RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
25 Apr 2025 04:12 PM IST
| RELIANCE 29MAY2025 1370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 1.29
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1300.40 | 12.35 | -0.8 | 20.50 | 5,746 | 202 | 1,597 | |||
| 24 Apr | 1301.60 | 14.25 | -0.05 | 21.08 | 2,698 | 773 | 1,394 | |||
| 23 Apr | 1300.00 | 14.3 | 1.5 | 22.04 | 1,005 | 298 | 619 | |||
| 22 Apr | 1291.20 | 12.8 | -0.5 | 22.10 | 413 | 68 | 320 | |||
| 21 Apr | 1295.50 | 13.45 | 4.35 | 21.05 | 491 | 96 | 253 | |||
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| 17 Apr | 1274.50 | 9.4 | 4 | 20.56 | 240 | 26 | 155 | |||
| 16 Apr | 1239.30 | 5.3 | -0.95 | 21.60 | 106 | 46 | 129 | |||
| 15 Apr | 1240.10 | 6.2 | -0.05 | 22.08 | 71 | 22 | 84 | |||
| 11 Apr | 1218.95 | 6.25 | 1.7 | 23.71 | 32 | 11 | 62 | |||
| 9 Apr | 1185.35 | 4.55 | 0 | 25.32 | 2 | 0 | 51 | |||
| 8 Apr | 1182.20 | 4.55 | 0.05 | 25.84 | 20 | 9 | 50 | |||
| 7 Apr | 1165.70 | 4.5 | 0.5 | 26.86 | 70 | -10 | 42 | |||
| 4 Apr | 1204.70 | 4 | -2.85 | 21.03 | 54 | 41 | 51 | |||
| 3 Apr | 1248.70 | 6.85 | -19.6 | 18.35 | 10 | 0 | 0 | |||
| 2 Apr | 1251.15 | 26.45 | 0 | 5.18 | 0 | 0 | 0 | |||
| 1 Apr | 1252.60 | 26.45 | 0 | 5.01 | 0 | 0 | 0 | |||
| 28 Mar | 1275.10 | 26.45 | 0 | 3.77 | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1370 expiring on 29MAY2025
Delta for 1370 CE is 0.26
Historical price for 1370 CE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 12.35, which was -0.8 lower than the previous day. The implied volatity was 20.50, the open interest changed by 202 which increased total open position to 1597
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 14.25, which was -0.05 lower than the previous day. The implied volatity was 21.08, the open interest changed by 773 which increased total open position to 1394
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 14.3, which was 1.5 higher than the previous day. The implied volatity was 22.04, the open interest changed by 298 which increased total open position to 619
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 12.8, which was -0.5 lower than the previous day. The implied volatity was 22.10, the open interest changed by 68 which increased total open position to 320
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 13.45, which was 4.35 higher than the previous day. The implied volatity was 21.05, the open interest changed by 96 which increased total open position to 253
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 9.4, which was 4 higher than the previous day. The implied volatity was 20.56, the open interest changed by 26 which increased total open position to 155
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 5.3, which was -0.95 lower than the previous day. The implied volatity was 21.60, the open interest changed by 46 which increased total open position to 129
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 6.2, which was -0.05 lower than the previous day. The implied volatity was 22.08, the open interest changed by 22 which increased total open position to 84
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 6.25, which was 1.7 higher than the previous day. The implied volatity was 23.71, the open interest changed by 11 which increased total open position to 62
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 51
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 4.55, which was 0.05 higher than the previous day. The implied volatity was 25.84, the open interest changed by 9 which increased total open position to 50
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 26.86, the open interest changed by -10 which decreased total open position to 42
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 4, which was -2.85 lower than the previous day. The implied volatity was 21.03, the open interest changed by 41 which increased total open position to 51
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 6.85, which was -19.6 lower than the previous day. The implied volatity was 18.35, the open interest changed by 0 which decreased total open position to 0
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 26.45, which was 0 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 26.45, which was 0 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 26.45, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 29MAY2025 1370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 1.38
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1300.40 | 74.35 | -0.55 | 24.77 | 204 | 72 | 134 |
| 24 Apr | 1301.60 | 74.85 | -1.75 | 26.15 | 44 | 29 | 61 |
| 23 Apr | 1300.00 | 77.45 | -2.55 | 24.66 | 27 | 25 | 31 |
| 22 Apr | 1291.20 | 80 | 4.1 | 22.12 | 5 | 3 | 4 |
| 21 Apr | 1295.50 | 75.9 | -25.2 | 22.39 | 1 | 0 | 0 |
| 17 Apr | 1274.50 | 101.1 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1239.30 | 101.1 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1240.10 | 101.1 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 1218.95 | 101.1 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1185.35 | 101.1 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1182.20 | 101.1 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1165.70 | 101.1 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 1204.70 | 101.1 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 1248.70 | 101.1 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1251.15 | 101.1 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1252.60 | 101.1 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 1275.10 | 101.1 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1370 expiring on 29MAY2025
Delta for 1370 PE is -0.70
Historical price for 1370 PE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 74.35, which was -0.55 lower than the previous day. The implied volatity was 24.77, the open interest changed by 72 which increased total open position to 134
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 74.85, which was -1.75 lower than the previous day. The implied volatity was 26.15, the open interest changed by 29 which increased total open position to 61
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 77.45, which was -2.55 lower than the previous day. The implied volatity was 24.66, the open interest changed by 25 which increased total open position to 31
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 80, which was 4.1 higher than the previous day. The implied volatity was 22.12, the open interest changed by 3 which increased total open position to 4
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 75.9, which was -25.2 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 0
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 101.1, 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 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 101.1, 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 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 101.1, 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 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 101.1, 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 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 101.1, 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 1182.20. The strike last trading price was 101.1, 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 1165.70. The strike last trading price was 101.1, 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 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 101.1, 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 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 101.1, 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 1251.15. The strike last trading price was 101.1, 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 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 101.1, 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 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 101.1, 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
