RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1350 CE | ||||||||||
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Delta: 0.02
Vega: 0.07
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 0.4 | -0.55 | 40.77 | 7,452 | -1,191 | 11,672 | |||
| 19 Dec | 1230.45 | 0.95 | -0.80 | 36.58 | 11,363 | -890 | 12,865 | |||
| 18 Dec | 1253.25 | 1.75 | 0.20 | 31.86 | 9,604 | -887 | 13,800 | |||
| 17 Dec | 1245.30 | 1.55 | -0.80 | 31.65 | 13,326 | 332 | 14,683 | |||
| 16 Dec | 1268.30 | 2.35 | -0.90 | 26.65 | 12,287 | -456 | 14,357 | |||
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| 13 Dec | 1272.85 | 3.25 | 0.50 | 23.74 | 25,791 | 145 | 14,857 | |||
| 12 Dec | 1262.90 | 2.75 | -0.65 | 24.78 | 19,980 | 1,141 | 15,042 | |||
| 11 Dec | 1278.20 | 3.4 | -1.30 | 21.16 | 10,944 | 539 | 13,929 | |||
| 10 Dec | 1284.85 | 4.7 | -1.80 | 20.91 | 17,595 | 1,857 | 14,187 | |||
| 9 Dec | 1295.15 | 6.5 | -3.25 | 20.02 | 12,802 | -429 | 12,328 | |||
| 6 Dec | 1311.55 | 9.75 | -2.95 | 17.63 | 13,936 | 174 | 12,742 | |||
| 5 Dec | 1322.05 | 12.7 | 1.30 | 17.17 | 20,747 | -90 | 12,546 | |||
| 4 Dec | 1308.95 | 11.4 | -3.60 | 18.66 | 15,844 | 1,756 | 12,635 | |||
| 3 Dec | 1323.30 | 15 | 2.35 | 16.68 | 16,526 | 245 | 10,054 | |||
| 2 Dec | 1309.15 | 12.65 | 3.70 | 18.45 | 16,227 | 794 | 9,823 | |||
| 29 Nov | 1292.20 | 8.95 | 1.35 | 18.52 | 12,905 | 1,966 | 8,995 | |||
| 28 Nov | 1270.80 | 7.6 | -3.35 | 20.70 | 9,258 | 1,620 | 7,032 | |||
| 27 Nov | 1293.20 | 10.95 | -1.05 | 19.02 | 5,157 | 1,089 | 5,432 | |||
| 26 Nov | 1295.70 | 12 | 0.50 | 18.99 | 3,864 | 832 | 4,337 | |||
| 25 Nov | 1287.00 | 11.5 | 3.10 | 19.22 | 7,469 | 1,263 | 3,507 | |||
| 22 Nov | 1265.40 | 8.4 | 4.10 | 20.76 | 4,638 | 179 | 2,423 | |||
| 21 Nov | 1223.00 | 4.3 | -1.95 | 23.00 | 2,572 | 266 | 2,249 | |||
| 20 Nov | 1241.65 | 6.25 | 0.00 | 22.06 | 2,730 | 459 | 1,979 | |||
| 19 Nov | 1241.65 | 6.25 | -2.25 | 22.06 | 2,730 | 455 | 1,979 | |||
| 18 Nov | 1260.75 | 8.5 | -1.60 | 20.34 | 1,671 | 382 | 1,524 | |||
| 14 Nov | 1267.60 | 10.1 | 0.80 | 19.12 | 1,038 | -121 | 1,140 | |||
| 13 Nov | 1252.05 | 9.3 | -4.00 | 20.58 | 2,154 | 80 | 1,257 | |||
| 12 Nov | 1274.25 | 13.3 | -1.20 | 20.46 | 691 | 142 | 1,176 | |||
| 11 Nov | 1272.70 | 14.5 | -5.05 | 20.32 | 1,093 | 416 | 1,032 | |||
| 8 Nov | 1283.75 | 19.55 | -8.95 | 21.38 | 681 | 249 | 614 | |||
| 7 Nov | 1305.65 | 28.5 | -7.10 | 21.03 | 315 | 147 | 361 | |||
| 6 Nov | 1325.35 | 35.6 | 1.10 | 19.55 | 234 | 76 | 212 | |||
| 5 Nov | 1305.30 | 34.5 | 2.00 | 23.08 | 93 | 30 | 136 | |||
| 4 Nov | 1302.15 | 32.5 | -20.35 | 23.64 | 138 | 106 | 106 | |||
| 1 Nov | 1338.65 | 52.85 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1350 expiring on 26DEC2024
Delta for 1350 CE is 0.02
Historical price for 1350 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.4, which was -0.55 lower than the previous day. The implied volatity was 40.77, the open interest changed by -1191 which decreased total open position to 11672
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.95, which was -0.80 lower than the previous day. The implied volatity was 36.58, the open interest changed by -890 which decreased total open position to 12865
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 31.86, the open interest changed by -887 which decreased total open position to 13800
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 1.55, which was -0.80 lower than the previous day. The implied volatity was 31.65, the open interest changed by 332 which increased total open position to 14683
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 2.35, which was -0.90 lower than the previous day. The implied volatity was 26.65, the open interest changed by -456 which decreased total open position to 14357
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 3.25, which was 0.50 higher than the previous day. The implied volatity was 23.74, the open interest changed by 145 which increased total open position to 14857
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was 24.78, the open interest changed by 1141 which increased total open position to 15042
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 3.4, which was -1.30 lower than the previous day. The implied volatity was 21.16, the open interest changed by 539 which increased total open position to 13929
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 4.7, which was -1.80 lower than the previous day. The implied volatity was 20.91, the open interest changed by 1857 which increased total open position to 14187
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 6.5, which was -3.25 lower than the previous day. The implied volatity was 20.02, the open interest changed by -429 which decreased total open position to 12328
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 9.75, which was -2.95 lower than the previous day. The implied volatity was 17.63, the open interest changed by 174 which increased total open position to 12742
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 12.7, which was 1.30 higher than the previous day. The implied volatity was 17.17, the open interest changed by -90 which decreased total open position to 12546
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 11.4, which was -3.60 lower than the previous day. The implied volatity was 18.66, the open interest changed by 1756 which increased total open position to 12635
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 15, which was 2.35 higher than the previous day. The implied volatity was 16.68, the open interest changed by 245 which increased total open position to 10054
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 12.65, which was 3.70 higher than the previous day. The implied volatity was 18.45, the open interest changed by 794 which increased total open position to 9823
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 8.95, which was 1.35 higher than the previous day. The implied volatity was 18.52, the open interest changed by 1966 which increased total open position to 8995
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 7.6, which was -3.35 lower than the previous day. The implied volatity was 20.70, the open interest changed by 1620 which increased total open position to 7032
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 10.95, which was -1.05 lower than the previous day. The implied volatity was 19.02, the open interest changed by 1089 which increased total open position to 5432
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 12, which was 0.50 higher than the previous day. The implied volatity was 18.99, the open interest changed by 832 which increased total open position to 4337
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 11.5, which was 3.10 higher than the previous day. The implied volatity was 19.22, the open interest changed by 1263 which increased total open position to 3507
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 8.4, which was 4.10 higher than the previous day. The implied volatity was 20.76, the open interest changed by 179 which increased total open position to 2423
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 4.3, which was -1.95 lower than the previous day. The implied volatity was 23.00, the open interest changed by 266 which increased total open position to 2249
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 6.25, which was 0.00 lower than the previous day. The implied volatity was 22.06, the open interest changed by 459 which increased total open position to 1979
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 6.25, which was -2.25 lower than the previous day. The implied volatity was 22.06, the open interest changed by 455 which increased total open position to 1979
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 8.5, which was -1.60 lower than the previous day. The implied volatity was 20.34, the open interest changed by 382 which increased total open position to 1524
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 10.1, which was 0.80 higher than the previous day. The implied volatity was 19.12, the open interest changed by -121 which decreased total open position to 1140
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 9.3, which was -4.00 lower than the previous day. The implied volatity was 20.58, the open interest changed by 80 which increased total open position to 1257
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 13.3, which was -1.20 lower than the previous day. The implied volatity was 20.46, the open interest changed by 142 which increased total open position to 1176
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 14.5, which was -5.05 lower than the previous day. The implied volatity was 20.32, the open interest changed by 416 which increased total open position to 1032
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 19.55, which was -8.95 lower than the previous day. The implied volatity was 21.38, the open interest changed by 249 which increased total open position to 614
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 28.5, which was -7.10 lower than the previous day. The implied volatity was 21.03, the open interest changed by 147 which increased total open position to 361
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 35.6, which was 1.10 higher than the previous day. The implied volatity was 19.55, the open interest changed by 76 which increased total open position to 212
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 34.5, which was 2.00 higher than the previous day. The implied volatity was 23.08, the open interest changed by 30 which increased total open position to 136
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 32.5, which was -20.35 lower than the previous day. The implied volatity was 23.64, the open interest changed by 106 which increased total open position to 106
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 52.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1350 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 141 | 25.70 | - | 479 | -179 | 4,301 |
| 19 Dec | 1230.45 | 115.3 | 22.55 | - | 225 | -44 | 4,481 |
| 18 Dec | 1253.25 | 92.75 | -8.70 | 18.65 | 509 | -182 | 4,533 |
| 17 Dec | 1245.30 | 101.45 | 22.25 | - | 214 | -29 | 4,715 |
| 16 Dec | 1268.30 | 79.2 | 7.35 | 23.16 | 122 | -17 | 4,744 |
| 13 Dec | 1272.85 | 71.85 | -10.90 | 18.15 | 854 | -416 | 4,761 |
| 12 Dec | 1262.90 | 82.75 | 16.00 | - | 645 | -155 | 5,249 |
| 11 Dec | 1278.20 | 66.75 | 5.75 | 16.44 | 525 | -122 | 5,404 |
| 10 Dec | 1284.85 | 61 | 8.00 | 17.86 | 465 | 89 | 5,527 |
| 9 Dec | 1295.15 | 53 | 13.00 | 18.97 | 1,197 | 80 | 5,438 |
| 6 Dec | 1311.55 | 40 | 3.60 | 16.89 | 1,615 | -168 | 5,359 |
| 5 Dec | 1322.05 | 36.4 | -8.25 | 19.03 | 6,674 | -2,408 | 5,531 |
| 4 Dec | 1308.95 | 44.65 | 8.90 | 19.42 | 3,231 | 84 | 7,938 |
| 3 Dec | 1323.30 | 35.75 | -8.35 | 20.01 | 4,557 | 1,081 | 7,846 |
| 2 Dec | 1309.15 | 44.1 | -13.40 | 19.19 | 3,219 | 1,532 | 6,759 |
| 29 Nov | 1292.20 | 57.5 | -16.55 | 18.52 | 2,819 | 1,012 | 5,221 |
| 28 Nov | 1270.80 | 74.05 | 17.20 | 20.19 | 2,155 | 846 | 4,209 |
| 27 Nov | 1293.20 | 56.85 | -2.25 | 19.01 | 1,443 | 336 | 3,363 |
| 26 Nov | 1295.70 | 59.1 | -0.85 | 21.91 | 1,904 | 1,144 | 3,033 |
| 25 Nov | 1287.00 | 59.95 | -23.55 | 19.88 | 2,655 | 1,138 | 1,887 |
| 22 Nov | 1265.40 | 83.5 | -38.70 | 22.25 | 575 | 394 | 1,143 |
| 21 Nov | 1223.00 | 122.2 | 16.10 | 24.68 | 133 | 75 | 749 |
| 20 Nov | 1241.65 | 106.1 | 0.00 | 23.00 | 479 | 60 | 674 |
| 19 Nov | 1241.65 | 106.1 | 18.55 | 23.00 | 479 | 60 | 674 |
| 18 Nov | 1260.75 | 87.55 | 8.20 | 22.24 | 101 | 56 | 614 |
| 14 Nov | 1267.60 | 79.35 | -10.10 | 20.35 | 86 | -26 | 558 |
| 13 Nov | 1252.05 | 89.45 | 11.45 | 19.43 | 490 | 386 | 584 |
| 12 Nov | 1274.25 | 78 | 4.00 | 20.73 | 60 | 43 | 198 |
| 11 Nov | 1272.70 | 74 | 2.00 | 19.84 | 92 | 42 | 154 |
| 8 Nov | 1283.75 | 72 | 15.95 | 21.55 | 79 | 16 | 112 |
| 7 Nov | 1305.65 | 56.05 | 10.30 | 21.36 | 103 | 60 | 86 |
| 6 Nov | 1325.35 | 45.75 | -14.35 | 21.86 | 12 | 9 | 23 |
| 5 Nov | 1305.30 | 60.1 | -3.70 | 24.03 | 18 | 6 | 14 |
| 4 Nov | 1302.15 | 63.8 | 8.00 | 23.25 | 14 | 9 | 9 |
| 1 Nov | 1338.65 | 55.8 | 0.59 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1350 expiring on 26DEC2024
Delta for 1350 PE is -
Historical price for 1350 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 141, which was 25.70 higher than the previous day. The implied volatity was -, the open interest changed by -179 which decreased total open position to 4301
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 115.3, which was 22.55 higher than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 4481
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 92.75, which was -8.70 lower than the previous day. The implied volatity was 18.65, the open interest changed by -182 which decreased total open position to 4533
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 101.45, which was 22.25 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 4715
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 79.2, which was 7.35 higher than the previous day. The implied volatity was 23.16, the open interest changed by -17 which decreased total open position to 4744
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 71.85, which was -10.90 lower than the previous day. The implied volatity was 18.15, the open interest changed by -416 which decreased total open position to 4761
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 82.75, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by -155 which decreased total open position to 5249
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 66.75, which was 5.75 higher than the previous day. The implied volatity was 16.44, the open interest changed by -122 which decreased total open position to 5404
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 61, which was 8.00 higher than the previous day. The implied volatity was 17.86, the open interest changed by 89 which increased total open position to 5527
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 53, which was 13.00 higher than the previous day. The implied volatity was 18.97, the open interest changed by 80 which increased total open position to 5438
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 40, which was 3.60 higher than the previous day. The implied volatity was 16.89, the open interest changed by -168 which decreased total open position to 5359
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 36.4, which was -8.25 lower than the previous day. The implied volatity was 19.03, the open interest changed by -2408 which decreased total open position to 5531
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 44.65, which was 8.90 higher than the previous day. The implied volatity was 19.42, the open interest changed by 84 which increased total open position to 7938
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 35.75, which was -8.35 lower than the previous day. The implied volatity was 20.01, the open interest changed by 1081 which increased total open position to 7846
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 44.1, which was -13.40 lower than the previous day. The implied volatity was 19.19, the open interest changed by 1532 which increased total open position to 6759
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 57.5, which was -16.55 lower than the previous day. The implied volatity was 18.52, the open interest changed by 1012 which increased total open position to 5221
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 74.05, which was 17.20 higher than the previous day. The implied volatity was 20.19, the open interest changed by 846 which increased total open position to 4209
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 56.85, which was -2.25 lower than the previous day. The implied volatity was 19.01, the open interest changed by 336 which increased total open position to 3363
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 59.1, which was -0.85 lower than the previous day. The implied volatity was 21.91, the open interest changed by 1144 which increased total open position to 3033
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 59.95, which was -23.55 lower than the previous day. The implied volatity was 19.88, the open interest changed by 1138 which increased total open position to 1887
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 83.5, which was -38.70 lower than the previous day. The implied volatity was 22.25, the open interest changed by 394 which increased total open position to 1143
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 122.2, which was 16.10 higher than the previous day. The implied volatity was 24.68, the open interest changed by 75 which increased total open position to 749
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 106.1, which was 0.00 lower than the previous day. The implied volatity was 23.00, the open interest changed by 60 which increased total open position to 674
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 106.1, which was 18.55 higher than the previous day. The implied volatity was 23.00, the open interest changed by 60 which increased total open position to 674
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 87.55, which was 8.20 higher than the previous day. The implied volatity was 22.24, the open interest changed by 56 which increased total open position to 614
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 79.35, which was -10.10 lower than the previous day. The implied volatity was 20.35, the open interest changed by -26 which decreased total open position to 558
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 89.45, which was 11.45 higher than the previous day. The implied volatity was 19.43, the open interest changed by 386 which increased total open position to 584
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 78, which was 4.00 higher than the previous day. The implied volatity was 20.73, the open interest changed by 43 which increased total open position to 198
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 74, which was 2.00 higher than the previous day. The implied volatity was 19.84, the open interest changed by 42 which increased total open position to 154
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 72, which was 15.95 higher than the previous day. The implied volatity was 21.55, the open interest changed by 16 which increased total open position to 112
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 56.05, which was 10.30 higher than the previous day. The implied volatity was 21.36, the open interest changed by 60 which increased total open position to 86
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 45.75, which was -14.35 lower than the previous day. The implied volatity was 21.86, the open interest changed by 9 which increased total open position to 23
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 60.1, which was -3.70 lower than the previous day. The implied volatity was 24.03, the open interest changed by 6 which increased total open position to 14
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 63.8, which was 8.00 higher than the previous day. The implied volatity was 23.25, the open interest changed by 9 which increased total open position to 9
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 55.8, which was lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
