RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.20
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 1.25 | -1.65 | 28.29 | 43,784 | 914 | 41,812 | |||
| 20 Nov | 1241.65 | 2.9 | 0.00 | 25.20 | 79,510 | 14 | 40,860 | |||
| 19 Nov | 1241.65 | 2.9 | -2.05 | 25.20 | 79,510 | -24 | 40,860 | |||
| 18 Nov | 1260.75 | 4.95 | -2.95 | 20.96 | 54,378 | 1,542 | 40,948 | |||
| 14 Nov | 1267.60 | 7.9 | 0.80 | 18.68 | 41,808 | -2,684 | 39,518 | |||
| 13 Nov | 1252.05 | 7.1 | -4.25 | 21.37 | 58,470 | 4,854 | 42,404 | |||
| 12 Nov | 1274.25 | 11.35 | -2.05 | 19.95 | 67,882 | 824 | 38,148 | |||
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| 11 Nov | 1272.70 | 13.4 | -5.25 | 20.07 | 60,516 | 5,642 | 37,542 | |||
| 8 Nov | 1283.75 | 18.65 | -14.85 | 20.37 | 71,198 | 12,694 | 32,474 | |||
| 7 Nov | 1305.65 | 33.5 | -11.30 | 21.58 | 27,926 | 2,276 | 19,856 | |||
| 6 Nov | 1325.35 | 44.8 | 6.00 | 18.90 | 53,674 | -3,652 | 17,690 | |||
| 5 Nov | 1305.30 | 38.8 | 1.90 | 23.30 | 67,588 | 4,698 | 21,384 | |||
| 4 Nov | 1302.15 | 36.9 | -23.20 | 24.98 | 62,032 | 11,190 | 16,714 | |||
| 1 Nov | 1338.65 | 60.1 | -0.45 | 21.27 | 826 | 54 | 5,514 | |||
| 31 Oct | 1332.05 | 60.55 | -8.55 | - | 5,204 | 1,426 | 5,394 | |||
| 30 Oct | 1343.90 | 69.1 | 2.60 | - | 4,350 | 258 | 3,968 | |||
| 29 Oct | 1340.00 | 66.5 | 1.60 | - | 3,820 | 850 | 3,704 | |||
| 28 Oct | 1334.35 | 64.9 | - | 3,858 | 1,625 | 2,850 | ||||
For Reliance Industries Ltd - strike price 1300 expiring on 28NOV2024
Delta for 1300 CE is 0.06
Historical price for 1300 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 1.25, which was -1.65 lower than the previous day. The implied volatity was 28.29, the open interest changed by 457 which increased total open position to 20906
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 25.20, the open interest changed by 7 which increased total open position to 20430
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.9, which was -2.05 lower than the previous day. The implied volatity was 25.20, the open interest changed by -12 which decreased total open position to 20430
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 4.95, which was -2.95 lower than the previous day. The implied volatity was 20.96, the open interest changed by 771 which increased total open position to 20474
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 7.9, which was 0.80 higher than the previous day. The implied volatity was 18.68, the open interest changed by -1342 which decreased total open position to 19759
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 7.1, which was -4.25 lower than the previous day. The implied volatity was 21.37, the open interest changed by 2427 which increased total open position to 21202
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 11.35, which was -2.05 lower than the previous day. The implied volatity was 19.95, the open interest changed by 412 which increased total open position to 19074
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 13.4, which was -5.25 lower than the previous day. The implied volatity was 20.07, the open interest changed by 2821 which increased total open position to 18771
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 18.65, which was -14.85 lower than the previous day. The implied volatity was 20.37, the open interest changed by 6347 which increased total open position to 16237
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 33.5, which was -11.30 lower than the previous day. The implied volatity was 21.58, the open interest changed by 1138 which increased total open position to 9928
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 44.8, which was 6.00 higher than the previous day. The implied volatity was 18.90, the open interest changed by -1826 which decreased total open position to 8845
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 38.8, which was 1.90 higher than the previous day. The implied volatity was 23.30, the open interest changed by 2349 which increased total open position to 10692
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 36.9, which was -23.20 lower than the previous day. The implied volatity was 24.98, the open interest changed by 5595 which increased total open position to 8357
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 60.1, which was -0.45 lower than the previous day. The implied volatity was 21.27, the open interest changed by 27 which increased total open position to 2757
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 60.55, which was -8.55 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 69.1, which was 2.60 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 66.5, which was 1.60 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 64.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.24
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 78.75 | 16.75 | 30.28 | 4,884 | -1,732 | 11,208 |
| 20 Nov | 1241.65 | 62 | 0.00 | 22.91 | 11,858 | -836 | 12,948 |
| 19 Nov | 1241.65 | 62 | 20.55 | 22.91 | 11,858 | -828 | 12,948 |
| 18 Nov | 1260.75 | 41.45 | 5.80 | 19.59 | 6,294 | -978 | 13,768 |
| 14 Nov | 1267.60 | 35.65 | -13.00 | 18.23 | 7,472 | -450 | 14,722 |
| 13 Nov | 1252.05 | 48.65 | 11.35 | 20.82 | 11,242 | -1,254 | 15,230 |
| 12 Nov | 1274.25 | 37.3 | 3.00 | 21.21 | 18,160 | 86 | 17,584 |
| 11 Nov | 1272.70 | 34.3 | 1.10 | 20.40 | 15,748 | -986 | 18,462 |
| 8 Nov | 1283.75 | 33.2 | 12.00 | 21.95 | 33,822 | 2,438 | 23,706 |
| 7 Nov | 1305.65 | 21.2 | 6.45 | 21.71 | 18,460 | 828 | 21,316 |
| 6 Nov | 1325.35 | 14.75 | -9.70 | 22.25 | 27,994 | 1,274 | 20,492 |
| 5 Nov | 1305.30 | 24.45 | -8.00 | 24.34 | 34,376 | 5,600 | 19,152 |
| 4 Nov | 1302.15 | 32.45 | 13.70 | 27.19 | 39,364 | 2,484 | 13,542 |
| 1 Nov | 1338.65 | 18.75 | -1.80 | 26.73 | 2,660 | 118 | 11,078 |
| 31 Oct | 1332.05 | 20.55 | 4.10 | - | 11,724 | 2,354 | 10,926 |
| 30 Oct | 1343.90 | 16.45 | -1.30 | - | 7,410 | 1,188 | 8,550 |
| 29 Oct | 1340.00 | 17.75 | -2.80 | - | 8,224 | 1,464 | 7,360 |
| 28 Oct | 1334.35 | 20.55 | - | 9,750 | 3,549 | 5,874 | |
For Reliance Industries Ltd - strike price 1300 expiring on 28NOV2024
Delta for 1300 PE is -0.92
Historical price for 1300 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 78.75, which was 16.75 higher than the previous day. The implied volatity was 30.28, the open interest changed by -866 which decreased total open position to 5604
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 22.91, the open interest changed by -418 which decreased total open position to 6474
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 62, which was 20.55 higher than the previous day. The implied volatity was 22.91, the open interest changed by -414 which decreased total open position to 6474
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 41.45, which was 5.80 higher than the previous day. The implied volatity was 19.59, the open interest changed by -489 which decreased total open position to 6884
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 35.65, which was -13.00 lower than the previous day. The implied volatity was 18.23, the open interest changed by -225 which decreased total open position to 7361
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 48.65, which was 11.35 higher than the previous day. The implied volatity was 20.82, the open interest changed by -627 which decreased total open position to 7615
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 37.3, which was 3.00 higher than the previous day. The implied volatity was 21.21, the open interest changed by 43 which increased total open position to 8792
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 34.3, which was 1.10 higher than the previous day. The implied volatity was 20.40, the open interest changed by -493 which decreased total open position to 9231
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 33.2, which was 12.00 higher than the previous day. The implied volatity was 21.95, the open interest changed by 1219 which increased total open position to 11853
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 21.2, which was 6.45 higher than the previous day. The implied volatity was 21.71, the open interest changed by 414 which increased total open position to 10658
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 14.75, which was -9.70 lower than the previous day. The implied volatity was 22.25, the open interest changed by 637 which increased total open position to 10246
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 24.45, which was -8.00 lower than the previous day. The implied volatity was 24.34, the open interest changed by 2800 which increased total open position to 9576
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 32.45, which was 13.70 higher than the previous day. The implied volatity was 27.19, the open interest changed by 1242 which increased total open position to 6771
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 18.75, which was -1.80 lower than the previous day. The implied volatity was 26.73, the open interest changed by 59 which increased total open position to 5539
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 20.55, which was 4.10 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 16.45, 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 17.75, which was -2.80 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 20.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
