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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 1400 CE
Delta: 0.01
Vega: 0.05
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 0.3 -0.20 49.95 10,575 -2,310 11,739
19 Dec 1230.45 0.5 -0.30 43.55 7,911 -1,516 14,091
18 Dec 1253.25 0.8 0.05 38.05 5,436 -726 15,603
17 Dec 1245.30 0.75 -0.15 37.56 6,675 -855 16,335
16 Dec 1268.30 0.9 -0.30 31.54 5,759 376 17,240
13 Dec 1272.85 1.2 0.05 27.76 12,239 -1,101 16,849
12 Dec 1262.90 1.15 0.00 28.95 12,447 -2,461 17,922
11 Dec 1278.20 1.15 -0.45 24.68 11,677 -1,162 20,578
10 Dec 1284.85 1.6 -0.45 24.16 10,411 1,631 21,730
9 Dec 1295.15 2.05 -0.55 22.71 10,840 1,649 20,102
6 Dec 1311.55 2.6 -0.85 19.21 10,549 748 18,448
5 Dec 1322.05 3.45 0.45 18.41 16,600 -916 17,724
4 Dec 1308.95 3 -0.85 19.27 13,161 903 18,643
3 Dec 1323.30 3.85 0.05 17.27 17,506 -24 17,868
2 Dec 1309.15 3.8 0.80 19.38 21,285 2,149 17,834
29 Nov 1292.20 3 0.45 20.00 14,071 1,451 15,616
28 Nov 1270.80 2.55 -0.85 21.65 11,580 2,720 14,172
27 Nov 1293.20 3.4 -0.70 19.53 5,758 1,789 11,442
26 Nov 1295.70 4.1 -0.05 19.81 4,522 926 9,648
25 Nov 1287.00 4.15 0.30 20.23 10,711 3,078 8,712
22 Nov 1265.40 3.85 1.60 22.73 3,959 955 6,589
21 Nov 1223.00 2.25 -0.80 25.40 2,953 165 5,637
20 Nov 1241.65 3.05 0.00 24.01 2,766 27 5,467
19 Nov 1241.65 3.05 -0.85 24.01 2,766 22 5,467
18 Nov 1260.75 3.9 -0.50 22.06 2,918 653 5,443
14 Nov 1267.60 4.4 -0.05 20.43 2,017 362 4,810
13 Nov 1252.05 4.45 -2.00 22.11 4,191 885 4,460
12 Nov 1274.25 6.45 -0.35 21.81 1,281 340 3,566
11 Nov 1272.70 6.8 -3.20 21.33 1,353 319 3,225
8 Nov 1283.75 10 -5.00 22.33 1,451 320 2,895
7 Nov 1305.65 15 -4.40 21.79 986 171 2,570
6 Nov 1325.35 19.4 -0.05 20.62 1,654 267 2,399
5 Nov 1305.30 19.45 1.20 23.60 1,137 293 2,127
4 Nov 1302.15 18.25 -9.90 24.09 1,951 978 1,835
1 Nov 1338.65 28.15 -1.05 21.73 81 14 856
31 Oct 1332.05 29.2 -2.80 - 177 35 842
30 Oct 1343.90 32 1.25 - 225 48 799
29 Oct 1340.00 30.75 -0.25 - 217 16 751
28 Oct 1334.35 31 - 334 448 733


For Reliance Industries Ltd - strike price 1400 expiring on 26DEC2024

Delta for 1400 CE is 0.01

Historical price for 1400 CE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 49.95, the open interest changed by -2310 which decreased total open position to 11739


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 43.55, the open interest changed by -1516 which decreased total open position to 14091


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 38.05, the open interest changed by -726 which decreased total open position to 15603


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 37.56, the open interest changed by -855 which decreased total open position to 16335


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 31.54, the open interest changed by 376 which increased total open position to 17240


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 27.76, the open interest changed by -1101 which decreased total open position to 16849


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 28.95, the open interest changed by -2461 which decreased total open position to 17922


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 24.68, the open interest changed by -1162 which decreased total open position to 20578


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 24.16, the open interest changed by 1631 which increased total open position to 21730


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 22.71, the open interest changed by 1649 which increased total open position to 20102


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 2.6, which was -0.85 lower than the previous day. The implied volatity was 19.21, the open interest changed by 748 which increased total open position to 18448


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 3.45, which was 0.45 higher than the previous day. The implied volatity was 18.41, the open interest changed by -916 which decreased total open position to 17724


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 19.27, the open interest changed by 903 which increased total open position to 18643


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 3.85, which was 0.05 higher than the previous day. The implied volatity was 17.27, the open interest changed by -24 which decreased total open position to 17868


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 3.8, which was 0.80 higher than the previous day. The implied volatity was 19.38, the open interest changed by 2149 which increased total open position to 17834


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 3, which was 0.45 higher than the previous day. The implied volatity was 20.00, the open interest changed by 1451 which increased total open position to 15616


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 2.55, which was -0.85 lower than the previous day. The implied volatity was 21.65, the open interest changed by 2720 which increased total open position to 14172


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 3.4, which was -0.70 lower than the previous day. The implied volatity was 19.53, the open interest changed by 1789 which increased total open position to 11442


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 4.1, which was -0.05 lower than the previous day. The implied volatity was 19.81, the open interest changed by 926 which increased total open position to 9648


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 4.15, which was 0.30 higher than the previous day. The implied volatity was 20.23, the open interest changed by 3078 which increased total open position to 8712


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 3.85, which was 1.60 higher than the previous day. The implied volatity was 22.73, the open interest changed by 955 which increased total open position to 6589


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 2.25, which was -0.80 lower than the previous day. The implied volatity was 25.40, the open interest changed by 165 which increased total open position to 5637


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 24.01, the open interest changed by 27 which increased total open position to 5467


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was 24.01, the open interest changed by 22 which increased total open position to 5467


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 3.9, which was -0.50 lower than the previous day. The implied volatity was 22.06, the open interest changed by 653 which increased total open position to 5443


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 4.4, which was -0.05 lower than the previous day. The implied volatity was 20.43, the open interest changed by 362 which increased total open position to 4810


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 4.45, which was -2.00 lower than the previous day. The implied volatity was 22.11, the open interest changed by 885 which increased total open position to 4460


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 6.45, which was -0.35 lower than the previous day. The implied volatity was 21.81, the open interest changed by 340 which increased total open position to 3566


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 6.8, which was -3.20 lower than the previous day. The implied volatity was 21.33, the open interest changed by 319 which increased total open position to 3225


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 10, which was -5.00 lower than the previous day. The implied volatity was 22.33, the open interest changed by 320 which increased total open position to 2895


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 15, which was -4.40 lower than the previous day. The implied volatity was 21.79, the open interest changed by 171 which increased total open position to 2570


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 19.4, which was -0.05 lower than the previous day. The implied volatity was 20.62, the open interest changed by 267 which increased total open position to 2399


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 19.45, which was 1.20 higher than the previous day. The implied volatity was 23.60, the open interest changed by 293 which increased total open position to 2127


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 18.25, which was -9.90 lower than the previous day. The implied volatity was 24.09, the open interest changed by 978 which increased total open position to 1835


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 28.15, which was -1.05 lower than the previous day. The implied volatity was 21.73, the open interest changed by 14 which increased total open position to 856


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 29.2, which was -2.80 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 32, which was 1.25 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 30.75, which was -0.25 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 31, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RELIANCE 26DEC2024 1400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 191.4 25.95 - 361 -127 6,190
19 Dec 1230.45 165.45 24.35 - 339 -311 6,319
18 Dec 1253.25 141.1 -9.00 - 128 -91 6,631
17 Dec 1245.30 150.1 22.10 - 119 -27 6,721
16 Dec 1268.30 128 8.05 25.63 121 -47 6,749
13 Dec 1272.85 119.95 -10.85 - 283 -178 6,797
12 Dec 1262.90 130.8 16.30 - 255 -135 6,977
11 Dec 1278.20 114.5 6.50 - 88 -35 7,111
10 Dec 1284.85 108 10.00 15.12 167 -30 7,149
9 Dec 1295.15 98 15.60 19.16 344 -22 7,184
6 Dec 1311.55 82.4 5.15 17.19 238 -86 7,205
5 Dec 1322.05 77.25 -8.55 22.18 1,550 138 7,291
4 Dec 1308.95 85.8 11.00 20.44 442 138 7,151
3 Dec 1323.30 74.8 -10.20 22.93 1,620 -756 7,026
2 Dec 1309.15 85 -16.35 20.76 2,044 -757 7,781
29 Nov 1292.20 101.35 -14.65 20.28 2,399 -1,163 8,538
28 Nov 1270.80 116 17.05 - 4,196 2,345 9,681
27 Nov 1293.20 98.95 -1.45 19.58 2,761 1,903 7,338
26 Nov 1295.70 100.4 -2.10 23.86 1,021 630 5,431
25 Nov 1287.00 102.5 -26.00 21.72 1,318 760 4,803
22 Nov 1265.40 128.5 -40.40 25.02 547 137 4,180
21 Nov 1223.00 168.9 16.90 26.42 253 140 4,042
20 Nov 1241.65 152 0.00 24.83 202 72 3,901
19 Nov 1241.65 152 22.55 24.83 202 71 3,901
18 Nov 1260.75 129.45 6.30 20.84 196 41 3,829
14 Nov 1267.60 123.15 -12.05 22.39 424 265 3,788
13 Nov 1252.05 135.2 13.65 21.90 3,983 3,115 3,520
12 Nov 1274.25 121.55 5.25 23.19 39 7 403
11 Nov 1272.70 116.3 2.05 21.38 67 21 396
8 Nov 1283.75 114.25 24.25 24.47 25 -1 374
7 Nov 1305.65 90 10.00 20.91 42 24 373
6 Nov 1325.35 80 -14.00 23.79 89 36 349
5 Nov 1305.30 94 -6.95 24.48 37 7 312
4 Nov 1302.15 100.95 20.95 24.55 69 22 306
1 Nov 1338.65 80 1.00 27.22 1 0 284
31 Oct 1332.05 79 18.60 - 16 6 284
30 Oct 1343.90 60.4 -19.60 - 14 2 277
29 Oct 1340.00 80 0.00 - 6 -3 275
28 Oct 1334.35 80 - 9 140 279


For Reliance Industries Ltd - strike price 1400 expiring on 26DEC2024

Delta for 1400 PE is -

Historical price for 1400 PE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 191.4, which was 25.95 higher than the previous day. The implied volatity was -, the open interest changed by -127 which decreased total open position to 6190


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 165.45, which was 24.35 higher than the previous day. The implied volatity was -, the open interest changed by -311 which decreased total open position to 6319


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 141.1, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by -91 which decreased total open position to 6631


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 150.1, which was 22.10 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 6721


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 128, which was 8.05 higher than the previous day. The implied volatity was 25.63, the open interest changed by -47 which decreased total open position to 6749


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 119.95, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by -178 which decreased total open position to 6797


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 130.8, which was 16.30 higher than the previous day. The implied volatity was -, the open interest changed by -135 which decreased total open position to 6977


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 114.5, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 7111


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 108, which was 10.00 higher than the previous day. The implied volatity was 15.12, the open interest changed by -30 which decreased total open position to 7149


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 98, which was 15.60 higher than the previous day. The implied volatity was 19.16, the open interest changed by -22 which decreased total open position to 7184


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 82.4, which was 5.15 higher than the previous day. The implied volatity was 17.19, the open interest changed by -86 which decreased total open position to 7205


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 77.25, which was -8.55 lower than the previous day. The implied volatity was 22.18, the open interest changed by 138 which increased total open position to 7291


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 85.8, which was 11.00 higher than the previous day. The implied volatity was 20.44, the open interest changed by 138 which increased total open position to 7151


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 74.8, which was -10.20 lower than the previous day. The implied volatity was 22.93, the open interest changed by -756 which decreased total open position to 7026


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 85, which was -16.35 lower than the previous day. The implied volatity was 20.76, the open interest changed by -757 which decreased total open position to 7781


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 101.35, which was -14.65 lower than the previous day. The implied volatity was 20.28, the open interest changed by -1163 which decreased total open position to 8538


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 116, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by 2345 which increased total open position to 9681


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 98.95, which was -1.45 lower than the previous day. The implied volatity was 19.58, the open interest changed by 1903 which increased total open position to 7338


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 100.4, which was -2.10 lower than the previous day. The implied volatity was 23.86, the open interest changed by 630 which increased total open position to 5431


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 102.5, which was -26.00 lower than the previous day. The implied volatity was 21.72, the open interest changed by 760 which increased total open position to 4803


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 128.5, which was -40.40 lower than the previous day. The implied volatity was 25.02, the open interest changed by 137 which increased total open position to 4180


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 168.9, which was 16.90 higher than the previous day. The implied volatity was 26.42, the open interest changed by 140 which increased total open position to 4042


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 152, which was 0.00 lower than the previous day. The implied volatity was 24.83, the open interest changed by 72 which increased total open position to 3901


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 152, which was 22.55 higher than the previous day. The implied volatity was 24.83, the open interest changed by 71 which increased total open position to 3901


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 129.45, which was 6.30 higher than the previous day. The implied volatity was 20.84, the open interest changed by 41 which increased total open position to 3829


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 123.15, which was -12.05 lower than the previous day. The implied volatity was 22.39, the open interest changed by 265 which increased total open position to 3788


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 135.2, which was 13.65 higher than the previous day. The implied volatity was 21.90, the open interest changed by 3115 which increased total open position to 3520


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 121.55, which was 5.25 higher than the previous day. The implied volatity was 23.19, the open interest changed by 7 which increased total open position to 403


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 116.3, which was 2.05 higher than the previous day. The implied volatity was 21.38, the open interest changed by 21 which increased total open position to 396


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 114.25, which was 24.25 higher than the previous day. The implied volatity was 24.47, the open interest changed by -1 which decreased total open position to 374


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 90, which was 10.00 higher than the previous day. The implied volatity was 20.91, the open interest changed by 24 which increased total open position to 373


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 80, which was -14.00 lower than the previous day. The implied volatity was 23.79, the open interest changed by 36 which increased total open position to 349


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 94, which was -6.95 lower than the previous day. The implied volatity was 24.48, the open interest changed by 7 which increased total open position to 312


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 100.95, which was 20.95 higher than the previous day. The implied volatity was 24.55, the open interest changed by 22 which increased total open position to 306


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 80, which was 1.00 higher than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 284


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 79, which was 18.60 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 60.4, which was -19.60 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 80, 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 80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to