RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1330 CE | ||||||||||
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Delta: 0.02
Vega: 0.07
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 0.4 | -0.90 | 36.08 | 8,155 | -1,922 | 6,392 | |||
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| 19 Dec | 1230.45 | 1.3 | -1.15 | 33.67 | 5,908 | -525 | 8,315 | |||
| 18 Dec | 1253.25 | 2.45 | 0.30 | 28.99 | 7,317 | -252 | 8,850 | |||
| 17 Dec | 1245.30 | 2.15 | -1.60 | 29.04 | 9,962 | 112 | 9,099 | |||
| 16 Dec | 1268.30 | 3.75 | -1.20 | 24.83 | 7,057 | 481 | 8,993 | |||
| 13 Dec | 1272.85 | 4.95 | 0.70 | 21.90 | 15,964 | -548 | 8,515 | |||
| 12 Dec | 1262.90 | 4.25 | -1.35 | 23.34 | 16,439 | 3,045 | 13,149 | |||
| 11 Dec | 1278.20 | 5.6 | -2.30 | 19.91 | 6,347 | 154 | 10,111 | |||
| 10 Dec | 1284.85 | 7.9 | -3.20 | 20.10 | 8,100 | 989 | 9,962 | |||
| 9 Dec | 1295.15 | 11.1 | -5.45 | 19.65 | 7,960 | 1,145 | 8,987 | |||
| 6 Dec | 1311.55 | 16.55 | -4.30 | 17.61 | 8,091 | 712 | 7,900 | |||
| 5 Dec | 1322.05 | 20.85 | 1.95 | 17.06 | 20,653 | 1,530 | 7,185 | |||
| 4 Dec | 1308.95 | 18.9 | -4.90 | 19.13 | 10,189 | 1,149 | 5,667 | |||
| 3 Dec | 1323.30 | 23.8 | 3.30 | 16.64 | 12,850 | 962 | 4,596 | |||
| 2 Dec | 1309.15 | 20.5 | 6.10 | 18.93 | 10,269 | 1,025 | 3,619 | |||
| 29 Nov | 1292.20 | 14.4 | 2.50 | 18.56 | 7,311 | -509 | 2,586 | |||
| 28 Nov | 1270.80 | 11.9 | -5.30 | 20.73 | 6,491 | 1,461 | 3,049 | |||
| 27 Nov | 1293.20 | 17.2 | -1.35 | 19.30 | 2,276 | 198 | 1,587 | |||
| 26 Nov | 1295.70 | 18.55 | 0.95 | 19.26 | 1,844 | 504 | 1,387 | |||
| 25 Nov | 1287.00 | 17.6 | 5.60 | 19.41 | 2,544 | -439 | 886 | |||
| 22 Nov | 1265.40 | 12 | 6.10 | 20.31 | 2,393 | -760 | 565 | |||
| 21 Nov | 1223.00 | 5.9 | -2.90 | 22.26 | 1,995 | 934 | 1,321 | |||
| 20 Nov | 1241.65 | 8.8 | 0.00 | 21.62 | 700 | 89 | 386 | |||
| 19 Nov | 1241.65 | 8.8 | -3.30 | 21.62 | 700 | 88 | 386 | |||
| 18 Nov | 1260.75 | 12.1 | -2.40 | 19.98 | 364 | 80 | 298 | |||
| 14 Nov | 1267.60 | 14.5 | 0.50 | 18.94 | 240 | 98 | 217 | |||
| 13 Nov | 1252.05 | 14 | -5.00 | 21.02 | 191 | -12 | 121 | |||
| 12 Nov | 1274.25 | 19 | -1.75 | 20.74 | 58 | 17 | 133 | |||
| 11 Nov | 1272.70 | 20.75 | -5.25 | 20.74 | 72 | 31 | 116 | |||
| 8 Nov | 1283.75 | 26 | -12.55 | 21.40 | 48 | 15 | 83 | |||
| 7 Nov | 1305.65 | 38.55 | -7.45 | 22.01 | 88 | 62 | 67 | |||
| 6 Nov | 1325.35 | 46 | 2.90 | 19.80 | 14 | 2 | 4 | |||
| 5 Nov | 1305.30 | 43.1 | -19.65 | 23.10 | 3 | 1 | 2 | |||
| 4 Nov | 1302.15 | 62.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 1338.65 | 62.75 | 23.16 | 1 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1330 expiring on 26DEC2024
Delta for 1330 CE is 0.02
Historical price for 1330 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.4, which was -0.90 lower than the previous day. The implied volatity was 36.08, the open interest changed by -1922 which decreased total open position to 6392
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 1.3, which was -1.15 lower than the previous day. The implied volatity was 33.67, the open interest changed by -525 which decreased total open position to 8315
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 2.45, which was 0.30 higher than the previous day. The implied volatity was 28.99, the open interest changed by -252 which decreased total open position to 8850
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 2.15, which was -1.60 lower than the previous day. The implied volatity was 29.04, the open interest changed by 112 which increased total open position to 9099
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 3.75, which was -1.20 lower than the previous day. The implied volatity was 24.83, the open interest changed by 481 which increased total open position to 8993
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 4.95, which was 0.70 higher than the previous day. The implied volatity was 21.90, the open interest changed by -548 which decreased total open position to 8515
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 4.25, which was -1.35 lower than the previous day. The implied volatity was 23.34, the open interest changed by 3045 which increased total open position to 13149
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 5.6, which was -2.30 lower than the previous day. The implied volatity was 19.91, the open interest changed by 154 which increased total open position to 10111
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 7.9, which was -3.20 lower than the previous day. The implied volatity was 20.10, the open interest changed by 989 which increased total open position to 9962
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 11.1, which was -5.45 lower than the previous day. The implied volatity was 19.65, the open interest changed by 1145 which increased total open position to 8987
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 16.55, which was -4.30 lower than the previous day. The implied volatity was 17.61, the open interest changed by 712 which increased total open position to 7900
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 20.85, which was 1.95 higher than the previous day. The implied volatity was 17.06, the open interest changed by 1530 which increased total open position to 7185
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 18.9, which was -4.90 lower than the previous day. The implied volatity was 19.13, the open interest changed by 1149 which increased total open position to 5667
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 23.8, which was 3.30 higher than the previous day. The implied volatity was 16.64, the open interest changed by 962 which increased total open position to 4596
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 20.5, which was 6.10 higher than the previous day. The implied volatity was 18.93, the open interest changed by 1025 which increased total open position to 3619
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 14.4, which was 2.50 higher than the previous day. The implied volatity was 18.56, the open interest changed by -509 which decreased total open position to 2586
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 11.9, which was -5.30 lower than the previous day. The implied volatity was 20.73, the open interest changed by 1461 which increased total open position to 3049
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 17.2, which was -1.35 lower than the previous day. The implied volatity was 19.30, the open interest changed by 198 which increased total open position to 1587
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 18.55, which was 0.95 higher than the previous day. The implied volatity was 19.26, the open interest changed by 504 which increased total open position to 1387
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 17.6, which was 5.60 higher than the previous day. The implied volatity was 19.41, the open interest changed by -439 which decreased total open position to 886
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 12, which was 6.10 higher than the previous day. The implied volatity was 20.31, the open interest changed by -760 which decreased total open position to 565
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 5.9, which was -2.90 lower than the previous day. The implied volatity was 22.26, the open interest changed by 934 which increased total open position to 1321
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 8.8, which was 0.00 lower than the previous day. The implied volatity was 21.62, the open interest changed by 89 which increased total open position to 386
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 8.8, which was -3.30 lower than the previous day. The implied volatity was 21.62, the open interest changed by 88 which increased total open position to 386
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 12.1, which was -2.40 lower than the previous day. The implied volatity was 19.98, the open interest changed by 80 which increased total open position to 298
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 14.5, which was 0.50 higher than the previous day. The implied volatity was 18.94, the open interest changed by 98 which increased total open position to 217
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 14, which was -5.00 lower than the previous day. The implied volatity was 21.02, the open interest changed by -12 which decreased total open position to 121
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 19, which was -1.75 lower than the previous day. The implied volatity was 20.74, the open interest changed by 17 which increased total open position to 133
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 20.75, which was -5.25 lower than the previous day. The implied volatity was 20.74, the open interest changed by 31 which increased total open position to 116
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 26, which was -12.55 lower than the previous day. The implied volatity was 21.40, the open interest changed by 15 which increased total open position to 83
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 38.55, which was -7.45 lower than the previous day. The implied volatity was 22.01, the open interest changed by 62 which increased total open position to 67
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 46, which was 2.90 higher than the previous day. The implied volatity was 19.80, the open interest changed by 2 which increased total open position to 4
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 43.1, which was -19.65 lower than the previous day. The implied volatity was 23.10, the open interest changed by 1 which increased total open position to 2
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 62.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 62.75, which was lower than the previous day. The implied volatity was 23.16, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 121 | 25.10 | - | 74 | -36 | 1,212 |
| 19 Dec | 1230.45 | 95.9 | 22.90 | - | 191 | -41 | 1,248 |
| 18 Dec | 1253.25 | 73 | -9.00 | 18.56 | 86 | -22 | 1,289 |
| 17 Dec | 1245.30 | 82 | 21.25 | - | 78 | 16 | 1,312 |
| 16 Dec | 1268.30 | 60.75 | 6.60 | 22.69 | 63 | -30 | 1,296 |
| 13 Dec | 1272.85 | 54.15 | -9.75 | 19.13 | 556 | -186 | 1,330 |
| 12 Dec | 1262.90 | 63.9 | 14.65 | 12.72 | 653 | -351 | 1,517 |
| 11 Dec | 1278.20 | 49.25 | 4.65 | 17.12 | 309 | -86 | 1,867 |
| 10 Dec | 1284.85 | 44.6 | 6.65 | 18.27 | 625 | -58 | 1,953 |
| 9 Dec | 1295.15 | 37.95 | 10.85 | 19.08 | 3,071 | -329 | 2,022 |
| 6 Dec | 1311.55 | 27.1 | 2.05 | 17.13 | 3,230 | 99 | 2,349 |
| 5 Dec | 1322.05 | 25.05 | -7.10 | 19.22 | 6,685 | 295 | 2,245 |
| 4 Dec | 1308.95 | 32.15 | 7.40 | 19.72 | 4,315 | 299 | 1,953 |
| 3 Dec | 1323.30 | 24.75 | -7.35 | 19.94 | 4,116 | 640 | 1,654 |
| 2 Dec | 1309.15 | 32.1 | -11.15 | 19.62 | 2,196 | 219 | 1,011 |
| 29 Nov | 1292.20 | 43.25 | -15.15 | 18.68 | 729 | 190 | 793 |
| 28 Nov | 1270.80 | 58.4 | 15.30 | 20.23 | 1,208 | 209 | 599 |
| 27 Nov | 1293.20 | 43.1 | -3.25 | 19.17 | 829 | 75 | 389 |
| 26 Nov | 1295.70 | 46.35 | -0.35 | 22.26 | 290 | 49 | 314 |
| 25 Nov | 1287.00 | 46.7 | -19.30 | 20.32 | 749 | 263 | 267 |
| 22 Nov | 1265.40 | 66 | 7.00 | 20.57 | 1 | 0 | 4 |
| 21 Nov | 1223.00 | 59 | 0.00 | 0.00 | 0 | 2 | 0 |
| 20 Nov | 1241.65 | 59 | 0.00 | - | 2 | 2 | 2 |
| 19 Nov | 1241.65 | 59 | -11.00 | - | 2 | 0 | 2 |
| 18 Nov | 1260.75 | 70 | 25.40 | 20.60 | 4 | 0 | 2 |
| 14 Nov | 1267.60 | 44.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 44.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 44.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 44.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1283.75 | 44.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 44.6 | 5.15 | 21.37 | 2 | 0 | 2 |
| 6 Nov | 1325.35 | 39.45 | -24.95 | 23.71 | 1 | 0 | 1 |
| 5 Nov | 1305.30 | 64.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 1302.15 | 64.4 | 64.40 | 29.54 | 1 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | 1.56 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1330 expiring on 26DEC2024
Delta for 1330 PE is -
Historical price for 1330 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 121, which was 25.10 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 1212
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 95.9, which was 22.90 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 1248
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 73, which was -9.00 lower than the previous day. The implied volatity was 18.56, the open interest changed by -22 which decreased total open position to 1289
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 82, which was 21.25 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 1312
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 60.75, which was 6.60 higher than the previous day. The implied volatity was 22.69, the open interest changed by -30 which decreased total open position to 1296
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 54.15, which was -9.75 lower than the previous day. The implied volatity was 19.13, the open interest changed by -186 which decreased total open position to 1330
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 63.9, which was 14.65 higher than the previous day. The implied volatity was 12.72, the open interest changed by -351 which decreased total open position to 1517
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 49.25, which was 4.65 higher than the previous day. The implied volatity was 17.12, the open interest changed by -86 which decreased total open position to 1867
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 44.6, which was 6.65 higher than the previous day. The implied volatity was 18.27, the open interest changed by -58 which decreased total open position to 1953
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 37.95, which was 10.85 higher than the previous day. The implied volatity was 19.08, the open interest changed by -329 which decreased total open position to 2022
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 27.1, which was 2.05 higher than the previous day. The implied volatity was 17.13, the open interest changed by 99 which increased total open position to 2349
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 25.05, which was -7.10 lower than the previous day. The implied volatity was 19.22, the open interest changed by 295 which increased total open position to 2245
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 32.15, which was 7.40 higher than the previous day. The implied volatity was 19.72, the open interest changed by 299 which increased total open position to 1953
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 24.75, which was -7.35 lower than the previous day. The implied volatity was 19.94, the open interest changed by 640 which increased total open position to 1654
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 32.1, which was -11.15 lower than the previous day. The implied volatity was 19.62, the open interest changed by 219 which increased total open position to 1011
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 43.25, which was -15.15 lower than the previous day. The implied volatity was 18.68, the open interest changed by 190 which increased total open position to 793
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 58.4, which was 15.30 higher than the previous day. The implied volatity was 20.23, the open interest changed by 209 which increased total open position to 599
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 43.1, which was -3.25 lower than the previous day. The implied volatity was 19.17, the open interest changed by 75 which increased total open position to 389
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 46.35, which was -0.35 lower than the previous day. The implied volatity was 22.26, the open interest changed by 49 which increased total open position to 314
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 46.7, which was -19.30 lower than the previous day. The implied volatity was 20.32, the open interest changed by 263 which increased total open position to 267
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 66, which was 7.00 higher than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 4
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 59, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 59, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 59, which was -11.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 70, which was 25.40 higher than the previous day. The implied volatity was 20.60, the open interest changed by 0 which decreased total open position to 2
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 44.6, 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 0
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 44.6, 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 0
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 44.6, 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 0
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 44.6, 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 0
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 44.6, 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 0
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 44.6, which was 5.15 higher than the previous day. The implied volatity was 21.37, the open interest changed by 0 which decreased total open position to 2
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 39.45, which was -24.95 lower than the previous day. The implied volatity was 23.71, the open interest changed by 0 which decreased total open position to 1
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 64.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 64.4, which was 64.40 higher than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
