RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1350 CE | ||||||||||
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Delta: 0.02
Vega: 0.10
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.55 | -0.25 | 35.85 | 22,162 | -2,818 | 40,052 | |||
| 20 Nov | 1241.65 | 0.8 | 0.00 | 29.52 | 28,104 | -914 | 42,968 | |||
| 19 Nov | 1241.65 | 0.8 | -0.60 | 29.52 | 28,104 | -816 | 42,968 | |||
| 18 Nov | 1260.75 | 1.4 | -0.60 | 25.82 | 18,952 | 758 | 43,762 | |||
| 14 Nov | 1267.60 | 2 | -0.15 | 21.67 | 17,486 | -290 | 43,018 | |||
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| 13 Nov | 1252.05 | 2.15 | -1.25 | 24.25 | 28,322 | -1,392 | 43,252 | |||
| 12 Nov | 1274.25 | 3.4 | -0.35 | 22.56 | 27,606 | -3,490 | 44,672 | |||
| 11 Nov | 1272.70 | 3.75 | -1.55 | 21.58 | 29,852 | 1,538 | 48,034 | |||
| 8 Nov | 1283.75 | 5.3 | -5.70 | 20.47 | 48,046 | 3,010 | 46,520 | |||
| 7 Nov | 1305.65 | 11 | -5.80 | 20.06 | 22,460 | 4,362 | 43,526 | |||
| 6 Nov | 1325.35 | 16.8 | 1.85 | 18.30 | 38,702 | -1,492 | 39,136 | |||
| 5 Nov | 1305.30 | 14.95 | -0.70 | 21.73 | 46,202 | 9,832 | 40,640 | |||
| 4 Nov | 1302.15 | 15.65 | -14.05 | 24.18 | 47,600 | 6,710 | 30,910 | |||
| 1 Nov | 1338.65 | 29.7 | -0.85 | 21.08 | 4,254 | 504 | 24,200 | |||
| 31 Oct | 1332.05 | 30.55 | -5.55 | - | 20,170 | 5,228 | 23,710 | |||
| 30 Oct | 1343.90 | 36.1 | 1.70 | - | 19,440 | 1,148 | 18,564 | |||
| 29 Oct | 1340.00 | 34.4 | 0.70 | - | 14,030 | 1,482 | 17,432 | |||
| 28 Oct | 1334.35 | 33.7 | - | 13,352 | 8,730 | 15,966 | ||||
For Reliance Industries Ltd - strike price 1350 expiring on 28NOV2024
Delta for 1350 CE is 0.02
Historical price for 1350 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 35.85, the open interest changed by -1409 which decreased total open position to 20026
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 29.52, the open interest changed by -457 which decreased total open position to 21484
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 29.52, the open interest changed by -408 which decreased total open position to 21484
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 25.82, the open interest changed by 379 which increased total open position to 21881
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 21.67, the open interest changed by -145 which decreased total open position to 21509
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 2.15, which was -1.25 lower than the previous day. The implied volatity was 24.25, the open interest changed by -696 which decreased total open position to 21626
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 3.4, which was -0.35 lower than the previous day. The implied volatity was 22.56, the open interest changed by -1745 which decreased total open position to 22336
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 3.75, which was -1.55 lower than the previous day. The implied volatity was 21.58, the open interest changed by 769 which increased total open position to 24017
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 5.3, which was -5.70 lower than the previous day. The implied volatity was 20.47, the open interest changed by 1505 which increased total open position to 23260
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 11, which was -5.80 lower than the previous day. The implied volatity was 20.06, the open interest changed by 2181 which increased total open position to 21763
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 16.8, which was 1.85 higher than the previous day. The implied volatity was 18.30, the open interest changed by -746 which decreased total open position to 19568
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 14.95, which was -0.70 lower than the previous day. The implied volatity was 21.73, the open interest changed by 4916 which increased total open position to 20320
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 15.65, which was -14.05 lower than the previous day. The implied volatity was 24.18, the open interest changed by 3355 which increased total open position to 15455
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 29.7, which was -0.85 lower than the previous day. The implied volatity was 21.08, the open interest changed by 252 which increased total open position to 12100
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 30.55, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 36.1, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 34.4, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 33.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.20
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 128.9 | 19.15 | 45.13 | 794 | -486 | 9,508 |
| 20 Nov | 1241.65 | 109.75 | 0.00 | 27.05 | 3,718 | -2,028 | 10,032 |
| 19 Nov | 1241.65 | 109.75 | 22.55 | 27.05 | 3,718 | -1,990 | 10,032 |
| 18 Nov | 1260.75 | 87.2 | 8.10 | 15.37 | 666 | -336 | 12,022 |
| 14 Nov | 1267.60 | 79.1 | -14.20 | 19.18 | 4,330 | -1,854 | 12,372 |
| 13 Nov | 1252.05 | 93.3 | 14.25 | 22.47 | 4,126 | -1,624 | 14,228 |
| 12 Nov | 1274.25 | 79.05 | 5.05 | 24.46 | 2,468 | -1,192 | 15,876 |
| 11 Nov | 1272.70 | 74 | 4.00 | 21.45 | 2,874 | 630 | 17,082 |
| 8 Nov | 1283.75 | 70 | 21.70 | 23.34 | 3,136 | -1,350 | 16,460 |
| 7 Nov | 1305.65 | 48.3 | 11.65 | 20.10 | 3,530 | -750 | 17,810 |
| 6 Nov | 1325.35 | 36.65 | -13.90 | 21.43 | 5,114 | -160 | 18,556 |
| 5 Nov | 1305.30 | 50.55 | -10.90 | 23.06 | 4,398 | -1,398 | 18,694 |
| 4 Nov | 1302.15 | 61.45 | 23.85 | 26.82 | 8,148 | -1,632 | 20,102 |
| 1 Nov | 1338.65 | 37.6 | -2.00 | 25.36 | 1,132 | -284 | 21,720 |
| 31 Oct | 1332.05 | 39.6 | 6.65 | - | 11,894 | 4,554 | 21,988 |
| 30 Oct | 1343.90 | 32.95 | -3.15 | - | 7,308 | 1,614 | 17,448 |
| 29 Oct | 1340.00 | 36.1 | -4.75 | - | 6,720 | -902 | 15,834 |
| 28 Oct | 1334.35 | 40.85 | - | 5,036 | 8,901 | 16,736 | |
For Reliance Industries Ltd - strike price 1350 expiring on 28NOV2024
Delta for 1350 PE is -0.94
Historical price for 1350 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 128.9, which was 19.15 higher than the previous day. The implied volatity was 45.13, the open interest changed by -243 which decreased total open position to 4754
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 109.75, which was 0.00 lower than the previous day. The implied volatity was 27.05, the open interest changed by -1014 which decreased total open position to 5016
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 109.75, which was 22.55 higher than the previous day. The implied volatity was 27.05, the open interest changed by -995 which decreased total open position to 5016
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 87.2, which was 8.10 higher than the previous day. The implied volatity was 15.37, the open interest changed by -168 which decreased total open position to 6011
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 79.1, which was -14.20 lower than the previous day. The implied volatity was 19.18, the open interest changed by -927 which decreased total open position to 6186
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 93.3, which was 14.25 higher than the previous day. The implied volatity was 22.47, the open interest changed by -812 which decreased total open position to 7114
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 79.05, which was 5.05 higher than the previous day. The implied volatity was 24.46, the open interest changed by -596 which decreased total open position to 7938
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 74, which was 4.00 higher than the previous day. The implied volatity was 21.45, the open interest changed by 315 which increased total open position to 8541
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 70, which was 21.70 higher than the previous day. The implied volatity was 23.34, the open interest changed by -675 which decreased total open position to 8230
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 48.3, which was 11.65 higher than the previous day. The implied volatity was 20.10, the open interest changed by -375 which decreased total open position to 8905
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 36.65, which was -13.90 lower than the previous day. The implied volatity was 21.43, the open interest changed by -80 which decreased total open position to 9278
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 50.55, which was -10.90 lower than the previous day. The implied volatity was 23.06, the open interest changed by -699 which decreased total open position to 9347
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 61.45, which was 23.85 higher than the previous day. The implied volatity was 26.82, the open interest changed by -816 which decreased total open position to 10051
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 37.6, which was -2.00 lower than the previous day. The implied volatity was 25.36, the open interest changed by -142 which decreased total open position to 10860
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 39.6, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 32.95, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 36.1, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 40.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
