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

1210.7 -10.35 (-0.85%)

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Historical option data for RELIANCE

30 Dec 2024 04:12 PM IST
RELIANCE 30JAN2025 1340 CE
Delta: 0.06
Vega: 0.45
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
30 Dec 1210.70 2 -0.40 20.50 1,215 294 2,043
27 Dec 1221.05 2.4 -0.75 18.82 1,779 159 1,762
26 Dec 1216.55 3.15 -0.95 20.44 2,255 580 1,599
24 Dec 1222.75 4.1 -1.60 20.11 1,216 207 1,020
23 Dec 1222.30 5.7 -0.35 21.84 1,301 114 812
20 Dec 1205.30 6.05 -3.05 23.99 1,175 -36 694
19 Dec 1230.45 9.1 -4.10 22.91 814 155 736
18 Dec 1253.25 13.2 1.40 21.81 360 99 581
17 Dec 1245.30 11.8 -4.65 22.14 635 -39 481
16 Dec 1268.30 16.45 -2.20 20.83 371 155 519
13 Dec 1272.85 18.65 2.95 20.20 564 145 364
12 Dec 1262.90 15.7 -5.15 20.54 244 28 219
11 Dec 1278.20 20.85 -3.50 20.07 95 17 191
10 Dec 1284.85 24.35 -4.15 20.36 69 16 174
9 Dec 1295.15 28.5 -7.75 20.10 101 9 160
6 Dec 1311.55 36.25 -2.65 19.78 71 19 151
5 Dec 1322.05 38.9 3.00 18.54 69 13 133
4 Dec 1308.95 35.9 -4.45 19.59 74 5 118
3 Dec 1323.30 40.35 4.00 17.69 75 41 109
2 Dec 1309.15 36.35 5.35 18.98 20 12 68
29 Nov 1292.20 31 -46.10 19.98 85 56 56
28 Nov 1270.80 77.1 0.00 2.48 0 0 0
27 Nov 1293.20 77.1 0.00 1.23 0 0 0
26 Nov 1295.70 77.1 0.00 1.17 0 0 0
25 Nov 1287.00 77.1 0.00 1.01 0 0 0
22 Nov 1265.40 77.1 0.00 2.58 0 0 0
21 Nov 1223.00 77.1 0.00 4.68 0 0 0
20 Nov 1241.65 77.1 0.00 3.77 0 0 0
19 Nov 1241.65 77.1 0.00 3.77 0 0 0
18 Nov 1260.75 77.1 0.00 2.67 0 0 0
14 Nov 1267.60 77.1 0.00 2.57 0 0 0
13 Nov 1252.05 77.1 0.00 2.42 0 0 0
12 Nov 1274.25 77.1 0.00 1.81 0 0 0
11 Nov 1272.70 77.1 0.00 1.77 0 0 0
8 Nov 1283.75 77.1 0.00 1.19 0 0 0
7 Nov 1305.65 77.1 0.00 0.24 0 0 0
6 Nov 1325.35 77.1 0.00 - 0 0 0
5 Nov 1305.30 77.1 0.00 0.34 0 0 0
4 Nov 1302.15 77.1 0.67 0 0 0


For Reliance Industries Ltd - strike price 1340 expiring on 30JAN2025

Delta for 1340 CE is 0.06

Historical price for 1340 CE is as follows

On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 20.50, the open interest changed by 294 which increased total open position to 2043


On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 2.4, which was -0.75 lower than the previous day. The implied volatity was 18.82, the open interest changed by 159 which increased total open position to 1762


On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 3.15, which was -0.95 lower than the previous day. The implied volatity was 20.44, the open interest changed by 580 which increased total open position to 1599


On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 4.1, which was -1.60 lower than the previous day. The implied volatity was 20.11, the open interest changed by 207 which increased total open position to 1020


On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 5.7, which was -0.35 lower than the previous day. The implied volatity was 21.84, the open interest changed by 114 which increased total open position to 812


On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 6.05, which was -3.05 lower than the previous day. The implied volatity was 23.99, the open interest changed by -36 which decreased total open position to 694


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 9.1, which was -4.10 lower than the previous day. The implied volatity was 22.91, the open interest changed by 155 which increased total open position to 736


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 13.2, which was 1.40 higher than the previous day. The implied volatity was 21.81, the open interest changed by 99 which increased total open position to 581


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 11.8, which was -4.65 lower than the previous day. The implied volatity was 22.14, the open interest changed by -39 which decreased total open position to 481


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 16.45, which was -2.20 lower than the previous day. The implied volatity was 20.83, the open interest changed by 155 which increased total open position to 519


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 18.65, which was 2.95 higher than the previous day. The implied volatity was 20.20, the open interest changed by 145 which increased total open position to 364


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 15.7, which was -5.15 lower than the previous day. The implied volatity was 20.54, the open interest changed by 28 which increased total open position to 219


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 20.85, which was -3.50 lower than the previous day. The implied volatity was 20.07, the open interest changed by 17 which increased total open position to 191


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 24.35, which was -4.15 lower than the previous day. The implied volatity was 20.36, the open interest changed by 16 which increased total open position to 174


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 28.5, which was -7.75 lower than the previous day. The implied volatity was 20.10, the open interest changed by 9 which increased total open position to 160


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 36.25, which was -2.65 lower than the previous day. The implied volatity was 19.78, the open interest changed by 19 which increased total open position to 151


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 38.9, which was 3.00 higher than the previous day. The implied volatity was 18.54, the open interest changed by 13 which increased total open position to 133


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 35.9, which was -4.45 lower than the previous day. The implied volatity was 19.59, the open interest changed by 5 which increased total open position to 118


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 40.35, which was 4.00 higher than the previous day. The implied volatity was 17.69, the open interest changed by 41 which increased total open position to 109


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 36.35, which was 5.35 higher than the previous day. The implied volatity was 18.98, the open interest changed by 12 which increased total open position to 68


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 31, which was -46.10 lower than the previous day. The implied volatity was 19.98, the open interest changed by 56 which increased total open position to 56


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 2.57, 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 77.1, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 77.1, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 77.1, which was 0.00 lower than the previous day. The implied volatity was 1.77, 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 77.1, which was 0.00 lower than the previous day. The implied volatity was 1.19, 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 77.1, which was 0.00 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 77.1, which was 0.00 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 77.1, which was lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0


RELIANCE 30JAN2025 1340 PE
Delta: -0.92
Vega: 0.53
Theta: 0.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
30 Dec 1210.70 119.95 6.75 22.10 1 0 392
27 Dec 1221.05 113.2 0.00 0.00 0 196 0
26 Dec 1216.55 113.2 4.80 20.17 227 196 392
24 Dec 1222.75 108.4 -1.60 22.61 129 116 195
23 Dec 1222.30 110 -17.00 24.07 15 5 71
20 Dec 1205.30 127 30.00 26.12 51 1 19
19 Dec 1230.45 97 5.25 16.07 2 0 18
18 Dec 1253.25 91.75 0.00 0.00 0 1 0
17 Dec 1245.30 91.75 26.50 22.69 13 0 17
16 Dec 1268.30 65.25 2.75 16.48 16 8 18
13 Dec 1272.85 62.5 0.00 0.00 0 0 0
12 Dec 1262.90 62.5 0.00 0.00 0 5 0
11 Dec 1278.20 62.5 4.50 19.31 8 5 10
10 Dec 1284.85 58 13.30 19.37 1 0 4
9 Dec 1295.15 44.7 0.00 0.00 0 1 0
6 Dec 1311.55 44.7 2.00 19.82 6 1 4
5 Dec 1322.05 42.7 0.00 0.00 0 0 0
4 Dec 1308.95 42.7 0.00 0.00 0 1 0
3 Dec 1323.30 42.7 -18.25 21.49 1 0 2
2 Dec 1309.15 60.95 0.00 0.00 0 0 0
29 Nov 1292.20 60.95 0.00 0.00 0 0 0
28 Nov 1270.80 60.95 0.00 0.00 0 0 2
27 Nov 1293.20 60.95 0.00 22.34 2 0 0
26 Nov 1295.70 60.95 0.00 - 0 0 0
25 Nov 1287.00 60.95 0.00 - 0 0 0
22 Nov 1265.40 60.95 0.00 - 0 0 0
21 Nov 1223.00 60.95 0.00 - 0 0 0
20 Nov 1241.65 60.95 0.00 - 0 0 0
19 Nov 1241.65 60.95 0.00 - 0 0 0
18 Nov 1260.75 60.95 0.00 - 0 0 0
14 Nov 1267.60 60.95 0.00 - 0 0 0
13 Nov 1252.05 60.95 0.00 - 0 0 0
12 Nov 1274.25 60.95 0.00 - 0 0 0
11 Nov 1272.70 60.95 0.00 - 0 0 0
8 Nov 1283.75 60.95 0.00 - 0 0 0
7 Nov 1305.65 60.95 0.00 - 0 0 0
6 Nov 1325.35 60.95 0.00 0.83 0 0 0
5 Nov 1305.30 60.95 0.00 - 0 0 0
4 Nov 1302.15 60.95 - 0 0 0


For Reliance Industries Ltd - strike price 1340 expiring on 30JAN2025

Delta for 1340 PE is -0.92

Historical price for 1340 PE is as follows

On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 119.95, which was 6.75 higher than the previous day. The implied volatity was 22.10, the open interest changed by 0 which decreased total open position to 392


On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 113.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 196 which increased total open position to 0


On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 113.2, which was 4.80 higher than the previous day. The implied volatity was 20.17, the open interest changed by 196 which increased total open position to 392


On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 108.4, which was -1.60 lower than the previous day. The implied volatity was 22.61, the open interest changed by 116 which increased total open position to 195


On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 110, which was -17.00 lower than the previous day. The implied volatity was 24.07, the open interest changed by 5 which increased total open position to 71


On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 127, which was 30.00 higher than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 19


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 97, which was 5.25 higher than the previous day. The implied volatity was 16.07, the open interest changed by 0 which decreased total open position to 18


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 91.75, 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 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 91.75, which was 26.50 higher than the previous day. The implied volatity was 22.69, the open interest changed by 0 which decreased total open position to 17


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 65.25, which was 2.75 higher than the previous day. The implied volatity was 16.48, the open interest changed by 8 which increased total open position to 18


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 62.5, 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 Dec RELIANCE was trading at 1262.90. The strike last trading price was 62.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 62.5, which was 4.50 higher than the previous day. The implied volatity was 19.31, the open interest changed by 5 which increased total open position to 10


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 58, which was 13.30 higher than the previous day. The implied volatity was 19.37, the open interest changed by 0 which decreased total open position to 4


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 44.7, 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 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 44.7, which was 2.00 higher than the previous day. The implied volatity was 19.82, the open interest changed by 1 which increased total open position to 4


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 42.7, 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 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 42.7, 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 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 42.7, which was -18.25 lower than the previous day. The implied volatity was 21.49, the open interest changed by 0 which decreased total open position to 2


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 60.95, 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 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 60.95, 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 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 60.95, 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 2


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was 22.34, the open interest changed by 0 which decreased total open position to 0


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 60.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 60.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 60.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 60.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 60.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 60.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0