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

1205.3 -25.15 (-2.04%)

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Historical option data for RELIANCE

20 Dec 2024 04:12 PM IST
RELIANCE 26DEC2024 1320 CE
Delta: 0.02
Vega: 0.08
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 0.4 -1.15 33.68 14,560 -2,966 13,938
19 Dec 1230.45 1.55 -1.45 32.21 10,967 -178 16,921
18 Dec 1253.25 3 0.30 27.66 11,245 -734 17,159
17 Dec 1245.30 2.7 -2.05 28.07 16,082 1,666 17,911
16 Dec 1268.30 4.75 -1.45 23.85 12,818 1,040 16,248
13 Dec 1272.85 6.2 1.05 20.99 31,652 -1,165 15,307
12 Dec 1262.90 5.15 -2.50 22.36 24,209 1,635 18,257
11 Dec 1278.20 7.65 -2.95 19.81 12,241 547 16,637
10 Dec 1284.85 10.6 -4.30 20.17 13,906 2,099 16,126
9 Dec 1295.15 14.9 -6.40 20.05 18,084 2,580 14,039
6 Dec 1311.55 21.3 -4.70 17.86 15,994 1,405 11,489
5 Dec 1322.05 26 2.20 17.06 35,105 592 10,155
4 Dec 1308.95 23.8 -5.80 19.52 21,838 2,960 9,607
3 Dec 1323.30 29.6 4.00 16.89 21,123 386 6,706
2 Dec 1309.15 25.6 7.45 19.37 22,134 989 6,305
29 Nov 1292.20 18.15 2.85 18.77 16,955 1,387 5,356
28 Nov 1270.80 15.3 -6.40 21.26 10,427 1,362 3,969
27 Nov 1293.20 21.7 -1.30 19.86 5,500 618 2,582
26 Nov 1295.70 23 1.55 19.67 3,337 413 1,971
25 Nov 1287.00 21.45 6.75 19.55 5,010 636 1,570
22 Nov 1265.40 14.7 7.65 20.39 1,648 18 952
21 Nov 1223.00 7.05 -3.45 22.02 975 -63 942
20 Nov 1241.65 10.5 0.00 21.47 1,184 205 1,001
19 Nov 1241.65 10.5 -3.85 21.47 1,184 201 1,001
18 Nov 1260.75 14.35 -3.35 19.79 797 289 792
14 Nov 1267.60 17.7 1.30 19.15 418 37 511
13 Nov 1252.05 16.4 -6.10 20.93 652 120 474
12 Nov 1274.25 22.5 -1.80 20.93 154 31 353
11 Nov 1272.70 24.3 -5.70 20.82 188 30 321
8 Nov 1283.75 30 -12.80 21.56 130 54 289
7 Nov 1305.65 42.8 -8.10 21.78 88 45 233
6 Nov 1325.35 50.9 2.85 19.46 89 18 187
5 Nov 1305.30 48.05 1.40 23.18 133 81 169
4 Nov 1302.15 46.65 -380.60 24.56 100 76 76
1 Nov 1338.65 427.25 0.00 - 0 0 0
31 Oct 1332.05 427.25 0.00 - 0 0 0
30 Oct 1343.90 427.25 0.00 - 0 0 0
29 Oct 1340.00 427.25 0.00 - 0 0 0
28 Oct 1334.35 427.25 - 0 0 0


For Reliance Industries Ltd - strike price 1320 expiring on 26DEC2024

Delta for 1320 CE is 0.02

Historical price for 1320 CE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.4, which was -1.15 lower than the previous day. The implied volatity was 33.68, the open interest changed by -2966 which decreased total open position to 13938


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 1.55, which was -1.45 lower than the previous day. The implied volatity was 32.21, the open interest changed by -178 which decreased total open position to 16921


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 3, which was 0.30 higher than the previous day. The implied volatity was 27.66, the open interest changed by -734 which decreased total open position to 17159


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 2.7, which was -2.05 lower than the previous day. The implied volatity was 28.07, the open interest changed by 1666 which increased total open position to 17911


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 4.75, which was -1.45 lower than the previous day. The implied volatity was 23.85, the open interest changed by 1040 which increased total open position to 16248


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 6.2, which was 1.05 higher than the previous day. The implied volatity was 20.99, the open interest changed by -1165 which decreased total open position to 15307


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 5.15, which was -2.50 lower than the previous day. The implied volatity was 22.36, the open interest changed by 1635 which increased total open position to 18257


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 7.65, which was -2.95 lower than the previous day. The implied volatity was 19.81, the open interest changed by 547 which increased total open position to 16637


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 10.6, which was -4.30 lower than the previous day. The implied volatity was 20.17, the open interest changed by 2099 which increased total open position to 16126


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 14.9, which was -6.40 lower than the previous day. The implied volatity was 20.05, the open interest changed by 2580 which increased total open position to 14039


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 21.3, which was -4.70 lower than the previous day. The implied volatity was 17.86, the open interest changed by 1405 which increased total open position to 11489


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 26, which was 2.20 higher than the previous day. The implied volatity was 17.06, the open interest changed by 592 which increased total open position to 10155


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 23.8, which was -5.80 lower than the previous day. The implied volatity was 19.52, the open interest changed by 2960 which increased total open position to 9607


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 29.6, which was 4.00 higher than the previous day. The implied volatity was 16.89, the open interest changed by 386 which increased total open position to 6706


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 25.6, which was 7.45 higher than the previous day. The implied volatity was 19.37, the open interest changed by 989 which increased total open position to 6305


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 18.15, which was 2.85 higher than the previous day. The implied volatity was 18.77, the open interest changed by 1387 which increased total open position to 5356


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 15.3, which was -6.40 lower than the previous day. The implied volatity was 21.26, the open interest changed by 1362 which increased total open position to 3969


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 21.7, which was -1.30 lower than the previous day. The implied volatity was 19.86, the open interest changed by 618 which increased total open position to 2582


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 23, which was 1.55 higher than the previous day. The implied volatity was 19.67, the open interest changed by 413 which increased total open position to 1971


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 21.45, which was 6.75 higher than the previous day. The implied volatity was 19.55, the open interest changed by 636 which increased total open position to 1570


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 14.7, which was 7.65 higher than the previous day. The implied volatity was 20.39, the open interest changed by 18 which increased total open position to 952


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 7.05, which was -3.45 lower than the previous day. The implied volatity was 22.02, the open interest changed by -63 which decreased total open position to 942


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 21.47, the open interest changed by 205 which increased total open position to 1001


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 10.5, which was -3.85 lower than the previous day. The implied volatity was 21.47, the open interest changed by 201 which increased total open position to 1001


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 14.35, which was -3.35 lower than the previous day. The implied volatity was 19.79, the open interest changed by 289 which increased total open position to 792


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 17.7, which was 1.30 higher than the previous day. The implied volatity was 19.15, the open interest changed by 37 which increased total open position to 511


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 16.4, which was -6.10 lower than the previous day. The implied volatity was 20.93, the open interest changed by 120 which increased total open position to 474


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 22.5, which was -1.80 lower than the previous day. The implied volatity was 20.93, the open interest changed by 31 which increased total open position to 353


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 24.3, which was -5.70 lower than the previous day. The implied volatity was 20.82, the open interest changed by 30 which increased total open position to 321


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 30, which was -12.80 lower than the previous day. The implied volatity was 21.56, the open interest changed by 54 which increased total open position to 289


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 42.8, which was -8.10 lower than the previous day. The implied volatity was 21.78, the open interest changed by 45 which increased total open position to 233


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 50.9, which was 2.85 higher than the previous day. The implied volatity was 19.46, the open interest changed by 18 which increased total open position to 187


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 48.05, which was 1.40 higher than the previous day. The implied volatity was 23.18, the open interest changed by 81 which increased total open position to 169


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 46.65, which was -380.60 lower than the previous day. The implied volatity was 24.56, the open interest changed by 76 which increased total open position to 76


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 427.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 427.25, which was 0.00 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 427.25, which was 0.00 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 427.25, which was 0.00 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 427.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RELIANCE 26DEC2024 1320 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 111.7 25.20 - 249 -102 2,400
19 Dec 1230.45 86.5 21.50 - 202 -59 2,503
18 Dec 1253.25 65 -7.85 25.50 209 -96 2,562
17 Dec 1245.30 72.85 21.20 21.22 365 -65 2,658
16 Dec 1268.30 51.65 6.15 21.78 359 -56 2,721
13 Dec 1272.85 45.5 -10.35 18.71 1,604 -344 2,872
12 Dec 1262.90 55.85 14.85 17.09 1,155 -133 3,217
11 Dec 1278.20 41 3.50 17.01 866 -55 3,358
10 Dec 1284.85 37.5 6.00 18.70 1,929 -331 3,415
9 Dec 1295.15 31.5 9.60 19.33 7,725 38 3,753
6 Dec 1311.55 21.9 1.45 17.38 9,260 159 3,723
5 Dec 1322.05 20.45 -6.85 19.41 15,290 -94 3,635
4 Dec 1308.95 27.3 6.55 20.21 11,671 481 3,780
3 Dec 1323.30 20.75 -6.60 20.37 12,262 949 3,310
2 Dec 1309.15 27.35 -9.55 20.12 5,714 634 2,358
29 Nov 1292.20 36.9 -14.90 18.75 2,600 -35 1,706
28 Nov 1270.80 51.8 13.85 20.73 2,557 416 1,738
27 Nov 1293.20 37.95 -2.80 19.93 1,002 201 1,321
26 Nov 1295.70 40.75 0.15 22.50 558 130 1,116
25 Nov 1287.00 40.6 -19.45 20.41 1,599 355 981
22 Nov 1265.40 60.05 -35.45 21.56 99 3 629
21 Nov 1223.00 95.5 14.00 23.57 90 33 627
20 Nov 1241.65 81.5 0.00 22.90 320 91 594
19 Nov 1241.65 81.5 20.00 22.90 320 91 594
18 Nov 1260.75 61.5 5.80 19.77 94 3 503
14 Nov 1267.60 55.7 -11.50 19.15 45 -24 500
13 Nov 1252.05 67.2 10.20 20.23 449 384 524
12 Nov 1274.25 57 1.35 20.82 29 10 134
11 Nov 1272.70 55.65 2.35 21.36 19 -2 124
8 Nov 1283.75 53.3 12.80 21.97 30 3 126
7 Nov 1305.65 40.5 7.90 21.95 125 56 123
6 Nov 1325.35 32.6 -12.05 22.45 68 24 64
5 Nov 1305.30 44.65 -5.90 24.42 42 22 41
4 Nov 1302.15 50.55 10.55 25.11 45 16 19
1 Nov 1338.65 40 0.00 0.00 0 0 3
31 Oct 1332.05 40 0.00 - 0 0 0
30 Oct 1343.90 40 0.00 - 0 0 0
29 Oct 1340.00 40 0.00 - 0 3 0
28 Oct 1334.35 40 - 2 0.5 1


For Reliance Industries Ltd - strike price 1320 expiring on 26DEC2024

Delta for 1320 PE is -

Historical price for 1320 PE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 111.7, which was 25.20 higher than the previous day. The implied volatity was -, the open interest changed by -102 which decreased total open position to 2400


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 86.5, which was 21.50 higher than the previous day. The implied volatity was -, the open interest changed by -59 which decreased total open position to 2503


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 65, which was -7.85 lower than the previous day. The implied volatity was 25.50, the open interest changed by -96 which decreased total open position to 2562


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 72.85, which was 21.20 higher than the previous day. The implied volatity was 21.22, the open interest changed by -65 which decreased total open position to 2658


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 51.65, which was 6.15 higher than the previous day. The implied volatity was 21.78, the open interest changed by -56 which decreased total open position to 2721


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 45.5, which was -10.35 lower than the previous day. The implied volatity was 18.71, the open interest changed by -344 which decreased total open position to 2872


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 55.85, which was 14.85 higher than the previous day. The implied volatity was 17.09, the open interest changed by -133 which decreased total open position to 3217


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 41, which was 3.50 higher than the previous day. The implied volatity was 17.01, the open interest changed by -55 which decreased total open position to 3358


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 37.5, which was 6.00 higher than the previous day. The implied volatity was 18.70, the open interest changed by -331 which decreased total open position to 3415


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 31.5, which was 9.60 higher than the previous day. The implied volatity was 19.33, the open interest changed by 38 which increased total open position to 3753


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 21.9, which was 1.45 higher than the previous day. The implied volatity was 17.38, the open interest changed by 159 which increased total open position to 3723


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 20.45, which was -6.85 lower than the previous day. The implied volatity was 19.41, the open interest changed by -94 which decreased total open position to 3635


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 27.3, which was 6.55 higher than the previous day. The implied volatity was 20.21, the open interest changed by 481 which increased total open position to 3780


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 20.75, which was -6.60 lower than the previous day. The implied volatity was 20.37, the open interest changed by 949 which increased total open position to 3310


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 27.35, which was -9.55 lower than the previous day. The implied volatity was 20.12, the open interest changed by 634 which increased total open position to 2358


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 36.9, which was -14.90 lower than the previous day. The implied volatity was 18.75, the open interest changed by -35 which decreased total open position to 1706


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 51.8, which was 13.85 higher than the previous day. The implied volatity was 20.73, the open interest changed by 416 which increased total open position to 1738


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 37.95, which was -2.80 lower than the previous day. The implied volatity was 19.93, the open interest changed by 201 which increased total open position to 1321


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 40.75, which was 0.15 higher than the previous day. The implied volatity was 22.50, the open interest changed by 130 which increased total open position to 1116


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 40.6, which was -19.45 lower than the previous day. The implied volatity was 20.41, the open interest changed by 355 which increased total open position to 981


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 60.05, which was -35.45 lower than the previous day. The implied volatity was 21.56, the open interest changed by 3 which increased total open position to 629


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 95.5, which was 14.00 higher than the previous day. The implied volatity was 23.57, the open interest changed by 33 which increased total open position to 627


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 81.5, which was 0.00 lower than the previous day. The implied volatity was 22.90, the open interest changed by 91 which increased total open position to 594


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 81.5, which was 20.00 higher than the previous day. The implied volatity was 22.90, the open interest changed by 91 which increased total open position to 594


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 61.5, which was 5.80 higher than the previous day. The implied volatity was 19.77, the open interest changed by 3 which increased total open position to 503


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 55.7, which was -11.50 lower than the previous day. The implied volatity was 19.15, the open interest changed by -24 which decreased total open position to 500


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 67.2, which was 10.20 higher than the previous day. The implied volatity was 20.23, the open interest changed by 384 which increased total open position to 524


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 57, which was 1.35 higher than the previous day. The implied volatity was 20.82, the open interest changed by 10 which increased total open position to 134


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 55.65, which was 2.35 higher than the previous day. The implied volatity was 21.36, the open interest changed by -2 which decreased total open position to 124


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 53.3, which was 12.80 higher than the previous day. The implied volatity was 21.97, the open interest changed by 3 which increased total open position to 126


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 40.5, which was 7.90 higher than the previous day. The implied volatity was 21.95, the open interest changed by 56 which increased total open position to 123


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 32.6, which was -12.05 lower than the previous day. The implied volatity was 22.45, the open interest changed by 24 which increased total open position to 64


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 44.65, which was -5.90 lower than the previous day. The implied volatity was 24.42, the open interest changed by 22 which increased total open position to 41


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 50.55, which was 10.55 higher than the previous day. The implied volatity was 25.11, the open interest changed by 16 which increased total open position to 19


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 40, 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 3


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 40, which was 0.00 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 40, which was 0.00 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 40, which was 0.00 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 40, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to