Historical option data for RELIANCE
22 Jun 2026 02:22 PM IST
| RELIANCE 28-Jul-2026 (36d) 1330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.02
Theta: -0.63
Gamma: 0.00395
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1331.00 | 44.15 | 5.15 (13.21%) | 23.87 | 1,324 | 119 | 1,292 | |||||||||
| 19 Jun | 1309.50 | 39.55 | -8.45 (-17.60%) | 26.05 | 2,580 | 730 | 1,173 | |||||||||
| 18 Jun | 1328.10 | 49 | 0 (0.00%) | 25.2 | 622 | 176 | 440 | |||||||||
| 17 Jun | 1332.70 | 49 | 3 (6.52%) | 24.5 | 358 | 77 | 258 | |||||||||
| 16 Jun | 1328.80 | 46.7 | 5.7 (13.90%) | 23.94 | 224 | 60 | 181 | |||||||||
| 15 Jun | 1307.00 | 41.35 | 4.35 (11.76%) | 26.42 | 79 | 16 | 120 | |||||||||
| 12 Jun | 1293.00 | 37.9 | 12.9 (51.60%) | 26.42 | 91 | 18 | 102 | |||||||||
| 11 Jun | 1263.00 | 24.95 | -1.05 (-4.04%) | 26.2 | 44 | 12 | 83 | |||||||||
| 10 Jun | 1258.80 | 26.4 | -2.6 (-8.97%) | 27.5 | 61 | 23 | 70 | |||||||||
| 9 Jun | 1269.20 | 28.75 | -1.25 (-4.17%) | 26.39 | 17 | 3 | 47 | |||||||||
| 8 Jun | 1263.30 | 29.8 | -10 (-25.13%) | 27.85 | 12 | 7 | 44 | |||||||||
| 5 Jun | 1291.00 | 39.8 | -4.2 (-9.55%) | 26.41 | 10 | 6 | 37 | |||||||||
| 4 Jun | 1303.70 | 43.95 | -3.05 (-6.49%) | 24.53 | 9 | 1 | 31 | |||||||||
| 3 Jun | 1313.20 | 47 | -1 (-2.08%) | 24.2 | 20 | 17 | 30 | |||||||||
| 2 Jun | 1314.60 | 47.85 | -2.15 (-4.30%) | 24.38 | 12 | 6 | 12 | |||||||||
| 1 Jun | 1320.00 | 49.75 | -31.25 (-38.58%) | 23.46 | 6 | 5 | 5 | |||||||||
| 29 May | 1321.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1330 expiring on 28JUL2026
Delta for 1330 CE is 0.55
Historical price for 1330 CE is as follows
On 22 Jun RELIANCE was trading at 1331.00. The strike last trading price was 44.15, which was 5.15 higher than the previous day. The implied volatity was 23.87, the open interest changed by 119 which increased total open position to 1292
On 19 Jun RELIANCE was trading at 1309.50. The strike last trading price was 39.55, which was -8.45 lower than the previous day. The implied volatity was 26.05, the open interest changed by 730 which increased total open position to 1173
On 18 Jun RELIANCE was trading at 1328.10. The strike last trading price was 49, which was 0 lower than the previous day. The implied volatity was 25.2, the open interest changed by 176 which increased total open position to 440
On 17 Jun RELIANCE was trading at 1332.70. The strike last trading price was 49, which was 3 higher than the previous day. The implied volatity was 24.5, the open interest changed by 77 which increased total open position to 258
On 16 Jun RELIANCE was trading at 1328.80. The strike last trading price was 46.7, which was 5.7 higher than the previous day. The implied volatity was 23.94, the open interest changed by 60 which increased total open position to 181
On 15 Jun RELIANCE was trading at 1307.00. The strike last trading price was 41.35, which was 4.35 higher than the previous day. The implied volatity was 26.42, the open interest changed by 16 which increased total open position to 120
On 12 Jun RELIANCE was trading at 1293.00. The strike last trading price was 37.9, which was 12.9 higher than the previous day. The implied volatity was 26.42, the open interest changed by 18 which increased total open position to 102
On 11 Jun RELIANCE was trading at 1263.00. The strike last trading price was 24.95, which was -1.05 lower than the previous day. The implied volatity was 26.2, the open interest changed by 12 which increased total open position to 83
On 10 Jun RELIANCE was trading at 1258.80. The strike last trading price was 26.4, which was -2.6 lower than the previous day. The implied volatity was 27.5, the open interest changed by 23 which increased total open position to 70
On 9 Jun RELIANCE was trading at 1269.20. The strike last trading price was 28.75, which was -1.25 lower than the previous day. The implied volatity was 26.39, the open interest changed by 3 which increased total open position to 47
On 8 Jun RELIANCE was trading at 1263.30. The strike last trading price was 29.8, which was -10 lower than the previous day. The implied volatity was 27.85, the open interest changed by 7 which increased total open position to 44
On 5 Jun RELIANCE was trading at 1291.00. The strike last trading price was 39.8, which was -4.2 lower than the previous day. The implied volatity was 26.41, the open interest changed by 6 which increased total open position to 37
On 4 Jun RELIANCE was trading at 1303.70. The strike last trading price was 43.95, which was -3.05 lower than the previous day. The implied volatity was 24.53, the open interest changed by 1 which increased total open position to 31
On 3 Jun RELIANCE was trading at 1313.20. The strike last trading price was 47, which was -1 lower than the previous day. The implied volatity was 24.2, the open interest changed by 17 which increased total open position to 30
On 2 Jun RELIANCE was trading at 1314.60. The strike last trading price was 47.85, which was -2.15 lower than the previous day. The implied volatity was 24.38, the open interest changed by 6 which increased total open position to 12
On 1 Jun RELIANCE was trading at 1320.00. The strike last trading price was 49.75, which was -31.25 lower than the previous day. The implied volatity was 23.46, the open interest changed by 5 which increased total open position to 5
On 29 May RELIANCE was trading at 1321.20. The strike last trading price was 0, 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
| RELIANCE 28-Jul-2026 (36d) 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.02
Theta: -0.38
Gamma: 0.00427
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1331.00 | 32.7 | -14.25 (-30.35%) | 22.07 | 775 | 150 | 778 |
| 19 Jun | 1309.50 | 44.95 | 6.05 (15.55%) | 22.7 | 1,000 | 238 | 629 |
| 18 Jun | 1328.10 | 37.7 | 1.75 (4.87%) | 24.18 | 273 | 142 | 392 |
| 17 Jun | 1332.70 | 36.45 | -0.6 (-1.62%) | 23.26 | 279 | 161 | 249 |
| 16 Jun | 1328.80 | 37.55 | -12.45 (-24.90%) | 22.43 | 113 | 75 | 89 |
| 15 Jun | 1307.00 | 50 | -9 (-15.25%) | 22.83 | 5 | 1 | 13 |
| 12 Jun | 1293.00 | 59 | 1.05 (1.81%) | 22.92 | 8 | 4 | 11 |
| 11 Jun | 1263.00 | 57.95 | 57.95 (-27.83%) | 22.43 | 4 | 0 | 7 |
| 10 Jun | 1258.80 | 57.95 | -22.35 (-27.83%) | 22.43 | 4 | 2 | 8 |
| 9 Jun | 1269.20 | 80.3 | 80.3 (78.05%) | 23.23 | 2 | 0 | 6 |
| 8 Jun | 1263.30 | 80.3 | 35.2 (78.05%) | 23.23 | 2 | 0 | 6 |
| 5 Jun | 1291.00 | 45.1 | 45.1 | - | 6 | 0 | 6 |
| 4 Jun | 1303.70 | 45.1 | 45.1 | - | 6 | 0 | 6 |
| 3 Jun | 1313.20 | 45.1 | 45.1 | - | 6 | 0 | 6 |
| 2 Jun | 1314.60 | 45.1 | 45.1 (2.04%) | 22.31 | 6 | 0 | 6 |
| 1 Jun | 1320.00 | 45.1 | 0.9 (2.04%) | 22.31 | 6 | 1 | 5 |
| 29 May | 1321.20 | 44.85 | 3.4 (8.20%) | 21.86 | 4 | 3 | 3 |
For Reliance Industries Ltd - strike price 1330 expiring on 28JUL2026
Delta for 1330 PE is -0.45
Historical price for 1330 PE is as follows
On 22 Jun RELIANCE was trading at 1331.00. The strike last trading price was 32.7, which was -14.25 lower than the previous day. The implied volatity was 22.07, the open interest changed by 150 which increased total open position to 778
On 19 Jun RELIANCE was trading at 1309.50. The strike last trading price was 44.95, which was 6.05 higher than the previous day. The implied volatity was 22.7, the open interest changed by 238 which increased total open position to 629
On 18 Jun RELIANCE was trading at 1328.10. The strike last trading price was 37.7, which was 1.75 higher than the previous day. The implied volatity was 24.18, the open interest changed by 142 which increased total open position to 392
On 17 Jun RELIANCE was trading at 1332.70. The strike last trading price was 36.45, which was -0.6 lower than the previous day. The implied volatity was 23.26, the open interest changed by 161 which increased total open position to 249
On 16 Jun RELIANCE was trading at 1328.80. The strike last trading price was 37.55, which was -12.45 lower than the previous day. The implied volatity was 22.43, the open interest changed by 75 which increased total open position to 89
On 15 Jun RELIANCE was trading at 1307.00. The strike last trading price was 50, which was -9 lower than the previous day. The implied volatity was 22.83, the open interest changed by 1 which increased total open position to 13
On 12 Jun RELIANCE was trading at 1293.00. The strike last trading price was 59, which was 1.05 higher than the previous day. The implied volatity was 22.92, the open interest changed by 4 which increased total open position to 11
On 11 Jun RELIANCE was trading at 1263.00. The strike last trading price was 57.95, which was 57.95 higher than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 7
On 10 Jun RELIANCE was trading at 1258.80. The strike last trading price was 57.95, which was -22.35 lower than the previous day. The implied volatity was 22.43, the open interest changed by 2 which increased total open position to 8
On 9 Jun RELIANCE was trading at 1269.20. The strike last trading price was 80.3, which was 80.3 higher than the previous day. The implied volatity was 23.23, the open interest changed by 0 which decreased total open position to 6
On 8 Jun RELIANCE was trading at 1263.30. The strike last trading price was 80.3, which was 35.2 higher than the previous day. The implied volatity was 23.23, the open interest changed by 0 which decreased total open position to 6
On 5 Jun RELIANCE was trading at 1291.00. The strike last trading price was 45.1, which was 45.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Jun RELIANCE was trading at 1303.70. The strike last trading price was 45.1, which was 45.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Jun RELIANCE was trading at 1313.20. The strike last trading price was 45.1, which was 45.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Jun RELIANCE was trading at 1314.60. The strike last trading price was 45.1, which was 45.1 higher than the previous day. The implied volatity was 22.31, the open interest changed by 0 which decreased total open position to 6
On 1 Jun RELIANCE was trading at 1320.00. The strike last trading price was 45.1, which was 0.9 higher than the previous day. The implied volatity was 22.31, the open interest changed by 1 which increased total open position to 5
On 29 May RELIANCE was trading at 1321.20. The strike last trading price was 44.85, which was 3.4 higher than the previous day. The implied volatity was 21.86, the open interest changed by 3 which increased total open position to 3
