RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
28 Apr 2026 04:10 PM IST
| RELIANCE 26-May-2026 (27d) 1370 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.01
Theta: -0.64
Gamma: 0.00436
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 1388.90 | 50.15 | 12.25 | 22.01 | 12,237 | 2,844 | 5,172 | |||||||||
| 27 Apr | 1365.80 | 39.1 | 9.75 | 23.29 | 5,110 | 1,340 | 2,300 | |||||||||
| 24 Apr | 1327.80 | 30.1 | -5.5 | 27.77 | 770 | 197 | 956 | |||||||||
| 23 Apr | 1343.40 | 35.85 | -6.100000000000001 | 27.33 | 679 | 146 | 759 | |||||||||
| 22 Apr | 1362.10 | 41.85 | 2.1000000000000014 | 25.39 | 718 | 95 | 610 | |||||||||
| 21 Apr | 1353.30 | 40.3 | -2.3500000000000014 | 26.16 | 537 | 198 | 515 | |||||||||
| 20 Apr | 1363.30 | 43.4 | -1.4500000000000028 | 25.74 | 460 | 154 | 311 | |||||||||
| 17 Apr | 1365.00 | 44.35 | 8.649999999999999 | 24 | 261 | 69 | 154 | |||||||||
| 16 Apr | 1343.30 | 36.05 | 0.14999999999999858 | 24.23 | 73 | 43 | 84 | |||||||||
| 15 Apr | 1344.10 | 35.65 | 6.549999999999997 | 24.43 | 51 | 27 | 40 | |||||||||
| 13 Apr | 1315.10 | 29 | -11.200000000000003 | 26.65 | 11 | 4 | 13 | |||||||||
| 10 Apr | 1350.20 | 41 | 2.799999999999997 | 23.73 | 7 | 0 | 8 | |||||||||
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| 9 Apr | 1330.00 | 38.2 | -3.8 | 25.33 | 1 | 0 | 8 | |||||||||
| 8 Apr | 1347.80 | 42 | 12.45 | 22.18 | 5 | 3 | 7 | |||||||||
| 7 Apr | 1304.60 | 29.55 | -19.2 | 25 | 5 | 3 | 3 | |||||||||
| 6 Apr | 1304.70 | 48.75 | 0 | 2.61 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1350.50 | 48.75 | 0 | 0.04 | 0 | 0 | 0 | |||||||||
| 1 Apr | 1369.20 | 48.75 | 0 | 0.33 | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1370 expiring on 26MAY2026
Delta for 1370 CE is 0.65
Historical price for 1370 CE is as follows
On 28 Apr RELIANCE was trading at 1388.90. The strike last trading price was 50.15, which was 12.25 higher than the previous day. The implied volatity was 22.01, the open interest changed by 2844 which increased total open position to 5172
On 27 Apr RELIANCE was trading at 1365.80. The strike last trading price was 39.1, which was 9.75 higher than the previous day. The implied volatity was 23.29, the open interest changed by 1340 which increased total open position to 2300
On 24 Apr RELIANCE was trading at 1327.80. The strike last trading price was 30.1, which was -5.5 lower than the previous day. The implied volatity was 27.77, the open interest changed by 197 which increased total open position to 956
On 23 Apr RELIANCE was trading at 1343.40. The strike last trading price was 35.85, which was -6.100000000000001 lower than the previous day. The implied volatity was 27.33, the open interest changed by 146 which increased total open position to 759
On 22 Apr RELIANCE was trading at 1362.10. The strike last trading price was 41.85, which was 2.1000000000000014 higher than the previous day. The implied volatity was 25.39, the open interest changed by 95 which increased total open position to 610
On 21 Apr RELIANCE was trading at 1353.30. The strike last trading price was 40.3, which was -2.3500000000000014 lower than the previous day. The implied volatity was 26.16, the open interest changed by 198 which increased total open position to 515
On 20 Apr RELIANCE was trading at 1363.30. The strike last trading price was 43.4, which was -1.4500000000000028 lower than the previous day. The implied volatity was 25.74, the open interest changed by 154 which increased total open position to 311
On 17 Apr RELIANCE was trading at 1365.00. The strike last trading price was 44.35, which was 8.649999999999999 higher than the previous day. The implied volatity was 24, the open interest changed by 69 which increased total open position to 154
On 16 Apr RELIANCE was trading at 1343.30. The strike last trading price was 36.05, which was 0.14999999999999858 higher than the previous day. The implied volatity was 24.23, the open interest changed by 43 which increased total open position to 84
On 15 Apr RELIANCE was trading at 1344.10. The strike last trading price was 35.65, which was 6.549999999999997 higher than the previous day. The implied volatity was 24.43, the open interest changed by 27 which increased total open position to 40
On 13 Apr RELIANCE was trading at 1315.10. The strike last trading price was 29, which was -11.200000000000003 lower than the previous day. The implied volatity was 26.65, the open interest changed by 4 which increased total open position to 13
On 10 Apr RELIANCE was trading at 1350.20. The strike last trading price was 41, which was 2.799999999999997 higher than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 8
On 9 Apr RELIANCE was trading at 1330.00. The strike last trading price was 38.2, which was -3.8 lower than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 8
On 8 Apr RELIANCE was trading at 1347.80. The strike last trading price was 42, which was 12.45 higher than the previous day. The implied volatity was 22.18, the open interest changed by 3 which increased total open position to 7
On 7 Apr RELIANCE was trading at 1304.60. The strike last trading price was 29.55, which was -19.2 lower than the previous day. The implied volatity was 25, the open interest changed by 3 which increased total open position to 3
On 6 Apr RELIANCE was trading at 1304.70. The strike last trading price was 48.75, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 2 Apr RELIANCE was trading at 1350.50. The strike last trading price was 48.75, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 1 Apr RELIANCE was trading at 1369.20. The strike last trading price was 48.75, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26-May-2026 (27d) 1370 PE | |||||||
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Delta: -0.36
Vega: 0.01
Theta: -0.48
Gamma: 0.0041
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 1388.90 | 23.5 | -9.899999999999999 | 23.59 | 9,094 | 1,486 | 2,638 |
| 27 Apr | 1365.80 | 33.15 | -27.200000000000003 | 23.35 | 1,172 | 402 | 1,093 |
| 24 Apr | 1327.80 | 57.8 | 5.399999999999999 | 24.73 | 144 | 8 | 691 |
| 23 Apr | 1343.40 | 53.2 | 11.950000000000003 | 25.77 | 263 | 24 | 683 |
| 22 Apr | 1362.10 | 41.7 | -4.25 | 24.74 | 381 | 177 | 659 |
| 21 Apr | 1353.30 | 45 | 3.3999999999999986 | 24.3 | 314 | 84 | 483 |
| 20 Apr | 1363.30 | 42 | 1.6499999999999986 | 24.09 | 410 | 49 | 399 |
| 17 Apr | 1365.00 | 39.65 | -10.350000000000001 | 23.04 | 452 | 352 | 352 |
| 16 Apr | 1343.30 | 50 | 50 | - | 0 | 0 | 0 |
| 15 Apr | 1344.10 | 50 | 50 | - | 0 | 0 | 0 |
| 13 Apr | 1315.10 | 50 | 50 | 23.14 | 0 | 0 | 0 |
| 10 Apr | 1350.20 | 50 | -9.700000000000003 | 23.14 | 2 | 1 | 1 |
| 9 Apr | 1330.00 | 59.7 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1347.80 | 59.7 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1304.60 | 59.7 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1304.70 | 59.7 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1350.50 | 59.7 | 0 | 0.07 | 0 | 0 | 0 |
| 1 Apr | 1369.20 | 59.7 | 0 | 1.09 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1370 expiring on 26MAY2026
Delta for 1370 PE is -0.36
Historical price for 1370 PE is as follows
On 28 Apr RELIANCE was trading at 1388.90. The strike last trading price was 23.5, which was -9.899999999999999 lower than the previous day. The implied volatity was 23.59, the open interest changed by 1486 which increased total open position to 2638
On 27 Apr RELIANCE was trading at 1365.80. The strike last trading price was 33.15, which was -27.200000000000003 lower than the previous day. The implied volatity was 23.35, the open interest changed by 402 which increased total open position to 1093
On 24 Apr RELIANCE was trading at 1327.80. The strike last trading price was 57.8, which was 5.399999999999999 higher than the previous day. The implied volatity was 24.73, the open interest changed by 8 which increased total open position to 691
On 23 Apr RELIANCE was trading at 1343.40. The strike last trading price was 53.2, which was 11.950000000000003 higher than the previous day. The implied volatity was 25.77, the open interest changed by 24 which increased total open position to 683
On 22 Apr RELIANCE was trading at 1362.10. The strike last trading price was 41.7, which was -4.25 lower than the previous day. The implied volatity was 24.74, the open interest changed by 177 which increased total open position to 659
On 21 Apr RELIANCE was trading at 1353.30. The strike last trading price was 45, which was 3.3999999999999986 higher than the previous day. The implied volatity was 24.3, the open interest changed by 84 which increased total open position to 483
On 20 Apr RELIANCE was trading at 1363.30. The strike last trading price was 42, which was 1.6499999999999986 higher than the previous day. The implied volatity was 24.09, the open interest changed by 49 which increased total open position to 399
On 17 Apr RELIANCE was trading at 1365.00. The strike last trading price was 39.65, which was -10.350000000000001 lower than the previous day. The implied volatity was 23.04, the open interest changed by 352 which increased total open position to 352
On 16 Apr RELIANCE was trading at 1343.30. The strike last trading price was 50, which was 50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr RELIANCE was trading at 1344.10. The strike last trading price was 50, which was 50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr RELIANCE was trading at 1315.10. The strike last trading price was 50, which was 50 higher than the previous day. The implied volatity was 23.14, the open interest changed by 0 which decreased total open position to 0
On 10 Apr RELIANCE was trading at 1350.20. The strike last trading price was 50, which was -9.700000000000003 lower than the previous day. The implied volatity was 23.14, the open interest changed by 1 which increased total open position to 1
On 9 Apr RELIANCE was trading at 1330.00. The strike last trading price was 59.7, 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 8 Apr RELIANCE was trading at 1347.80. The strike last trading price was 59.7, 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 7 Apr RELIANCE was trading at 1304.60. The strike last trading price was 59.7, 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 6 Apr RELIANCE was trading at 1304.70. The strike last trading price was 59.7, 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 2 Apr RELIANCE was trading at 1350.50. The strike last trading price was 59.7, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 1 Apr RELIANCE was trading at 1369.20. The strike last trading price was 59.7, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
