RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1330 CE | ||||||||||
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Delta: 0.03
Vega: 0.12
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.7 | -0.60 | 32.59 | 7,284 | -1,006 | 12,902 | |||
| 20 Nov | 1241.65 | 1.3 | 0.00 | 27.76 | 14,858 | -938 | 13,946 | |||
| 19 Nov | 1241.65 | 1.3 | -0.45 | 27.76 | 14,858 | -900 | 13,946 | |||
| 18 Nov | 1260.75 | 1.75 | -1.30 | 22.41 | 8,944 | -110 | 14,834 | |||
| 14 Nov | 1267.60 | 3.05 | 0.00 | 19.72 | 10,288 | 244 | 14,948 | |||
| 13 Nov | 1252.05 | 3.05 | -1.95 | 22.31 | 15,824 | -738 | 14,708 | |||
| 12 Nov | 1274.25 | 5 | -0.85 | 20.81 | 12,282 | -306 | 16,342 | |||
| 11 Nov | 1272.70 | 5.85 | -2.35 | 20.29 | 14,652 | 64 | 16,660 | |||
| 8 Nov | 1283.75 | 8.2 | -9.75 | 19.44 | 27,284 | 7,256 | 16,542 | |||
| 7 Nov | 1305.65 | 17.95 | -8.05 | 20.45 | 11,662 | 1,712 | 9,278 | |||
| 6 Nov | 1325.35 | 26 | 3.40 | 18.47 | 21,426 | -306 | 7,578 | |||
| 5 Nov | 1305.30 | 22.6 | 0.10 | 22.13 | 12,386 | 670 | 7,904 | |||
| 4 Nov | 1302.15 | 22.5 | -18.20 | 24.36 | 24,634 | 2,174 | 7,266 | |||
| 1 Nov | 1338.65 | 40.7 | -0.80 | 21.40 | 1,378 | 54 | 5,096 | |||
| 31 Oct | 1332.05 | 41.5 | -6.40 | - | 9,770 | 1,510 | 5,092 | |||
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| 30 Oct | 1343.90 | 47.9 | 2.55 | - | 4,686 | -332 | 3,580 | |||
| 29 Oct | 1340.00 | 45.35 | 0.85 | - | 10,722 | 1,568 | 3,926 | |||
| 28 Oct | 1334.35 | 44.5 | - | 3,700 | 1,214 | 2,336 | ||||
For Reliance Industries Ltd - strike price 1330 expiring on 28NOV2024
Delta for 1330 CE is 0.03
Historical price for 1330 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 32.59, the open interest changed by -503 which decreased total open position to 6451
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 27.76, the open interest changed by -469 which decreased total open position to 6973
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 27.76, the open interest changed by -450 which decreased total open position to 6973
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 1.75, which was -1.30 lower than the previous day. The implied volatity was 22.41, the open interest changed by -55 which decreased total open position to 7417
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 19.72, the open interest changed by 122 which increased total open position to 7474
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 3.05, which was -1.95 lower than the previous day. The implied volatity was 22.31, the open interest changed by -369 which decreased total open position to 7354
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 5, which was -0.85 lower than the previous day. The implied volatity was 20.81, the open interest changed by -153 which decreased total open position to 8171
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 5.85, which was -2.35 lower than the previous day. The implied volatity was 20.29, the open interest changed by 32 which increased total open position to 8330
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 8.2, which was -9.75 lower than the previous day. The implied volatity was 19.44, the open interest changed by 3628 which increased total open position to 8271
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 17.95, which was -8.05 lower than the previous day. The implied volatity was 20.45, the open interest changed by 856 which increased total open position to 4639
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 26, which was 3.40 higher than the previous day. The implied volatity was 18.47, the open interest changed by -153 which decreased total open position to 3789
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 22.6, which was 0.10 higher than the previous day. The implied volatity was 22.13, the open interest changed by 335 which increased total open position to 3952
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 22.5, which was -18.20 lower than the previous day. The implied volatity was 24.36, the open interest changed by 1087 which increased total open position to 3633
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 40.7, which was -0.80 lower than the previous day. The implied volatity was 21.40, the open interest changed by 27 which increased total open position to 2548
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 41.5, which was -6.40 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 47.9, which was 2.55 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 45.35, which was 0.85 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 44.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.15
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 108 | 19.55 | 34.74 | 302 | -202 | 3,144 |
| 20 Nov | 1241.65 | 88.45 | 0.00 | - | 596 | -312 | 3,348 |
| 19 Nov | 1241.65 | 88.45 | 20.45 | - | 596 | -310 | 3,348 |
| 18 Nov | 1260.75 | 68 | 6.95 | 18.80 | 218 | -118 | 3,658 |
| 14 Nov | 1267.60 | 61.05 | -12.30 | 19.70 | 534 | -20 | 3,786 |
| 13 Nov | 1252.05 | 73.35 | 12.40 | 18.63 | 906 | -402 | 3,808 |
| 12 Nov | 1274.25 | 60.95 | 4.05 | 22.61 | 774 | -226 | 4,210 |
| 11 Nov | 1272.70 | 56.9 | 4.10 | 21.11 | 750 | -102 | 4,436 |
| 8 Nov | 1283.75 | 52.8 | 17.40 | 21.59 | 3,540 | -464 | 4,536 |
| 7 Nov | 1305.65 | 35.4 | 9.60 | 20.52 | 2,930 | -16 | 5,020 |
| 6 Nov | 1325.35 | 25.8 | -12.35 | 21.40 | 4,814 | 340 | 5,028 |
| 5 Nov | 1305.30 | 38.15 | -9.75 | 23.22 | 2,260 | -278 | 4,686 |
| 4 Nov | 1302.15 | 47.9 | 18.90 | 26.38 | 10,610 | -600 | 4,964 |
| 1 Nov | 1338.65 | 29 | -1.70 | 25.99 | 754 | 64 | 5,558 |
| 31 Oct | 1332.05 | 30.7 | 5.50 | - | 6,234 | 1,276 | 5,470 |
| 30 Oct | 1343.90 | 25.2 | -1.80 | - | 2,762 | 716 | 4,196 |
| 29 Oct | 1340.00 | 27 | -4.30 | - | 3,104 | 846 | 3,476 |
| 28 Oct | 1334.35 | 31.3 | - | 2,438 | 1,704 | 2,924 | |
For Reliance Industries Ltd - strike price 1330 expiring on 28NOV2024
Delta for 1330 PE is -0.96
Historical price for 1330 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 108, which was 19.55 higher than the previous day. The implied volatity was 34.74, the open interest changed by -101 which decreased total open position to 1572
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 88.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -156 which decreased total open position to 1674
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 88.45, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by -155 which decreased total open position to 1674
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 68, which was 6.95 higher than the previous day. The implied volatity was 18.80, the open interest changed by -59 which decreased total open position to 1829
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 61.05, which was -12.30 lower than the previous day. The implied volatity was 19.70, the open interest changed by -10 which decreased total open position to 1893
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 73.35, which was 12.40 higher than the previous day. The implied volatity was 18.63, the open interest changed by -201 which decreased total open position to 1904
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 60.95, which was 4.05 higher than the previous day. The implied volatity was 22.61, the open interest changed by -113 which decreased total open position to 2105
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 56.9, which was 4.10 higher than the previous day. The implied volatity was 21.11, the open interest changed by -51 which decreased total open position to 2218
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 52.8, which was 17.40 higher than the previous day. The implied volatity was 21.59, the open interest changed by -232 which decreased total open position to 2268
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 35.4, which was 9.60 higher than the previous day. The implied volatity was 20.52, the open interest changed by -8 which decreased total open position to 2510
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 25.8, which was -12.35 lower than the previous day. The implied volatity was 21.40, the open interest changed by 170 which increased total open position to 2514
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 38.15, which was -9.75 lower than the previous day. The implied volatity was 23.22, the open interest changed by -139 which decreased total open position to 2343
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 47.9, which was 18.90 higher than the previous day. The implied volatity was 26.38, the open interest changed by -300 which decreased total open position to 2482
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 29, which was -1.70 lower than the previous day. The implied volatity was 25.99, the open interest changed by 32 which increased total open position to 2779
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 30.7, which was 5.50 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 25.2, which was -1.80 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 27, which was -4.30 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 31.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
