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

1241.3 -9.85 (-0.79%)

Back to Option Chain


Historical option data for RELIANCE

06 Jan 2025 10:52 AM IST
RELIANCE 30JAN2025 1310 CE
Delta: 0.18
Vega: 0.85
Theta: -0.41
Gamma: 0.00
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
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
Delta: -0.81
Vega: 0.87
Theta: -0.08
Gamma: 0.00
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