RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1390 CE | ||||||||||
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Delta: 0.01
Vega: 0.05
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 0.35 | -0.25 | 48.84 | 797 | -327 | 918 | |||
| 19 Dec | 1230.45 | 0.6 | -0.40 | 42.62 | 579 | -183 | 1,255 | |||
| 18 Dec | 1253.25 | 1 | 0.10 | 37.38 | 781 | 63 | 1,439 | |||
| 17 Dec | 1245.30 | 0.9 | -0.15 | 36.72 | 918 | -66 | 1,383 | |||
| 16 Dec | 1268.30 | 1.05 | -0.30 | 30.46 | 661 | 3 | 1,441 | |||
| 13 Dec | 1272.85 | 1.35 | -0.05 | 26.60 | 2,067 | -76 | 1,439 | |||
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| 12 Dec | 1262.90 | 1.4 | 0.05 | 28.33 | 964 | -102 | 1,507 | |||
| 11 Dec | 1278.20 | 1.35 | -0.50 | 23.77 | 1,109 | -50 | 1,619 | |||
| 10 Dec | 1284.85 | 1.85 | -0.50 | 23.20 | 1,636 | -115 | 1,660 | |||
| 9 Dec | 1295.15 | 2.35 | -0.80 | 21.69 | 1,587 | -189 | 1,784 | |||
| 6 Dec | 1311.55 | 3.15 | -1.25 | 18.45 | 2,066 | -39 | 1,972 | |||
| 5 Dec | 1322.05 | 4.4 | 0.60 | 17.96 | 3,997 | -24 | 2,013 | |||
| 4 Dec | 1308.95 | 3.8 | -1.10 | 18.86 | 3,045 | 161 | 2,045 | |||
| 3 Dec | 1323.30 | 4.9 | 0.20 | 16.82 | 2,451 | 325 | 1,883 | |||
| 2 Dec | 1309.15 | 4.7 | 1.25 | 18.94 | 3,788 | 405 | 1,555 | |||
| 29 Nov | 1292.20 | 3.45 | 0.30 | 19.26 | 2,577 | 551 | 1,153 | |||
| 28 Nov | 1270.80 | 3.15 | -1.00 | 21.38 | 1,330 | 169 | 600 | |||
| 27 Nov | 1293.20 | 4.15 | -0.80 | 19.15 | 624 | 100 | 429 | |||
| 26 Nov | 1295.70 | 4.95 | 0.00 | 19.42 | 598 | 45 | 329 | |||
| 25 Nov | 1287.00 | 4.95 | 0.70 | 19.82 | 848 | 209 | 281 | |||
| 22 Nov | 1265.40 | 4.25 | 1.85 | 22.02 | 251 | 111 | 183 | |||
| 21 Nov | 1223.00 | 2.4 | -1.05 | 24.61 | 72 | 29 | 72 | |||
| 20 Nov | 1241.65 | 3.45 | 0.00 | 23.53 | 71 | 31 | 42 | |||
| 19 Nov | 1241.65 | 3.45 | -1.05 | 23.53 | 71 | 30 | 42 | |||
| 18 Nov | 1260.75 | 4.5 | -0.55 | 21.66 | 32 | 6 | 14 | |||
| 14 Nov | 1267.60 | 5.05 | -31.40 | 19.99 | 52 | 8 | 8 | |||
| 13 Nov | 1252.05 | 36.45 | 0.00 | 7.18 | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 36.45 | 0.00 | 6.15 | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 36.45 | 0.00 | 5.87 | 0 | 0 | 0 | |||
| 8 Nov | 1283.75 | 36.45 | 0.00 | 5.23 | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 36.45 | 0.00 | 3.79 | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 36.45 | 0.00 | 2.56 | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 36.45 | 0.00 | 3.51 | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 36.45 | 36.45 | 3.51 | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 0 | 1.69 | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1390 expiring on 26DEC2024
Delta for 1390 CE is 0.01
Historical price for 1390 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 48.84, the open interest changed by -327 which decreased total open position to 918
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 42.62, the open interest changed by -183 which decreased total open position to 1255
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 37.38, the open interest changed by 63 which increased total open position to 1439
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 36.72, the open interest changed by -66 which decreased total open position to 1383
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 30.46, the open interest changed by 3 which increased total open position to 1441
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 26.60, the open interest changed by -76 which decreased total open position to 1439
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 28.33, the open interest changed by -102 which decreased total open position to 1507
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 23.77, the open interest changed by -50 which decreased total open position to 1619
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 1.85, which was -0.50 lower than the previous day. The implied volatity was 23.20, the open interest changed by -115 which decreased total open position to 1660
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 2.35, which was -0.80 lower than the previous day. The implied volatity was 21.69, the open interest changed by -189 which decreased total open position to 1784
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 3.15, which was -1.25 lower than the previous day. The implied volatity was 18.45, the open interest changed by -39 which decreased total open position to 1972
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 4.4, which was 0.60 higher than the previous day. The implied volatity was 17.96, the open interest changed by -24 which decreased total open position to 2013
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 3.8, which was -1.10 lower than the previous day. The implied volatity was 18.86, the open interest changed by 161 which increased total open position to 2045
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 4.9, which was 0.20 higher than the previous day. The implied volatity was 16.82, the open interest changed by 325 which increased total open position to 1883
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 4.7, which was 1.25 higher than the previous day. The implied volatity was 18.94, the open interest changed by 405 which increased total open position to 1555
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 3.45, which was 0.30 higher than the previous day. The implied volatity was 19.26, the open interest changed by 551 which increased total open position to 1153
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 3.15, which was -1.00 lower than the previous day. The implied volatity was 21.38, the open interest changed by 169 which increased total open position to 600
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 4.15, which was -0.80 lower than the previous day. The implied volatity was 19.15, the open interest changed by 100 which increased total open position to 429
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 19.42, the open interest changed by 45 which increased total open position to 329
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 4.95, which was 0.70 higher than the previous day. The implied volatity was 19.82, the open interest changed by 209 which increased total open position to 281
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 4.25, which was 1.85 higher than the previous day. The implied volatity was 22.02, the open interest changed by 111 which increased total open position to 183
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 2.4, which was -1.05 lower than the previous day. The implied volatity was 24.61, the open interest changed by 29 which increased total open position to 72
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 23.53, the open interest changed by 31 which increased total open position to 42
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 3.45, which was -1.05 lower than the previous day. The implied volatity was 23.53, the open interest changed by 30 which increased total open position to 42
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 4.5, which was -0.55 lower than the previous day. The implied volatity was 21.66, the open interest changed by 6 which increased total open position to 14
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 5.05, which was -31.40 lower than the previous day. The implied volatity was 19.99, the open interest changed by 8 which increased total open position to 8
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 36.45, which was 0.00 lower than the previous day. The implied volatity was 7.18, 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 36.45, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 36.45, which was 0.00 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 36.45, which was 0.00 lower than the previous day. The implied volatity was 5.23, 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 36.45, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 36.45, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 36.45, which was 0.00 lower than the previous day. The implied volatity was 3.51, 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 36.45, which was 36.45 higher than the previous day. The implied volatity was 3.51, 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 0, which was lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 181.5 | 33.00 | - | 17 | -15 | 156 |
| 19 Dec | 1230.45 | 148.5 | 7.50 | - | 3 | 0 | 172 |
| 18 Dec | 1253.25 | 141 | 2.05 | 62.02 | 2 | 0 | 173 |
| 17 Dec | 1245.30 | 138.95 | 21.95 | - | 2 | 1 | 174 |
| 16 Dec | 1268.30 | 117 | 6.85 | - | 1 | 0 | 174 |
| 13 Dec | 1272.85 | 110.15 | -11.65 | - | 125 | -97 | 175 |
| 12 Dec | 1262.90 | 121.8 | 18.35 | - | 5 | -3 | 273 |
| 11 Dec | 1278.20 | 103.45 | 2.40 | - | 17 | -2 | 276 |
| 10 Dec | 1284.85 | 101.05 | 10.70 | 26.23 | 2 | 1 | 277 |
| 9 Dec | 1295.15 | 90.35 | 16.70 | 23.50 | 142 | -35 | 276 |
| 6 Dec | 1311.55 | 73.65 | 5.40 | 17.94 | 112 | 49 | 301 |
| 5 Dec | 1322.05 | 68.25 | -8.00 | 21.31 | 85 | -26 | 255 |
| 4 Dec | 1308.95 | 76.25 | 9.75 | 19.30 | 72 | 12 | 281 |
| 3 Dec | 1323.30 | 66.5 | -10.90 | 22.51 | 160 | 12 | 268 |
| 2 Dec | 1309.15 | 77.4 | -14.45 | 21.83 | 40 | 9 | 256 |
| 29 Nov | 1292.20 | 91.85 | -18.85 | 19.48 | 45 | 3 | 249 |
| 28 Nov | 1270.80 | 110.7 | 24.70 | 22.87 | 46 | 23 | 245 |
| 27 Nov | 1293.20 | 86 | -3.90 | 11.54 | 58 | 40 | 220 |
| 26 Nov | 1295.70 | 89.9 | -5.40 | 21.63 | 52 | 47 | 178 |
| 25 Nov | 1287.00 | 95.3 | -23.25 | 23.22 | 64 | 126 | 128 |
| 22 Nov | 1265.40 | 118.55 | 6.55 | 23.60 | 86 | 74 | 76 |
| 21 Nov | 1223.00 | 112 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 1241.65 | 112 | 0.00 | - | 1 | 1 | 1 |
| 19 Nov | 1241.65 | 112 | 6.00 | - | 1 | 0 | 1 |
| 18 Nov | 1260.75 | 106 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1267.60 | 106 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 106 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 106 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Nov | 1272.70 | 106 | 29.85 | 19.33 | 1 | 0 | 0 |
| 8 Nov | 1283.75 | 76.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 76.15 | -2.80 | 16.74 | 2 | 0 | 0 |
| 6 Nov | 1325.35 | 78.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 78.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 78.95 | 78.95 | - | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1390 expiring on 26DEC2024
Delta for 1390 PE is -
Historical price for 1390 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 181.5, which was 33.00 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 156
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 148.5, which was 7.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 172
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 141, which was 2.05 higher than the previous day. The implied volatity was 62.02, the open interest changed by 0 which decreased total open position to 173
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 138.95, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 174
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 117, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 110.15, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by -97 which decreased total open position to 175
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 121.8, which was 18.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 273
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 103.45, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 276
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 101.05, which was 10.70 higher than the previous day. The implied volatity was 26.23, the open interest changed by 1 which increased total open position to 277
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 90.35, which was 16.70 higher than the previous day. The implied volatity was 23.50, the open interest changed by -35 which decreased total open position to 276
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 73.65, which was 5.40 higher than the previous day. The implied volatity was 17.94, the open interest changed by 49 which increased total open position to 301
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 68.25, which was -8.00 lower than the previous day. The implied volatity was 21.31, the open interest changed by -26 which decreased total open position to 255
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 76.25, which was 9.75 higher than the previous day. The implied volatity was 19.30, the open interest changed by 12 which increased total open position to 281
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 66.5, which was -10.90 lower than the previous day. The implied volatity was 22.51, the open interest changed by 12 which increased total open position to 268
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 77.4, which was -14.45 lower than the previous day. The implied volatity was 21.83, the open interest changed by 9 which increased total open position to 256
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 91.85, which was -18.85 lower than the previous day. The implied volatity was 19.48, the open interest changed by 3 which increased total open position to 249
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 110.7, which was 24.70 higher than the previous day. The implied volatity was 22.87, the open interest changed by 23 which increased total open position to 245
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 86, which was -3.90 lower than the previous day. The implied volatity was 11.54, the open interest changed by 40 which increased total open position to 220
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 89.9, which was -5.40 lower than the previous day. The implied volatity was 21.63, the open interest changed by 47 which increased total open position to 178
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 95.3, which was -23.25 lower than the previous day. The implied volatity was 23.22, the open interest changed by 126 which increased total open position to 128
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 118.55, which was 6.55 higher than the previous day. The implied volatity was 23.60, the open interest changed by 74 which increased total open position to 76
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 112, which was 0.00 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 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 112, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 112, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 106, 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 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 106, 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 106, 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 106, which was 0.00 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 106, which was 29.85 higher than the previous day. The implied volatity was 19.33, the open interest changed by 0 which decreased total open position to 0
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 76.15, 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 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 76.15, which was -2.80 lower than the previous day. The implied volatity was 16.74, 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 78.95, 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 78.95, 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 78.95, which was 78.95 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
