RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
30 Dec 2024 04:12 PM IST
| RELIANCE 30JAN2025 1350 CE | ||||||||||
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Delta: 0.06
Vega: 0.39
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 1210.70 | 1.7 | -0.35 | 21.03 | 1,998 | 229 | 5,267 | |||
| 27 Dec | 1221.05 | 2.05 | -0.60 | 19.38 | 3,606 | 1,014 | 5,129 | |||
| 26 Dec | 1216.55 | 2.65 | -0.75 | 20.84 | 3,328 | 897 | 4,126 | |||
| 24 Dec | 1222.75 | 3.4 | -1.30 | 20.41 | 2,759 | 493 | 3,230 | |||
| 23 Dec | 1222.30 | 4.7 | -0.55 | 21.96 | 2,506 | 346 | 2,736 | |||
| 20 Dec | 1205.30 | 5.25 | -2.45 | 24.29 | 2,245 | -86 | 2,388 | |||
| 19 Dec | 1230.45 | 7.7 | -3.70 | 23.00 | 2,229 | 268 | 2,474 | |||
| 18 Dec | 1253.25 | 11.4 | 1.40 | 22.01 | 1,400 | 87 | 2,210 | |||
| 17 Dec | 1245.30 | 10 | -4.10 | 22.18 | 2,122 | 676 | 2,121 | |||
| 16 Dec | 1268.30 | 14.1 | -1.80 | 20.93 | 902 | 150 | 1,443 | |||
| 13 Dec | 1272.85 | 15.9 | 2.30 | 20.19 | 2,097 | 207 | 1,291 | |||
| 12 Dec | 1262.90 | 13.6 | -3.90 | 20.71 | 1,203 | 236 | 1,081 | |||
| 11 Dec | 1278.20 | 17.5 | -3.95 | 19.82 | 578 | 266 | 844 | |||
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| 10 Dec | 1284.85 | 21.45 | -3.50 | 20.56 | 629 | 225 | 580 | |||
| 9 Dec | 1295.15 | 24.95 | -6.65 | 20.15 | 491 | 37 | 354 | |||
| 6 Dec | 1311.55 | 31.6 | -2.40 | 19.59 | 257 | 111 | 317 | |||
| 5 Dec | 1322.05 | 34 | 2.65 | 18.41 | 281 | 33 | 207 | |||
| 4 Dec | 1308.95 | 31.35 | -3.85 | 19.42 | 109 | 25 | 173 | |||
| 3 Dec | 1323.30 | 35.2 | 2.20 | 17.54 | 83 | 14 | 147 | |||
| 2 Dec | 1309.15 | 33 | 5.60 | 19.43 | 199 | 98 | 133 | |||
| 29 Nov | 1292.20 | 27.4 | 19.95 | 53 | 32 | 32 | ||||
For Reliance Industries Ltd - strike price 1350 expiring on 30JAN2025
Delta for 1350 CE is 0.06
Historical price for 1350 CE is as follows
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 21.03, the open interest changed by 229 which increased total open position to 5267
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 2.05, which was -0.60 lower than the previous day. The implied volatity was 19.38, the open interest changed by 1014 which increased total open position to 5129
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was 20.84, the open interest changed by 897 which increased total open position to 4126
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 3.4, which was -1.30 lower than the previous day. The implied volatity was 20.41, the open interest changed by 493 which increased total open position to 3230
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 4.7, which was -0.55 lower than the previous day. The implied volatity was 21.96, the open interest changed by 346 which increased total open position to 2736
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 5.25, which was -2.45 lower than the previous day. The implied volatity was 24.29, the open interest changed by -86 which decreased total open position to 2388
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 7.7, which was -3.70 lower than the previous day. The implied volatity was 23.00, the open interest changed by 268 which increased total open position to 2474
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 11.4, which was 1.40 higher than the previous day. The implied volatity was 22.01, the open interest changed by 87 which increased total open position to 2210
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 10, which was -4.10 lower than the previous day. The implied volatity was 22.18, the open interest changed by 676 which increased total open position to 2121
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 14.1, which was -1.80 lower than the previous day. The implied volatity was 20.93, the open interest changed by 150 which increased total open position to 1443
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 15.9, which was 2.30 higher than the previous day. The implied volatity was 20.19, the open interest changed by 207 which increased total open position to 1291
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 13.6, which was -3.90 lower than the previous day. The implied volatity was 20.71, the open interest changed by 236 which increased total open position to 1081
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 17.5, which was -3.95 lower than the previous day. The implied volatity was 19.82, the open interest changed by 266 which increased total open position to 844
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 21.45, which was -3.50 lower than the previous day. The implied volatity was 20.56, the open interest changed by 225 which increased total open position to 580
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 24.95, which was -6.65 lower than the previous day. The implied volatity was 20.15, the open interest changed by 37 which increased total open position to 354
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 31.6, which was -2.40 lower than the previous day. The implied volatity was 19.59, the open interest changed by 111 which increased total open position to 317
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 34, which was 2.65 higher than the previous day. The implied volatity was 18.41, the open interest changed by 33 which increased total open position to 207
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 31.35, which was -3.85 lower than the previous day. The implied volatity was 19.42, the open interest changed by 25 which increased total open position to 173
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 35.2, which was 2.20 higher than the previous day. The implied volatity was 17.54, the open interest changed by 14 which increased total open position to 147
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 33, which was 5.60 higher than the previous day. The implied volatity was 19.43, the open interest changed by 98 which increased total open position to 133
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 27.4, which was lower than the previous day. The implied volatity was 19.95, the open interest changed by 32 which increased total open position to 32
| RELIANCE 30JAN2025 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.50
Theta: 0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 1210.70 | 129.8 | 9.50 | 23.30 | 188 | 49 | 2,753 |
| 27 Dec | 1221.05 | 120.3 | -3.80 | 23.24 | 136 | 7 | 2,703 |
| 26 Dec | 1216.55 | 124.1 | 7.20 | 23.05 | 1,311 | 817 | 2,694 |
| 24 Dec | 1222.75 | 116.9 | -2.55 | 22.27 | 916 | 718 | 1,876 |
| 23 Dec | 1222.30 | 119.45 | -15.80 | 25.03 | 573 | 376 | 1,158 |
| 20 Dec | 1205.30 | 135.25 | 25.15 | 25.62 | 211 | 111 | 780 |
| 19 Dec | 1230.45 | 110.1 | 18.35 | 21.28 | 164 | 77 | 670 |
| 18 Dec | 1253.25 | 91.75 | -7.25 | 22.41 | 160 | 86 | 591 |
| 17 Dec | 1245.30 | 99 | 18.40 | 22.08 | 48 | 26 | 505 |
| 16 Dec | 1268.30 | 80.6 | 5.60 | 21.92 | 41 | 32 | 479 |
| 13 Dec | 1272.85 | 75 | -6.80 | 20.94 | 36 | 9 | 446 |
| 12 Dec | 1262.90 | 81.8 | 10.90 | 18.96 | 91 | 39 | 435 |
| 11 Dec | 1278.20 | 70.9 | 2.90 | 20.28 | 179 | 118 | 396 |
| 10 Dec | 1284.85 | 68 | 6.00 | 21.27 | 55 | 38 | 277 |
| 9 Dec | 1295.15 | 62 | 9.95 | 21.51 | 78 | 35 | 239 |
| 6 Dec | 1311.55 | 52.05 | 3.60 | 20.67 | 25 | 4 | 204 |
| 5 Dec | 1322.05 | 48.45 | -7.10 | 21.28 | 144 | 100 | 200 |
| 4 Dec | 1308.95 | 55.55 | 8.00 | 21.68 | 56 | 8 | 100 |
| 3 Dec | 1323.30 | 47.55 | -8.45 | 21.66 | 113 | 45 | 91 |
| 2 Dec | 1309.15 | 56 | -12.00 | 22.12 | 41 | 32 | 47 |
| 29 Nov | 1292.20 | 68 | 22.31 | 15 | 14 | 14 | |
For Reliance Industries Ltd - strike price 1350 expiring on 30JAN2025
Delta for 1350 PE is -0.92
Historical price for 1350 PE is as follows
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 129.8, which was 9.50 higher than the previous day. The implied volatity was 23.30, the open interest changed by 49 which increased total open position to 2753
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 120.3, which was -3.80 lower than the previous day. The implied volatity was 23.24, the open interest changed by 7 which increased total open position to 2703
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 124.1, which was 7.20 higher than the previous day. The implied volatity was 23.05, the open interest changed by 817 which increased total open position to 2694
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 116.9, which was -2.55 lower than the previous day. The implied volatity was 22.27, the open interest changed by 718 which increased total open position to 1876
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 119.45, which was -15.80 lower than the previous day. The implied volatity was 25.03, the open interest changed by 376 which increased total open position to 1158
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 135.25, which was 25.15 higher than the previous day. The implied volatity was 25.62, the open interest changed by 111 which increased total open position to 780
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 110.1, which was 18.35 higher than the previous day. The implied volatity was 21.28, the open interest changed by 77 which increased total open position to 670
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 91.75, which was -7.25 lower than the previous day. The implied volatity was 22.41, the open interest changed by 86 which increased total open position to 591
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 99, which was 18.40 higher than the previous day. The implied volatity was 22.08, the open interest changed by 26 which increased total open position to 505
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 80.6, which was 5.60 higher than the previous day. The implied volatity was 21.92, the open interest changed by 32 which increased total open position to 479
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 75, which was -6.80 lower than the previous day. The implied volatity was 20.94, the open interest changed by 9 which increased total open position to 446
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 81.8, which was 10.90 higher than the previous day. The implied volatity was 18.96, the open interest changed by 39 which increased total open position to 435
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 70.9, which was 2.90 higher than the previous day. The implied volatity was 20.28, the open interest changed by 118 which increased total open position to 396
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 68, which was 6.00 higher than the previous day. The implied volatity was 21.27, the open interest changed by 38 which increased total open position to 277
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 62, which was 9.95 higher than the previous day. The implied volatity was 21.51, the open interest changed by 35 which increased total open position to 239
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 52.05, which was 3.60 higher than the previous day. The implied volatity was 20.67, the open interest changed by 4 which increased total open position to 204
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 48.45, which was -7.10 lower than the previous day. The implied volatity was 21.28, the open interest changed by 100 which increased total open position to 200
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 55.55, which was 8.00 higher than the previous day. The implied volatity was 21.68, the open interest changed by 8 which increased total open position to 100
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 47.55, which was -8.45 lower than the previous day. The implied volatity was 21.66, the open interest changed by 45 which increased total open position to 91
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 56, which was -12.00 lower than the previous day. The implied volatity was 22.12, the open interest changed by 32 which increased total open position to 47
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 68, which was lower than the previous day. The implied volatity was 22.31, the open interest changed by 14 which increased total open position to 14
