RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1310 CE | ||||||||||
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Delta: 0.03
Vega: 0.10
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 0.55 | -1.25 | 32.87 | 9,253 | -1,499 | 6,426 | |||
| 19 Dec | 1230.45 | 1.8 | -2.10 | 30.46 | 10,024 | -493 | 7,931 | |||
| 18 Dec | 1253.25 | 3.9 | 0.45 | 26.74 | 7,759 | -413 | 8,435 | |||
| 17 Dec | 1245.30 | 3.45 | -2.70 | 27.19 | 11,487 | 226 | 8,893 | |||
| 16 Dec | 1268.30 | 6.15 | -1.85 | 23.01 | 8,830 | 728 | 8,660 | |||
| 13 Dec | 1272.85 | 8 | 1.40 | 20.30 | 22,742 | -331 | 7,951 | |||
| 12 Dec | 1262.90 | 6.6 | -3.75 | 21.78 | 22,607 | 3,522 | 14,786 | |||
| 11 Dec | 1278.20 | 10.35 | -3.75 | 19.80 | 6,738 | 424 | 11,283 | |||
| 10 Dec | 1284.85 | 14.1 | -5.15 | 20.40 | 8,707 | 1,200 | 10,862 | |||
| 9 Dec | 1295.15 | 19.25 | -7.85 | 20.38 | 10,760 | 734 | 9,668 | |||
| 6 Dec | 1311.55 | 27.1 | -5.25 | 18.39 | 5,799 | 319 | 8,936 | |||
| 5 Dec | 1322.05 | 32.35 | 3.05 | 17.47 | 14,224 | -721 | 8,631 | |||
| 4 Dec | 1308.95 | 29.3 | -6.60 | 19.90 | 11,881 | 813 | 9,392 | |||
| 3 Dec | 1323.30 | 35.9 | 4.50 | 17.00 | 10,614 | 496 | 8,576 | |||
| 2 Dec | 1309.15 | 31.4 | 8.90 | 19.88 | 17,242 | 839 | 8,058 | |||
| 29 Nov | 1292.20 | 22.5 | 3.20 | 18.98 | 14,007 | 4,712 | 7,213 | |||
| 28 Nov | 1270.80 | 19.3 | -7.00 | 21.84 | 5,904 | 1,273 | 2,673 | |||
| 27 Nov | 1293.20 | 26.3 | -1.70 | 20.11 | 2,359 | 404 | 1,405 | |||
| 26 Nov | 1295.70 | 28 | 1.95 | 20.09 | 1,172 | 233 | 1,003 | |||
| 25 Nov | 1287.00 | 26.05 | 8.35 | 19.84 | 2,439 | 311 | 770 | |||
| 22 Nov | 1265.40 | 17.7 | 9.10 | 20.39 | 1,156 | -78 | 381 | |||
| 21 Nov | 1223.00 | 8.6 | -4.50 | 21.97 | 836 | 181 | 459 | |||
| 20 Nov | 1241.65 | 13.1 | 0.00 | 21.81 | 508 | 109 | 275 | |||
| 19 Nov | 1241.65 | 13.1 | -4.60 | 21.81 | 508 | 106 | 275 | |||
| 18 Nov | 1260.75 | 17.7 | -3.60 | 20.10 | 177 | 26 | 169 | |||
| 14 Nov | 1267.60 | 21.3 | 1.30 | 19.33 | 170 | 33 | 144 | |||
| 13 Nov | 1252.05 | 20 | -6.25 | 21.38 | 180 | 44 | 108 | |||
| 12 Nov | 1274.25 | 26.25 | -1.45 | 21.04 | 28 | 9 | 66 | |||
| 11 Nov | 1272.70 | 27.7 | -6.15 | 20.62 | 31 | -5 | 56 | |||
| 8 Nov | 1283.75 | 33.85 | -14.15 | 21.41 | 57 | 2 | 61 | |||
| 7 Nov | 1305.65 | 48 | -9.75 | 21.85 | 61 | 15 | 54 | |||
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| 6 Nov | 1325.35 | 57.75 | 11.50 | 19.94 | 134 | 26 | 39 | |||
| 5 Nov | 1305.30 | 46.25 | -4.55 | 19.59 | 18 | 9 | 10 | |||
| 4 Nov | 1302.15 | 50.8 | 50.80 | 24.12 | 5 | 2 | 2 | |||
| 1 Nov | 1338.65 | 0 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1310 expiring on 26DEC2024
Delta for 1310 CE is 0.03
Historical price for 1310 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.55, which was -1.25 lower than the previous day. The implied volatity was 32.87, the open interest changed by -1499 which decreased total open position to 6426
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 1.8, which was -2.10 lower than the previous day. The implied volatity was 30.46, the open interest changed by -493 which decreased total open position to 7931
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 3.9, which was 0.45 higher than the previous day. The implied volatity was 26.74, the open interest changed by -413 which decreased total open position to 8435
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 3.45, which was -2.70 lower than the previous day. The implied volatity was 27.19, the open interest changed by 226 which increased total open position to 8893
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 6.15, which was -1.85 lower than the previous day. The implied volatity was 23.01, the open interest changed by 728 which increased total open position to 8660
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 8, which was 1.40 higher than the previous day. The implied volatity was 20.30, the open interest changed by -331 which decreased total open position to 7951
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 6.6, which was -3.75 lower than the previous day. The implied volatity was 21.78, the open interest changed by 3522 which increased total open position to 14786
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 10.35, which was -3.75 lower than the previous day. The implied volatity was 19.80, the open interest changed by 424 which increased total open position to 11283
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 14.1, which was -5.15 lower than the previous day. The implied volatity was 20.40, the open interest changed by 1200 which increased total open position to 10862
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 19.25, which was -7.85 lower than the previous day. The implied volatity was 20.38, the open interest changed by 734 which increased total open position to 9668
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 27.1, which was -5.25 lower than the previous day. The implied volatity was 18.39, the open interest changed by 319 which increased total open position to 8936
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 32.35, which was 3.05 higher than the previous day. The implied volatity was 17.47, the open interest changed by -721 which decreased total open position to 8631
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 29.3, which was -6.60 lower than the previous day. The implied volatity was 19.90, the open interest changed by 813 which increased total open position to 9392
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 35.9, which was 4.50 higher than the previous day. The implied volatity was 17.00, the open interest changed by 496 which increased total open position to 8576
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 31.4, which was 8.90 higher than the previous day. The implied volatity was 19.88, the open interest changed by 839 which increased total open position to 8058
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 22.5, which was 3.20 higher than the previous day. The implied volatity was 18.98, the open interest changed by 4712 which increased total open position to 7213
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 19.3, which was -7.00 lower than the previous day. The implied volatity was 21.84, the open interest changed by 1273 which increased total open position to 2673
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 26.3, which was -1.70 lower than the previous day. The implied volatity was 20.11, the open interest changed by 404 which increased total open position to 1405
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 28, which was 1.95 higher than the previous day. The implied volatity was 20.09, the open interest changed by 233 which increased total open position to 1003
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 26.05, which was 8.35 higher than the previous day. The implied volatity was 19.84, the open interest changed by 311 which increased total open position to 770
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 17.7, which was 9.10 higher than the previous day. The implied volatity was 20.39, the open interest changed by -78 which decreased total open position to 381
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 8.6, which was -4.50 lower than the previous day. The implied volatity was 21.97, the open interest changed by 181 which increased total open position to 459
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 21.81, the open interest changed by 109 which increased total open position to 275
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 13.1, which was -4.60 lower than the previous day. The implied volatity was 21.81, the open interest changed by 106 which increased total open position to 275
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 17.7, which was -3.60 lower than the previous day. The implied volatity was 20.10, the open interest changed by 26 which increased total open position to 169
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 21.3, which was 1.30 higher than the previous day. The implied volatity was 19.33, the open interest changed by 33 which increased total open position to 144
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 20, which was -6.25 lower than the previous day. The implied volatity was 21.38, the open interest changed by 44 which increased total open position to 108
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 26.25, which was -1.45 lower than the previous day. The implied volatity was 21.04, the open interest changed by 9 which increased total open position to 66
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 27.7, which was -6.15 lower than the previous day. The implied volatity was 20.62, the open interest changed by -5 which decreased total open position to 56
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 33.85, which was -14.15 lower than the previous day. The implied volatity was 21.41, the open interest changed by 2 which increased total open position to 61
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 48, which was -9.75 lower than the previous day. The implied volatity was 21.85, the open interest changed by 15 which increased total open position to 54
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 57.75, which was 11.50 higher than the previous day. The implied volatity was 19.94, the open interest changed by 26 which increased total open position to 39
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 46.25, which was -4.55 lower than the previous day. The implied volatity was 19.59, the open interest changed by 9 which increased total open position to 10
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 50.8, which was 50.80 higher than the previous day. The implied volatity was 24.12, the open interest changed by 2 which increased total open position to 2
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 1310 PE | |||||||
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Delta: -0.98
Vega: 0.08
Theta: 0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 102.2 | 25.70 | 30.63 | 128 | -50 | 1,734 |
| 19 Dec | 1230.45 | 76.5 | 21.70 | - | 196 | -29 | 1,782 |
| 18 Dec | 1253.25 | 54.8 | -9.35 | 21.93 | 237 | -58 | 1,813 |
| 17 Dec | 1245.30 | 64.15 | 21.05 | 23.55 | 151 | 49 | 1,871 |
| 16 Dec | 1268.30 | 43.1 | 6.05 | 21.27 | 642 | -39 | 1,818 |
| 13 Dec | 1272.85 | 37.05 | -10.60 | 17.94 | 1,025 | -74 | 1,869 |
| 12 Dec | 1262.90 | 47.65 | 13.85 | 17.91 | 1,827 | -205 | 1,942 |
| 11 Dec | 1278.20 | 33.8 | 2.90 | 17.41 | 1,542 | -256 | 2,134 |
| 10 Dec | 1284.85 | 30.9 | 5.05 | 18.90 | 2,743 | 6 | 2,383 |
| 9 Dec | 1295.15 | 25.85 | 8.10 | 19.56 | 6,811 | 33 | 2,379 |
| 6 Dec | 1311.55 | 17.75 | 0.80 | 17.90 | 5,774 | 89 | 2,347 |
| 5 Dec | 1322.05 | 16.95 | -5.90 | 19.99 | 11,237 | -241 | 2,305 |
| 4 Dec | 1308.95 | 22.85 | 5.75 | 20.62 | 8,708 | 334 | 2,562 |
| 3 Dec | 1323.30 | 17.1 | -5.90 | 20.66 | 6,185 | 295 | 2,248 |
| 2 Dec | 1309.15 | 23 | -8.75 | 20.47 | 4,750 | 412 | 1,943 |
| 29 Nov | 1292.20 | 31.75 | -13.70 | 19.27 | 2,859 | 403 | 1,532 |
| 28 Nov | 1270.80 | 45.45 | 12.70 | 21.02 | 1,820 | 529 | 1,126 |
| 27 Nov | 1293.20 | 32.75 | -2.75 | 20.26 | 914 | 169 | 597 |
| 26 Nov | 1295.70 | 35.5 | 0.10 | 22.67 | 452 | 162 | 427 |
| 25 Nov | 1287.00 | 35.4 | -18.30 | 20.76 | 693 | 168 | 264 |
| 22 Nov | 1265.40 | 53.7 | -31.30 | 21.89 | 166 | 91 | 187 |
| 21 Nov | 1223.00 | 85 | 14.65 | 21.34 | 20 | 7 | 95 |
| 20 Nov | 1241.65 | 70.35 | 0.00 | 20.11 | 67 | 35 | 88 |
| 19 Nov | 1241.65 | 70.35 | 15.20 | 20.11 | 67 | 35 | 88 |
| 18 Nov | 1260.75 | 55.15 | -2.50 | 20.21 | 47 | 35 | 53 |
| 14 Nov | 1267.60 | 57.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 57.65 | 16.85 | 18.63 | 11 | 0 | 18 |
| 12 Nov | 1274.25 | 40.8 | -8.00 | 14.97 | 1 | 0 | 19 |
| 11 Nov | 1272.70 | 48.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 1283.75 | 48.8 | 12.15 | 22.65 | 3 | 0 | 18 |
| 7 Nov | 1305.65 | 36.65 | 1.05 | 22.44 | 2 | 0 | 18 |
| 6 Nov | 1325.35 | 35.6 | -1.60 | 26.21 | 19 | 1 | 1 |
| 5 Nov | 1305.30 | 37.2 | 0.00 | 1.01 | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 37.2 | 37.20 | 0.47 | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | 2.65 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1310 expiring on 26DEC2024
Delta for 1310 PE is -0.98
Historical price for 1310 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 102.2, which was 25.70 higher than the previous day. The implied volatity was 30.63, the open interest changed by -50 which decreased total open position to 1734
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 76.5, which was 21.70 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 1782
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 54.8, which was -9.35 lower than the previous day. The implied volatity was 21.93, the open interest changed by -58 which decreased total open position to 1813
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 64.15, which was 21.05 higher than the previous day. The implied volatity was 23.55, the open interest changed by 49 which increased total open position to 1871
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 43.1, which was 6.05 higher than the previous day. The implied volatity was 21.27, the open interest changed by -39 which decreased total open position to 1818
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 37.05, which was -10.60 lower than the previous day. The implied volatity was 17.94, the open interest changed by -74 which decreased total open position to 1869
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 47.65, which was 13.85 higher than the previous day. The implied volatity was 17.91, the open interest changed by -205 which decreased total open position to 1942
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 33.8, which was 2.90 higher than the previous day. The implied volatity was 17.41, the open interest changed by -256 which decreased total open position to 2134
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 30.9, which was 5.05 higher than the previous day. The implied volatity was 18.90, the open interest changed by 6 which increased total open position to 2383
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 25.85, which was 8.10 higher than the previous day. The implied volatity was 19.56, the open interest changed by 33 which increased total open position to 2379
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 17.75, which was 0.80 higher than the previous day. The implied volatity was 17.90, the open interest changed by 89 which increased total open position to 2347
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 16.95, which was -5.90 lower than the previous day. The implied volatity was 19.99, the open interest changed by -241 which decreased total open position to 2305
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 22.85, which was 5.75 higher than the previous day. The implied volatity was 20.62, the open interest changed by 334 which increased total open position to 2562
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 17.1, which was -5.90 lower than the previous day. The implied volatity was 20.66, the open interest changed by 295 which increased total open position to 2248
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 23, which was -8.75 lower than the previous day. The implied volatity was 20.47, the open interest changed by 412 which increased total open position to 1943
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 31.75, which was -13.70 lower than the previous day. The implied volatity was 19.27, the open interest changed by 403 which increased total open position to 1532
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 45.45, which was 12.70 higher than the previous day. The implied volatity was 21.02, the open interest changed by 529 which increased total open position to 1126
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 32.75, which was -2.75 lower than the previous day. The implied volatity was 20.26, the open interest changed by 169 which increased total open position to 597
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 35.5, which was 0.10 higher than the previous day. The implied volatity was 22.67, the open interest changed by 162 which increased total open position to 427
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 35.4, which was -18.30 lower than the previous day. The implied volatity was 20.76, the open interest changed by 168 which increased total open position to 264
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 53.7, which was -31.30 lower than the previous day. The implied volatity was 21.89, the open interest changed by 91 which increased total open position to 187
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 85, which was 14.65 higher than the previous day. The implied volatity was 21.34, the open interest changed by 7 which increased total open position to 95
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 70.35, which was 0.00 lower than the previous day. The implied volatity was 20.11, the open interest changed by 35 which increased total open position to 88
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 70.35, which was 15.20 higher than the previous day. The implied volatity was 20.11, the open interest changed by 35 which increased total open position to 88
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 55.15, which was -2.50 lower than the previous day. The implied volatity was 20.21, the open interest changed by 35 which increased total open position to 53
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 57.65, 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 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 57.65, which was 16.85 higher than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 18
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 40.8, which was -8.00 lower than the previous day. The implied volatity was 14.97, the open interest changed by 0 which decreased total open position to 19
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 48.8, 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 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 48.8, which was 12.15 higher than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 18
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 36.65, which was 1.05 higher than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 18
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 35.6, which was -1.60 lower than the previous day. The implied volatity was 26.21, the open interest changed by 1 which increased total open position to 1
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 37.2, which was 0.00 lower than the previous day. The implied volatity was 1.01, 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 37.2, which was 37.20 higher than the previous day. The implied volatity was 0.47, 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 2.65, the open interest changed by 0 which decreased total open position to 0
