RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
11 Apr 2025 04:12 PM IST
| RELIANCE 24APR2025 1330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.34
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1218.95 | 2.4 | 0.45 | 30.30 | 1,879 | 367 | 1,650 | |||
| 9 Apr | 1185.35 | 2 | -0.1 | 33.71 | 598 | 21 | 1,282 | |||
| 8 Apr | 1182.20 | 2.15 | 0.05 | 34.40 | 1,070 | 91 | 1,267 | |||
| 7 Apr | 1165.70 | 2.1 | 0.45 | 35.07 | 1,504 | -382 | 1,183 | |||
| 4 Apr | 1204.70 | 1.65 | -2.1 | 24.55 | 4,073 | -596 | 1,569 | |||
| 3 Apr | 1248.70 | 3.7 | -0.85 | 20.38 | 1,916 | -64 | 2,166 | |||
| 2 Apr | 1251.15 | 4.7 | -0.85 | 20.63 | 1,731 | 20 | 2,229 | |||
| 1 Apr | 1252.60 | 5.65 | -6 | 20.95 | 4,676 | 370 | 2,224 | |||
| 28 Mar | 1275.10 | 11.5 | -3.45 | 20.55 | 3,987 | 513 | 1,854 | |||
| 27 Mar | 1278.20 | 15.1 | 1.1 | 21.61 | 1,758 | 444 | 1,350 | |||
| 26 Mar | 1273.05 | 13.8 | -4.55 | 22.30 | 1,242 | 189 | 904 | |||
| 25 Mar | 1285.45 | 17.85 | -5.6 | 21.47 | 1,117 | 223 | 714 | |||
| 24 Mar | 1302.10 | 23.8 | 9.05 | 20.47 | 1,248 | 188 | 492 | |||
| 21 Mar | 1276.35 | 15 | 2.55 | 19.65 | 551 | 127 | 304 | |||
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| 20 Mar | 1269.15 | 12.4 | 3.4 | 19.39 | 220 | 76 | 165 | |||
| 19 Mar | 1247.15 | 9 | 1.25 | 20.22 | 45 | 13 | 90 | |||
| 18 Mar | 1238.80 | 7.8 | -0.1 | 20.23 | 20 | 11 | 77 | |||
| 17 Mar | 1238.85 | 7.9 | -2.05 | 19.72 | 49 | 22 | 66 | |||
| 13 Mar | 1247.90 | 9.8 | -2.8 | 19.26 | 32 | 14 | 43 | |||
| 12 Mar | 1257.05 | 12.6 | 0.9 | 19.42 | 5 | 2 | 28 | |||
| 11 Mar | 1247.30 | 11.3 | 1.8 | 19.75 | 16 | 14 | 26 | |||
| 10 Mar | 1238.40 | 9.5 | -3.55 | 19.70 | 12 | 2 | 11 | |||
| 7 Mar | 1249.80 | 13.05 | -0.55 | 20.11 | 17 | 9 | 9 | |||
| 6 Mar | 1209.60 | 13.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 1175.60 | 13.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 1171.25 | 13.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 1200.10 | 13.6 | 0 | 6.24 | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1330 expiring on 24APR2025
Delta for 1330 CE is 0.08
Historical price for 1330 CE is as follows
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 2.4, which was 0.45 higher than the previous day. The implied volatity was 30.30, the open interest changed by 367 which increased total open position to 1650
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 33.71, the open interest changed by 21 which increased total open position to 1282
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 34.40, the open interest changed by 91 which increased total open position to 1267
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 2.1, which was 0.45 higher than the previous day. The implied volatity was 35.07, the open interest changed by -382 which decreased total open position to 1183
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 1.65, which was -2.1 lower than the previous day. The implied volatity was 24.55, the open interest changed by -596 which decreased total open position to 1569
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 3.7, which was -0.85 lower than the previous day. The implied volatity was 20.38, the open interest changed by -64 which decreased total open position to 2166
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 4.7, which was -0.85 lower than the previous day. The implied volatity was 20.63, the open interest changed by 20 which increased total open position to 2229
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 5.65, which was -6 lower than the previous day. The implied volatity was 20.95, the open interest changed by 370 which increased total open position to 2224
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 11.5, which was -3.45 lower than the previous day. The implied volatity was 20.55, the open interest changed by 513 which increased total open position to 1854
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 15.1, which was 1.1 higher than the previous day. The implied volatity was 21.61, the open interest changed by 444 which increased total open position to 1350
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 13.8, which was -4.55 lower than the previous day. The implied volatity was 22.30, the open interest changed by 189 which increased total open position to 904
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 17.85, which was -5.6 lower than the previous day. The implied volatity was 21.47, the open interest changed by 223 which increased total open position to 714
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 23.8, which was 9.05 higher than the previous day. The implied volatity was 20.47, the open interest changed by 188 which increased total open position to 492
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 15, which was 2.55 higher than the previous day. The implied volatity was 19.65, the open interest changed by 127 which increased total open position to 304
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 12.4, which was 3.4 higher than the previous day. The implied volatity was 19.39, the open interest changed by 76 which increased total open position to 165
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 9, which was 1.25 higher than the previous day. The implied volatity was 20.22, the open interest changed by 13 which increased total open position to 90
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 7.8, which was -0.1 lower than the previous day. The implied volatity was 20.23, the open interest changed by 11 which increased total open position to 77
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 7.9, which was -2.05 lower than the previous day. The implied volatity was 19.72, the open interest changed by 22 which increased total open position to 66
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 9.8, which was -2.8 lower than the previous day. The implied volatity was 19.26, the open interest changed by 14 which increased total open position to 43
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 12.6, which was 0.9 higher than the previous day. The implied volatity was 19.42, the open interest changed by 2 which increased total open position to 28
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 11.3, which was 1.8 higher than the previous day. The implied volatity was 19.75, the open interest changed by 14 which increased total open position to 26
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 9.5, which was -3.55 lower than the previous day. The implied volatity was 19.70, the open interest changed by 2 which increased total open position to 11
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 13.05, which was -0.55 lower than the previous day. The implied volatity was 20.11, the open interest changed by 9 which increased total open position to 9
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 13.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 13.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 13.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 13.6, which was 0 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 24APR2025 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.51
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1218.95 | 111.5 | -33.35 | 39.22 | 89 | -22 | 611 |
| 9 Apr | 1185.35 | 144.85 | -17 | 47.63 | 1 | 0 | 632 |
| 8 Apr | 1182.20 | 161.85 | -18.3 | 64.60 | 1 | 0 | 633 |
| 7 Apr | 1165.70 | 180.15 | 57.45 | 76.84 | 4 | -3 | 633 |
| 4 Apr | 1204.70 | 122.7 | 46.05 | 33.63 | 21 | -6 | 636 |
| 3 Apr | 1248.70 | 76.65 | -1.8 | 18.80 | 37 | 29 | 641 |
| 2 Apr | 1251.15 | 78.25 | 3.45 | 25.14 | 160 | 82 | 611 |
| 1 Apr | 1252.60 | 74.6 | 15.5 | 22.56 | 307 | 128 | 526 |
| 28 Mar | 1275.10 | 58.95 | 4.5 | 21.63 | 378 | 63 | 398 |
| 27 Mar | 1278.20 | 53.3 | -6.65 | 20.30 | 116 | 25 | 334 |
| 26 Mar | 1273.05 | 60.25 | 9.25 | 20.53 | 316 | 140 | 308 |
| 25 Mar | 1285.45 | 50.85 | 8.35 | 20.83 | 177 | 29 | 168 |
| 24 Mar | 1302.10 | 41.85 | -12.65 | 21.78 | 182 | 45 | 140 |
| 21 Mar | 1276.35 | 54.5 | -6.95 | 19.16 | 101 | 87 | 93 |
| 20 Mar | 1269.15 | 61.45 | -60.5 | 19.34 | 6 | 5 | 5 |
| 19 Mar | 1247.15 | 121.95 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1238.80 | 121.95 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1238.85 | 121.95 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1247.90 | 121.95 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1257.05 | 121.95 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1247.30 | 121.95 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1238.40 | 121.95 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1249.80 | 121.95 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1209.60 | 121.95 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1175.60 | 121.95 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 1171.25 | 121.95 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 1200.10 | 121.95 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1330 expiring on 24APR2025
Delta for 1330 PE is -0.86
Historical price for 1330 PE is as follows
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 111.5, which was -33.35 lower than the previous day. The implied volatity was 39.22, the open interest changed by -22 which decreased total open position to 611
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 144.85, which was -17 lower than the previous day. The implied volatity was 47.63, the open interest changed by 0 which decreased total open position to 632
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 161.85, which was -18.3 lower than the previous day. The implied volatity was 64.60, the open interest changed by 0 which decreased total open position to 633
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 180.15, which was 57.45 higher than the previous day. The implied volatity was 76.84, the open interest changed by -3 which decreased total open position to 633
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 122.7, which was 46.05 higher than the previous day. The implied volatity was 33.63, the open interest changed by -6 which decreased total open position to 636
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 76.65, which was -1.8 lower than the previous day. The implied volatity was 18.80, the open interest changed by 29 which increased total open position to 641
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 78.25, which was 3.45 higher than the previous day. The implied volatity was 25.14, the open interest changed by 82 which increased total open position to 611
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 74.6, which was 15.5 higher than the previous day. The implied volatity was 22.56, the open interest changed by 128 which increased total open position to 526
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 58.95, which was 4.5 higher than the previous day. The implied volatity was 21.63, the open interest changed by 63 which increased total open position to 398
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 53.3, which was -6.65 lower than the previous day. The implied volatity was 20.30, the open interest changed by 25 which increased total open position to 334
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 60.25, which was 9.25 higher than the previous day. The implied volatity was 20.53, the open interest changed by 140 which increased total open position to 308
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 50.85, which was 8.35 higher than the previous day. The implied volatity was 20.83, the open interest changed by 29 which increased total open position to 168
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 41.85, which was -12.65 lower than the previous day. The implied volatity was 21.78, the open interest changed by 45 which increased total open position to 140
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 54.5, which was -6.95 lower than the previous day. The implied volatity was 19.16, the open interest changed by 87 which increased total open position to 93
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 61.45, which was -60.5 lower than the previous day. The implied volatity was 19.34, the open interest changed by 5 which increased total open position to 5
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 121.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
