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

1205.3 -25.15 (-2.04%)

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Historical option data for RELIANCE

20 Dec 2024 04:12 PM IST
RELIANCE 26DEC2024 1300 CE
Delta: 0.04
Vega: 0.13
Theta: -0.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 0.75 -1.45 31.98 42,823 -2,076 35,150
19 Dec 1230.45 2.2 -2.75 28.96 31,351 -189 37,251
18 Dec 1253.25 4.95 0.50 25.60 29,337 -1,339 37,507
17 Dec 1245.30 4.45 -3.80 26.34 37,617 3,517 38,887
16 Dec 1268.30 8.25 -2.30 22.70 34,994 3,440 35,332
13 Dec 1272.85 10.55 1.90 19.88 81,899 -2,536 32,137
12 Dec 1262.90 8.65 -5.85 21.45 48,917 7,779 34,766
11 Dec 1278.20 14.5 -4.20 20.59 28,564 3,205 27,064
10 Dec 1284.85 18.7 -6.10 21.01 28,368 4,315 23,938
9 Dec 1295.15 24.8 -9.30 21.08 19,155 3,141 19,609
6 Dec 1311.55 34.1 -5.85 19.39 11,056 -1,355 16,509
5 Dec 1322.05 39.95 4.00 18.44 19,856 -2,619 18,112
4 Dec 1308.95 35.95 -7.30 20.72 19,500 2,911 20,731
3 Dec 1323.30 43.25 5.45 17.49 21,943 -2,535 17,793
2 Dec 1309.15 37.8 9.60 20.42 52,091 -768 20,361
29 Nov 1292.20 28.2 4.55 19.75 48,266 4,729 21,155
28 Nov 1270.80 23.65 -8.15 22.29 25,291 4,343 16,410
27 Nov 1293.20 31.8 -1.90 20.60 16,327 2,185 12,068
26 Nov 1295.70 33.7 2.35 20.51 11,719 1,931 9,956
25 Nov 1287.00 31.35 9.85 20.25 18,341 1,128 8,311
22 Nov 1265.40 21.5 11.05 20.64 13,411 281 7,464
21 Nov 1223.00 10.45 -4.75 21.94 8,506 1,976 7,172
20 Nov 1241.65 15.2 0.00 21.49 8,708 1,339 5,177
19 Nov 1241.65 15.2 -5.95 21.49 8,708 1,320 5,177
18 Nov 1260.75 21.15 -4.05 20.22 5,320 1,006 3,840
14 Nov 1267.60 25.2 2.20 19.42 2,778 461 2,811
13 Nov 1252.05 23 -7.00 21.21 3,244 673 2,348
12 Nov 1274.25 30 -2.35 20.91 1,319 186 1,669
11 Nov 1272.70 32.35 -6.25 20.91 1,116 382 1,481
8 Nov 1283.75 38.6 -14.90 21.57 1,057 433 1,095
7 Nov 1305.65 53.5 -9.65 21.88 494 80 661
6 Nov 1325.35 63.15 4.35 19.40 610 -7 582
5 Nov 1305.30 58.8 2.65 23.25 748 119 589
4 Nov 1302.15 56.15 -25.25 24.32 1,079 423 471
1 Nov 1338.65 81.4 -0.50 23.20 1 0 48
31 Oct 1332.05 81.9 -8.10 - 13 5 48
30 Oct 1343.90 90 2.05 - 29 -1 41
29 Oct 1340.00 87.95 0.95 - 52 20 43
28 Oct 1334.35 87 - 11 14.5 22


For Reliance Industries Ltd - strike price 1300 expiring on 26DEC2024

Delta for 1300 CE is 0.04

Historical price for 1300 CE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.75, which was -1.45 lower than the previous day. The implied volatity was 31.98, the open interest changed by -2076 which decreased total open position to 35150


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 2.2, which was -2.75 lower than the previous day. The implied volatity was 28.96, the open interest changed by -189 which decreased total open position to 37251


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 4.95, which was 0.50 higher than the previous day. The implied volatity was 25.60, the open interest changed by -1339 which decreased total open position to 37507


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 4.45, which was -3.80 lower than the previous day. The implied volatity was 26.34, the open interest changed by 3517 which increased total open position to 38887


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 8.25, which was -2.30 lower than the previous day. The implied volatity was 22.70, the open interest changed by 3440 which increased total open position to 35332


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 10.55, which was 1.90 higher than the previous day. The implied volatity was 19.88, the open interest changed by -2536 which decreased total open position to 32137


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 8.65, which was -5.85 lower than the previous day. The implied volatity was 21.45, the open interest changed by 7779 which increased total open position to 34766


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 14.5, which was -4.20 lower than the previous day. The implied volatity was 20.59, the open interest changed by 3205 which increased total open position to 27064


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 18.7, which was -6.10 lower than the previous day. The implied volatity was 21.01, the open interest changed by 4315 which increased total open position to 23938


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 24.8, which was -9.30 lower than the previous day. The implied volatity was 21.08, the open interest changed by 3141 which increased total open position to 19609


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 34.1, which was -5.85 lower than the previous day. The implied volatity was 19.39, the open interest changed by -1355 which decreased total open position to 16509


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 39.95, which was 4.00 higher than the previous day. The implied volatity was 18.44, the open interest changed by -2619 which decreased total open position to 18112


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 35.95, which was -7.30 lower than the previous day. The implied volatity was 20.72, the open interest changed by 2911 which increased total open position to 20731


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 43.25, which was 5.45 higher than the previous day. The implied volatity was 17.49, the open interest changed by -2535 which decreased total open position to 17793


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 37.8, which was 9.60 higher than the previous day. The implied volatity was 20.42, the open interest changed by -768 which decreased total open position to 20361


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 28.2, which was 4.55 higher than the previous day. The implied volatity was 19.75, the open interest changed by 4729 which increased total open position to 21155


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 23.65, which was -8.15 lower than the previous day. The implied volatity was 22.29, the open interest changed by 4343 which increased total open position to 16410


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 31.8, which was -1.90 lower than the previous day. The implied volatity was 20.60, the open interest changed by 2185 which increased total open position to 12068


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 33.7, which was 2.35 higher than the previous day. The implied volatity was 20.51, the open interest changed by 1931 which increased total open position to 9956


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 31.35, which was 9.85 higher than the previous day. The implied volatity was 20.25, the open interest changed by 1128 which increased total open position to 8311


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 21.5, which was 11.05 higher than the previous day. The implied volatity was 20.64, the open interest changed by 281 which increased total open position to 7464


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 10.45, which was -4.75 lower than the previous day. The implied volatity was 21.94, the open interest changed by 1976 which increased total open position to 7172


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 15.2, which was 0.00 lower than the previous day. The implied volatity was 21.49, the open interest changed by 1339 which increased total open position to 5177


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 15.2, which was -5.95 lower than the previous day. The implied volatity was 21.49, the open interest changed by 1320 which increased total open position to 5177


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 21.15, which was -4.05 lower than the previous day. The implied volatity was 20.22, the open interest changed by 1006 which increased total open position to 3840


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 25.2, which was 2.20 higher than the previous day. The implied volatity was 19.42, the open interest changed by 461 which increased total open position to 2811


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 23, which was -7.00 lower than the previous day. The implied volatity was 21.21, the open interest changed by 673 which increased total open position to 2348


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 30, which was -2.35 lower than the previous day. The implied volatity was 20.91, the open interest changed by 186 which increased total open position to 1669


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 32.35, which was -6.25 lower than the previous day. The implied volatity was 20.91, the open interest changed by 382 which increased total open position to 1481


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 38.6, which was -14.90 lower than the previous day. The implied volatity was 21.57, the open interest changed by 433 which increased total open position to 1095


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 53.5, which was -9.65 lower than the previous day. The implied volatity was 21.88, the open interest changed by 80 which increased total open position to 661


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 63.15, which was 4.35 higher than the previous day. The implied volatity was 19.40, the open interest changed by -7 which decreased total open position to 582


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 58.8, which was 2.65 higher than the previous day. The implied volatity was 23.25, the open interest changed by 119 which increased total open position to 589


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 56.15, which was -25.25 lower than the previous day. The implied volatity was 24.32, the open interest changed by 423 which increased total open position to 471


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 81.4, which was -0.50 lower than the previous day. The implied volatity was 23.20, the open interest changed by 0 which decreased total open position to 48


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 81.9, which was -8.10 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 90, which was 2.05 higher 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 87.95, which was 0.95 higher 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 87, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RELIANCE 26DEC2024 1300 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 91.25 24.35 - 2,093 -193 14,225
19 Dec 1230.45 66.9 21.55 - 1,077 15 14,427
18 Dec 1253.25 45.35 -10.00 20.30 1,501 -233 14,415
17 Dec 1245.30 55.35 19.85 23.74 2,419 -526 14,658
16 Dec 1268.30 35.5 5.65 21.42 4,269 -828 15,190
13 Dec 1272.85 29.85 -9.95 18.01 8,066 -1,373 16,070
12 Dec 1262.90 39.8 11.65 18.89 9,476 -1,484 17,524
11 Dec 1278.20 28.15 2.35 18.56 7,793 124 19,008
10 Dec 1284.85 25.8 4.25 19.82 10,148 22 18,879
9 Dec 1295.15 21.55 6.70 20.45 15,519 531 18,874
6 Dec 1311.55 14.85 0.60 18.92 10,647 -45 18,345
5 Dec 1322.05 14.25 -5.35 20.80 20,581 -828 18,684
4 Dec 1308.95 19.6 5.05 21.50 15,977 -1,011 19,505
3 Dec 1323.30 14.55 -5.20 21.44 16,778 2,764 20,547
2 Dec 1309.15 19.75 -7.35 21.26 19,666 3,742 17,784
29 Nov 1292.20 27.1 -12.90 19.73 16,502 -320 14,066
28 Nov 1270.80 40 11.50 21.57 12,149 2,166 14,376
27 Nov 1293.20 28.5 -3.10 20.87 6,459 1,405 12,210
26 Nov 1295.70 31.6 0.80 23.43 10,935 6,351 10,811
25 Nov 1287.00 30.8 -16.60 21.18 9,242 1,549 4,467
22 Nov 1265.40 47.4 -31.75 21.95 3,070 390 3,308
21 Nov 1223.00 79.15 13.80 23.29 951 51 2,920
20 Nov 1241.65 65.35 0.00 21.97 3,430 1,054 2,869
19 Nov 1241.65 65.35 16.00 21.97 3,430 1,054 2,869
18 Nov 1260.75 49.35 4.85 20.70 1,607 152 1,814
14 Nov 1267.60 44.5 -10.50 20.06 622 49 1,660
13 Nov 1252.05 55 8.50 21.16 1,296 515 1,611
12 Nov 1274.25 46.5 1.80 21.82 458 112 1,091
11 Nov 1272.70 44.7 0.70 21.85 565 16 974
8 Nov 1283.75 44 12.15 22.97 715 62 961
7 Nov 1305.65 31.85 6.35 22.26 342 -10 894
6 Nov 1325.35 25.5 -9.80 22.81 741 -34 904
5 Nov 1305.30 35.3 -5.70 24.34 612 179 940
4 Nov 1302.15 41 12.00 25.23 783 245 761
1 Nov 1338.65 29 -1.50 26.16 30 6 514
31 Oct 1332.05 30.5 3.85 - 163 72 506
30 Oct 1343.90 26.65 -3.00 - 155 36 434
29 Oct 1340.00 29.65 -2.60 - 164 17 398
28 Oct 1334.35 32.25 - 92 201 380


For Reliance Industries Ltd - strike price 1300 expiring on 26DEC2024

Delta for 1300 PE is -

Historical price for 1300 PE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 91.25, which was 24.35 higher than the previous day. The implied volatity was -, the open interest changed by -193 which decreased total open position to 14225


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 66.9, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 14427


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 45.35, which was -10.00 lower than the previous day. The implied volatity was 20.30, the open interest changed by -233 which decreased total open position to 14415


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 55.35, which was 19.85 higher than the previous day. The implied volatity was 23.74, the open interest changed by -526 which decreased total open position to 14658


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 35.5, which was 5.65 higher than the previous day. The implied volatity was 21.42, the open interest changed by -828 which decreased total open position to 15190


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 29.85, which was -9.95 lower than the previous day. The implied volatity was 18.01, the open interest changed by -1373 which decreased total open position to 16070


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 39.8, which was 11.65 higher than the previous day. The implied volatity was 18.89, the open interest changed by -1484 which decreased total open position to 17524


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 28.15, which was 2.35 higher than the previous day. The implied volatity was 18.56, the open interest changed by 124 which increased total open position to 19008


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 25.8, which was 4.25 higher than the previous day. The implied volatity was 19.82, the open interest changed by 22 which increased total open position to 18879


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 21.55, which was 6.70 higher than the previous day. The implied volatity was 20.45, the open interest changed by 531 which increased total open position to 18874


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 14.85, which was 0.60 higher than the previous day. The implied volatity was 18.92, the open interest changed by -45 which decreased total open position to 18345


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 14.25, which was -5.35 lower than the previous day. The implied volatity was 20.80, the open interest changed by -828 which decreased total open position to 18684


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 19.6, which was 5.05 higher than the previous day. The implied volatity was 21.50, the open interest changed by -1011 which decreased total open position to 19505


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 14.55, which was -5.20 lower than the previous day. The implied volatity was 21.44, the open interest changed by 2764 which increased total open position to 20547


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 19.75, which was -7.35 lower than the previous day. The implied volatity was 21.26, the open interest changed by 3742 which increased total open position to 17784


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 27.1, which was -12.90 lower than the previous day. The implied volatity was 19.73, the open interest changed by -320 which decreased total open position to 14066


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 40, which was 11.50 higher than the previous day. The implied volatity was 21.57, the open interest changed by 2166 which increased total open position to 14376


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 28.5, which was -3.10 lower than the previous day. The implied volatity was 20.87, the open interest changed by 1405 which increased total open position to 12210


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 31.6, which was 0.80 higher than the previous day. The implied volatity was 23.43, the open interest changed by 6351 which increased total open position to 10811


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 30.8, which was -16.60 lower than the previous day. The implied volatity was 21.18, the open interest changed by 1549 which increased total open position to 4467


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 47.4, which was -31.75 lower than the previous day. The implied volatity was 21.95, the open interest changed by 390 which increased total open position to 3308


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 79.15, which was 13.80 higher than the previous day. The implied volatity was 23.29, the open interest changed by 51 which increased total open position to 2920


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 65.35, which was 0.00 lower than the previous day. The implied volatity was 21.97, the open interest changed by 1054 which increased total open position to 2869


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 65.35, which was 16.00 higher than the previous day. The implied volatity was 21.97, the open interest changed by 1054 which increased total open position to 2869


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 49.35, which was 4.85 higher than the previous day. The implied volatity was 20.70, the open interest changed by 152 which increased total open position to 1814


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 44.5, which was -10.50 lower than the previous day. The implied volatity was 20.06, the open interest changed by 49 which increased total open position to 1660


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 55, which was 8.50 higher than the previous day. The implied volatity was 21.16, the open interest changed by 515 which increased total open position to 1611


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 46.5, which was 1.80 higher than the previous day. The implied volatity was 21.82, the open interest changed by 112 which increased total open position to 1091


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 44.7, which was 0.70 higher than the previous day. The implied volatity was 21.85, the open interest changed by 16 which increased total open position to 974


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 44, which was 12.15 higher than the previous day. The implied volatity was 22.97, the open interest changed by 62 which increased total open position to 961


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 31.85, which was 6.35 higher than the previous day. The implied volatity was 22.26, the open interest changed by -10 which decreased total open position to 894


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 25.5, which was -9.80 lower than the previous day. The implied volatity was 22.81, the open interest changed by -34 which decreased total open position to 904


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 35.3, which was -5.70 lower than the previous day. The implied volatity was 24.34, the open interest changed by 179 which increased total open position to 940


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 41, which was 12.00 higher than the previous day. The implied volatity was 25.23, the open interest changed by 245 which increased total open position to 761


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 29, which was -1.50 lower than the previous day. The implied volatity was 26.16, the open interest changed by 6 which increased total open position to 514


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 30.5, which was 3.85 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 26.65, which was -3.00 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 29.65, which was -2.60 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 32.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to