RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1370 CE | ||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.45 | -0.20 | 39.06 | 2,308 | -432 | 4,546 | |||
| 20 Nov | 1241.65 | 0.65 | 0.00 | 32.50 | 3,592 | -352 | 4,970 | |||
| 19 Nov | 1241.65 | 0.65 | -0.20 | 32.50 | 3,592 | -360 | 4,970 | |||
| 18 Nov | 1260.75 | 0.85 | -0.35 | 27.41 | 1,910 | -326 | 5,330 | |||
| 14 Nov | 1267.60 | 1.2 | -0.30 | 22.94 | 2,826 | -82 | 5,696 | |||
| 13 Nov | 1252.05 | 1.5 | -0.75 | 25.91 | 4,300 | -234 | 5,774 | |||
| 12 Nov | 1274.25 | 2.25 | -0.10 | 23.94 | 4,118 | -118 | 6,026 | |||
| 11 Nov | 1272.70 | 2.35 | -0.95 | 22.63 | 6,012 | -774 | 6,140 | |||
| 8 Nov | 1283.75 | 3.3 | -3.65 | 21.24 | 10,898 | -268 | 6,916 | |||
| 7 Nov | 1305.65 | 6.95 | -3.85 | 20.52 | 5,790 | 786 | 7,166 | |||
| 6 Nov | 1325.35 | 10.8 | 0.90 | 18.74 | 8,144 | 298 | 6,336 | |||
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| 5 Nov | 1305.30 | 9.9 | -0.60 | 21.93 | 6,452 | -78 | 6,078 | |||
| 4 Nov | 1302.15 | 10.5 | -10.20 | 24.03 | 11,538 | 1,090 | 6,176 | |||
| 1 Nov | 1338.65 | 20.7 | -0.90 | 20.73 | 1,156 | 168 | 5,102 | |||
| 31 Oct | 1332.05 | 21.6 | -4.25 | - | 4,464 | 648 | 4,936 | |||
| 30 Oct | 1343.90 | 25.85 | 0.95 | - | 3,488 | 38 | 4,284 | |||
| 29 Oct | 1340.00 | 24.9 | 0.95 | - | 3,618 | 722 | 4,244 | |||
| 28 Oct | 1334.35 | 23.95 | - | 3,458 | 1,876 | 3,514 | ||||
For Reliance Industries Ltd - strike price 1370 expiring on 28NOV2024
Delta for 1370 CE is 0.02
Historical price for 1370 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 39.06, the open interest changed by -216 which decreased total open position to 2273
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 32.50, the open interest changed by -176 which decreased total open position to 2485
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 32.50, the open interest changed by -180 which decreased total open position to 2485
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 27.41, the open interest changed by -163 which decreased total open position to 2665
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 22.94, the open interest changed by -41 which decreased total open position to 2848
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 25.91, the open interest changed by -117 which decreased total open position to 2887
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 2.25, which was -0.10 lower than the previous day. The implied volatity was 23.94, the open interest changed by -59 which decreased total open position to 3013
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 2.35, which was -0.95 lower than the previous day. The implied volatity was 22.63, the open interest changed by -387 which decreased total open position to 3070
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 3.3, which was -3.65 lower than the previous day. The implied volatity was 21.24, the open interest changed by -134 which decreased total open position to 3458
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 6.95, which was -3.85 lower than the previous day. The implied volatity was 20.52, the open interest changed by 393 which increased total open position to 3583
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 10.8, which was 0.90 higher than the previous day. The implied volatity was 18.74, the open interest changed by 149 which increased total open position to 3168
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 9.9, which was -0.60 lower than the previous day. The implied volatity was 21.93, the open interest changed by -39 which decreased total open position to 3039
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 10.5, which was -10.20 lower than the previous day. The implied volatity was 24.03, the open interest changed by 545 which increased total open position to 3088
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 20.7, which was -0.90 lower than the previous day. The implied volatity was 20.73, the open interest changed by 84 which increased total open position to 2551
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 21.6, which was -4.25 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 25.85, which was 0.95 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 24.9, which was 0.95 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 23.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1370 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 | 144.9 | 19.90 | - | 22 | -10 | 1,820 |
| 20 Nov | 1241.65 | 125 | 0.00 | - | 86 | -72 | 1,832 |
| 19 Nov | 1241.65 | 125 | 25.70 | - | 86 | -70 | 1,832 |
| 18 Nov | 1260.75 | 99.3 | 1.35 | - | 44 | -36 | 1,904 |
| 14 Nov | 1267.60 | 97.95 | -17.05 | 15.53 | 48 | -38 | 1,942 |
| 13 Nov | 1252.05 | 115 | 21.00 | 31.06 | 152 | -38 | 1,980 |
| 12 Nov | 1274.25 | 94 | -2.00 | - | 128 | 4 | 2,036 |
| 11 Nov | 1272.70 | 96 | 11.60 | 29.06 | 32 | -12 | 2,032 |
| 8 Nov | 1283.75 | 84.4 | 20.40 | 18.87 | 96 | -28 | 2,044 |
| 7 Nov | 1305.65 | 64 | 13.50 | 20.41 | 106 | -50 | 2,072 |
| 6 Nov | 1325.35 | 50.5 | -14.05 | 22.19 | 180 | 40 | 2,122 |
| 5 Nov | 1305.30 | 64.55 | -10.75 | 22.66 | 290 | -140 | 2,082 |
| 4 Nov | 1302.15 | 75.3 | 27.75 | 26.22 | 530 | -146 | 2,226 |
| 1 Nov | 1338.65 | 47.55 | -2.10 | 24.49 | 42 | 8 | 2,378 |
| 31 Oct | 1332.05 | 49.65 | 6.60 | - | 2,518 | 528 | 2,370 |
| 30 Oct | 1343.90 | 43.05 | -2.30 | - | 716 | 200 | 1,840 |
| 29 Oct | 1340.00 | 45.35 | -5.35 | - | 514 | -18 | 1,638 |
| 28 Oct | 1334.35 | 50.7 | - | 472 | 874 | 1,654 | |
For Reliance Industries Ltd - strike price 1370 expiring on 28NOV2024
Delta for 1370 PE is -
Historical price for 1370 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 144.9, which was 19.90 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 910
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 916
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 125, which was 25.70 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 916
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 99.3, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 952
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 97.95, which was -17.05 lower than the previous day. The implied volatity was 15.53, the open interest changed by -19 which decreased total open position to 971
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 115, which was 21.00 higher than the previous day. The implied volatity was 31.06, the open interest changed by -19 which decreased total open position to 990
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 94, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 1018
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 96, which was 11.60 higher than the previous day. The implied volatity was 29.06, the open interest changed by -6 which decreased total open position to 1016
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 84.4, which was 20.40 higher than the previous day. The implied volatity was 18.87, the open interest changed by -14 which decreased total open position to 1022
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 64, which was 13.50 higher than the previous day. The implied volatity was 20.41, the open interest changed by -25 which decreased total open position to 1036
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 50.5, which was -14.05 lower than the previous day. The implied volatity was 22.19, the open interest changed by 20 which increased total open position to 1061
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 64.55, which was -10.75 lower than the previous day. The implied volatity was 22.66, the open interest changed by -70 which decreased total open position to 1041
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 75.3, which was 27.75 higher than the previous day. The implied volatity was 26.22, the open interest changed by -73 which decreased total open position to 1113
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 47.55, which was -2.10 lower than the previous day. The implied volatity was 24.49, the open interest changed by 4 which increased total open position to 1189
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 49.65, which was 6.60 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 43.05, which was -2.30 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 45.35, which was -5.35 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 50.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
