RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1390 CE | ||||||||||
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Delta: 0.02
Vega: 0.07
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 | -0.10 | 43.24 | 772 | -120 | 2,660 | |||
| 20 Nov | 1241.65 | 0.55 | 0.00 | 35.47 | 1,898 | -188 | 2,782 | |||
| 19 Nov | 1241.65 | 0.55 | -0.20 | 35.47 | 1,898 | -186 | 2,782 | |||
| 18 Nov | 1260.75 | 0.75 | -0.25 | 30.64 | 1,222 | -60 | 2,964 | |||
| 14 Nov | 1267.60 | 1 | -0.30 | 25.53 | 1,436 | -262 | 3,010 | |||
| 13 Nov | 1252.05 | 1.3 | -0.40 | 28.52 | 2,406 | -228 | 3,278 | |||
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| 12 Nov | 1274.25 | 1.7 | 0.00 | 25.89 | 2,518 | 168 | 3,584 | |||
| 11 Nov | 1272.70 | 1.7 | -0.80 | 24.34 | 4,462 | -114 | 3,430 | |||
| 8 Nov | 1283.75 | 2.5 | -2.05 | 23.05 | 4,842 | -354 | 3,544 | |||
| 7 Nov | 1305.65 | 4.55 | -2.65 | 21.37 | 3,962 | 276 | 3,884 | |||
| 6 Nov | 1325.35 | 7.2 | 0.40 | 19.70 | 5,062 | -356 | 3,604 | |||
| 5 Nov | 1305.30 | 6.8 | -0.60 | 22.65 | 4,754 | 478 | 3,970 | |||
| 4 Nov | 1302.15 | 7.4 | -6.10 | 24.63 | 7,250 | 410 | 3,494 | |||
| 1 Nov | 1338.65 | 13.5 | -1.10 | 20.22 | 622 | 80 | 3,072 | |||
| 31 Oct | 1332.05 | 14.6 | -3.15 | - | 2,996 | 552 | 2,984 | |||
| 30 Oct | 1343.90 | 17.75 | 0.15 | - | 1,954 | -46 | 2,430 | |||
| 29 Oct | 1340.00 | 17.6 | 0.50 | - | 2,476 | 262 | 2,474 | |||
| 28 Oct | 1334.35 | 17.1 | - | 3,080 | 1,287 | 2,218 | ||||
For Reliance Industries Ltd - strike price 1390 expiring on 28NOV2024
Delta for 1390 CE is 0.02
Historical price for 1390 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 43.24, the open interest changed by -60 which decreased total open position to 1330
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 35.47, the open interest changed by -94 which decreased total open position to 1391
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 35.47, the open interest changed by -93 which decreased total open position to 1391
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 30.64, the open interest changed by -30 which decreased total open position to 1482
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 25.53, the open interest changed by -131 which decreased total open position to 1505
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 28.52, the open interest changed by -114 which decreased total open position to 1639
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 25.89, the open interest changed by 84 which increased total open position to 1792
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 24.34, the open interest changed by -57 which decreased total open position to 1715
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 2.5, which was -2.05 lower than the previous day. The implied volatity was 23.05, the open interest changed by -177 which decreased total open position to 1772
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 4.55, which was -2.65 lower than the previous day. The implied volatity was 21.37, the open interest changed by 138 which increased total open position to 1942
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 7.2, which was 0.40 higher than the previous day. The implied volatity was 19.70, the open interest changed by -178 which decreased total open position to 1802
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 6.8, which was -0.60 lower than the previous day. The implied volatity was 22.65, the open interest changed by 239 which increased total open position to 1985
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 7.4, which was -6.10 lower than the previous day. The implied volatity was 24.63, the open interest changed by 205 which increased total open position to 1747
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 13.5, which was -1.10 lower than the previous day. The implied volatity was 20.22, the open interest changed by 40 which increased total open position to 1536
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 14.6, which was -3.15 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 17.75, which was 0.15 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 17.6, 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 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 17.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 165 | 16.00 | - | 22 | -20 | 1,374 |
| 20 Nov | 1241.65 | 149 | 0.00 | - | 18 | -10 | 1,394 |
| 19 Nov | 1241.65 | 149 | 31.00 | - | 18 | -10 | 1,394 |
| 18 Nov | 1260.75 | 118 | 1.00 | - | 2 | 0 | 1,404 |
| 14 Nov | 1267.60 | 117 | -13.45 | - | 12 | -4 | 1,406 |
| 13 Nov | 1252.05 | 130.45 | 17.80 | - | 12 | -10 | 1,408 |
| 12 Nov | 1274.25 | 112.65 | 1.20 | - | 10 | 0 | 1,416 |
| 11 Nov | 1272.70 | 111.45 | 5.95 | 23.06 | 6 | -4 | 1,414 |
| 8 Nov | 1283.75 | 105.5 | 28.55 | 24.70 | 32 | -12 | 1,416 |
| 7 Nov | 1305.65 | 76.95 | 7.45 | - | 26 | 4 | 1,430 |
| 6 Nov | 1325.35 | 69.5 | -15.45 | 26.28 | 66 | 36 | 1,426 |
| 5 Nov | 1305.30 | 84.95 | -1.05 | 27.44 | 128 | 76 | 1,388 |
| 4 Nov | 1302.15 | 86 | 25.00 | 19.63 | 430 | 178 | 1,314 |
| 1 Nov | 1338.65 | 61 | -2.25 | 24.91 | 4 | 0 | 1,134 |
| 31 Oct | 1332.05 | 63.25 | 9.05 | - | 650 | 378 | 1,132 |
| 30 Oct | 1343.90 | 54.2 | -3.80 | - | 252 | 100 | 762 |
| 29 Oct | 1340.00 | 58 | -3.95 | - | 134 | 22 | 662 |
| 28 Oct | 1334.35 | 61.95 | - | 316 | 352 | 640 | |
For Reliance Industries Ltd - strike price 1390 expiring on 28NOV2024
Delta for 1390 PE is -
Historical price for 1390 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 165, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 687
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 149, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 697
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 149, which was 31.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 697
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 118, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 702
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 117, which was -13.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 703
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 130.45, which was 17.80 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 704
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 112.65, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 708
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 111.45, which was 5.95 higher than the previous day. The implied volatity was 23.06, the open interest changed by -2 which decreased total open position to 707
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 105.5, which was 28.55 higher than the previous day. The implied volatity was 24.70, the open interest changed by -6 which decreased total open position to 708
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 76.95, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 715
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 69.5, which was -15.45 lower than the previous day. The implied volatity was 26.28, the open interest changed by 18 which increased total open position to 713
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 84.95, which was -1.05 lower than the previous day. The implied volatity was 27.44, the open interest changed by 38 which increased total open position to 694
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 86, which was 25.00 higher than the previous day. The implied volatity was 19.63, the open interest changed by 89 which increased total open position to 657
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 61, which was -2.25 lower than the previous day. The implied volatity was 24.91, the open interest changed by 0 which decreased total open position to 567
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 63.25, which was 9.05 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 54.2, which was -3.80 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 58, which was -3.95 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 61.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
