previous day. The implied volatity was 25.11, the open interest changed by 937 which increased total open position to 997
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 66.9, which was -1.10 lower than the previous day. The implied volatity was 20.71, the open interest changed by 0 which decreased total open position to 60
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 68, which was -43.50 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 111.5, 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 111.5, which was -48.50 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 160, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.17
Theta: 0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 67.85 | 15.85 | 23.03 | 884 | -180 | 3,578 |
| 20 Nov | 1241.65 | 52 | 0.00 | 21.46 | 7,270 | 46 | 3,768 |
| 19 Nov | 1241.65 | 52 | 18.20 | 21.46 | 7,270 | 56 | 3,768 |
| 18 Nov | 1260.75 | 33.8 | 5.25 | 19.88 | 2,064 | -326 | 3,716 |
| 14 Nov | 1267.60 | 28.55 | -12.60 | 18.09 | 3,512 | -678 | 4,028 |
| 13 Nov | 1252.05 | 41.15 | 10.40 | 20.91 | 4,996 | -846 | 4,720 |
| 12 Nov | 1274.25 | 30.75 | 2.50 | 21.14 | 8,792 | 290 | 5,910 |
| 11 Nov | 1272.70 | 28.25 | -0.15 | 20.49 | 8,718 | -268 | 5,586 |
| 8 Nov | 1283.75 | 28.4 | 10.95 | 22.56 | 24,612 | 1,642 | 5,860 |
| 7 Nov | 1305.65 | 17.45 | 5.35 | 21.97 | 3,986 | -144 | 4,202 |
| 6 Nov | 1325.35 | 12.1 | -8.60 | 22.59 | 6,428 | -564 | 4,330 |
| 5 Nov | 1305.30 | 20.7 | -7.65 | 24.47 | 17,220 | 2,238 | 4,914 |
| 4 Nov | 1302.15 | 28.35 | 12.50 | 27.43 | 12,774 | 1,660 | 2,662 |
| 1 Nov | 1338.65 | 15.85 | -2.15 | 26.81 | 152 | 26 | 1,002 |
| 31 Oct | 1332.05 | 18 | 4.00 | - | 1,584 | 324 | 978 |
| 30 Oct | 1343.90 | 14 | -1.30 | - | 716 | 166 | 628 |
| 29 Oct | 1340.00 | 15.3 | -2.25 | - | 574 | 20 | 462 |
| 28 Oct | 1334.35 | 17.55 | - | 718 | 215 | 428 | |
For Reliance Industries Ltd - strike price 1290 expiring on 28NOV2024
Delta for 1290 PE is -0.95
Historical price for 1290 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 67.85, which was 15.85 higher than the previous day. The implied volatity was 23.03, the open interest changed by -90 which decreased total open position to 1789
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 52, which was 0.00 lower than the previous day. The implied volatity was 21.46, the open interest changed by 23 which increased total open position to 1884
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 52, which was 18.20 higher than the previous day. The implied volatity was 21.46, the open interest changed by 28 which increased total open position to 1884
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 33.8, which was 5.25 higher than the previous day. The implied volatity was 19.88, the open interest changed by -163 which decreased total open position to 1858
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 28.55, which was -12.60 lower than the previous day. The implied volatity was 18.09, the open interest changed by -339 which decreased total open position to 2014
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 41.15, which was 10.40 higher than the previous day. The implied volatity was 20.91, the open interest changed by -423 which decreased total open position to 2360
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 30.75, which was 2.50 higher than the previous day. The implied volatity was 21.14, the open interest changed by 145 which increased total open position to 2955
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 28.25, which was -0.15 lower than the previous day. The implied volatity was 20.49, the open interest changed by -134 which decreased total open position to 2793
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 28.4, which was 10.95 higher than the previous day. The implied volatity was 22.56, the open interest changed by 821 which increased total open position to 2930
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 17.45, which was 5.35 higher than the previous day. The implied volatity was 21.97, the open interest changed by -72 which decreased total open position to 2101
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 12.1, which was -8.60 lower than the previous day. The implied volatity was 22.59, the open interest changed by -282 which decreased total open position to 2165
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 20.7, which was -7.65 lower than the previous day. The implied volatity was 24.47, the open interest changed by 1119 which increased total open position to 2457
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 28.35, which was 12.50 higher than the previous day. The implied volatity was 27.43, the open interest changed by 830 which increased total open position to 1331
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 15.85, which was -2.15 lower than the previous day. The implied volatity was 26.81, the open interest changed by 13 which increased total open position to 501
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 18, which was 4.00 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 14, which was -1.30 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 15.3, which was -2.25 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 17.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
