RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
14 Nov 2024 09:32 AM IST
| RELIANCE 28NOV2024 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.59
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1260.30 | 4.15 | 0.25 | 20.89 | 1,480 | 38 | 18,404 | |||
| 13 Nov | 1252.05 | 3.9 | -2.60 | 21.70 | 22,136 | 146 | 18,356 | |||
| 12 Nov | 1274.25 | 6.5 | -1.05 | 20.39 | 18,248 | -304 | 18,224 | |||
| 11 Nov | 1272.70 | 7.55 | -3.30 | 19.89 | 19,228 | 888 | 18,520 | |||
| 8 Nov | 1283.75 | 10.85 | -11.50 | 19.54 | 36,408 | 6,232 | 17,632 | |||
| 7 Nov | 1305.65 | 22.35 | -9.25 | 20.68 | 30,188 | 3,804 | 11,448 | |||
| 6 Nov | 1325.35 | 31.6 | 4.20 | 18.57 | 38,100 | -6 | 7,684 | |||
| 5 Nov | 1305.30 | 27.4 | 0.85 | 22.46 | 23,988 | 792 | 7,760 | |||
| 4 Nov | 1302.15 | 26.55 | -20.25 | 24.28 | 30,416 | 4,002 | 6,948 | |||
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| 1 Nov | 1338.65 | 46.8 | -0.55 | 21.46 | 550 | -86 | 2,946 | |||
| 31 Oct | 1332.05 | 47.35 | -7.25 | - | 4,534 | 932 | 3,006 | |||
| 30 Oct | 1343.90 | 54.6 | 2.60 | - | 2,084 | -6 | 2,070 | |||
| 29 Oct | 1340.00 | 52 | 2.10 | - | 3,674 | 808 | 2,074 | |||
| 28 Oct | 1334.35 | 49.9 | - | 1,960 | 762 | 1,260 | ||||
For Reliance Industries Ltd - strike price 1320 expiring on 28NOV2024
Delta for 1320 CE is 0.16
Historical price for 1320 CE is as follows
On 14 Nov RELIANCE was trading at 1260.30. The strike last trading price was 4.15, which was 0.25 higher than the previous day. The implied volatity was 20.89, the open interest changed by 19 which increased total open position to 9202
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 3.9, which was -2.60 lower than the previous day. The implied volatity was 21.70, the open interest changed by 73 which increased total open position to 9178
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 6.5, which was -1.05 lower than the previous day. The implied volatity was 20.39, the open interest changed by -152 which decreased total open position to 9112
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 7.55, which was -3.30 lower than the previous day. The implied volatity was 19.89, the open interest changed by 444 which increased total open position to 9260
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 10.85, which was -11.50 lower than the previous day. The implied volatity was 19.54, the open interest changed by 3116 which increased total open position to 8816
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 22.35, which was -9.25 lower than the previous day. The implied volatity was 20.68, the open interest changed by 1902 which increased total open position to 5724
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 31.6, which was 4.20 higher than the previous day. The implied volatity was 18.57, the open interest changed by -3 which decreased total open position to 3842
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 27.4, which was 0.85 higher than the previous day. The implied volatity was 22.46, the open interest changed by 396 which increased total open position to 3880
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 26.55, which was -20.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 2001 which increased total open position to 3474
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 46.8, which was -0.55 lower than the previous day. The implied volatity was 21.46, the open interest changed by -43 which decreased total open position to 1473
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 47.35, which was -7.25 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 54.6, which was 2.60 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 52, which was 2.10 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 49.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.57
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1260.30 | 58.7 | -5.15 | 20.13 | 66 | -16 | 4,008 |
| 13 Nov | 1252.05 | 63.85 | 11.45 | 17.83 | 2,838 | -828 | 4,348 |
| 12 Nov | 1274.25 | 52.4 | 4.40 | 21.87 | 1,726 | 28 | 5,248 |
| 11 Nov | 1272.70 | 48 | 2.50 | 19.87 | 1,822 | -144 | 5,230 |
| 8 Nov | 1283.75 | 45.5 | 15.60 | 21.50 | 6,656 | 108 | 5,376 |
| 7 Nov | 1305.65 | 29.9 | 8.50 | 20.78 | 13,912 | 108 | 5,278 |
| 6 Nov | 1325.35 | 21.4 | -11.60 | 21.53 | 12,838 | 1,024 | 5,170 |
| 5 Nov | 1305.30 | 33 | -9.40 | 23.37 | 6,544 | -86 | 4,148 |
| 4 Nov | 1302.15 | 42.4 | 17.40 | 26.82 | 13,252 | -296 | 4,218 |
| 1 Nov | 1338.65 | 25 | -2.15 | 26.08 | 864 | 84 | 4,508 |
| 31 Oct | 1332.05 | 27.15 | 5.40 | - | 6,020 | 914 | 4,420 |
| 30 Oct | 1343.90 | 21.75 | -1.75 | - | 3,024 | 474 | 3,512 |
| 29 Oct | 1340.00 | 23.5 | -3.55 | - | 3,448 | 644 | 3,040 |
| 28 Oct | 1334.35 | 27.05 | - | 2,818 | 1,526 | 2,400 | |
For Reliance Industries Ltd - strike price 1320 expiring on 28NOV2024
Delta for 1320 PE is -0.85
Historical price for 1320 PE is as follows
On 14 Nov RELIANCE was trading at 1260.30. The strike last trading price was 58.7, which was -5.15 lower than the previous day. The implied volatity was 20.13, the open interest changed by -8 which decreased total open position to 2004
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 63.85, which was 11.45 higher than the previous day. The implied volatity was 17.83, the open interest changed by -414 which decreased total open position to 2174
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 52.4, which was 4.40 higher than the previous day. The implied volatity was 21.87, the open interest changed by 14 which increased total open position to 2624
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 48, which was 2.50 higher than the previous day. The implied volatity was 19.87, the open interest changed by -72 which decreased total open position to 2615
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 45.5, which was 15.60 higher than the previous day. The implied volatity was 21.50, the open interest changed by 54 which increased total open position to 2688
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 29.9, which was 8.50 higher than the previous day. The implied volatity was 20.78, the open interest changed by 54 which increased total open position to 2639
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 21.4, which was -11.60 lower than the previous day. The implied volatity was 21.53, the open interest changed by 512 which increased total open position to 2585
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 33, which was -9.40 lower than the previous day. The implied volatity was 23.37, the open interest changed by -43 which decreased total open position to 2074
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 42.4, which was 17.40 higher than the previous day. The implied volatity was 26.82, the open interest changed by -148 which decreased total open position to 2109
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 25, which was -2.15 lower than the previous day. The implied volatity was 26.08, the open interest changed by 42 which increased total open position to 2254
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 27.15, which was 5.40 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 21.75, 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 23.5, which was -3.55 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 27.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
