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[--[65.84.65.76]--]
RELIANCE
Reliance Industries Ltd

1205.3 -25.15 (-2.04%)

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Historical option data for RELIANCE

20 Dec 2024 04:12 PM IST
RELIANCE 26DEC2024 1360 CE
Delta: 0.02
Vega: 0.08
Theta: -0.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 0.5 -0.30 44.50 2,344 -750 3,452
19 Dec 1230.45 0.8 -0.60 37.82 2,769 -8 4,205
18 Dec 1253.25 1.4 0.15 32.78 2,955 -374 4,208
17 Dec 1245.30 1.25 -0.60 32.50 3,799 32 4,593
16 Dec 1268.30 1.85 -0.60 27.45 4,632 -419 4,561
13 Dec 1272.85 2.45 0.20 24.12 9,532 195 4,998
12 Dec 1262.90 2.25 -0.35 25.55 7,007 -476 4,810
11 Dec 1278.20 2.6 -1.00 21.65 3,826 98 5,283
10 Dec 1284.85 3.6 -1.35 21.30 5,592 330 5,190
9 Dec 1295.15 4.95 -2.30 20.29 6,122 561 4,859
6 Dec 1311.55 7.25 -2.35 17.61 5,551 39 4,285
5 Dec 1322.05 9.6 1.05 17.02 12,042 -192 4,229
4 Dec 1308.95 8.55 -2.85 18.42 8,839 1,380 4,425
3 Dec 1323.30 11.4 1.60 16.52 8,136 381 3,103
2 Dec 1309.15 9.8 2.80 18.37 7,455 249 2,719
29 Nov 1292.20 7 1.00 18.58 5,019 724 2,474
28 Nov 1270.80 6 -2.55 20.71 3,241 473 1,753
27 Nov 1293.20 8.55 -1.00 18.89 1,647 277 1,276
26 Nov 1295.70 9.55 0.25 18.95 1,346 222 998
25 Nov 1287.00 9.3 2.30 19.29 2,013 326 770
22 Nov 1265.40 7 3.35 20.99 768 64 508
21 Nov 1223.00 3.65 -1.45 23.32 368 16 443
20 Nov 1241.65 5.1 0.00 22.09 591 157 424
19 Nov 1241.65 5.1 -1.95 22.09 591 154 424
18 Nov 1260.75 7.05 -0.95 20.48 396 37 269
14 Nov 1267.60 8 -0.20 18.90 187 43 230
13 Nov 1252.05 8.2 -3.10 21.05 469 15 188
12 Nov 1274.25 11.3 -1.40 20.57 89 22 173
11 Nov 1272.70 12.7 -3.95 20.64 159 74 151
8 Nov 1283.75 16.65 -8.85 21.25 71 12 77
7 Nov 1305.65 25.5 -6.50 21.34 76 33 84
6 Nov 1325.35 32 0.90 19.95 48 -3 50
5 Nov 1305.30 31.1 3.30 23.20 58 21 54
4 Nov 1302.15 27.8 -334.55 23.16 37 31 31
1 Nov 1338.65 362.35 0.00 0.13 0 0 0
31 Oct 1332.05 362.35 0.00 - 0 0 0
30 Oct 1343.90 362.35 0.00 - 0 0 0
29 Oct 1340.00 362.35 0.00 - 0 0 0
28 Oct 1334.35 362.35 - 0 0 0


For Reliance Industries Ltd - strike price 1360 expiring on 26DEC2024

Delta for 1360 CE is 0.02

Historical price for 1360 CE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 44.50, the open interest changed by -750 which decreased total open position to 3452


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 37.82, the open interest changed by -8 which decreased total open position to 4205


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 32.78, the open interest changed by -374 which decreased total open position to 4208


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 1.25, which was -0.60 lower than the previous day. The implied volatity was 32.50, the open interest changed by 32 which increased total open position to 4593


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 1.85, which was -0.60 lower than the previous day. The implied volatity was 27.45, the open interest changed by -419 which decreased total open position to 4561


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 2.45, which was 0.20 higher than the previous day. The implied volatity was 24.12, the open interest changed by 195 which increased total open position to 4998


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 25.55, the open interest changed by -476 which decreased total open position to 4810


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 2.6, which was -1.00 lower than the previous day. The implied volatity was 21.65, the open interest changed by 98 which increased total open position to 5283


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 3.6, which was -1.35 lower than the previous day. The implied volatity was 21.30, the open interest changed by 330 which increased total open position to 5190


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 4.95, which was -2.30 lower than the previous day. The implied volatity was 20.29, the open interest changed by 561 which increased total open position to 4859


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 7.25, which was -2.35 lower than the previous day. The implied volatity was 17.61, the open interest changed by 39 which increased total open position to 4285


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 9.6, which was 1.05 higher than the previous day. The implied volatity was 17.02, the open interest changed by -192 which decreased total open position to 4229


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 8.55, which was -2.85 lower than the previous day. The implied volatity was 18.42, the open interest changed by 1380 which increased total open position to 4425


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 11.4, which was 1.60 higher than the previous day. The implied volatity was 16.52, the open interest changed by 381 which increased total open position to 3103


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 9.8, which was 2.80 higher than the previous day. The implied volatity was 18.37, the open interest changed by 249 which increased total open position to 2719


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 7, which was 1.00 higher than the previous day. The implied volatity was 18.58, the open interest changed by 724 which increased total open position to 2474


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 6, which was -2.55 lower than the previous day. The implied volatity was 20.71, the open interest changed by 473 which increased total open position to 1753


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 8.55, which was -1.00 lower than the previous day. The implied volatity was 18.89, the open interest changed by 277 which increased total open position to 1276


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 9.55, which was 0.25 higher than the previous day. The implied volatity was 18.95, the open interest changed by 222 which increased total open position to 998


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 9.3, which was 2.30 higher than the previous day. The implied volatity was 19.29, the open interest changed by 326 which increased total open position to 770


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 7, which was 3.35 higher than the previous day. The implied volatity was 20.99, the open interest changed by 64 which increased total open position to 508


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 3.65, which was -1.45 lower than the previous day. The implied volatity was 23.32, the open interest changed by 16 which increased total open position to 443


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 22.09, the open interest changed by 157 which increased total open position to 424


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 5.1, which was -1.95 lower than the previous day. The implied volatity was 22.09, the open interest changed by 154 which increased total open position to 424


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 7.05, which was -0.95 lower than the previous day. The implied volatity was 20.48, the open interest changed by 37 which increased total open position to 269


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 8, which was -0.20 lower than the previous day. The implied volatity was 18.90, the open interest changed by 43 which increased total open position to 230


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 8.2, which was -3.10 lower than the previous day. The implied volatity was 21.05, the open interest changed by 15 which increased total open position to 188


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 11.3, which was -1.40 lower than the previous day. The implied volatity was 20.57, the open interest changed by 22 which increased total open position to 173


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 12.7, which was -3.95 lower than the previous day. The implied volatity was 20.64, the open interest changed by 74 which increased total open position to 151


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 16.65, which was -8.85 lower than the previous day. The implied volatity was 21.25, the open interest changed by 12 which increased total open position to 77


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 25.5, which was -6.50 lower than the previous day. The implied volatity was 21.34, the open interest changed by 33 which increased total open position to 84


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 32, which was 0.90 higher than the previous day. The implied volatity was 19.95, the open interest changed by -3 which decreased total open position to 50


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 31.1, which was 3.30 higher than the previous day. The implied volatity was 23.20, the open interest changed by 21 which increased total open position to 54


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 27.8, which was -334.55 lower than the previous day. The implied volatity was 23.16, the open interest changed by 31 which increased total open position to 31


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 362.35, which was 0.00 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 362.35, which was 0.00 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 362.35, which was 0.00 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 362.35, which was 0.00 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 362.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RELIANCE 26DEC2024 1360 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 151.35 25.70 - 45 -19 809
19 Dec 1230.45 125.65 23.75 - 359 -103 829
18 Dec 1253.25 101.9 -7.95 - 32 -10 938
17 Dec 1245.30 109.85 22.35 - 94 -63 948
16 Dec 1268.30 87.5 6.30 - 45 14 1,009
13 Dec 1272.85 81.2 -10.65 17.22 148 -65 989
12 Dec 1262.90 91.85 15.90 - 54 -26 1,054
11 Dec 1278.20 75.95 5.95 15.36 123 20 1,080
10 Dec 1284.85 70 8.70 17.88 110 30 1,060
9 Dec 1295.15 61.3 13.35 18.91 228 28 1,029
6 Dec 1311.55 47.95 4.40 17.32 146 19 1,001
5 Dec 1322.05 43.55 -8.25 19.41 716 -56 985
4 Dec 1308.95 51.8 9.70 19.32 414 -30 1,040
3 Dec 1323.30 42.1 -8.70 20.04 741 112 1,068
2 Dec 1309.15 50.8 -14.55 18.83 270 60 955
29 Nov 1292.20 65.35 -16.60 18.45 174 23 895
28 Nov 1270.80 81.95 17.30 19.62 220 114 871
27 Nov 1293.20 64.65 -1.85 19.13 284 125 757
26 Nov 1295.70 66.5 -3.50 22.03 167 44 633
25 Nov 1287.00 70 -22.10 21.97 482 386 589
22 Nov 1265.40 92.1 -33.65 22.70 253 99 302
21 Nov 1223.00 125.75 11.85 - 4 -1 202
20 Nov 1241.65 113.9 0.00 21.99 98 -4 206
19 Nov 1241.65 113.9 22.25 21.99 98 -1 206
18 Nov 1260.75 91.65 5.55 18.19 10 -1 208
14 Nov 1267.60 86.1 -9.55 19.38 47 -2 209
13 Nov 1252.05 95.65 15.65 17.15 95 80 210
12 Nov 1274.25 80 -3.80 16.01 8 4 130
11 Nov 1272.70 83.8 1.95 21.47 51 37 124
8 Nov 1283.75 81.85 20.70 23.24 33 20 86
7 Nov 1305.65 61.15 8.40 20.71 7 -1 65
6 Nov 1325.35 52.75 -20.65 22.63 19 2 66
5 Nov 1305.30 73.4 4.35 27.84 6 3 64
4 Nov 1302.15 69.05 15.20 22.55 14 0 54
1 Nov 1338.65 53.85 0.00 0.00 0 17 0
31 Oct 1332.05 53.85 9.85 - 21 15 52
30 Oct 1343.90 44 -68.65 - 12 2 37
29 Oct 1340.00 112.65 0.00 - 0 35 0
28 Oct 1334.35 112.65 - 0 -1 0


For Reliance Industries Ltd - strike price 1360 expiring on 26DEC2024

Delta for 1360 PE is -

Historical price for 1360 PE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 151.35, which was 25.70 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 809


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 125.65, which was 23.75 higher than the previous day. The implied volatity was -, the open interest changed by -103 which decreased total open position to 829


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 101.9, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 938


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 109.85, which was 22.35 higher than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 948


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 87.5, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 1009


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 81.2, which was -10.65 lower than the previous day. The implied volatity was 17.22, the open interest changed by -65 which decreased total open position to 989


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 91.85, which was 15.90 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 1054


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 75.95, which was 5.95 higher than the previous day. The implied volatity was 15.36, the open interest changed by 20 which increased total open position to 1080


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 70, which was 8.70 higher than the previous day. The implied volatity was 17.88, the open interest changed by 30 which increased total open position to 1060


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 61.3, which was 13.35 higher than the previous day. The implied volatity was 18.91, the open interest changed by 28 which increased total open position to 1029


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 47.95, which was 4.40 higher than the previous day. The implied volatity was 17.32, the open interest changed by 19 which increased total open position to 1001


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 43.55, which was -8.25 lower than the previous day. The implied volatity was 19.41, the open interest changed by -56 which decreased total open position to 985


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 51.8, which was 9.70 higher than the previous day. The implied volatity was 19.32, the open interest changed by -30 which decreased total open position to 1040


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 42.1, which was -8.70 lower than the previous day. The implied volatity was 20.04, the open interest changed by 112 which increased total open position to 1068


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 50.8, which was -14.55 lower than the previous day. The implied volatity was 18.83, the open interest changed by 60 which increased total open position to 955


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 65.35, which was -16.60 lower than the previous day. The implied volatity was 18.45, the open interest changed by 23 which increased total open position to 895


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 81.95, which was 17.30 higher than the previous day. The implied volatity was 19.62, the open interest changed by 114 which increased total open position to 871


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 64.65, which was -1.85 lower than the previous day. The implied volatity was 19.13, the open interest changed by 125 which increased total open position to 757


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 66.5, which was -3.50 lower than the previous day. The implied volatity was 22.03, the open interest changed by 44 which increased total open position to 633


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 70, which was -22.10 lower than the previous day. The implied volatity was 21.97, the open interest changed by 386 which increased total open position to 589


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 92.1, which was -33.65 lower than the previous day. The implied volatity was 22.70, the open interest changed by 99 which increased total open position to 302


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 125.75, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 202


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 113.9, which was 0.00 lower than the previous day. The implied volatity was 21.99, the open interest changed by -4 which decreased total open position to 206


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 113.9, which was 22.25 higher than the previous day. The implied volatity was 21.99, the open interest changed by -1 which decreased total open position to 206


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 91.65, which was 5.55 higher than the previous day. The implied volatity was 18.19, the open interest changed by -1 which decreased total open position to 208


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 86.1, which was -9.55 lower than the previous day. The implied volatity was 19.38, the open interest changed by -2 which decreased total open position to 209


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 95.65, which was 15.65 higher than the previous day. The implied volatity was 17.15, the open interest changed by 80 which increased total open position to 210


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 80, which was -3.80 lower than the previous day. The implied volatity was 16.01, the open interest changed by 4 which increased total open position to 130


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 83.8, which was 1.95 higher than the previous day. The implied volatity was 21.47, the open interest changed by 37 which increased total open position to 124


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 81.85, which was 20.70 higher than the previous day. The implied volatity was 23.24, the open interest changed by 20 which increased total open position to 86


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 61.15, which was 8.40 higher than the previous day. The implied volatity was 20.71, the open interest changed by -1 which decreased total open position to 65


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 52.75, which was -20.65 lower than the previous day. The implied volatity was 22.63, the open interest changed by 2 which increased total open position to 66


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 73.4, which was 4.35 higher than the previous day. The implied volatity was 27.84, the open interest changed by 3 which increased total open position to 64


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 69.05, which was 15.20 higher than the previous day. The implied volatity was 22.55, the open interest changed by 0 which decreased total open position to 54


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 53.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 53.85, which was 9.85 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 44, which was -68.65 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 112.65, which was 0.00 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 112.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to