RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1380 CE | ||||||||||
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Delta: 0.02
Vega: 0.07
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.4 | -0.20 | 40.48 | 4,346 | -1,718 | 6,500 | |||
| 20 Nov | 1241.65 | 0.6 | 0.00 | 34.03 | 4,066 | -284 | 8,220 | |||
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| 19 Nov | 1241.65 | 0.6 | -0.20 | 34.03 | 4,066 | -282 | 8,220 | |||
| 18 Nov | 1260.75 | 0.8 | -0.30 | 29.06 | 3,160 | -990 | 8,506 | |||
| 14 Nov | 1267.60 | 1.1 | -0.25 | 24.28 | 4,460 | 100 | 9,510 | |||
| 13 Nov | 1252.05 | 1.35 | -0.60 | 27.06 | 7,990 | -638 | 9,410 | |||
| 12 Nov | 1274.25 | 1.95 | -0.10 | 24.93 | 6,426 | -46 | 10,044 | |||
| 11 Nov | 1272.70 | 2.05 | -0.75 | 23.65 | 7,778 | 428 | 10,104 | |||
| 8 Nov | 1283.75 | 2.8 | -2.80 | 22.03 | 14,788 | -424 | 9,688 | |||
| 7 Nov | 1305.65 | 5.6 | -3.00 | 20.91 | 6,732 | 644 | 10,102 | |||
| 6 Nov | 1325.35 | 8.6 | 0.50 | 19.01 | 10,268 | 222 | 9,472 | |||
| 5 Nov | 1305.30 | 8.1 | -0.55 | 22.17 | 10,966 | 52 | 9,256 | |||
| 4 Nov | 1302.15 | 8.65 | -7.95 | 24.15 | 18,904 | 2,312 | 9,220 | |||
| 1 Nov | 1338.65 | 16.6 | -1.20 | 20.29 | 2,466 | 106 | 6,904 | |||
| 31 Oct | 1332.05 | 17.8 | -3.55 | - | 9,218 | 1,616 | 6,788 | |||
| 30 Oct | 1343.90 | 21.35 | 0.50 | - | 5,768 | 370 | 5,184 | |||
| 29 Oct | 1340.00 | 20.85 | 0.55 | - | 5,254 | 1,044 | 4,806 | |||
| 28 Oct | 1334.35 | 20.3 | - | 5,736 | 2,266 | 3,752 | ||||
For Reliance Industries Ltd - strike price 1380 expiring on 28NOV2024
Delta for 1380 CE is 0.02
Historical price for 1380 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 40.48, the open interest changed by -859 which decreased total open position to 3250
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 34.03, the open interest changed by -142 which decreased total open position to 4110
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 34.03, the open interest changed by -141 which decreased total open position to 4110
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 29.06, the open interest changed by -495 which decreased total open position to 4253
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 50 which increased total open position to 4755
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 1.35, which was -0.60 lower than the previous day. The implied volatity was 27.06, the open interest changed by -319 which decreased total open position to 4705
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 24.93, the open interest changed by -23 which decreased total open position to 5022
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 23.65, the open interest changed by 214 which increased total open position to 5052
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 2.8, which was -2.80 lower than the previous day. The implied volatity was 22.03, the open interest changed by -212 which decreased total open position to 4844
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 5.6, which was -3.00 lower than the previous day. The implied volatity was 20.91, the open interest changed by 322 which increased total open position to 5051
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 8.6, which was 0.50 higher than the previous day. The implied volatity was 19.01, the open interest changed by 111 which increased total open position to 4736
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 8.1, which was -0.55 lower than the previous day. The implied volatity was 22.17, the open interest changed by 26 which increased total open position to 4628
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 8.65, which was -7.95 lower than the previous day. The implied volatity was 24.15, the open interest changed by 1156 which increased total open position to 4610
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 16.6, which was -1.20 lower than the previous day. The implied volatity was 20.29, the open interest changed by 53 which increased total open position to 3452
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 17.8, which was -3.55 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 21.35, which was 0.50 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 20.85, which was 0.55 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 20.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1380 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 | 153 | 38.00 | - | 62 | -34 | 1,314 |
| 20 Nov | 1241.65 | 115 | 0.00 | - | 36 | -8 | 1,350 |
| 19 Nov | 1241.65 | 115 | -0.05 | - | 36 | -6 | 1,350 |
| 18 Nov | 1260.75 | 115.05 | 7.05 | - | 24 | -14 | 1,358 |
| 14 Nov | 1267.60 | 108 | -14.25 | 18.29 | 58 | -30 | 1,370 |
| 13 Nov | 1252.05 | 122.25 | 14.45 | 23.48 | 158 | -70 | 1,402 |
| 12 Nov | 1274.25 | 107.8 | 7.80 | 28.36 | 90 | -58 | 1,480 |
| 11 Nov | 1272.70 | 100 | 5.00 | - | 54 | -12 | 1,540 |
| 8 Nov | 1283.75 | 95 | 22.80 | 21.91 | 170 | -44 | 1,554 |
| 7 Nov | 1305.65 | 72.2 | 14.45 | 20.28 | 900 | -192 | 1,600 |
| 6 Nov | 1325.35 | 57.75 | -13.10 | 22.27 | 660 | -226 | 1,810 |
| 5 Nov | 1305.30 | 70.85 | -12.05 | 20.98 | 152 | -30 | 2,034 |
| 4 Nov | 1302.15 | 82.9 | 28.40 | 26.02 | 598 | -64 | 2,064 |
| 1 Nov | 1338.65 | 54.5 | -1.80 | 25.00 | 104 | 58 | 2,128 |
| 31 Oct | 1332.05 | 56.3 | 7.25 | - | 1,092 | 614 | 2,072 |
| 30 Oct | 1343.90 | 49.05 | -2.20 | - | 740 | 256 | 1,458 |
| 29 Oct | 1340.00 | 51.25 | -5.75 | - | 796 | 286 | 1,198 |
| 28 Oct | 1334.35 | 57 | - | 984 | 384 | 914 | |
For Reliance Industries Ltd - strike price 1380 expiring on 28NOV2024
Delta for 1380 PE is -
Historical price for 1380 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 153, which was 38.00 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 657
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 115, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 675
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 115, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 675
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 115.05, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 679
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 108, which was -14.25 lower than the previous day. The implied volatity was 18.29, the open interest changed by -15 which decreased total open position to 685
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 122.25, which was 14.45 higher than the previous day. The implied volatity was 23.48, the open interest changed by -35 which decreased total open position to 701
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 107.8, which was 7.80 higher than the previous day. The implied volatity was 28.36, the open interest changed by -29 which decreased total open position to 740
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 100, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 770
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 95, which was 22.80 higher than the previous day. The implied volatity was 21.91, the open interest changed by -22 which decreased total open position to 777
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 72.2, which was 14.45 higher than the previous day. The implied volatity was 20.28, the open interest changed by -96 which decreased total open position to 800
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 57.75, which was -13.10 lower than the previous day. The implied volatity was 22.27, the open interest changed by -113 which decreased total open position to 905
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 70.85, which was -12.05 lower than the previous day. The implied volatity was 20.98, the open interest changed by -15 which decreased total open position to 1017
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 82.9, which was 28.40 higher than the previous day. The implied volatity was 26.02, the open interest changed by -32 which decreased total open position to 1032
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 54.5, which was -1.80 lower than the previous day. The implied volatity was 25.00, the open interest changed by 29 which increased total open position to 1064
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 56.3, which was 7.25 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 49.05, which was -2.20 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 51.25, which was -5.75 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 57, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
