RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1360 CE | ||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.45 | -0.25 | 36.93 | 5,610 | -56 | 11,316 | |||
| 20 Nov | 1241.65 | 0.7 | 0.00 | 30.89 | 6,108 | -462 | 11,318 | |||
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| 19 Nov | 1241.65 | 0.7 | -0.30 | 30.89 | 6,108 | -516 | 11,318 | |||
| 18 Nov | 1260.75 | 1 | -0.45 | 26.19 | 5,448 | -166 | 11,848 | |||
| 14 Nov | 1267.60 | 1.45 | -0.30 | 22.00 | 5,252 | -344 | 12,018 | |||
| 13 Nov | 1252.05 | 1.75 | -0.90 | 24.96 | 9,422 | -728 | 12,372 | |||
| 12 Nov | 1274.25 | 2.65 | -0.20 | 23.01 | 9,760 | -516 | 13,362 | |||
| 11 Nov | 1272.70 | 2.85 | -1.15 | 21.87 | 9,212 | -152 | 13,884 | |||
| 8 Nov | 1283.75 | 4 | -4.50 | 20.57 | 17,520 | -398 | 14,022 | |||
| 7 Nov | 1305.65 | 8.5 | -4.85 | 20.01 | 11,390 | 1,514 | 14,306 | |||
| 6 Nov | 1325.35 | 13.35 | 1.25 | 18.38 | 15,700 | 36 | 12,820 | |||
| 5 Nov | 1305.30 | 12.1 | -0.55 | 21.73 | 18,574 | 2,608 | 12,802 | |||
| 4 Nov | 1302.15 | 12.65 | -12.25 | 23.90 | 22,124 | 3,024 | 10,176 | |||
| 1 Nov | 1338.65 | 24.9 | -0.80 | 20.88 | 2,630 | 230 | 7,136 | |||
| 31 Oct | 1332.05 | 25.7 | -5.10 | - | 10,336 | 2,068 | 6,898 | |||
| 30 Oct | 1343.90 | 30.8 | 1.45 | - | 7,348 | 1,290 | 4,824 | |||
| 29 Oct | 1340.00 | 29.35 | 0.55 | - | 3,516 | 720 | 3,526 | |||
| 28 Oct | 1334.35 | 28.8 | - | 3,526 | 1,657 | 2,794 | ||||
For Reliance Industries Ltd - strike price 1360 expiring on 28NOV2024
Delta for 1360 CE is 0.02
Historical price for 1360 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 36.93, the open interest changed by -28 which decreased total open position to 5658
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 30.89, the open interest changed by -231 which decreased total open position to 5659
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 30.89, the open interest changed by -258 which decreased total open position to 5659
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 26.19, the open interest changed by -83 which decreased total open position to 5924
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 22.00, the open interest changed by -172 which decreased total open position to 6009
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 1.75, which was -0.90 lower than the previous day. The implied volatity was 24.96, the open interest changed by -364 which decreased total open position to 6186
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 2.65, which was -0.20 lower than the previous day. The implied volatity was 23.01, the open interest changed by -258 which decreased total open position to 6681
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 2.85, which was -1.15 lower than the previous day. The implied volatity was 21.87, the open interest changed by -76 which decreased total open position to 6942
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 4, which was -4.50 lower than the previous day. The implied volatity was 20.57, the open interest changed by -199 which decreased total open position to 7011
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 8.5, which was -4.85 lower than the previous day. The implied volatity was 20.01, the open interest changed by 757 which increased total open position to 7153
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 13.35, which was 1.25 higher than the previous day. The implied volatity was 18.38, the open interest changed by 18 which increased total open position to 6410
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 12.1, which was -0.55 lower than the previous day. The implied volatity was 21.73, the open interest changed by 1304 which increased total open position to 6401
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 12.65, which was -12.25 lower than the previous day. The implied volatity was 23.90, the open interest changed by 1512 which increased total open position to 5088
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 24.9, which was -0.80 lower than the previous day. The implied volatity was 20.88, the open interest changed by 115 which increased total open position to 3568
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 25.7, which was -5.10 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 30.8, which was 1.45 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 29.35, which was 0.55 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 28.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 135 | 19.00 | - | 46 | -20 | 2,610 |
| 20 Nov | 1241.65 | 116 | 0.00 | - | 228 | -60 | 2,642 |
| 19 Nov | 1241.65 | 116 | 19.00 | - | 228 | -48 | 2,642 |
| 18 Nov | 1260.75 | 97 | 8.05 | - | 310 | -66 | 2,690 |
| 14 Nov | 1267.60 | 88.95 | -17.30 | 20.59 | 112 | -42 | 2,758 |
| 13 Nov | 1252.05 | 106.25 | 17.75 | 31.65 | 74 | -24 | 2,802 |
| 12 Nov | 1274.25 | 88.5 | 9.60 | 25.66 | 438 | -56 | 2,826 |
| 11 Nov | 1272.70 | 78.9 | 0.90 | - | 202 | -8 | 2,882 |
| 8 Nov | 1283.75 | 78 | 22.25 | 22.95 | 290 | -20 | 2,892 |
| 7 Nov | 1305.65 | 55.75 | 12.35 | 20.06 | 408 | 22 | 2,914 |
| 6 Nov | 1325.35 | 43.4 | -13.85 | 21.85 | 946 | -46 | 2,894 |
| 5 Nov | 1305.30 | 57.25 | -9.25 | 22.79 | 664 | -76 | 2,942 |
| 4 Nov | 1302.15 | 66.5 | 23.70 | 25.03 | 2,934 | -480 | 3,018 |
| 1 Nov | 1338.65 | 42.8 | -2.05 | 25.23 | 216 | 32 | 3,496 |
| 31 Oct | 1332.05 | 44.85 | 6.85 | - | 3,780 | 1,256 | 3,458 |
| 30 Oct | 1343.90 | 38 | -2.80 | - | 2,062 | 706 | 2,202 |
| 29 Oct | 1340.00 | 40.8 | -2.85 | - | 898 | 298 | 1,494 |
| 28 Oct | 1334.35 | 43.65 | - | 714 | 664 | 1,194 | |
For Reliance Industries Ltd - strike price 1360 expiring on 28NOV2024
Delta for 1360 PE is -
Historical price for 1360 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 135, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 1305
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 116, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 1321
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 116, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 1321
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 97, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 1345
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 88.95, which was -17.30 lower than the previous day. The implied volatity was 20.59, the open interest changed by -21 which decreased total open position to 1379
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 106.25, which was 17.75 higher than the previous day. The implied volatity was 31.65, the open interest changed by -12 which decreased total open position to 1401
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 88.5, which was 9.60 higher than the previous day. The implied volatity was 25.66, the open interest changed by -28 which decreased total open position to 1413
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 78.9, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1441
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 78, which was 22.25 higher than the previous day. The implied volatity was 22.95, the open interest changed by -10 which decreased total open position to 1446
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 55.75, which was 12.35 higher than the previous day. The implied volatity was 20.06, the open interest changed by 11 which increased total open position to 1457
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 43.4, which was -13.85 lower than the previous day. The implied volatity was 21.85, the open interest changed by -23 which decreased total open position to 1447
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 57.25, which was -9.25 lower than the previous day. The implied volatity was 22.79, the open interest changed by -38 which decreased total open position to 1471
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 66.5, which was 23.70 higher than the previous day. The implied volatity was 25.03, the open interest changed by -240 which decreased total open position to 1509
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 42.8, which was -2.05 lower than the previous day. The implied volatity was 25.23, the open interest changed by 16 which increased total open position to 1748
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 44.85, which was 6.85 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 38, which was -2.80 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 40.8, which was -2.85 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 43.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
