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

1223 -18.65 (-1.50%)

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Historical option data for RELIANCE

21 Nov 2024 04:12 PM IST
RELIANCE 28NOV2024 1320 CE
Delta: 0.04
Vega: 0.14
Theta: -0.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1223.00 0.75 -0.90 30.55 15,574 -678 15,726
20 Nov 1241.65 1.65 0.00 26.77 25,674 -990 16,584
19 Nov 1241.65 1.65 -0.80 26.77 25,674 -810 16,584
18 Nov 1260.75 2.45 -1.70 21.83 16,794 -108 17,360
14 Nov 1267.60 4.15 0.25 19.25 13,244 -854 17,512
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
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 0.04

Historical price for 1320 CE is as follows

On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.75, which was -0.90 lower than the previous day. The implied volatity was 30.55, the open interest changed by -339 which decreased total open position to 7863


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 26.77, the open interest changed by -495 which decreased total open position to 8292


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.65, which was -0.80 lower than the previous day. The implied volatity was 26.77, the open interest changed by -405 which decreased total open position to 8292


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 2.45, which was -1.70 lower than the previous day. The implied volatity was 21.83, the open interest changed by -54 which decreased total open position to 8680


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 4.15, which was 0.25 higher than the previous day. The implied volatity was 19.25, the open interest changed by -427 which decreased total open position to 8756


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: -0.92
Vega: 0.24
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1223.00 99.2 18.70 38.03 310 -114 3,088
20 Nov 1241.65 80.5 0.00 24.73 1,030 -418 3,202
19 Nov 1241.65 80.5 22.30 24.73 1,030 -418 3,202
18 Nov 1260.75 58.2 5.90 17.32 356 -144 3,630
14 Nov 1267.60 52.3 -11.55 19.41 564 -248 3,776
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 -0.92

Historical price for 1320 PE is as follows

On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 99.2, which was 18.70 higher than the previous day. The implied volatity was 38.03, the open interest changed by -57 which decreased total open position to 1544


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 80.5, which was 0.00 lower than the previous day. The implied volatity was 24.73, the open interest changed by -209 which decreased total open position to 1601


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 80.5, which was 22.30 higher than the previous day. The implied volatity was 24.73, the open interest changed by -209 which decreased total open position to 1601


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 58.2, which was 5.90 higher than the previous day. The implied volatity was 17.32, the open interest changed by -72 which decreased total open position to 1815


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 52.3, which was -11.55 lower than the previous day. The implied volatity was 19.41, the open interest changed by -124 which decreased total open position to 1888


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