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

1205.3 -25.15 (-2.04%)

Back to Option Chain


Historical option data for RELIANCE

20 Dec 2024 04:12 PM IST
RELIANCE 26DEC2024 1340 CE
Delta: 0.02
Vega: 0.07
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 0.35 -0.75 37.72 4,240 -1,308 6,006
19 Dec 1230.45 1.1 -0.90 35.10 5,689 419 7,315
18 Dec 1253.25 2 0.25 30.22 4,003 -265 6,895
17 Dec 1245.30 1.75 -1.10 30.10 6,934 -400 7,180
16 Dec 1268.30 2.85 -1.05 25.47 7,203 551 7,582
13 Dec 1272.85 3.9 0.50 22.65 15,529 -757 7,061
12 Dec 1262.90 3.4 -0.70 24.04 20,172 1,930 14,006
11 Dec 1278.20 4.1 -1.75 20.12 6,889 259 12,113
10 Dec 1284.85 5.85 -2.40 20.16 9,880 374 11,887
9 Dec 1295.15 8.25 -4.25 19.51 9,048 1,653 11,525
6 Dec 1311.55 12.5 -3.50 17.34 9,280 630 9,877
5 Dec 1322.05 16 1.45 16.72 21,581 1,935 9,262
4 Dec 1308.95 14.55 -4.35 18.66 13,271 1,997 7,315
3 Dec 1323.30 18.9 2.90 16.55 12,697 743 5,347
2 Dec 1309.15 16 4.70 18.48 13,209 1,651 4,609
29 Nov 1292.20 11.3 1.75 18.43 8,224 151 2,909
28 Nov 1270.80 9.55 -4.25 20.71 5,893 781 2,755
27 Nov 1293.20 13.8 -0.95 19.14 2,591 237 1,973
26 Nov 1295.70 14.75 0.50 18.92 2,082 449 1,743
25 Nov 1287.00 14.25 4.35 19.27 2,964 635 1,318
22 Nov 1265.40 9.9 4.85 20.40 1,845 385 1,068
21 Nov 1223.00 5.05 -2.15 22.65 775 168 685
20 Nov 1241.65 7.2 0.00 21.61 747 98 522
19 Nov 1241.65 7.2 -2.80 21.61 747 103 522
18 Nov 1260.75 10 -2.30 20.03 349 52 419
14 Nov 1267.60 12.3 0.50 19.15 245 26 368
13 Nov 1252.05 11.8 -4.10 21.05 550 13 341
12 Nov 1274.25 15.9 -1.40 20.56 163 20 328
11 Nov 1272.70 17.3 -5.65 20.42 292 -80 308
8 Nov 1283.75 22.95 -10.55 21.58 262 51 388
7 Nov 1305.65 33.5 -7.30 21.62 177 23 336
6 Nov 1325.35 40.8 2.10 19.78 202 4 313
5 Nov 1305.30 38.7 2.20 23.12 285 -103 309
4 Nov 1302.15 36.5 -19.20 23.80 533 159 410
1 Nov 1338.65 55.7 1.50 22.35 62 17 250
31 Oct 1332.05 54.2 -8.50 - 261 186 232
30 Oct 1343.90 62.7 3.45 - 25 12 44
29 Oct 1340.00 59.25 -2.30 - 5 3 33
28 Oct 1334.35 61.55 - 6 29 29


For Reliance Industries Ltd - strike price 1340 expiring on 26DEC2024

Delta for 1340 CE is 0.02

Historical price for 1340 CE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.35, which was -0.75 lower than the previous day. The implied volatity was 37.72, the open interest changed by -1308 which decreased total open position to 6006


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 1.1, which was -0.90 lower than the previous day. The implied volatity was 35.10, the open interest changed by 419 which increased total open position to 7315


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 30.22, the open interest changed by -265 which decreased total open position to 6895


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 1.75, which was -1.10 lower than the previous day. The implied volatity was 30.10, the open interest changed by -400 which decreased total open position to 7180


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 25.47, the open interest changed by 551 which increased total open position to 7582


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 3.9, which was 0.50 higher than the previous day. The implied volatity was 22.65, the open interest changed by -757 which decreased total open position to 7061


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 3.4, which was -0.70 lower than the previous day. The implied volatity was 24.04, the open interest changed by 1930 which increased total open position to 14006


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 4.1, which was -1.75 lower than the previous day. The implied volatity was 20.12, the open interest changed by 259 which increased total open position to 12113


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 5.85, which was -2.40 lower than the previous day. The implied volatity was 20.16, the open interest changed by 374 which increased total open position to 11887


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 8.25, which was -4.25 lower than the previous day. The implied volatity was 19.51, the open interest changed by 1653 which increased total open position to 11525


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 12.5, which was -3.50 lower than the previous day. The implied volatity was 17.34, the open interest changed by 630 which increased total open position to 9877


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 16, which was 1.45 higher than the previous day. The implied volatity was 16.72, the open interest changed by 1935 which increased total open position to 9262


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 14.55, which was -4.35 lower than the previous day. The implied volatity was 18.66, the open interest changed by 1997 which increased total open position to 7315


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 18.9, which was 2.90 higher than the previous day. The implied volatity was 16.55, the open interest changed by 743 which increased total open position to 5347


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 16, which was 4.70 higher than the previous day. The implied volatity was 18.48, the open interest changed by 1651 which increased total open position to 4609


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 11.3, which was 1.75 higher than the previous day. The implied volatity was 18.43, the open interest changed by 151 which increased total open position to 2909


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 9.55, which was -4.25 lower than the previous day. The implied volatity was 20.71, the open interest changed by 781 which increased total open position to 2755


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 13.8, which was -0.95 lower than the previous day. The implied volatity was 19.14, the open interest changed by 237 which increased total open position to 1973


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 14.75, which was 0.50 higher than the previous day. The implied volatity was 18.92, the open interest changed by 449 which increased total open position to 1743


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 14.25, which was 4.35 higher than the previous day. The implied volatity was 19.27, the open interest changed by 635 which increased total open position to 1318


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 9.9, which was 4.85 higher than the previous day. The implied volatity was 20.40, the open interest changed by 385 which increased total open position to 1068


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 5.05, which was -2.15 lower than the previous day. The implied volatity was 22.65, the open interest changed by 168 which increased total open position to 685


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was 21.61, the open interest changed by 98 which increased total open position to 522


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 7.2, which was -2.80 lower than the previous day. The implied volatity was 21.61, the open interest changed by 103 which increased total open position to 522


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 10, which was -2.30 lower than the previous day. The implied volatity was 20.03, the open interest changed by 52 which increased total open position to 419


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 12.3, which was 0.50 higher than the previous day. The implied volatity was 19.15, the open interest changed by 26 which increased total open position to 368


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 11.8, which was -4.10 lower than the previous day. The implied volatity was 21.05, the open interest changed by 13 which increased total open position to 341


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 15.9, which was -1.40 lower than the previous day. The implied volatity was 20.56, the open interest changed by 20 which increased total open position to 328


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 17.3, which was -5.65 lower than the previous day. The implied volatity was 20.42, the open interest changed by -80 which decreased total open position to 308


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 22.95, which was -10.55 lower than the previous day. The implied volatity was 21.58, the open interest changed by 51 which increased total open position to 388


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 33.5, which was -7.30 lower than the previous day. The implied volatity was 21.62, the open interest changed by 23 which increased total open position to 336


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 40.8, which was 2.10 higher than the previous day. The implied volatity was 19.78, the open interest changed by 4 which increased total open position to 313


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 38.7, which was 2.20 higher than the previous day. The implied volatity was 23.12, the open interest changed by -103 which decreased total open position to 309


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 36.5, which was -19.20 lower than the previous day. The implied volatity was 23.80, the open interest changed by 159 which increased total open position to 410


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 55.7, which was 1.50 higher than the previous day. The implied volatity was 22.35, the open interest changed by 17 which increased total open position to 250


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 54.2, which was -8.50 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 62.7, which was 3.45 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 59.25, which was -2.30 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 61.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RELIANCE 26DEC2024 1340 PE
Delta: -0.97
Vega: 0.11
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 132.6 27.80 42.90 151 -80 1,944
19 Dec 1230.45 104.8 22.70 - 159 -123 2,025
18 Dec 1253.25 82.1 -9.10 - 71 -41 2,156
17 Dec 1245.30 91.2 21.20 - 111 -53 2,201
16 Dec 1268.30 70 7.25 23.37 107 12 2,253
13 Dec 1272.85 62.75 -9.30 18.60 511 -258 2,242
12 Dec 1262.90 72.05 14.30 - 315 -176 2,503
11 Dec 1278.20 57.75 5.15 16.77 166 -56 2,681
10 Dec 1284.85 52.6 7.55 18.16 285 -46 2,737
9 Dec 1295.15 45.05 12.10 18.87 1,558 102 2,784
6 Dec 1311.55 32.95 2.60 16.79 3,220 171 2,680
5 Dec 1322.05 30.35 -7.50 19.08 6,362 273 2,501
4 Dec 1308.95 37.85 8.10 19.36 3,918 251 2,228
3 Dec 1323.30 29.75 -8.00 19.81 3,450 524 1,975
2 Dec 1309.15 37.75 -12.30 19.36 1,238 35 1,445
29 Nov 1292.20 50.05 -14.90 18.54 585 127 1,410
28 Nov 1270.80 64.95 15.55 19.17 894 259 1,283
27 Nov 1293.20 49.4 -2.60 18.83 647 114 1,020
26 Nov 1295.70 52 -1.25 21.72 1,026 566 903
25 Nov 1287.00 53.25 -22.25 20.22 250 52 339
22 Nov 1265.40 75.5 -37.20 22.11 32 8 295
21 Nov 1223.00 112.7 38.80 23.77 46 7 287
20 Nov 1241.65 73.9 0.00 - 128 43 280
19 Nov 1241.65 73.9 -1.20 - 128 43 280
18 Nov 1260.75 75.1 6.10 18.43 31 0 237
14 Nov 1267.60 69 -12.30 18.37 6 0 237
13 Nov 1252.05 81.3 12.30 19.40 41 27 238
12 Nov 1274.25 69 0.20 19.66 22 8 212
11 Nov 1272.70 68.8 4.80 21.25 108 97 200
8 Nov 1283.75 64 13.00 20.80 25 4 104
7 Nov 1305.65 51 8.80 21.82 61 -16 106
6 Nov 1325.35 42.2 -12.40 22.61 19 7 122
5 Nov 1305.30 54.6 -6.15 24.26 36 0 115
4 Nov 1302.15 60.75 15.45 24.58 51 17 115
1 Nov 1338.65 45.3 -0.70 26.28 4 1 98
31 Oct 1332.05 46 10.00 - 81 30 97
30 Oct 1343.90 36 -107.05 - 51 24 65
29 Oct 1340.00 143.05 102.35 - 2 0 41
28 Oct 1334.35 40.7 - 2 40 40


For Reliance Industries Ltd - strike price 1340 expiring on 26DEC2024

Delta for 1340 PE is -0.97

Historical price for 1340 PE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 132.6, which was 27.80 higher than the previous day. The implied volatity was 42.90, the open interest changed by -80 which decreased total open position to 1944


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 104.8, which was 22.70 higher than the previous day. The implied volatity was -, the open interest changed by -123 which decreased total open position to 2025


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 82.1, which was -9.10 lower than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 2156


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 91.2, which was 21.20 higher than the previous day. The implied volatity was -, the open interest changed by -53 which decreased total open position to 2201


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 70, which was 7.25 higher than the previous day. The implied volatity was 23.37, the open interest changed by 12 which increased total open position to 2253


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 62.75, which was -9.30 lower than the previous day. The implied volatity was 18.60, the open interest changed by -258 which decreased total open position to 2242


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 72.05, which was 14.30 higher than the previous day. The implied volatity was -, the open interest changed by -176 which decreased total open position to 2503


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 57.75, which was 5.15 higher than the previous day. The implied volatity was 16.77, the open interest changed by -56 which decreased total open position to 2681


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 52.6, which was 7.55 higher than the previous day. The implied volatity was 18.16, the open interest changed by -46 which decreased total open position to 2737


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 45.05, which was 12.10 higher than the previous day. The implied volatity was 18.87, the open interest changed by 102 which increased total open position to 2784


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 32.95, which was 2.60 higher than the previous day. The implied volatity was 16.79, the open interest changed by 171 which increased total open position to 2680


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 30.35, which was -7.50 lower than the previous day. The implied volatity was 19.08, the open interest changed by 273 which increased total open position to 2501


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 37.85, which was 8.10 higher than the previous day. The implied volatity was 19.36, the open interest changed by 251 which increased total open position to 2228


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 29.75, which was -8.00 lower than the previous day. The implied volatity was 19.81, the open interest changed by 524 which increased total open position to 1975


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 37.75, which was -12.30 lower than the previous day. The implied volatity was 19.36, the open interest changed by 35 which increased total open position to 1445


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 50.05, which was -14.90 lower than the previous day. The implied volatity was 18.54, the open interest changed by 127 which increased total open position to 1410


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 64.95, which was 15.55 higher than the previous day. The implied volatity was 19.17, the open interest changed by 259 which increased total open position to 1283


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 49.4, which was -2.60 lower than the previous day. The implied volatity was 18.83, the open interest changed by 114 which increased total open position to 1020


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 52, which was -1.25 lower than the previous day. The implied volatity was 21.72, the open interest changed by 566 which increased total open position to 903


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 53.25, which was -22.25 lower than the previous day. The implied volatity was 20.22, the open interest changed by 52 which increased total open position to 339


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 75.5, which was -37.20 lower than the previous day. The implied volatity was 22.11, the open interest changed by 8 which increased total open position to 295


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 112.7, which was 38.80 higher than the previous day. The implied volatity was 23.77, the open interest changed by 7 which increased total open position to 287


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 73.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 280


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 73.9, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 280


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 75.1, which was 6.10 higher than the previous day. The implied volatity was 18.43, the open interest changed by 0 which decreased total open position to 237


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 69, which was -12.30 lower than the previous day. The implied volatity was 18.37, the open interest changed by 0 which decreased total open position to 237


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 81.3, which was 12.30 higher than the previous day. The implied volatity was 19.40, the open interest changed by 27 which increased total open position to 238


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 69, which was 0.20 higher than the previous day. The implied volatity was 19.66, the open interest changed by 8 which increased total open position to 212


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 68.8, which was 4.80 higher than the previous day. The implied volatity was 21.25, the open interest changed by 97 which increased total open position to 200


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 64, which was 13.00 higher than the previous day. The implied volatity was 20.80, the open interest changed by 4 which increased total open position to 104


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 51, which was 8.80 higher than the previous day. The implied volatity was 21.82, the open interest changed by -16 which decreased total open position to 106


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 42.2, which was -12.40 lower than the previous day. The implied volatity was 22.61, the open interest changed by 7 which increased total open position to 122


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 54.6, which was -6.15 lower than the previous day. The implied volatity was 24.26, the open interest changed by 0 which decreased total open position to 115


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 60.75, which was 15.45 higher than the previous day. The implied volatity was 24.58, the open interest changed by 17 which increased total open position to 115


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 45.3, which was -0.70 lower than the previous day. The implied volatity was 26.28, the open interest changed by 1 which increased total open position to 98


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 46, which was 10.00 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 36, which was -107.05 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 143.05, which was 102.35 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 40.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to