RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1310 CE | ||||||||||
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Delta: 0.05
Vega: 0.17
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.95 | -1.15 | 29.35 | 13,130 | -798 | 8,838 | |||
| 20 Nov | 1241.65 | 2.1 | 0.00 | 25.73 | 20,954 | -776 | 9,626 | |||
| 19 Nov | 1241.65 | 2.1 | -1.30 | 25.73 | 20,954 | -786 | 9,626 | |||
| 18 Nov | 1260.75 | 3.4 | -2.25 | 21.19 | 14,814 | 330 | 10,416 | |||
| 14 Nov | 1267.60 | 5.65 | 0.45 | 18.81 | 11,808 | -1,376 | 10,058 | |||
| 13 Nov | 1252.05 | 5.2 | -3.55 | 21.39 | 26,698 | -4,046 | 11,454 | |||
| 12 Nov | 1274.25 | 8.75 | -1.60 | 20.36 | 13,898 | 74 | 15,864 | |||
| 11 Nov | 1272.70 | 10.35 | -4.20 | 20.17 | 15,754 | 710 | 15,794 | |||
| 8 Nov | 1283.75 | 14.55 | -13.15 | 20.07 | 17,738 | 1,814 | 15,118 | |||
| 7 Nov | 1305.65 | 27.7 | -10.40 | 21.18 | 13,188 | 3,042 | 13,312 | |||
| 6 Nov | 1325.35 | 38.1 | 5.00 | 18.90 | 27,720 | -1,102 | 10,318 | |||
| 5 Nov | 1305.30 | 33.1 | 1.60 | 23.08 | 19,648 | 4,418 | 11,428 | |||
| 4 Nov | 1302.15 | 31.5 | -21.85 | 24.77 | 18,600 | 6,502 | 6,976 | |||
| 1 Nov | 1338.65 | 53.35 | -0.65 | 21.49 | 40 | -2 | 476 | |||
| 31 Oct | 1332.05 | 54 | -7.50 | - | 730 | 186 | 474 | |||
| 30 Oct | 1343.90 | 61.5 | 2.80 | - | 368 | 20 | 282 | |||
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| 29 Oct | 1340.00 | 58.7 | 1.70 | - | 746 | 146 | 262 | |||
| 28 Oct | 1334.35 | 57 | - | 140 | 80 | 114 | ||||
For Reliance Industries Ltd - strike price 1310 expiring on 28NOV2024
Delta for 1310 CE is 0.05
Historical price for 1310 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.95, which was -1.15 lower than the previous day. The implied volatity was 29.35, the open interest changed by -399 which decreased total open position to 4419
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 25.73, the open interest changed by -388 which decreased total open position to 4813
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.1, which was -1.30 lower than the previous day. The implied volatity was 25.73, the open interest changed by -393 which decreased total open position to 4813
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 3.4, which was -2.25 lower than the previous day. The implied volatity was 21.19, the open interest changed by 165 which increased total open position to 5208
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 5.65, which was 0.45 higher than the previous day. The implied volatity was 18.81, the open interest changed by -688 which decreased total open position to 5029
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 5.2, which was -3.55 lower than the previous day. The implied volatity was 21.39, the open interest changed by -2023 which decreased total open position to 5727
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 8.75, which was -1.60 lower than the previous day. The implied volatity was 20.36, the open interest changed by 37 which increased total open position to 7932
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 10.35, which was -4.20 lower than the previous day. The implied volatity was 20.17, the open interest changed by 355 which increased total open position to 7897
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 14.55, which was -13.15 lower than the previous day. The implied volatity was 20.07, the open interest changed by 907 which increased total open position to 7559
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 27.7, which was -10.40 lower than the previous day. The implied volatity was 21.18, the open interest changed by 1521 which increased total open position to 6656
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 38.1, which was 5.00 higher than the previous day. The implied volatity was 18.90, the open interest changed by -551 which decreased total open position to 5159
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 33.1, which was 1.60 higher than the previous day. The implied volatity was 23.08, the open interest changed by 2209 which increased total open position to 5714
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 31.5, which was -21.85 lower than the previous day. The implied volatity was 24.77, the open interest changed by 3251 which increased total open position to 3488
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 53.35, which was -0.65 lower than the previous day. The implied volatity was 21.49, the open interest changed by -1 which decreased total open position to 238
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 54, which was -7.50 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 61.5, which was 2.80 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 58.7, which was 1.70 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 57, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.18
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 88.15 | 18.80 | 30.27 | 510 | -120 | 2,686 |
| 20 Nov | 1241.65 | 69.35 | 0.00 | - | 950 | -154 | 2,808 |
| 19 Nov | 1241.65 | 69.35 | 21.85 | - | 950 | -152 | 2,808 |
| 18 Nov | 1260.75 | 47.5 | 3.50 | 11.41 | 496 | -184 | 2,948 |
| 14 Nov | 1267.60 | 44 | -13.60 | 19.17 | 482 | -86 | 3,136 |
| 13 Nov | 1252.05 | 57.6 | 12.80 | 22.09 | 1,444 | -412 | 3,222 |
| 12 Nov | 1274.25 | 44.8 | 4.05 | 21.80 | 2,268 | 238 | 3,998 |
| 11 Nov | 1272.70 | 40.75 | 1.20 | 20.05 | 2,166 | 312 | 3,762 |
| 8 Nov | 1283.75 | 39.55 | 12.85 | 22.15 | 5,720 | -1,312 | 3,474 |
| 7 Nov | 1305.65 | 26.7 | 8.80 | 22.40 | 8,536 | 190 | 4,832 |
| 6 Nov | 1325.35 | 17.9 | -10.50 | 21.95 | 15,670 | 318 | 4,652 |
| 5 Nov | 1305.30 | 28.4 | -8.65 | 23.87 | 5,826 | 1,618 | 4,332 |
| 4 Nov | 1302.15 | 37.05 | 15.65 | 26.89 | 10,336 | 1,414 | 2,724 |
| 1 Nov | 1338.65 | 21.4 | -2.20 | 26.18 | 364 | 36 | 1,310 |
| 31 Oct | 1332.05 | 23.6 | 4.65 | - | 2,068 | -46 | 1,270 |
| 30 Oct | 1343.90 | 18.95 | -1.75 | - | 1,760 | 616 | 1,314 |
| 29 Oct | 1340.00 | 20.7 | -2.95 | - | 1,048 | 36 | 698 |
| 28 Oct | 1334.35 | 23.65 | - | 888 | 406 | 662 | |
For Reliance Industries Ltd - strike price 1310 expiring on 28NOV2024
Delta for 1310 PE is -0.95
Historical price for 1310 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 88.15, which was 18.80 higher than the previous day. The implied volatity was 30.27, the open interest changed by -60 which decreased total open position to 1343
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 69.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 1404
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 69.35, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by -76 which decreased total open position to 1404
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 47.5, which was 3.50 higher than the previous day. The implied volatity was 11.41, the open interest changed by -92 which decreased total open position to 1474
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 44, which was -13.60 lower than the previous day. The implied volatity was 19.17, the open interest changed by -43 which decreased total open position to 1568
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 57.6, which was 12.80 higher than the previous day. The implied volatity was 22.09, the open interest changed by -206 which decreased total open position to 1611
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 44.8, which was 4.05 higher than the previous day. The implied volatity was 21.80, the open interest changed by 119 which increased total open position to 1999
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 40.75, which was 1.20 higher than the previous day. The implied volatity was 20.05, the open interest changed by 156 which increased total open position to 1881
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 39.55, which was 12.85 higher than the previous day. The implied volatity was 22.15, the open interest changed by -656 which decreased total open position to 1737
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 26.7, which was 8.80 higher than the previous day. The implied volatity was 22.40, the open interest changed by 95 which increased total open position to 2416
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 17.9, which was -10.50 lower than the previous day. The implied volatity was 21.95, the open interest changed by 159 which increased total open position to 2326
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 28.4, which was -8.65 lower than the previous day. The implied volatity was 23.87, the open interest changed by 809 which increased total open position to 2166
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 37.05, which was 15.65 higher than the previous day. The implied volatity was 26.89, the open interest changed by 707 which increased total open position to 1362
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 21.4, which was -2.20 lower than the previous day. The implied volatity was 26.18, the open interest changed by 18 which increased total open position to 655
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 23.6, which was 4.65 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 18.95, which was -1.75 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 20.7, which was -2.95 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 23.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
