Historical option data for RELIANCE
02 Jun 2026 04:10 PM IST
| RELIANCE 30-Jun-2026 (28d) 1350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0.01
Theta: -0.67
Gamma: 0.0045
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 1314.60 | 24.3 | -0.25 (-1.02%) | 23.43 | 15,707 | 2,899 | 12,262 | |||||||||
| 1 Jun | 1320.00 | 24.6 | -2.85 (-10.38%) | 23.23 | 7,502 | 550 | 9,361 | |||||||||
| 29 May | 1321.20 | 27.8 | -13.3 (-32.36%) | 24.77 | 15,720 | 3,356 | 8,809 | |||||||||
| 27 May | 1350.50 | 42 | -1.25 (-2.89%) | 22.35 | 4,168 | 240 | 5,453 | |||||||||
| 26 May | 1356.30 | 45 | -7.85 (-14.85%) | 22.38 | 5,435 | -522 | 5,213 | |||||||||
| 25 May | 1367.00 | 53.45 | 2.6 (5.11%) | 23.74 | 1,718 | 316 | 5,743 | |||||||||
| 22 May | 1354.50 | 52 | 2.2 (4.42%) | 24.64 | 3,311 | 213 | 5,441 | |||||||||
| 21 May | 1349.60 | 50 | -7.95 (-13.72%) | 25.97 | 2,403 | 1,203 | 5,231 | |||||||||
| 20 May | 1359.70 | 58.9 | 18.7 (46.52%) | 27.02 | 5,793 | 2,172 | 4,032 | |||||||||
| 19 May | 1322.70 | 39.5 | -6.5 (-14.13%) | 26.66 | 1,656 | 767 | 1,863 | |||||||||
| 18 May | 1335.90 | 46.15 | -1.85 (-3.85%) | 26.76 | 1,089 | 263 | 1,096 | |||||||||
| 15 May | 1336.40 | 47.8 | -13.2 (-21.64%) | 26.23 | 1,580 | 625 | 836 | |||||||||
| 14 May | 1361.80 | 62.85 | 4.85 (8.36%) | 26.52 | 105 | 50 | 211 | |||||||||
| 13 May | 1358.80 | 58 | -3 (-4.92%) | 0 | 102 | 57 | 160 | |||||||||
| 12 May | 1364.00 | 62.7 | -15.3 (-19.62%) | 0 | 67 | 23 | 103 | |||||||||
| 11 May | 1388.20 | 77.4 | -30.6 (-28.33%) | 0 | 82 | 73 | 76 | |||||||||
| 8 May | 1435.20 | 107.65 | -29.35 (-21.42%) | 24.56 | 3 | 0 | 1 | |||||||||
| 7 May | 1436.20 | 137 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 1437.90 | 137 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 5 May | 1463.60 | 137 | 0 (0.00%) | 21.97 | 0 | 0 | 1 | |||||||||
| 4 May | 1463.10 | 137 | 47.2 (52.56%) | 21.97 | 1 | 0 | 0 | |||||||||
| 30 Apr | 1430.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1425.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1350 expiring on 30JUN2026
Delta for 1350 CE is 0.41
Historical price for 1350 CE is as follows
On 2 Jun RELIANCE was trading at 1314.60. The strike last trading price was 24.3, which was -0.25 lower than the previous day. The implied volatity was 23.43, the open interest changed by 2899 which increased total open position to 12262
On 1 Jun RELIANCE was trading at 1320.00. The strike last trading price was 24.6, which was -2.85 lower than the previous day. The implied volatity was 23.23, the open interest changed by 550 which increased total open position to 9361
On 29 May RELIANCE was trading at 1321.20. The strike last trading price was 27.8, which was -13.3 lower than the previous day. The implied volatity was 24.77, the open interest changed by 3356 which increased total open position to 8809
On 27 May RELIANCE was trading at 1350.50. The strike last trading price was 42, which was -1.25 lower than the previous day. The implied volatity was 22.35, the open interest changed by 240 which increased total open position to 5453
On 26 May RELIANCE was trading at 1356.30. The strike last trading price was 45, which was -7.85 lower than the previous day. The implied volatity was 22.38, the open interest changed by -522 which decreased total open position to 5213
On 25 May RELIANCE was trading at 1367.00. The strike last trading price was 53.45, which was 2.6 higher than the previous day. The implied volatity was 23.74, the open interest changed by 316 which increased total open position to 5743
On 22 May RELIANCE was trading at 1354.50. The strike last trading price was 52, which was 2.2 higher than the previous day. The implied volatity was 24.64, the open interest changed by 213 which increased total open position to 5441
On 21 May RELIANCE was trading at 1349.60. The strike last trading price was 50, which was -7.95 lower than the previous day. The implied volatity was 25.97, the open interest changed by 1203 which increased total open position to 5231
On 20 May RELIANCE was trading at 1359.70. The strike last trading price was 58.9, which was 18.7 higher than the previous day. The implied volatity was 27.02, the open interest changed by 2172 which increased total open position to 4032
On 19 May RELIANCE was trading at 1322.70. The strike last trading price was 39.5, which was -6.5 lower than the previous day. The implied volatity was 26.66, the open interest changed by 767 which increased total open position to 1863
On 18 May RELIANCE was trading at 1335.90. The strike last trading price was 46.15, which was -1.85 lower than the previous day. The implied volatity was 26.76, the open interest changed by 263 which increased total open position to 1096
On 15 May RELIANCE was trading at 1336.40. The strike last trading price was 47.8, which was -13.2 lower than the previous day. The implied volatity was 26.23, the open interest changed by 625 which increased total open position to 836
On 14 May RELIANCE was trading at 1361.80. The strike last trading price was 62.85, which was 4.85 higher than the previous day. The implied volatity was 26.52, the open interest changed by 50 which increased total open position to 211
On 13 May RELIANCE was trading at 1358.80. The strike last trading price was 58, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 57 which increased total open position to 160
On 12 May RELIANCE was trading at 1364.00. The strike last trading price was 62.7, which was -15.3 lower than the previous day. The implied volatity was 0, the open interest changed by 23 which increased total open position to 103
On 11 May RELIANCE was trading at 1388.20. The strike last trading price was 77.4, which was -30.6 lower than the previous day. The implied volatity was 0, the open interest changed by 73 which increased total open position to 76
On 8 May RELIANCE was trading at 1435.20. The strike last trading price was 107.65, which was -29.35 lower than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 1
On 7 May RELIANCE was trading at 1436.20. The strike last trading price was 137, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May RELIANCE was trading at 1437.90. The strike last trading price was 137, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May RELIANCE was trading at 1463.60. The strike last trading price was 137, which was 0 lower than the previous day. The implied volatity was 21.97, the open interest changed by 0 which decreased total open position to 1
On 4 May RELIANCE was trading at 1463.10. The strike last trading price was 137, which was 47.2 higher than the previous day. The implied volatity was 21.97, the open interest changed by 0 which decreased total open position to 0
On 30 Apr RELIANCE was trading at 1430.80. The strike last trading price was 0, 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 29 Apr RELIANCE was trading at 1425.40. The strike last trading price was 0, 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
| RELIANCE 30-Jun-2026 (28d) 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.6
Vega: 0.01
Theta: -0.46
Gamma: 0.00453
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 1314.60 | 47.45 | -0.75 (-1.56%) | 23.24 | 2,100 | 295 | 6,209 |
| 1 Jun | 1320.00 | 47.8 | 1.25 (2.69%) | 22.95 | 1,459 | 12 | 5,915 |
| 29 May | 1321.20 | 47.2 | 18.95 (67.08%) | 20.92 | 8,319 | 535 | 5,904 |
| 27 May | 1350.50 | 26.7 | -1.9 (-6.64%) | 18.79 | 5,051 | 118 | 5,371 |
| 26 May | 1356.30 | 28.45 | 1.9 (7.16%) | 20.68 | 3,752 | 492 | 5,240 |
| 25 May | 1367.00 | 25.95 | -6.65 (-20.40%) | 21.48 | 2,154 | 459 | 4,749 |
| 22 May | 1354.50 | 31.3 | -7.85 (-20.05%) | 21.93 | 2,449 | 936 | 4,290 |
| 21 May | 1349.60 | 39.2 | 3.2 (8.89%) | 23.94 | 1,900 | 608 | 3,352 |
| 20 May | 1359.70 | 35.5 | -19.5 (-35.45%) | 24.39 | 2,641 | 1,255 | 2,741 |
| 19 May | 1322.70 | 54.55 | 6.2 (12.82%) | 24.66 | 1,025 | 649 | 1,487 |
| 18 May | 1335.90 | 48.75 | -0.05 (-0.10%) | 24.78 | 398 | 134 | 840 |
| 15 May | 1336.40 | 48.3 | 15.85 (48.84%) | 24.27 | 857 | 278 | 705 |
| 14 May | 1361.80 | 30 | -3.95 (-11.63%) | 20.5 | 221 | 48 | 426 |
| 13 May | 1358.80 | 33.65 | 0.95 (2.91%) | 0 | 249 | 89 | 377 |
| 12 May | 1364.00 | 31.85 | 8.6 (36.99%) | 0 | 310 | 51 | 289 |
| 11 May | 1388.20 | 25.5 | 13.55 (113.39%) | 22.11 | 233 | 57 | 238 |
| 8 May | 1435.20 | 11.65 | -0.65 (-5.28%) | 20.89 | 124 | 30 | 180 |
| 7 May | 1436.20 | 12.2 | -0.75 (-5.79%) | 21.04 | 67 | 29 | 146 |
| 6 May | 1437.90 | 12.9 | 1.7 (15.18%) | 21.74 | 94 | 33 | 117 |
| 5 May | 1463.60 | 11.2 | -0.3 (-2.61%) | 23.04 | 29 | 10 | 83 |
| 4 May | 1463.10 | 11.25 | -5.3 (-32.02%) | 23.46 | 94 | 68 | 69 |
| 30 Apr | 1430.80 | 16.3 | 0.3 (1.88%) | 22.56 | 66 | 27 | 28 |
| 29 Apr | 1425.40 | 16 | -21.45 (-57.28%) | 21.5 | 1 | 0 | 0 |
For Reliance Industries Ltd - strike price 1350 expiring on 30JUN2026
Delta for 1350 PE is -0.6
Historical price for 1350 PE is as follows
On 2 Jun RELIANCE was trading at 1314.60. The strike last trading price was 47.45, which was -0.75 lower than the previous day. The implied volatity was 23.24, the open interest changed by 295 which increased total open position to 6209
On 1 Jun RELIANCE was trading at 1320.00. The strike last trading price was 47.8, which was 1.25 higher than the previous day. The implied volatity was 22.95, the open interest changed by 12 which increased total open position to 5915
On 29 May RELIANCE was trading at 1321.20. The strike last trading price was 47.2, which was 18.95 higher than the previous day. The implied volatity was 20.92, the open interest changed by 535 which increased total open position to 5904
On 27 May RELIANCE was trading at 1350.50. The strike last trading price was 26.7, which was -1.9 lower than the previous day. The implied volatity was 18.79, the open interest changed by 118 which increased total open position to 5371
On 26 May RELIANCE was trading at 1356.30. The strike last trading price was 28.45, which was 1.9 higher than the previous day. The implied volatity was 20.68, the open interest changed by 492 which increased total open position to 5240
On 25 May RELIANCE was trading at 1367.00. The strike last trading price was 25.95, which was -6.65 lower than the previous day. The implied volatity was 21.48, the open interest changed by 459 which increased total open position to 4749
On 22 May RELIANCE was trading at 1354.50. The strike last trading price was 31.3, which was -7.85 lower than the previous day. The implied volatity was 21.93, the open interest changed by 936 which increased total open position to 4290
On 21 May RELIANCE was trading at 1349.60. The strike last trading price was 39.2, which was 3.2 higher than the previous day. The implied volatity was 23.94, the open interest changed by 608 which increased total open position to 3352
On 20 May RELIANCE was trading at 1359.70. The strike last trading price was 35.5, which was -19.5 lower than the previous day. The implied volatity was 24.39, the open interest changed by 1255 which increased total open position to 2741
On 19 May RELIANCE was trading at 1322.70. The strike last trading price was 54.55, which was 6.2 higher than the previous day. The implied volatity was 24.66, the open interest changed by 649 which increased total open position to 1487
On 18 May RELIANCE was trading at 1335.90. The strike last trading price was 48.75, which was -0.05 lower than the previous day. The implied volatity was 24.78, the open interest changed by 134 which increased total open position to 840
On 15 May RELIANCE was trading at 1336.40. The strike last trading price was 48.3, which was 15.85 higher than the previous day. The implied volatity was 24.27, the open interest changed by 278 which increased total open position to 705
On 14 May RELIANCE was trading at 1361.80. The strike last trading price was 30, which was -3.95 lower than the previous day. The implied volatity was 20.5, the open interest changed by 48 which increased total open position to 426
On 13 May RELIANCE was trading at 1358.80. The strike last trading price was 33.65, which was 0.95 higher than the previous day. The implied volatity was 0, the open interest changed by 89 which increased total open position to 377
On 12 May RELIANCE was trading at 1364.00. The strike last trading price was 31.85, which was 8.6 higher than the previous day. The implied volatity was 0, the open interest changed by 51 which increased total open position to 289
On 11 May RELIANCE was trading at 1388.20. The strike last trading price was 25.5, which was 13.55 higher than the previous day. The implied volatity was 22.11, the open interest changed by 57 which increased total open position to 238
On 8 May RELIANCE was trading at 1435.20. The strike last trading price was 11.65, which was -0.65 lower than the previous day. The implied volatity was 20.89, the open interest changed by 30 which increased total open position to 180
On 7 May RELIANCE was trading at 1436.20. The strike last trading price was 12.2, which was -0.75 lower than the previous day. The implied volatity was 21.04, the open interest changed by 29 which increased total open position to 146
On 6 May RELIANCE was trading at 1437.90. The strike last trading price was 12.9, which was 1.7 higher than the previous day. The implied volatity was 21.74, the open interest changed by 33 which increased total open position to 117
On 5 May RELIANCE was trading at 1463.60. The strike last trading price was 11.2, which was -0.3 lower than the previous day. The implied volatity was 23.04, the open interest changed by 10 which increased total open position to 83
On 4 May RELIANCE was trading at 1463.10. The strike last trading price was 11.25, which was -5.3 lower than the previous day. The implied volatity was 23.46, the open interest changed by 68 which increased total open position to 69
On 30 Apr RELIANCE was trading at 1430.80. The strike last trading price was 16.3, which was 0.3 higher than the previous day. The implied volatity was 22.56, the open interest changed by 27 which increased total open position to 28
On 29 Apr RELIANCE was trading at 1425.40. The strike last trading price was 16, which was -21.45 lower than the previous day. The implied volatity was 21.5, the open interest changed by 0 which decreased total open position to 0
