RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1340 CE | ||||||||||
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Delta: 0.03
Vega: 0.11
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.6 | -0.40 | 34.07 | 6,440 | -1,064 | 15,564 | |||
| 20 Nov | 1241.65 | 1 | 0.00 | 28.55 | 16,582 | -1,006 | 16,646 | |||
| 19 Nov | 1241.65 | 1 | -0.45 | 28.55 | 16,582 | -988 | 16,646 | |||
| 18 Nov | 1260.75 | 1.45 | -0.90 | 23.75 | 8,044 | -932 | 17,638 | |||
| 14 Nov | 1267.60 | 2.35 | -0.10 | 20.46 | 9,758 | -1,578 | 18,610 | |||
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| 13 Nov | 1252.05 | 2.45 | -1.55 | 23.05 | 17,592 | 840 | 20,200 | |||
| 12 Nov | 1274.25 | 4 | -0.50 | 21.51 | 13,316 | -466 | 20,264 | |||
| 11 Nov | 1272.70 | 4.5 | -1.95 | 20.67 | 17,450 | 394 | 20,780 | |||
| 8 Nov | 1283.75 | 6.45 | -7.60 | 19.79 | 27,730 | 4,074 | 20,610 | |||
| 7 Nov | 1305.65 | 14.05 | -6.95 | 20.14 | 16,140 | 1,536 | 16,626 | |||
| 6 Nov | 1325.35 | 21 | 2.70 | 18.33 | 25,226 | -40 | 15,100 | |||
| 5 Nov | 1305.30 | 18.3 | -0.25 | 21.76 | 21,068 | 1,262 | 15,148 | |||
| 4 Nov | 1302.15 | 18.55 | -16.85 | 24.02 | 33,768 | 3,800 | 13,910 | |||
| 1 Nov | 1338.65 | 35.4 | -0.40 | 21.55 | 3,432 | 274 | 10,102 | |||
| 31 Oct | 1332.05 | 35.8 | -5.70 | - | 24,000 | 3,762 | 9,768 | |||
| 30 Oct | 1343.90 | 41.5 | 1.70 | - | 11,644 | 622 | 6,014 | |||
| 29 Oct | 1340.00 | 39.8 | 0.95 | - | 8,296 | 2,210 | 5,400 | |||
| 28 Oct | 1334.35 | 38.85 | - | 5,030 | 2,013 | 3,186 | ||||
For Reliance Industries Ltd - strike price 1340 expiring on 28NOV2024
Delta for 1340 CE is 0.03
Historical price for 1340 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 34.07, the open interest changed by -532 which decreased total open position to 7782
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 28.55, the open interest changed by -503 which decreased total open position to 8323
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 28.55, the open interest changed by -494 which decreased total open position to 8323
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 1.45, which was -0.90 lower than the previous day. The implied volatity was 23.75, the open interest changed by -466 which decreased total open position to 8819
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 2.35, which was -0.10 lower than the previous day. The implied volatity was 20.46, the open interest changed by -789 which decreased total open position to 9305
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 2.45, which was -1.55 lower than the previous day. The implied volatity was 23.05, the open interest changed by 420 which increased total open position to 10100
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 4, which was -0.50 lower than the previous day. The implied volatity was 21.51, the open interest changed by -233 which decreased total open position to 10132
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 4.5, which was -1.95 lower than the previous day. The implied volatity was 20.67, the open interest changed by 197 which increased total open position to 10390
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 6.45, which was -7.60 lower than the previous day. The implied volatity was 19.79, the open interest changed by 2037 which increased total open position to 10305
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 14.05, which was -6.95 lower than the previous day. The implied volatity was 20.14, the open interest changed by 768 which increased total open position to 8313
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 21, which was 2.70 higher than the previous day. The implied volatity was 18.33, the open interest changed by -20 which decreased total open position to 7550
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 18.3, which was -0.25 lower than the previous day. The implied volatity was 21.76, the open interest changed by 631 which increased total open position to 7574
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 18.55, which was -16.85 lower than the previous day. The implied volatity was 24.02, the open interest changed by 1900 which increased total open position to 6955
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 35.4, which was -0.40 lower than the previous day. The implied volatity was 21.55, the open interest changed by 137 which increased total open position to 5051
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 35.8, which was -5.70 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 41.5, which was 1.70 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 39.8, which was 0.95 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 38.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 116.95 | 17.05 | - | 172 | -92 | 5,110 |
| 20 Nov | 1241.65 | 99.9 | 0.00 | 26.04 | 364 | -194 | 5,202 |
| 19 Nov | 1241.65 | 99.9 | 21.80 | 26.04 | 364 | -194 | 5,202 |
| 18 Nov | 1260.75 | 78.1 | 8.10 | 21.56 | 312 | -146 | 5,402 |
| 14 Nov | 1267.60 | 70 | -12.90 | 19.70 | 664 | -246 | 5,546 |
| 13 Nov | 1252.05 | 82.9 | 13.20 | 19.18 | 1,070 | -188 | 5,796 |
| 12 Nov | 1274.25 | 69.7 | 4.35 | 23.23 | 384 | -146 | 5,984 |
| 11 Nov | 1272.70 | 65.35 | 4.35 | 21.39 | 534 | -184 | 6,132 |
| 8 Nov | 1283.75 | 61 | 19.75 | 22.17 | 1,878 | -244 | 6,336 |
| 7 Nov | 1305.65 | 41.25 | 10.85 | 20.04 | 3,272 | 8 | 6,580 |
| 6 Nov | 1325.35 | 30.4 | -13.20 | 20.99 | 6,974 | -910 | 6,566 |
| 5 Nov | 1305.30 | 43.6 | -10.40 | 22.73 | 3,322 | -694 | 8,000 |
| 4 Nov | 1302.15 | 54 | 21.10 | 26.39 | 7,836 | -1,318 | 8,772 |
| 1 Nov | 1338.65 | 32.9 | -2.40 | 25.55 | 2,346 | 668 | 10,092 |
| 31 Oct | 1332.05 | 35.3 | 6.45 | - | 16,534 | 2,650 | 9,408 |
| 30 Oct | 1343.90 | 28.85 | -2.55 | - | 5,618 | 1,390 | 6,756 |
| 29 Oct | 1340.00 | 31.4 | -3.60 | - | 3,746 | 1,486 | 5,364 |
| 28 Oct | 1334.35 | 35 | - | 3,456 | 2,576 | 3,880 | |
For Reliance Industries Ltd - strike price 1340 expiring on 28NOV2024
Delta for 1340 PE is -
Historical price for 1340 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 116.95, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 2555
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was 26.04, the open interest changed by -97 which decreased total open position to 2601
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 99.9, which was 21.80 higher than the previous day. The implied volatity was 26.04, the open interest changed by -97 which decreased total open position to 2601
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 78.1, which was 8.10 higher than the previous day. The implied volatity was 21.56, the open interest changed by -73 which decreased total open position to 2701
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 70, which was -12.90 lower than the previous day. The implied volatity was 19.70, the open interest changed by -123 which decreased total open position to 2773
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 82.9, which was 13.20 higher than the previous day. The implied volatity was 19.18, the open interest changed by -94 which decreased total open position to 2898
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 69.7, which was 4.35 higher than the previous day. The implied volatity was 23.23, the open interest changed by -73 which decreased total open position to 2992
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 65.35, which was 4.35 higher than the previous day. The implied volatity was 21.39, the open interest changed by -92 which decreased total open position to 3066
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 61, which was 19.75 higher than the previous day. The implied volatity was 22.17, the open interest changed by -122 which decreased total open position to 3168
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 41.25, which was 10.85 higher than the previous day. The implied volatity was 20.04, the open interest changed by 4 which increased total open position to 3290
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 30.4, which was -13.20 lower than the previous day. The implied volatity was 20.99, the open interest changed by -455 which decreased total open position to 3283
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 43.6, which was -10.40 lower than the previous day. The implied volatity was 22.73, the open interest changed by -347 which decreased total open position to 4000
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 54, which was 21.10 higher than the previous day. The implied volatity was 26.39, the open interest changed by -659 which decreased total open position to 4386
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 32.9, which was -2.40 lower than the previous day. The implied volatity was 25.55, the open interest changed by 334 which increased total open position to 5046
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 35.3, which was 6.45 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 28.85, which was -2.55 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 31.4, which was -3.60 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 35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
