RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
06 Jan 2025 10:52 AM IST
RELIANCE 30JAN2025 1310 CE | ||||||||||
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Delta: 0.18
Vega: 0.85
Theta: -0.41
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
6 Jan | 1241.05 | 6.2 | -1.00 | 19.87 | 2,457 | -243 | 1,824 | |||
3 Jan | 1251.15 | 7.2 | 1.20 | 17.82 | 5,394 | 123 | 2,063 | |||
2 Jan | 1241.80 | 6 | 1.95 | 18.09 | 3,483 | 138 | 1,951 | |||
1 Jan | 1221.25 | 4.05 | 0.10 | 18.67 | 1,419 | 115 | 1,811 | |||
31 Dec | 1215.45 | 3.95 | -0.10 | 19.27 | 1,340 | 50 | 1,699 | |||
30 Dec | 1210.70 | 4.05 | -0.80 | 19.87 | 1,875 | 298 | 1,651 | |||
27 Dec | 1221.05 | 4.85 | -1.35 | 18.17 | 1,833 | 242 | 1,350 | |||
26 Dec | 1216.55 | 6.2 | -1.60 | 20.14 | 1,492 | 122 | 1,103 | |||
24 Dec | 1222.75 | 7.8 | -1.70 | 19.82 | 1,542 | 138 | 981 | |||
23 Dec | 1222.30 | 9.5 | -0.10 | 21.11 | 835 | 70 | 840 | |||
20 Dec | 1205.30 | 9.6 | -5.00 | 23.37 | 854 | 103 | 771 | |||
19 Dec | 1230.45 | 14.6 | -6.50 | 22.58 | 452 | 115 | 667 | |||
18 Dec | 1253.25 | 21.1 | 2.20 | 21.72 | 385 | 108 | 553 | |||
17 Dec | 1245.30 | 18.9 | -7.25 | 22.05 | 313 | 63 | 444 | |||
16 Dec | 1268.30 | 26.15 | -2.50 | 20.93 | 177 | 41 | 382 | |||
13 Dec | 1272.85 | 28.65 | 3.00 | 20.00 | 461 | 176 | 362 | |||
12 Dec | 1262.90 | 25.65 | -6.65 | 21.07 | 87 | 24 | 185 | |||
11 Dec | 1278.20 | 32.3 | -2.45 | 20.30 | 146 | 101 | 160 | |||
10 Dec | 1284.85 | 34.75 | -7.40 | 19.57 | 71 | 17 | 59 | |||
9 Dec | 1295.15 | 42.15 | -9.25 | 20.35 | 33 | 16 | 41 | |||
6 Dec | 1311.55 | 51.4 | -2.10 | 19.82 | 8 | 1 | 25 | |||
5 Dec | 1322.05 | 53.5 | 2.75 | 17.65 | 14 | 2 | 26 | |||
4 Dec | 1308.95 | 50.75 | -5.20 | 19.56 | 35 | 9 | 21 | |||
3 Dec | 1323.30 | 55.95 | 4.05 | 16.97 | 26 | 7 | 13 | |||
2 Dec | 1309.15 | 51.9 | 6.55 | 19.17 | 9 | 6 | 6 | |||
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29 Nov | 1292.20 | 45.35 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1310 expiring on 30JAN2025
Delta for 1310 CE is 0.18
Historical price for 1310 CE is as follows
On 6 Jan RELIANCE was trading at 1241.05. The strike last trading price was 6.2, which was -1.00 lower than the previous day. The implied volatity was 19.87, the open interest changed by -243 which decreased total open position to 1824
On 3 Jan RELIANCE was trading at 1251.15. The strike last trading price was 7.2, which was 1.20 higher than the previous day. The implied volatity was 17.82, the open interest changed by 123 which increased total open position to 2063
On 2 Jan RELIANCE was trading at 1241.80. The strike last trading price was 6, which was 1.95 higher than the previous day. The implied volatity was 18.09, the open interest changed by 138 which increased total open position to 1951
On 1 Jan RELIANCE was trading at 1221.25. The strike last trading price was 4.05, which was 0.10 higher than the previous day. The implied volatity was 18.67, the open interest changed by 115 which increased total open position to 1811
On 31 Dec RELIANCE was trading at 1215.45. The strike last trading price was 3.95, which was -0.10 lower than the previous day. The implied volatity was 19.27, the open interest changed by 50 which increased total open position to 1699
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 4.05, which was -0.80 lower than the previous day. The implied volatity was 19.87, the open interest changed by 298 which increased total open position to 1651
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 4.85, which was -1.35 lower than the previous day. The implied volatity was 18.17, the open interest changed by 242 which increased total open position to 1350
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 6.2, which was -1.60 lower than the previous day. The implied volatity was 20.14, the open interest changed by 122 which increased total open position to 1103
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 7.8, which was -1.70 lower than the previous day. The implied volatity was 19.82, the open interest changed by 138 which increased total open position to 981
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 9.5, which was -0.10 lower than the previous day. The implied volatity was 21.11, the open interest changed by 70 which increased total open position to 840
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 9.6, which was -5.00 lower than the previous day. The implied volatity was 23.37, the open interest changed by 103 which increased total open position to 771
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 14.6, which was -6.50 lower than the previous day. The implied volatity was 22.58, the open interest changed by 115 which increased total open position to 667
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 21.1, which was 2.20 higher than the previous day. The implied volatity was 21.72, the open interest changed by 108 which increased total open position to 553
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 18.9, which was -7.25 lower than the previous day. The implied volatity was 22.05, the open interest changed by 63 which increased total open position to 444
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 26.15, which was -2.50 lower than the previous day. The implied volatity was 20.93, the open interest changed by 41 which increased total open position to 382
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 28.65, which was 3.00 higher than the previous day. The implied volatity was 20.00, the open interest changed by 176 which increased total open position to 362
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 25.65, which was -6.65 lower than the previous day. The implied volatity was 21.07, the open interest changed by 24 which increased total open position to 185
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 32.3, which was -2.45 lower than the previous day. The implied volatity was 20.30, the open interest changed by 101 which increased total open position to 160
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 34.75, which was -7.40 lower than the previous day. The implied volatity was 19.57, the open interest changed by 17 which increased total open position to 59
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 42.15, which was -9.25 lower than the previous day. The implied volatity was 20.35, the open interest changed by 16 which increased total open position to 41
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 51.4, which was -2.10 lower than the previous day. The implied volatity was 19.82, the open interest changed by 1 which increased total open position to 25
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 53.5, which was 2.75 higher than the previous day. The implied volatity was 17.65, the open interest changed by 2 which increased total open position to 26
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 50.75, which was -5.20 lower than the previous day. The implied volatity was 19.56, the open interest changed by 9 which increased total open position to 21
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 55.95, which was 4.05 higher than the previous day. The implied volatity was 16.97, the open interest changed by 7 which increased total open position to 13
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 51.9, which was 6.55 higher than the previous day. The implied volatity was 19.17, the open interest changed by 6 which increased total open position to 6
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 45.35, 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 1310 PE | |||||||
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Delta: -0.81
Vega: 0.87
Theta: -0.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
6 Jan | 1241.05 | 67.15 | 6.80 | 20.57 | 72 | 19 | 541 |
3 Jan | 1251.15 | 60.35 | -7.55 | 20.39 | 61 | 31 | 524 |
2 Jan | 1241.80 | 67.9 | -12.15 | 20.66 | 166 | 106 | 491 |
1 Jan | 1221.25 | 80.05 | -7.95 | 17.39 | 16 | 4 | 379 |
31 Dec | 1215.45 | 88 | -3.10 | 20.84 | 28 | 7 | 374 |
30 Dec | 1210.70 | 91.1 | 6.70 | 19.34 | 6 | 2 | 367 |
27 Dec | 1221.05 | 84.4 | -4.30 | 21.61 | 62 | 46 | 364 |
26 Dec | 1216.55 | 88.7 | 6.10 | 22.22 | 85 | 72 | 317 |
24 Dec | 1222.75 | 82.6 | -2.30 | 21.84 | 124 | 94 | 243 |
23 Dec | 1222.30 | 84.9 | -15.85 | 23.51 | 14 | 7 | 148 |
20 Dec | 1205.30 | 100.75 | 19.75 | 24.95 | 19 | 2 | 141 |
19 Dec | 1230.45 | 81 | 20.00 | 23.95 | 13 | -5 | 139 |
18 Dec | 1253.25 | 61 | -7.10 | 21.46 | 16 | 3 | 143 |
17 Dec | 1245.30 | 68.1 | 15.20 | 21.79 | 6 | 2 | 139 |
16 Dec | 1268.30 | 52.9 | -10.45 | 21.62 | 32 | 13 | 135 |
13 Dec | 1272.85 | 63.35 | 8.40 | 28.89 | 3 | 2 | 121 |
12 Dec | 1262.90 | 54.95 | 8.85 | 19.97 | 14 | 0 | 119 |
11 Dec | 1278.20 | 46.1 | 3.10 | 20.63 | 158 | 39 | 116 |
10 Dec | 1284.85 | 43 | 3.00 | 20.81 | 47 | 25 | 77 |
9 Dec | 1295.15 | 40 | 7.30 | 21.78 | 47 | 31 | 51 |
6 Dec | 1311.55 | 32.7 | 0.00 | 0.00 | 0 | 13 | 0 |
5 Dec | 1322.05 | 32.7 | -2.45 | 22.80 | 254 | 13 | 20 |
4 Dec | 1308.95 | 35.15 | 5.15 | 21.65 | 10 | 3 | 6 |
3 Dec | 1323.30 | 30 | -7.50 | 21.97 | 3 | 1 | 2 |
2 Dec | 1309.15 | 37.5 | -30.65 | 22.83 | 1 | 0 | 0 |
29 Nov | 1292.20 | 68.15 | 0.23 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1310 expiring on 30JAN2025
Delta for 1310 PE is -0.81
Historical price for 1310 PE is as follows
On 6 Jan RELIANCE was trading at 1241.05. The strike last trading price was 67.15, which was 6.80 higher than the previous day. The implied volatity was 20.57, the open interest changed by 19 which increased total open position to 541
On 3 Jan RELIANCE was trading at 1251.15. The strike last trading price was 60.35, which was -7.55 lower than the previous day. The implied volatity was 20.39, the open interest changed by 31 which increased total open position to 524
On 2 Jan RELIANCE was trading at 1241.80. The strike last trading price was 67.9, which was -12.15 lower than the previous day. The implied volatity was 20.66, the open interest changed by 106 which increased total open position to 491
On 1 Jan RELIANCE was trading at 1221.25. The strike last trading price was 80.05, which was -7.95 lower than the previous day. The implied volatity was 17.39, the open interest changed by 4 which increased total open position to 379
On 31 Dec RELIANCE was trading at 1215.45. The strike last trading price was 88, which was -3.10 lower than the previous day. The implied volatity was 20.84, the open interest changed by 7 which increased total open position to 374
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 91.1, which was 6.70 higher than the previous day. The implied volatity was 19.34, the open interest changed by 2 which increased total open position to 367
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 84.4, which was -4.30 lower than the previous day. The implied volatity was 21.61, the open interest changed by 46 which increased total open position to 364
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 88.7, which was 6.10 higher than the previous day. The implied volatity was 22.22, the open interest changed by 72 which increased total open position to 317
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 82.6, which was -2.30 lower than the previous day. The implied volatity was 21.84, the open interest changed by 94 which increased total open position to 243
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 84.9, which was -15.85 lower than the previous day. The implied volatity was 23.51, the open interest changed by 7 which increased total open position to 148
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 100.75, which was 19.75 higher than the previous day. The implied volatity was 24.95, the open interest changed by 2 which increased total open position to 141
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 81, which was 20.00 higher than the previous day. The implied volatity was 23.95, the open interest changed by -5 which decreased total open position to 139
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 61, which was -7.10 lower than the previous day. The implied volatity was 21.46, the open interest changed by 3 which increased total open position to 143
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 68.1, which was 15.20 higher than the previous day. The implied volatity was 21.79, the open interest changed by 2 which increased total open position to 139
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 52.9, which was -10.45 lower than the previous day. The implied volatity was 21.62, the open interest changed by 13 which increased total open position to 135
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 63.35, which was 8.40 higher than the previous day. The implied volatity was 28.89, the open interest changed by 2 which increased total open position to 121
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 54.95, which was 8.85 higher than the previous day. The implied volatity was 19.97, the open interest changed by 0 which decreased total open position to 119
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 46.1, which was 3.10 higher than the previous day. The implied volatity was 20.63, the open interest changed by 39 which increased total open position to 116
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 43, which was 3.00 higher than the previous day. The implied volatity was 20.81, the open interest changed by 25 which increased total open position to 77
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 40, which was 7.30 higher than the previous day. The implied volatity was 21.78, the open interest changed by 31 which increased total open position to 51
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 32.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 32.7, which was -2.45 lower than the previous day. The implied volatity was 22.80, the open interest changed by 13 which increased total open position to 20
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 35.15, which was 5.15 higher than the previous day. The implied volatity was 21.65, the open interest changed by 3 which increased total open position to 6
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 30, which was -7.50 lower than the previous day. The implied volatity was 21.97, the open interest changed by 1 which increased total open position to 2
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 37.5, which was -30.65 lower than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 0
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 68.15, which was lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0