RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1370 CE | ||||||||||
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Delta: 0.01
Vega: 0.05
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 0.3 | -0.40 | 43.57 | 1,069 | -267 | 1,411 | |||
| 19 Dec | 1230.45 | 0.7 | -0.60 | 39.25 | 1,273 | -279 | 1,676 | |||
| 18 Dec | 1253.25 | 1.3 | 0.20 | 34.65 | 1,782 | -133 | 1,964 | |||
| 17 Dec | 1245.30 | 1.1 | -0.30 | 33.86 | 2,413 | -195 | 2,120 | |||
| 16 Dec | 1268.30 | 1.4 | -0.50 | 27.98 | 2,151 | 74 | 2,328 | |||
| 13 Dec | 1272.85 | 1.9 | 0.00 | 24.67 | 6,127 | -123 | 2,267 | |||
| 12 Dec | 1262.90 | 1.9 | -0.15 | 26.47 | 4,408 | -11 | 2,459 | |||
| 11 Dec | 1278.20 | 2.05 | -0.75 | 22.30 | 2,146 | -216 | 2,478 | |||
| 10 Dec | 1284.85 | 2.8 | -1.00 | 21.79 | 3,533 | 30 | 2,694 | |||
| 9 Dec | 1295.15 | 3.8 | -1.80 | 20.66 | 3,786 | 214 | 2,664 | |||
| 6 Dec | 1311.55 | 5.6 | -1.75 | 17.98 | 2,549 | 159 | 2,448 | |||
| 5 Dec | 1322.05 | 7.35 | 0.85 | 17.23 | 6,065 | -12 | 2,290 | |||
| 4 Dec | 1308.95 | 6.5 | -2.15 | 18.47 | 3,693 | 589 | 2,294 | |||
| 3 Dec | 1323.30 | 8.65 | 1.10 | 16.55 | 3,894 | 145 | 1,720 | |||
| 2 Dec | 1309.15 | 7.55 | 2.10 | 18.38 | 4,316 | 285 | 1,572 | |||
| 29 Nov | 1292.20 | 5.45 | 0.65 | 18.69 | 3,333 | 394 | 1,286 | |||
| 28 Nov | 1270.80 | 4.8 | -2.05 | 20.86 | 1,691 | 252 | 884 | |||
| 27 Nov | 1293.20 | 6.85 | -0.85 | 19.05 | 665 | -16 | 633 | |||
| 26 Nov | 1295.70 | 7.7 | 0.25 | 19.09 | 843 | 135 | 649 | |||
| 25 Nov | 1287.00 | 7.45 | 1.50 | 19.35 | 1,214 | 249 | 505 | |||
| 22 Nov | 1265.40 | 5.95 | 2.90 | 21.36 | 583 | 52 | 308 | |||
| 21 Nov | 1223.00 | 3.05 | -1.25 | 23.54 | 243 | 28 | 256 | |||
| 20 Nov | 1241.65 | 4.3 | 0.00 | 22.35 | 332 | 55 | 227 | |||
| 19 Nov | 1241.65 | 4.3 | -1.55 | 22.35 | 332 | 54 | 227 | |||
| 18 Nov | 1260.75 | 5.85 | -1.10 | 20.65 | 376 | 126 | 174 | |||
| 14 Nov | 1267.60 | 6.95 | 0.00 | 19.36 | 102 | 6 | 47 | |||
| 13 Nov | 1252.05 | 6.95 | -2.60 | 21.19 | 174 | 28 | 48 | |||
| 12 Nov | 1274.25 | 9.55 | -1.15 | 20.67 | 18 | -3 | 20 | |||
| 11 Nov | 1272.70 | 10.7 | -4.00 | 20.66 | 48 | 12 | 25 | |||
| 8 Nov | 1283.75 | 14.7 | -7.15 | 21.54 | 15 | 10 | 12 | |||
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| 7 Nov | 1305.65 | 21.85 | -22.25 | 21.15 | 2 | 0 | 0 | |||
| 6 Nov | 1325.35 | 44.1 | 0.00 | 1.47 | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 44.1 | 0.00 | 2.51 | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 44.1 | 0.00 | 2.46 | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 44.1 | 0.68 | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1370 expiring on 26DEC2024
Delta for 1370 CE is 0.01
Historical price for 1370 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.3, which was -0.40 lower than the previous day. The implied volatity was 43.57, the open interest changed by -267 which decreased total open position to 1411
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 39.25, the open interest changed by -279 which decreased total open position to 1676
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 34.65, the open interest changed by -133 which decreased total open position to 1964
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 33.86, the open interest changed by -195 which decreased total open position to 2120
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 27.98, the open interest changed by 74 which increased total open position to 2328
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 24.67, the open interest changed by -123 which decreased total open position to 2267
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 26.47, the open interest changed by -11 which decreased total open position to 2459
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 22.30, the open interest changed by -216 which decreased total open position to 2478
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 2.8, which was -1.00 lower than the previous day. The implied volatity was 21.79, the open interest changed by 30 which increased total open position to 2694
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 3.8, which was -1.80 lower than the previous day. The implied volatity was 20.66, the open interest changed by 214 which increased total open position to 2664
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 5.6, which was -1.75 lower than the previous day. The implied volatity was 17.98, the open interest changed by 159 which increased total open position to 2448
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 7.35, which was 0.85 higher than the previous day. The implied volatity was 17.23, the open interest changed by -12 which decreased total open position to 2290
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 6.5, which was -2.15 lower than the previous day. The implied volatity was 18.47, the open interest changed by 589 which increased total open position to 2294
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 8.65, which was 1.10 higher than the previous day. The implied volatity was 16.55, the open interest changed by 145 which increased total open position to 1720
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 7.55, which was 2.10 higher than the previous day. The implied volatity was 18.38, the open interest changed by 285 which increased total open position to 1572
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 5.45, which was 0.65 higher than the previous day. The implied volatity was 18.69, the open interest changed by 394 which increased total open position to 1286
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 4.8, which was -2.05 lower than the previous day. The implied volatity was 20.86, the open interest changed by 252 which increased total open position to 884
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 6.85, which was -0.85 lower than the previous day. The implied volatity was 19.05, the open interest changed by -16 which decreased total open position to 633
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 7.7, which was 0.25 higher than the previous day. The implied volatity was 19.09, the open interest changed by 135 which increased total open position to 649
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 7.45, which was 1.50 higher than the previous day. The implied volatity was 19.35, the open interest changed by 249 which increased total open position to 505
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 5.95, which was 2.90 higher than the previous day. The implied volatity was 21.36, the open interest changed by 52 which increased total open position to 308
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 3.05, which was -1.25 lower than the previous day. The implied volatity was 23.54, the open interest changed by 28 which increased total open position to 256
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 22.35, the open interest changed by 55 which increased total open position to 227
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 4.3, which was -1.55 lower than the previous day. The implied volatity was 22.35, the open interest changed by 54 which increased total open position to 227
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 5.85, which was -1.10 lower than the previous day. The implied volatity was 20.65, the open interest changed by 126 which increased total open position to 174
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 19.36, the open interest changed by 6 which increased total open position to 47
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 6.95, which was -2.60 lower than the previous day. The implied volatity was 21.19, the open interest changed by 28 which increased total open position to 48
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 9.55, which was -1.15 lower than the previous day. The implied volatity was 20.67, the open interest changed by -3 which decreased total open position to 20
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 10.7, which was -4.00 lower than the previous day. The implied volatity was 20.66, the open interest changed by 12 which increased total open position to 25
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 14.7, which was -7.15 lower than the previous day. The implied volatity was 21.54, the open interest changed by 10 which increased total open position to 12
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 21.85, which was -22.25 lower than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 44.1, which was 0.00 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 44.1, which was 0.00 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 44.1, which was 0.00 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 44.1, which was lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 155 | 18.00 | - | 5 | -3 | 304 |
| 19 Dec | 1230.45 | 137 | 26.50 | 30.93 | 4 | -1 | 308 |
| 18 Dec | 1253.25 | 110.5 | -10.50 | - | 10 | -8 | 310 |
| 17 Dec | 1245.30 | 121 | 27.00 | - | 20 | -16 | 318 |
| 16 Dec | 1268.30 | 94 | 0.00 | 0.00 | 0 | -14 | 0 |
| 13 Dec | 1272.85 | 94 | -7.00 | 28.36 | 20 | -14 | 334 |
| 12 Dec | 1262.90 | 101 | 16.10 | - | 23 | -14 | 349 |
| 11 Dec | 1278.20 | 84.9 | 2.75 | - | 26 | 5 | 364 |
| 10 Dec | 1284.85 | 82.15 | 10.40 | 24.26 | 20 | 3 | 362 |
| 9 Dec | 1295.15 | 71.75 | 15.50 | 21.81 | 44 | 10 | 359 |
| 6 Dec | 1311.55 | 56.25 | 6.55 | 17.66 | 47 | 11 | 350 |
| 5 Dec | 1322.05 | 49.7 | -10.15 | 18.35 | 145 | 7 | 335 |
| 4 Dec | 1308.95 | 59.85 | 10.15 | 19.64 | 186 | 32 | 327 |
| 3 Dec | 1323.30 | 49.7 | -9.10 | 20.70 | 221 | 33 | 292 |
| 2 Dec | 1309.15 | 58.8 | -15.05 | 19.20 | 122 | 7 | 260 |
| 29 Nov | 1292.20 | 73.85 | -15.90 | 18.69 | 41 | 15 | 254 |
| 28 Nov | 1270.80 | 89.75 | 18.65 | 18.21 | 81 | 63 | 238 |
| 27 Nov | 1293.20 | 71.1 | -4.90 | 17.44 | 64 | 50 | 176 |
| 26 Nov | 1295.70 | 76 | 0.25 | 23.66 | 31 | 11 | 122 |
| 25 Nov | 1287.00 | 75.75 | -21.45 | 20.15 | 30 | 60 | 110 |
| 22 Nov | 1265.40 | 97.2 | -32.75 | 18.84 | 53 | 50 | 100 |
| 21 Nov | 1223.00 | 129.95 | 38.95 | - | 4 | 0 | 46 |
| 20 Nov | 1241.65 | 91 | 0.00 | - | 3 | 0 | 46 |
| 19 Nov | 1241.65 | 91 | -11.25 | - | 3 | 0 | 46 |
| 18 Nov | 1260.75 | 102.25 | 15.25 | 20.36 | 48 | 35 | 42 |
| 14 Nov | 1267.60 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 87 | -2.00 | 14.51 | 1 | 0 | 7 |
| 11 Nov | 1272.70 | 89 | 2.00 | 19.47 | 3 | 2 | 7 |
| 8 Nov | 1283.75 | 87 | 20.20 | 21.81 | 5 | 4 | 4 |
| 7 Nov | 1305.65 | 66.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 66.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 66.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 66.8 | 66.80 | - | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1370 expiring on 26DEC2024
Delta for 1370 PE is -
Historical price for 1370 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 155, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 304
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 137, which was 26.50 higher than the previous day. The implied volatity was 30.93, the open interest changed by -1 which decreased total open position to 308
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 110.5, which was -10.50 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 310
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 121, which was 27.00 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 318
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 94, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 94, which was -7.00 lower than the previous day. The implied volatity was 28.36, the open interest changed by -14 which decreased total open position to 334
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 101, which was 16.10 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 349
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 84.9, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 364
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 82.15, which was 10.40 higher than the previous day. The implied volatity was 24.26, the open interest changed by 3 which increased total open position to 362
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 71.75, which was 15.50 higher than the previous day. The implied volatity was 21.81, the open interest changed by 10 which increased total open position to 359
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 56.25, which was 6.55 higher than the previous day. The implied volatity was 17.66, the open interest changed by 11 which increased total open position to 350
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 49.7, which was -10.15 lower than the previous day. The implied volatity was 18.35, the open interest changed by 7 which increased total open position to 335
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 59.85, which was 10.15 higher than the previous day. The implied volatity was 19.64, the open interest changed by 32 which increased total open position to 327
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 49.7, which was -9.10 lower than the previous day. The implied volatity was 20.70, the open interest changed by 33 which increased total open position to 292
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 58.8, which was -15.05 lower than the previous day. The implied volatity was 19.20, the open interest changed by 7 which increased total open position to 260
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 73.85, which was -15.90 lower than the previous day. The implied volatity was 18.69, the open interest changed by 15 which increased total open position to 254
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 89.75, which was 18.65 higher than the previous day. The implied volatity was 18.21, the open interest changed by 63 which increased total open position to 238
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 71.1, which was -4.90 lower than the previous day. The implied volatity was 17.44, the open interest changed by 50 which increased total open position to 176
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 76, which was 0.25 higher than the previous day. The implied volatity was 23.66, the open interest changed by 11 which increased total open position to 122
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 75.75, which was -21.45 lower than the previous day. The implied volatity was 20.15, the open interest changed by 60 which increased total open position to 110
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 97.2, which was -32.75 lower than the previous day. The implied volatity was 18.84, the open interest changed by 50 which increased total open position to 100
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 129.95, which was 38.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 91, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 91, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 102.25, which was 15.25 higher than the previous day. The implied volatity was 20.36, the open interest changed by 35 which increased total open position to 42
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 87, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 87, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 87, which was -2.00 lower than the previous day. The implied volatity was 14.51, the open interest changed by 0 which decreased total open position to 7
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 89, which was 2.00 higher than the previous day. The implied volatity was 19.47, the open interest changed by 2 which increased total open position to 7
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 87, which was 20.20 higher than the previous day. The implied volatity was 21.81, the open interest changed by 4 which increased total open position to 4
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 66.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 66.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 66.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 66.8, which was 66.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
