Historical option data for RELIANCE
26 May 2026 04:10 PM IST
| RELIANCE 30-Jun-2026 (34d) 1370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.02
Theta: -0.6
Gamma: 0.00437
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1356.30 | 33.7 | -7.5 (-18.20%) | 21.62 | 5,699 | 599 | 4,732 | |||||||||
| 25 May | 1367.00 | 41.8 | 2 (5.03%) | 23.2 | 4,831 | 2,126 | 4,139 | |||||||||
| 22 May | 1354.50 | 41 | 1.2 (3.02%) | 24.11 | 2,415 | 1,003 | 2,024 | |||||||||
| 21 May | 1349.60 | 39.95 | -7.4 (-15.63%) | 25.61 | 1,340 | 535 | 1,008 | |||||||||
| 20 May | 1359.70 | 47.75 | 16.05 (50.63%) | 26.47 | 976 | 268 | 471 | |||||||||
| 19 May | 1322.70 | 31.4 | -5.6 (-15.14%) | 26.46 | 179 | 40 | 202 | |||||||||
| 18 May | 1335.90 | 36.75 | -2.25 (-5.77%) | 26.35 | 150 | 11 | 161 | |||||||||
| 15 May | 1336.40 | 37.9 | -12.1 (-24.20%) | 25.01 | 205 | 52 | 151 | |||||||||
| 14 May | 1361.80 | 52.85 | 5.85 (12.45%) | 26.65 | 168 | 78 | 99 | |||||||||
| 13 May | 1358.80 | 46.6 | -44.4 (-48.79%) | 0 | 33 | 21 | 22 | |||||||||
| 12 May | 1364.00 | 91.25 | 0.25 (0.27%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 1388.20 | 91.25 | 0.25 (0.27%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 1435.20 | 91.25 | 13.15 (16.84%) | 19.73 | 1 | 0 | 0 | |||||||||
| 7 May | 1436.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1437.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1463.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1463.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1430.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1425.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1370 expiring on 30JUN2026
Delta for 1370 CE is 0.49
Historical price for 1370 CE is as follows
On 26 May RELIANCE was trading at 1356.30. The strike last trading price was 33.7, which was -7.5 lower than the previous day. The implied volatity was 21.62, the open interest changed by 599 which increased total open position to 4732
On 25 May RELIANCE was trading at 1367.00. The strike last trading price was 41.8, which was 2 higher than the previous day. The implied volatity was 23.2, the open interest changed by 2126 which increased total open position to 4139
On 22 May RELIANCE was trading at 1354.50. The strike last trading price was 41, which was 1.2 higher than the previous day. The implied volatity was 24.11, the open interest changed by 1003 which increased total open position to 2024
On 21 May RELIANCE was trading at 1349.60. The strike last trading price was 39.95, which was -7.4 lower than the previous day. The implied volatity was 25.61, the open interest changed by 535 which increased total open position to 1008
On 20 May RELIANCE was trading at 1359.70. The strike last trading price was 47.75, which was 16.05 higher than the previous day. The implied volatity was 26.47, the open interest changed by 268 which increased total open position to 471
On 19 May RELIANCE was trading at 1322.70. The strike last trading price was 31.4, which was -5.6 lower than the previous day. The implied volatity was 26.46, the open interest changed by 40 which increased total open position to 202
On 18 May RELIANCE was trading at 1335.90. The strike last trading price was 36.75, which was -2.25 lower than the previous day. The implied volatity was 26.35, the open interest changed by 11 which increased total open position to 161
On 15 May RELIANCE was trading at 1336.40. The strike last trading price was 37.9, which was -12.1 lower than the previous day. The implied volatity was 25.01, the open interest changed by 52 which increased total open position to 151
On 14 May RELIANCE was trading at 1361.80. The strike last trading price was 52.85, which was 5.85 higher than the previous day. The implied volatity was 26.65, the open interest changed by 78 which increased total open position to 99
On 13 May RELIANCE was trading at 1358.80. The strike last trading price was 46.6, which was -44.4 lower than the previous day. The implied volatity was 0, the open interest changed by 21 which increased total open position to 22
On 12 May RELIANCE was trading at 1364.00. The strike last trading price was 91.25, which was 0.25 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May RELIANCE was trading at 1388.20. The strike last trading price was 91.25, which was 0.25 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May RELIANCE was trading at 1435.20. The strike last trading price was 91.25, which was 13.15 higher than the previous day. The implied volatity was 19.73, the open interest changed by 0 which decreased total open position to 0
On 7 May RELIANCE was trading at 1436.20. The strike last trading price was 0, 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 May RELIANCE was trading at 1437.90. The strike last trading price was 0, 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 5 May RELIANCE was trading at 1463.60. The strike last trading price was 0, 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 May RELIANCE was trading at 1463.10. The strike last trading price was 0, 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 30 Apr RELIANCE was trading at 1430.80. The strike last trading price was 0, 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 29 Apr RELIANCE was trading at 1425.40. The strike last trading price was 0, 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
| RELIANCE 30-Jun-2026 (34d) 1370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.02
Theta: -0.36
Gamma: 0.00465
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1356.30 | 37.3 | 2.35 (6.72%) | 20.3 | 2,739 | 583 | 4,487 |
| 25 May | 1367.00 | 34.05 | -7.85 (-18.74%) | 20.94 | 3,221 | 2,160 | 3,900 |
| 22 May | 1354.50 | 40.35 | -8.4 (-17.23%) | 21.55 | 1,750 | 994 | 1,739 |
| 21 May | 1349.60 | 49.4 | 4.9 (11.01%) | 23.16 | 585 | 127 | 745 |
| 20 May | 1359.70 | 43.9 | -21.95 (-33.33%) | 23.71 | 667 | 448 | 584 |
| 19 May | 1322.70 | 65.95 | 5.95 (9.92%) | 24.17 | 63 | 37 | 134 |
| 18 May | 1335.90 | 60 | 0.45 (0.76%) | 24.42 | 1 | 0 | 98 |
| 15 May | 1336.40 | 58.9 | 16.35 (38.43%) | 24.72 | 41 | 9 | 98 |
| 14 May | 1361.80 | 39 | -0.7 (-1.76%) | 20.34 | 97 | 53 | 89 |
| 13 May | 1358.80 | 39.7 | -0.8 (-1.98%) | 0 | 27 | -1 | 35 |
| 12 May | 1364.00 | 40.3 | 14.4 (55.60%) | 0 | 43 | 19 | 28 |
| 11 May | 1388.20 | 25.9 | -19.65 (-43.14%) | 18.31 | 15 | 9 | 9 |
| 8 May | 1435.20 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1436.20 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1437.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1463.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1463.10 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1430.80 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1425.40 | 0 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1370 expiring on 30JUN2026
Delta for 1370 PE is -0.51
Historical price for 1370 PE is as follows
On 26 May RELIANCE was trading at 1356.30. The strike last trading price was 37.3, which was 2.35 higher than the previous day. The implied volatity was 20.3, the open interest changed by 583 which increased total open position to 4487
On 25 May RELIANCE was trading at 1367.00. The strike last trading price was 34.05, which was -7.85 lower than the previous day. The implied volatity was 20.94, the open interest changed by 2160 which increased total open position to 3900
On 22 May RELIANCE was trading at 1354.50. The strike last trading price was 40.35, which was -8.4 lower than the previous day. The implied volatity was 21.55, the open interest changed by 994 which increased total open position to 1739
On 21 May RELIANCE was trading at 1349.60. The strike last trading price was 49.4, which was 4.9 higher than the previous day. The implied volatity was 23.16, the open interest changed by 127 which increased total open position to 745
On 20 May RELIANCE was trading at 1359.70. The strike last trading price was 43.9, which was -21.95 lower than the previous day. The implied volatity was 23.71, the open interest changed by 448 which increased total open position to 584
On 19 May RELIANCE was trading at 1322.70. The strike last trading price was 65.95, which was 5.95 higher than the previous day. The implied volatity was 24.17, the open interest changed by 37 which increased total open position to 134
On 18 May RELIANCE was trading at 1335.90. The strike last trading price was 60, which was 0.45 higher than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 98
On 15 May RELIANCE was trading at 1336.40. The strike last trading price was 58.9, which was 16.35 higher than the previous day. The implied volatity was 24.72, the open interest changed by 9 which increased total open position to 98
On 14 May RELIANCE was trading at 1361.80. The strike last trading price was 39, which was -0.7 lower than the previous day. The implied volatity was 20.34, the open interest changed by 53 which increased total open position to 89
On 13 May RELIANCE was trading at 1358.80. The strike last trading price was 39.7, which was -0.8 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 35
On 12 May RELIANCE was trading at 1364.00. The strike last trading price was 40.3, which was 14.4 higher than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 28
On 11 May RELIANCE was trading at 1388.20. The strike last trading price was 25.9, which was -19.65 lower than the previous day. The implied volatity was 18.31, the open interest changed by 9 which increased total open position to 9
On 8 May RELIANCE was trading at 1435.20. The strike last trading price was 0, 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 May RELIANCE was trading at 1436.20. The strike last trading price was 0, 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 May RELIANCE was trading at 1437.90. The strike last trading price was 0, 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 5 May RELIANCE was trading at 1463.60. The strike last trading price was 0, 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 May RELIANCE was trading at 1463.10. The strike last trading price was 0, 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 30 Apr RELIANCE was trading at 1430.80. The strike last trading price was 0, 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 29 Apr RELIANCE was trading at 1425.40. The strike last trading price was 0, 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
