RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
25 Apr 2025 04:12 PM IST
| RELIANCE 29MAY2025 1390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 1.09
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1300.40 | 8.55 | -0.8 | 20.75 | 4,940 | 562 | 1,148 | |||
| 24 Apr | 1301.60 | 9.9 | -0.35 | 21.14 | 908 | 136 | 589 | |||
| 23 Apr | 1300.00 | 10.25 | 1.05 | 22.24 | 470 | 80 | 451 | |||
| 22 Apr | 1291.20 | 9.2 | -0.45 | 22.34 | 270 | 48 | 366 | |||
| 21 Apr | 1295.50 | 9.85 | 3.55 | 21.50 | 593 | 281 | 317 | |||
| 17 Apr | 1274.50 | 6.25 | 0.9 | 20.43 | 67 | 28 | 36 | |||
| 16 Apr | 1239.30 | 5.35 | 0 | 0.00 | 0 | 8 | 0 | |||
| 15 Apr | 1240.10 | 5.35 | -16.1 | 23.54 | 13 | 8 | 8 | |||
| 11 Apr | 1218.95 | 21.45 | 0 | 8.48 | 0 | 0 | 0 | |||
| 9 Apr | 1185.35 | 21.45 | 0 | 9.98 | 0 | 0 | 0 | |||
| 8 Apr | 1182.20 | 21.45 | 0 | 10.15 | 0 | 0 | 0 | |||
| 7 Apr | 1165.70 | 21.45 | 0 | 11.46 | 0 | 0 | 0 | |||
| 4 Apr | 1204.70 | 21.45 | 0 | 8.57 | 0 | 0 | 0 | |||
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| 3 Apr | 1248.70 | 21.45 | 0 | 6.33 | 0 | 0 | 0 | |||
| 2 Apr | 1251.15 | 21.45 | 0 | 6.11 | 0 | 0 | 0 | |||
| 1 Apr | 1252.60 | 21.45 | 0 | 5.99 | 0 | 0 | 0 | |||
| 28 Mar | 1275.10 | 21.45 | 0 | 4.70 | 0 | 0 | 0 | |||
For Reliance Industries Ltd - strike price 1390 expiring on 29MAY2025
Delta for 1390 CE is 0.19
Historical price for 1390 CE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 8.55, which was -0.8 lower than the previous day. The implied volatity was 20.75, the open interest changed by 562 which increased total open position to 1148
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 9.9, which was -0.35 lower than the previous day. The implied volatity was 21.14, the open interest changed by 136 which increased total open position to 589
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 10.25, which was 1.05 higher than the previous day. The implied volatity was 22.24, the open interest changed by 80 which increased total open position to 451
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 9.2, which was -0.45 lower than the previous day. The implied volatity was 22.34, the open interest changed by 48 which increased total open position to 366
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 9.85, which was 3.55 higher than the previous day. The implied volatity was 21.50, the open interest changed by 281 which increased total open position to 317
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 6.25, which was 0.9 higher than the previous day. The implied volatity was 20.43, the open interest changed by 28 which increased total open position to 36
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 5.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 5.35, which was -16.1 lower than the previous day. The implied volatity was 23.54, the open interest changed by 8 which increased total open position to 8
On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 8.48, the open interest changed by 0 which decreased total open position to 0
On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 9.98, the open interest changed by 0 which decreased total open position to 0
On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 10.15, the open interest changed by 0 which decreased total open position to 0
On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 11.46, the open interest changed by 0 which decreased total open position to 0
On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 8.57, the open interest changed by 0 which decreased total open position to 0
On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0
On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0
On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 4.70, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 29MAY2025 1390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 1.23
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1300.40 | 89.45 | -13.65 | 24.87 | 304 | 213 | 227 |
| 24 Apr | 1301.60 | 103.1 | 0 | 0.00 | 0 | 1 | 0 |
| 23 Apr | 1300.00 | 103.1 | 1.3 | 32.55 | 1 | 0 | 13 |
| 22 Apr | 1291.20 | 101.8 | 0 | 0.00 | 0 | 8 | 0 |
| 21 Apr | 1295.50 | 101.8 | -10.95 | 30.28 | 12 | 7 | 12 |
| 17 Apr | 1274.50 | 112.75 | -3.1 | 25.35 | 5 | 1 | 1 |
| 16 Apr | 1239.30 | 115.85 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1240.10 | 115.85 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 1218.95 | 115.85 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1185.35 | 115.85 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1182.20 | 115.85 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1165.70 | 115.85 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 1204.70 | 115.85 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 1248.70 | 115.85 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1251.15 | 115.85 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1252.60 | 115.85 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 1275.10 | 115.85 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1390 expiring on 29MAY2025
Delta for 1390 PE is -0.76
Historical price for 1390 PE is as follows
On 25 Apr RELIANCE was trading at 1300.40. The strike last trading price was 89.45, which was -13.65 lower than the previous day. The implied volatity was 24.87, the open interest changed by 213 which increased total open position to 227
On 24 Apr RELIANCE was trading at 1301.60. The strike last trading price was 103.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 23 Apr RELIANCE was trading at 1300.00. The strike last trading price was 103.1, which was 1.3 higher than the previous day. The implied volatity was 32.55, the open interest changed by 0 which decreased total open position to 13
On 22 Apr RELIANCE was trading at 1291.20. The strike last trading price was 101.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 21 Apr RELIANCE was trading at 1295.50. The strike last trading price was 101.8, which was -10.95 lower than the previous day. The implied volatity was 30.28, the open interest changed by 7 which increased total open position to 12
On 17 Apr RELIANCE was trading at 1274.50. The strike last trading price was 112.75, which was -3.1 lower than the previous day. The implied volatity was 25.35, the open interest changed by 1 which increased total open position to 1
On 16 Apr RELIANCE was trading at 1239.30. The strike last trading price was 115.85, 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 15 Apr RELIANCE was trading at 1240.10. The strike last trading price was 115.85, 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 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 115.85, 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 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 115.85, 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 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 115.85, 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 Apr RELIANCE was trading at 1165.70. The strike last trading price was 115.85, 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 Apr RELIANCE was trading at 1204.70. The strike last trading price was 115.85, 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 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 115.85, 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 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 115.85, 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 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 115.85, 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 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 115.85, 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
