RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
25 Apr 2025 04:12 PM IST
| RELIANCE 29MAY2025 1350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 1.46
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1300.40 | 18 | -1.45 | 20.63 | 26,907 | 1,284 | 9,170 | |||
| 24 Apr | 1301.60 | 20.2 | 0.3 | 21.11 | 8,219 | 1,387 | 7,890 | |||
| 23 Apr | 1300.00 | 19.9 | 2.2 | 22.05 | 5,893 | 1,074 | 6,502 | |||
| 22 Apr | 1291.20 | 17.6 | -0.85 | 21.90 | 3,563 | 324 | 5,429 | |||
| 21 Apr | 1295.50 | 18.6 | 5.75 | 20.86 | 7,832 | 3,620 | 5,105 | |||
| 17 Apr | 1274.50 | 13.2 | 5.6 | 20.35 | 2,858 | 865 | 1,475 | |||
| 16 Apr | 1239.30 | 7.4 | -0.95 | 21.22 | 689 | 109 | 610 | |||
| 15 Apr | 1240.10 | 8.4 | 0.1 | 21.61 | 668 | 71 | 504 | |||
| 11 Apr | 1218.95 | 8.25 | 2.35 | 23.29 | 642 | 78 | 433 | |||
| 9 Apr | 1185.35 | 6 | 0.1 | 24.97 | 127 | 14 | 354 | |||
| 8 Apr | 1182.20 | 5.8 | 0.25 | 25.30 | 219 | 37 | 339 | |||
| 7 Apr | 1165.70 | 5.75 | 0.45 | 26.25 | 283 | 33 | 304 | |||
| 4 Apr | 1204.70 | 5.45 | -4.1 | 20.64 | 748 | 76 | 271 | |||
| 3 Apr | 1248.70 | 9.6 | -1.35 | 18.24 | 232 | 108 | 195 | |||
| 2 Apr | 1251.15 | 10.7 | -1.4 | 18.30 | 81 | 61 | 86 | |||
| 1 Apr | 1252.60 | 12.1 | -7.45 | 18.73 | 31 | 16 | 24 | |||
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| 28 Mar | 1275.10 | 19.5 | -12.9 | 19.04 | 22 | 8 | 8 | |||
For Reliance Industries Ltd - strike price 1350 expiring on 29MAY2025
Delta for 1350 CE is 0.34
Historical price for 1350 CE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 18, which was -1.45 lower than the previous day. The implied volatity was 20.63, the open interest changed by 1284 which increased total open position to 9170
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 20.2, which was 0.3 higher than the previous day. The implied volatity was 21.11, the open interest changed by 1387 which increased total open position to 7890
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 19.9, which was 2.2 higher than the previous day. The implied volatity was 22.05, the open interest changed by 1074 which increased total open position to 6502
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 17.6, which was -0.85 lower than the previous day. The implied volatity was 21.90, the open interest changed by 324 which increased total open position to 5429
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 18.6, which was 5.75 higher than the previous day. The implied volatity was 20.86, the open interest changed by 3620 which increased total open position to 5105
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 13.2, which was 5.6 higher than the previous day. The implied volatity was 20.35, the open interest changed by 865 which increased total open position to 1475
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 7.4, which was -0.95 lower than the previous day. The implied volatity was 21.22, the open interest changed by 109 which increased total open position to 610
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 8.4, which was 0.1 higher than the previous day. The implied volatity was 21.61, the open interest changed by 71 which increased total open position to 504
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 8.25, which was 2.35 higher than the previous day. The implied volatity was 23.29, the open interest changed by 78 which increased total open position to 433
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 6, which was 0.1 higher than the previous day. The implied volatity was 24.97, the open interest changed by 14 which increased total open position to 354
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 5.8, which was 0.25 higher than the previous day. The implied volatity was 25.30, the open interest changed by 37 which increased total open position to 339
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 5.75, which was 0.45 higher than the previous day. The implied volatity was 26.25, the open interest changed by 33 which increased total open position to 304
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 5.45, which was -4.1 lower than the previous day. The implied volatity was 20.64, the open interest changed by 76 which increased total open position to 271
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 9.6, which was -1.35 lower than the previous day. The implied volatity was 18.24, the open interest changed by 108 which increased total open position to 195
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 10.7, which was -1.4 lower than the previous day. The implied volatity was 18.30, the open interest changed by 61 which increased total open position to 86
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 12.1, which was -7.45 lower than the previous day. The implied volatity was 18.73, the open interest changed by 16 which increased total open position to 24
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 19.5, which was -12.9 lower than the previous day. The implied volatity was 19.04, the open interest changed by 8 which increased total open position to 8
| RELIANCE 29MAY2025 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 1.49
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1300.40 | 59.5 | -1.1 | 24.00 | 1,907 | 192 | 2,426 |
| 24 Apr | 1301.60 | 59.6 | -3.45 | 24.90 | 1,305 | 561 | 2,235 |
| 23 Apr | 1300.00 | 63.25 | -6.3 | 24.43 | 1,445 | 925 | 1,668 |
| 22 Apr | 1291.20 | 69.7 | 4.4 | 25.08 | 565 | 146 | 743 |
| 21 Apr | 1295.50 | 66.05 | -13.85 | 25.22 | 709 | 258 | 597 |
| 17 Apr | 1274.50 | 80.5 | -29.4 | 24.31 | 528 | 189 | 338 |
| 16 Apr | 1239.30 | 109.9 | 0.55 | 26.68 | 76 | 24 | 100 |
| 15 Apr | 1240.10 | 109.4 | -10.3 | 27.17 | 73 | 47 | 50 |
| 11 Apr | 1218.95 | 119.7 | 23.7 | 23.06 | 2 | 0 | 3 |
| 9 Apr | 1185.35 | 96 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1182.20 | 96 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1165.70 | 96 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 1204.70 | 96 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Apr | 1248.70 | 96 | 2 | 22.20 | 1 | 0 | 2 |
| 2 Apr | 1251.15 | 94 | 4 | 21.88 | 1 | 0 | 1 |
| 1 Apr | 1252.60 | 90 | 2.65 | 20.77 | 1 | 0 | 0 |
| 28 Mar | 1275.10 | 87.35 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1350 expiring on 29MAY2025
Delta for 1350 PE is -0.63
Historical price for 1350 PE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 59.5, which was -1.1 lower than the previous day. The implied volatity was 24.00, the open interest changed by 192 which increased total open position to 2426
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 59.6, which was -3.45 lower than the previous day. The implied volatity was 24.90, the open interest changed by 561 which increased total open position to 2235
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 63.25, which was -6.3 lower than the previous day. The implied volatity was 24.43, the open interest changed by 925 which increased total open position to 1668
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 69.7, which was 4.4 higher than the previous day. The implied volatity was 25.08, the open interest changed by 146 which increased total open position to 743
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 66.05, which was -13.85 lower than the previous day. The implied volatity was 25.22, the open interest changed by 258 which increased total open position to 597
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 80.5, which was -29.4 lower than the previous day. The implied volatity was 24.31, the open interest changed by 189 which increased total open position to 338
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 109.9, which was 0.55 higher than the previous day. The implied volatity was 26.68, the open interest changed by 24 which increased total open position to 100
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 109.4, which was -10.3 lower than the previous day. The implied volatity was 27.17, the open interest changed by 47 which increased total open position to 50
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 119.7, which was 23.7 higher than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 3
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 96, 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 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 96, 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 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 96, 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 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 96, which was 0 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 Apr RELIANCE was trading at 1248.70. The strike last trading price was 96, which was 2 higher than the previous day. The implied volatity was 22.20, the open interest changed by 0 which decreased total open position to 2
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 94, which was 4 higher than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 1
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 90, which was 2.65 higher than the previous day. The implied volatity was 20.77, the open interest changed by 0 which decreased total open position to 0
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 87.35, 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
