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[--[65.84.65.76]--]
RELIANCE
Reliance Industries Ltd

1205.3 -25.15 (-2.04%)

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Historical option data for RELIANCE

20 Dec 2024 04:12 PM IST
RELIANCE 26DEC2024 1380 CE
Delta: 0.01
Vega: 0.06
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 0.35 -0.30 46.68 1,267 -410 2,640
19 Dec 1230.45 0.65 -0.45 40.98 1,196 -122 3,042
18 Dec 1253.25 1.1 0.10 35.81 1,590 -121 3,165
17 Dec 1245.30 1 -0.20 35.35 1,883 -129 3,290
16 Dec 1268.30 1.2 -0.50 29.19 1,926 -25 3,423
13 Dec 1272.85 1.7 0.10 26.00 5,175 229 3,444
12 Dec 1262.90 1.6 -0.05 27.32 4,367 -334 3,216
11 Dec 1278.20 1.65 -0.60 23.02 2,525 156 3,544
10 Dec 1284.85 2.25 -0.70 22.45 2,946 18 3,368
9 Dec 1295.15 2.95 -1.25 21.11 4,188 224 3,346
6 Dec 1311.55 4.2 -1.40 18.19 3,364 -102 3,122
5 Dec 1322.05 5.6 0.65 17.48 6,701 62 3,238
4 Dec 1308.95 4.95 -1.55 18.61 4,531 366 3,168
3 Dec 1323.30 6.5 0.55 16.63 4,091 207 2,834
2 Dec 1309.15 5.95 1.60 18.64 4,694 586 2,625
29 Nov 1292.20 4.35 0.45 18.99 4,150 377 2,042
28 Nov 1270.80 3.9 -1.40 21.14 2,962 366 1,663
27 Nov 1293.20 5.3 -0.95 19.04 1,285 188 1,298
26 Nov 1295.70 6.25 0.25 19.32 1,379 381 1,108
25 Nov 1287.00 6 0.95 19.49 1,626 241 723
22 Nov 1265.40 5.05 2.40 21.72 615 76 558
21 Nov 1223.00 2.65 -1.15 23.98 463 63 482
20 Nov 1241.65 3.8 0.00 22.87 462 77 423
19 Nov 1241.65 3.8 -1.35 22.87 462 81 423
18 Nov 1260.75 5.15 -0.75 21.19 439 62 342
14 Nov 1267.60 5.9 0.00 19.66 466 48 279
13 Nov 1252.05 5.9 -2.35 21.43 491 59 235
12 Nov 1274.25 8.25 -0.95 20.95 145 96 171
11 Nov 1272.70 9.2 -3.80 20.88 89 -9 74
8 Nov 1283.75 13 -6.65 21.84 106 27 82
7 Nov 1305.65 19.65 -5.10 21.57 53 12 54
6 Nov 1325.35 24.75 2.40 20.16 64 39 42
5 Nov 1305.30 22.35 -309.40 22.19 6 4 4
4 Nov 1302.15 331.75 0.00 2.98 0 0 0
1 Nov 1338.65 331.75 0.00 1.14 0 0 0
31 Oct 1332.05 331.75 0.00 - 0 0 0
30 Oct 1343.90 331.75 0.00 - 0 0 0
29 Oct 1340.00 331.75 0.00 - 0 0 0
28 Oct 1334.35 331.75 - 0 0 0


For Reliance Industries Ltd - strike price 1380 expiring on 26DEC2024

Delta for 1380 CE is 0.01

Historical price for 1380 CE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 46.68, the open interest changed by -410 which decreased total open position to 2640


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 40.98, the open interest changed by -122 which decreased total open position to 3042


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 35.81, the open interest changed by -121 which decreased total open position to 3165


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 35.35, the open interest changed by -129 which decreased total open position to 3290


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 29.19, the open interest changed by -25 which decreased total open position to 3423


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 1.7, which was 0.10 higher than the previous day. The implied volatity was 26.00, the open interest changed by 229 which increased total open position to 3444


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 27.32, the open interest changed by -334 which decreased total open position to 3216


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was 23.02, the open interest changed by 156 which increased total open position to 3544


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 2.25, which was -0.70 lower than the previous day. The implied volatity was 22.45, the open interest changed by 18 which increased total open position to 3368


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 2.95, which was -1.25 lower than the previous day. The implied volatity was 21.11, the open interest changed by 224 which increased total open position to 3346


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 4.2, which was -1.40 lower than the previous day. The implied volatity was 18.19, the open interest changed by -102 which decreased total open position to 3122


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 5.6, which was 0.65 higher than the previous day. The implied volatity was 17.48, the open interest changed by 62 which increased total open position to 3238


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 4.95, which was -1.55 lower than the previous day. The implied volatity was 18.61, the open interest changed by 366 which increased total open position to 3168


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 6.5, which was 0.55 higher than the previous day. The implied volatity was 16.63, the open interest changed by 207 which increased total open position to 2834


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 5.95, which was 1.60 higher than the previous day. The implied volatity was 18.64, the open interest changed by 586 which increased total open position to 2625


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 4.35, which was 0.45 higher than the previous day. The implied volatity was 18.99, the open interest changed by 377 which increased total open position to 2042


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 3.9, which was -1.40 lower than the previous day. The implied volatity was 21.14, the open interest changed by 366 which increased total open position to 1663


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 5.3, which was -0.95 lower than the previous day. The implied volatity was 19.04, the open interest changed by 188 which increased total open position to 1298


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 6.25, which was 0.25 higher than the previous day. The implied volatity was 19.32, the open interest changed by 381 which increased total open position to 1108


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 6, which was 0.95 higher than the previous day. The implied volatity was 19.49, the open interest changed by 241 which increased total open position to 723


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 5.05, which was 2.40 higher than the previous day. The implied volatity was 21.72, the open interest changed by 76 which increased total open position to 558


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 2.65, which was -1.15 lower than the previous day. The implied volatity was 23.98, the open interest changed by 63 which increased total open position to 482


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 22.87, the open interest changed by 77 which increased total open position to 423


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 3.8, which was -1.35 lower than the previous day. The implied volatity was 22.87, the open interest changed by 81 which increased total open position to 423


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 5.15, which was -0.75 lower than the previous day. The implied volatity was 21.19, the open interest changed by 62 which increased total open position to 342


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 19.66, the open interest changed by 48 which increased total open position to 279


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 5.9, which was -2.35 lower than the previous day. The implied volatity was 21.43, the open interest changed by 59 which increased total open position to 235


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 8.25, which was -0.95 lower than the previous day. The implied volatity was 20.95, the open interest changed by 96 which increased total open position to 171


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 9.2, which was -3.80 lower than the previous day. The implied volatity was 20.88, the open interest changed by -9 which decreased total open position to 74


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 13, which was -6.65 lower than the previous day. The implied volatity was 21.84, the open interest changed by 27 which increased total open position to 82


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 19.65, which was -5.10 lower than the previous day. The implied volatity was 21.57, the open interest changed by 12 which increased total open position to 54


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 24.75, which was 2.40 higher than the previous day. The implied volatity was 20.16, the open interest changed by 39 which increased total open position to 42


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 22.35, which was -309.40 lower than the previous day. The implied volatity was 22.19, the open interest changed by 4 which increased total open position to 4


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 331.75, which was 0.00 lower than the previous day. The implied volatity was 2.98, 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 331.75, which was 0.00 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 331.75, which was 0.00 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 331.75, which was 0.00 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 331.75, which was 0.00 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 331.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RELIANCE 26DEC2024 1380 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 171.1 26.10 - 23 -10 230
19 Dec 1230.45 145 27.05 - 4 -2 241
18 Dec 1253.25 117.95 -13.15 - 3 -1 244
17 Dec 1245.30 131.1 27.90 - 2 0 245
16 Dec 1268.30 103.2 -1.30 - 5 -2 245
13 Dec 1272.85 104.5 -8.05 31.74 16 -13 248
12 Dec 1262.90 112.55 16.05 - 107 -76 262
11 Dec 1278.20 96.5 5.60 21.38 10 -3 338
10 Dec 1284.85 90.9 10.05 23.91 9 0 341
9 Dec 1295.15 80.85 14.75 22.43 28 6 341
6 Dec 1311.55 66.1 6.55 19.60 37 -7 339
5 Dec 1322.05 59.55 -8.20 20.53 170 -9 346
4 Dec 1308.95 67.75 10.25 19.35 90 19 355
3 Dec 1323.30 57.5 -9.70 21.19 110 45 333
2 Dec 1309.15 67.2 -15.30 19.63 187 96 289
29 Nov 1292.20 82.5 -17.50 18.75 46 -15 189
28 Nov 1270.80 100 18.75 20.20 102 65 202
27 Nov 1293.20 81.25 -1.75 19.35 70 37 127
26 Nov 1295.70 83 -5.00 22.94 71 46 95
25 Nov 1287.00 88 -21.30 24.07 62 34 47
22 Nov 1265.40 109.3 -32.70 22.99 13 6 19
21 Nov 1223.00 142 12.00 - 1 0 12
20 Nov 1241.65 130 0.00 18.11 1 1 11
19 Nov 1241.65 130 17.95 18.11 1 0 11
18 Nov 1260.75 112.05 17.05 21.59 11 8 10
14 Nov 1267.60 95 0.00 0.00 0 0 0
13 Nov 1252.05 95 0.00 0.00 0 0 0
12 Nov 1274.25 95 0.00 0.00 0 0 0
11 Nov 1272.70 95 0.00 0.00 0 2 0
8 Nov 1283.75 95 48.90 22.02 2 0 0
7 Nov 1305.65 46.1 0.00 - 0 0 0
6 Nov 1325.35 46.1 0.00 - 0 0 0
5 Nov 1305.30 46.1 0.00 - 0 0 0
4 Nov 1302.15 46.1 0.00 - 0 0 0
1 Nov 1338.65 46.1 0.00 - 0 0 0
31 Oct 1332.05 46.1 0.00 - 0 0 0
30 Oct 1343.90 46.1 0.00 - 0 0 0
29 Oct 1340.00 46.1 0.00 - 0 0 0
28 Oct 1334.35 46.1 - 0 0 0


For Reliance Industries Ltd - strike price 1380 expiring on 26DEC2024

Delta for 1380 PE is -

Historical price for 1380 PE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 171.1, which was 26.10 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 230


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 145, which was 27.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 241


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 117.95, which was -13.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 244


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 131.1, which was 27.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 245


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 103.2, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 245


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 104.5, which was -8.05 lower than the previous day. The implied volatity was 31.74, the open interest changed by -13 which decreased total open position to 248


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 112.55, which was 16.05 higher than the previous day. The implied volatity was -, the open interest changed by -76 which decreased total open position to 262


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 96.5, which was 5.60 higher than the previous day. The implied volatity was 21.38, the open interest changed by -3 which decreased total open position to 338


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 90.9, which was 10.05 higher than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 341


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 80.85, which was 14.75 higher than the previous day. The implied volatity was 22.43, the open interest changed by 6 which increased total open position to 341


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 66.1, which was 6.55 higher than the previous day. The implied volatity was 19.60, the open interest changed by -7 which decreased total open position to 339


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 59.55, which was -8.20 lower than the previous day. The implied volatity was 20.53, the open interest changed by -9 which decreased total open position to 346


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 67.75, which was 10.25 higher than the previous day. The implied volatity was 19.35, the open interest changed by 19 which increased total open position to 355


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 57.5, which was -9.70 lower than the previous day. The implied volatity was 21.19, the open interest changed by 45 which increased total open position to 333


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 67.2, which was -15.30 lower than the previous day. The implied volatity was 19.63, the open interest changed by 96 which increased total open position to 289


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 82.5, which was -17.50 lower than the previous day. The implied volatity was 18.75, the open interest changed by -15 which decreased total open position to 189


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 100, which was 18.75 higher than the previous day. The implied volatity was 20.20, the open interest changed by 65 which increased total open position to 202


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 81.25, which was -1.75 lower than the previous day. The implied volatity was 19.35, the open interest changed by 37 which increased total open position to 127


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 83, which was -5.00 lower than the previous day. The implied volatity was 22.94, the open interest changed by 46 which increased total open position to 95


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 88, which was -21.30 lower than the previous day. The implied volatity was 24.07, the open interest changed by 34 which increased total open position to 47


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 109.3, which was -32.70 lower than the previous day. The implied volatity was 22.99, the open interest changed by 6 which increased total open position to 19


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 142, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 130, which was 0.00 lower than the previous day. The implied volatity was 18.11, the open interest changed by 1 which increased total open position to 11


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 130, which was 17.95 higher than the previous day. The implied volatity was 18.11, the open interest changed by 0 which decreased total open position to 11


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 112.05, which was 17.05 higher than the previous day. The implied volatity was 21.59, the open interest changed by 8 which increased total open position to 10


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 95, 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 95, 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 95, 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 95, which was 48.90 higher than the previous day. The implied volatity was 22.02, the open interest changed by 0 which decreased total open position to 0


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 46.1, 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 46.1, 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 46.1, 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 46.1, 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 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 46.1, 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 46.1, which was 0.00 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 46.1, which was 0.00 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 46.1, which was 0.00 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 46.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to