RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
11 Apr 2025 04:12 PM IST
| RELIANCE 24APR2025 1350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.27
Theta: -0.36
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1218.95 | 1.85 | 0.35 | 32.48 | 6,869 | -416 | 16,364 | |||
| 9 Apr | 1185.35 | 1.55 | 0 | 35.44 | 2,635 | 232 | 16,785 | |||
| 8 Apr | 1182.20 | 1.6 | 0 | 35.71 | 3,254 | 55 | 16,543 | |||
| 7 Apr | 1165.70 | 1.65 | 0.4 | 36.62 | 5,908 | -843 | 16,485 | |||
| 4 Apr | 1204.70 | 1.2 | -1.35 | 25.97 | 16,978 | 4,692 | 17,391 | |||
| 3 Apr | 1248.70 | 2.6 | -0.55 | 21.87 | 3,661 | 501 | 12,705 | |||
| 2 Apr | 1251.15 | 3.2 | -0.45 | 21.82 | 5,598 | 2,147 | 12,207 | |||
| 1 Apr | 1252.60 | 3.7 | -3.95 | 21.77 | 7,720 | 1,302 | 10,055 | |||
| 28 Mar | 1275.10 | 7.6 | -2.45 | 20.89 | 8,586 | 950 | 8,753 | |||
| 27 Mar | 1278.20 | 10.4 | 0.8 | 21.91 | 4,521 | 17 | 7,805 | |||
| 26 Mar | 1273.05 | 9.5 | -3 | 22.52 | 8,046 | 3,824 | 7,773 | |||
| 25 Mar | 1285.45 | 12 | -4.05 | 21.28 | 5,979 | 1,553 | 3,925 | |||
| 24 Mar | 1302.10 | 16.25 | 6.4 | 20.17 | 4,602 | 953 | 2,367 | |||
| 21 Mar | 1276.35 | 10.05 | 1.75 | 19.68 | 1,949 | 566 | 1,427 | |||
| 20 Mar | 1269.15 | 8.2 | 2.3 | 19.46 | 1,491 | 225 | 866 | |||
| 19 Mar | 1247.15 | 5.85 | 0.75 | 20.24 | 601 | 216 | 642 | |||
| 18 Mar | 1238.80 | 5.25 | 0 | 20.51 | 263 | 92 | 425 | |||
| 17 Mar | 1238.85 | 5.4 | -1.15 | 20.11 | 325 | 65 | 333 | |||
| 13 Mar | 1247.90 | 6.55 | -2.3 | 19.35 | 327 | 45 | 266 | |||
| 12 Mar | 1257.05 | 8.5 | 0.45 | 19.37 | 224 | 108 | 222 | |||
| 11 Mar | 1247.30 | 7.9 | 1.15 | 19.96 | 96 | 26 | 113 | |||
| 10 Mar | 1238.40 | 6.55 | -3.85 | 19.97 | 133 | 85 | 85 | |||
| 7 Mar | 1249.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 1209.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 1175.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 3 Mar | 1171.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 1200.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1350 expiring on 24APR2025
Delta for 1350 CE is 0.06
Historical price for 1350 CE is as follows
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 32.48, the open interest changed by -416 which decreased total open position to 16364
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 35.44, the open interest changed by 232 which increased total open position to 16785
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 35.71, the open interest changed by 55 which increased total open position to 16543
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 1.65, which was 0.4 higher than the previous day. The implied volatity was 36.62, the open interest changed by -843 which decreased total open position to 16485
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 1.2, which was -1.35 lower than the previous day. The implied volatity was 25.97, the open interest changed by 4692 which increased total open position to 17391
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 21.87, the open interest changed by 501 which increased total open position to 12705
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 3.2, which was -0.45 lower than the previous day. The implied volatity was 21.82, the open interest changed by 2147 which increased total open position to 12207
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 3.7, which was -3.95 lower than the previous day. The implied volatity was 21.77, the open interest changed by 1302 which increased total open position to 10055
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 7.6, which was -2.45 lower than the previous day. The implied volatity was 20.89, the open interest changed by 950 which increased total open position to 8753
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 10.4, which was 0.8 higher than the previous day. The implied volatity was 21.91, the open interest changed by 17 which increased total open position to 7805
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 9.5, which was -3 lower than the previous day. The implied volatity was 22.52, the open interest changed by 3824 which increased total open position to 7773
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 12, which was -4.05 lower than the previous day. The implied volatity was 21.28, the open interest changed by 1553 which increased total open position to 3925
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 16.25, which was 6.4 higher than the previous day. The implied volatity was 20.17, the open interest changed by 953 which increased total open position to 2367
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 10.05, which was 1.75 higher than the previous day. The implied volatity was 19.68, the open interest changed by 566 which increased total open position to 1427
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 8.2, which was 2.3 higher than the previous day. The implied volatity was 19.46, the open interest changed by 225 which increased total open position to 866
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 5.85, which was 0.75 higher than the previous day. The implied volatity was 20.24, the open interest changed by 216 which increased total open position to 642
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 5.25, which was 0 lower than the previous day. The implied volatity was 20.51, the open interest changed by 92 which increased total open position to 425
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 5.4, which was -1.15 lower than the previous day. The implied volatity was 20.11, the open interest changed by 65 which increased total open position to 333
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 6.55, which was -2.3 lower than the previous day. The implied volatity was 19.35, the open interest changed by 45 which increased total open position to 266
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 8.5, which was 0.45 higher than the previous day. The implied volatity was 19.37, the open interest changed by 108 which increased total open position to 222
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 7.9, which was 1.15 higher than the previous day. The implied volatity was 19.96, the open interest changed by 26 which increased total open position to 113
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 6.55, which was -3.85 lower than the previous day. The implied volatity was 19.97, the open interest changed by 85 which increased total open position to 85
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 0, which was 0 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 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 0, which was 0 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 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 0, which was 0 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 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 0, which was 0 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 Feb RELIANCE was trading at 1200.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 24APR2025 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.45
Theta: -0.40
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1218.95 | 130.55 | -33.25 | 42.06 | 56 | -7 | 2,342 |
| 9 Apr | 1185.35 | 163.8 | -1.2 | 50.03 | 22 | -11 | 2,350 |
| 8 Apr | 1182.20 | 165 | -21.75 | 37.13 | 30 | -18 | 2,363 |
| 7 Apr | 1165.70 | 181.4 | 38.05 | 54.68 | 383 | -198 | 2,386 |
| 4 Apr | 1204.70 | 145 | 46.05 | 41.34 | 188 | -137 | 2,585 |
| 3 Apr | 1248.70 | 99.5 | 2.2 | 27.29 | 133 | -94 | 2,742 |
| 2 Apr | 1251.15 | 97 | 4.1 | 27.75 | 68 | -10 | 2,835 |
| 1 Apr | 1252.60 | 93.95 | 18.85 | 25.76 | 361 | -5 | 2,845 |
| 28 Mar | 1275.10 | 75.35 | 6.6 | 22.62 | 744 | 131 | 2,850 |
| 27 Mar | 1278.20 | 67.95 | -7.1 | 19.90 | 683 | 372 | 2,664 |
| 26 Mar | 1273.05 | 75.25 | 10.45 | 19.84 | 1,012 | 531 | 2,281 |
| 25 Mar | 1285.45 | 64.7 | 10 | 20.43 | 1,174 | 663 | 1,750 |
| 24 Mar | 1302.10 | 53.6 | -17.8 | 21.19 | 1,245 | 529 | 1,086 |
| 21 Mar | 1276.35 | 70.8 | -7.75 | 20.32 | 471 | 390 | 554 |
| 20 Mar | 1269.15 | 78.5 | -14 | 20.70 | 137 | 83 | 161 |
| 19 Mar | 1247.15 | 92.5 | -11.5 | 17.71 | 76 | 74 | 77 |
| 18 Mar | 1238.80 | 104 | 0 | 23.05 | 2 | 1 | 2 |
| 17 Mar | 1238.85 | 104 | -34.5 | 24.33 | 1 | 0 | 0 |
| 13 Mar | 1247.90 | 138.5 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1257.05 | 138.5 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1247.30 | 138.5 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1238.40 | 138.5 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1249.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 1209.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1175.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 1171.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 1200.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1350 expiring on 24APR2025
Delta for 1350 PE is -0.88
Historical price for 1350 PE is as follows
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 130.55, which was -33.25 lower than the previous day. The implied volatity was 42.06, the open interest changed by -7 which decreased total open position to 2342
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 163.8, which was -1.2 lower than the previous day. The implied volatity was 50.03, the open interest changed by -11 which decreased total open position to 2350
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 165, which was -21.75 lower than the previous day. The implied volatity was 37.13, the open interest changed by -18 which decreased total open position to 2363
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 181.4, which was 38.05 higher than the previous day. The implied volatity was 54.68, the open interest changed by -198 which decreased total open position to 2386
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 145, which was 46.05 higher than the previous day. The implied volatity was 41.34, the open interest changed by -137 which decreased total open position to 2585
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 99.5, which was 2.2 higher than the previous day. The implied volatity was 27.29, the open interest changed by -94 which decreased total open position to 2742
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 97, which was 4.1 higher than the previous day. The implied volatity was 27.75, the open interest changed by -10 which decreased total open position to 2835
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 93.95, which was 18.85 higher than the previous day. The implied volatity was 25.76, the open interest changed by -5 which decreased total open position to 2845
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 75.35, which was 6.6 higher than the previous day. The implied volatity was 22.62, the open interest changed by 131 which increased total open position to 2850
On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 67.95, which was -7.1 lower than the previous day. The implied volatity was 19.90, the open interest changed by 372 which increased total open position to 2664
On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 75.25, which was 10.45 higher than the previous day. The implied volatity was 19.84, the open interest changed by 531 which increased total open position to 2281
On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 64.7, which was 10 higher than the previous day. The implied volatity was 20.43, the open interest changed by 663 which increased total open position to 1750
On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 53.6, which was -17.8 lower than the previous day. The implied volatity was 21.19, the open interest changed by 529 which increased total open position to 1086
On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 70.8, which was -7.75 lower than the previous day. The implied volatity was 20.32, the open interest changed by 390 which increased total open position to 554
On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 78.5, which was -14 lower than the previous day. The implied volatity was 20.70, the open interest changed by 83 which increased total open position to 161
On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 92.5, which was -11.5 lower than the previous day. The implied volatity was 17.71, the open interest changed by 74 which increased total open position to 77
On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 104, which was 0 lower than the previous day. The implied volatity was 23.05, the open interest changed by 1 which increased total open position to 2
On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 104, which was -34.5 lower than the previous day. The implied volatity was 24.33, the open interest changed by 0 which decreased total open position to 0
On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 138.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 138.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 138.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 138.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 0, which was 0 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 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 0, which was 0 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 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 0, which was 0 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 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 0, which was 0 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 Feb RELIANCE was trading at 1200.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
