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

1210.7 -10.35 (-0.85%)

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Historical option data for RELIANCE

30 Dec 2024 04:12 PM IST
RELIANCE 30JAN2025 1400 CE
Delta: 0.02
Vega: 0.20
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
30 Dec 1210.70 0.75 -0.25 23.36 2,274 239 11,599
27 Dec 1221.05 1 0.00 22.06 4,506 668 11,360
26 Dec 1216.55 1 -0.60 22.23 7,085 1,574 10,683
24 Dec 1222.75 1.6 -0.75 22.56 5,925 1,653 9,099
23 Dec 1222.30 2.35 -0.65 24.04 3,681 512 7,443
20 Dec 1205.30 3 -1.10 26.55 4,039 353 6,928
19 Dec 1230.45 4.1 -1.70 24.88 2,555 529 6,573
18 Dec 1253.25 5.8 0.50 23.54 1,645 95 6,047
17 Dec 1245.30 5.3 -1.70 23.95 2,166 650 5,951
16 Dec 1268.30 7 -0.95 22.29 2,128 625 5,301
13 Dec 1272.85 7.95 0.95 21.42 3,282 240 4,674
12 Dec 1262.90 7 -1.65 22.09 2,234 718 4,434
11 Dec 1278.20 8.65 -1.65 20.86 1,167 582 3,727
10 Dec 1284.85 10.3 -2.00 20.91 1,611 598 3,145
9 Dec 1295.15 12.3 -3.85 20.55 1,341 497 2,535
6 Dec 1311.55 16.15 -1.60 19.90 670 226 2,036
5 Dec 1322.05 17.75 0.85 19.07 1,100 -80 1,810
4 Dec 1308.95 16.9 -1.70 20.21 690 177 1,889
3 Dec 1323.30 18.6 0.30 18.40 1,063 -111 1,723
2 Dec 1309.15 18.3 3.40 20.37 1,365 161 1,829
29 Nov 1292.20 14.9 2.70 20.64 923 208 1,662
28 Nov 1270.80 12.2 -4.30 21.33 1,076 45 1,454
27 Nov 1293.20 16.5 -0.20 20.88 418 166 1,408
26 Nov 1295.70 16.7 0.35 20.46 268 -31 1,241
25 Nov 1287.00 16.35 3.00 20.73 676 198 1,271
22 Nov 1265.40 13.35 1.35 22.00 421 104 1,177
21 Nov 1223.00 12 0.25 26.43 373 104 1,054
20 Nov 1241.65 11.75 0.00 23.71 479 180 950
19 Nov 1241.65 11.75 -2.50 23.71 479 180 950
18 Nov 1260.75 14.25 -0.75 22.44 299 107 770
14 Nov 1267.60 15 0.55 21.09 295 150 663
13 Nov 1252.05 14.45 -4.00 22.40 542 276 512
12 Nov 1274.25 18.45 -1.45 22.32 184 100 236
11 Nov 1272.70 19.9 -3.10 22.44 104 36 135
8 Nov 1283.75 23 -7.00 22.45 122 49 98
7 Nov 1305.65 30 -5.20 21.88 29 8 48
6 Nov 1325.35 35.2 1.25 20.66 27 9 38
5 Nov 1305.30 33.95 5.95 22.92 38 24 28
4 Nov 1302.15 28 21.47 5 1 1


For Reliance Industries Ltd - strike price 1400 expiring on 30JAN2025

Delta for 1400 CE is 0.02

Historical price for 1400 CE is as follows

On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 23.36, the open interest changed by 239 which increased total open position to 11599


On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 22.06, the open interest changed by 668 which increased total open position to 11360


On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 1, which was -0.60 lower than the previous day. The implied volatity was 22.23, the open interest changed by 1574 which increased total open position to 10683


On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 1.6, which was -0.75 lower than the previous day. The implied volatity was 22.56, the open interest changed by 1653 which increased total open position to 9099


On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 24.04, the open interest changed by 512 which increased total open position to 7443


On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 3, which was -1.10 lower than the previous day. The implied volatity was 26.55, the open interest changed by 353 which increased total open position to 6928


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 4.1, which was -1.70 lower than the previous day. The implied volatity was 24.88, the open interest changed by 529 which increased total open position to 6573


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 5.8, which was 0.50 higher than the previous day. The implied volatity was 23.54, the open interest changed by 95 which increased total open position to 6047


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 5.3, which was -1.70 lower than the previous day. The implied volatity was 23.95, the open interest changed by 650 which increased total open position to 5951


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 7, which was -0.95 lower than the previous day. The implied volatity was 22.29, the open interest changed by 625 which increased total open position to 5301


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 7.95, which was 0.95 higher than the previous day. The implied volatity was 21.42, the open interest changed by 240 which increased total open position to 4674


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 7, which was -1.65 lower than the previous day. The implied volatity was 22.09, the open interest changed by 718 which increased total open position to 4434


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 8.65, which was -1.65 lower than the previous day. The implied volatity was 20.86, the open interest changed by 582 which increased total open position to 3727


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 10.3, which was -2.00 lower than the previous day. The implied volatity was 20.91, the open interest changed by 598 which increased total open position to 3145


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 12.3, which was -3.85 lower than the previous day. The implied volatity was 20.55, the open interest changed by 497 which increased total open position to 2535


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 16.15, which was -1.60 lower than the previous day. The implied volatity was 19.90, the open interest changed by 226 which increased total open position to 2036


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 17.75, which was 0.85 higher than the previous day. The implied volatity was 19.07, the open interest changed by -80 which decreased total open position to 1810


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 16.9, which was -1.70 lower than the previous day. The implied volatity was 20.21, the open interest changed by 177 which increased total open position to 1889


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 18.6, which was 0.30 higher than the previous day. The implied volatity was 18.40, the open interest changed by -111 which decreased total open position to 1723


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 18.3, which was 3.40 higher than the previous day. The implied volatity was 20.37, the open interest changed by 161 which increased total open position to 1829


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 14.9, which was 2.70 higher than the previous day. The implied volatity was 20.64, the open interest changed by 208 which increased total open position to 1662


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 12.2, which was -4.30 lower than the previous day. The implied volatity was 21.33, the open interest changed by 45 which increased total open position to 1454


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 16.5, which was -0.20 lower than the previous day. The implied volatity was 20.88, the open interest changed by 166 which increased total open position to 1408


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 16.7, which was 0.35 higher than the previous day. The implied volatity was 20.46, the open interest changed by -31 which decreased total open position to 1241


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 16.35, which was 3.00 higher than the previous day. The implied volatity was 20.73, the open interest changed by 198 which increased total open position to 1271


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 13.35, which was 1.35 higher than the previous day. The implied volatity was 22.00, the open interest changed by 104 which increased total open position to 1177


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 12, which was 0.25 higher than the previous day. The implied volatity was 26.43, the open interest changed by 104 which increased total open position to 1054


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 11.75, which was 0.00 lower than the previous day. The implied volatity was 23.71, the open interest changed by 180 which increased total open position to 950


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 11.75, which was -2.50 lower than the previous day. The implied volatity was 23.71, the open interest changed by 180 which increased total open position to 950


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 14.25, which was -0.75 lower than the previous day. The implied volatity was 22.44, the open interest changed by 107 which increased total open position to 770


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 15, which was 0.55 higher than the previous day. The implied volatity was 21.09, the open interest changed by 150 which increased total open position to 663


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 14.45, which was -4.00 lower than the previous day. The implied volatity was 22.40, the open interest changed by 276 which increased total open position to 512


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 18.45, which was -1.45 lower than the previous day. The implied volatity was 22.32, the open interest changed by 100 which increased total open position to 236


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 19.9, which was -3.10 lower than the previous day. The implied volatity was 22.44, the open interest changed by 36 which increased total open position to 135


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 23, which was -7.00 lower than the previous day. The implied volatity was 22.45, the open interest changed by 49 which increased total open position to 98


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 30, which was -5.20 lower than the previous day. The implied volatity was 21.88, the open interest changed by 8 which increased total open position to 48


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 35.2, which was 1.25 higher than the previous day. The implied volatity was 20.66, the open interest changed by 9 which increased total open position to 38


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 33.95, which was 5.95 higher than the previous day. The implied volatity was 22.92, the open interest changed by 24 which increased total open position to 28


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 28, which was lower than the previous day. The implied volatity was 21.47, the open interest changed by 1 which increased total open position to 1


RELIANCE 30JAN2025 1400 PE
Delta: -0.95
Vega: 0.37
Theta: 0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
30 Dec 1210.70 178.7 9.70 27.87 212 107 7,404
27 Dec 1221.05 169 -1.50 28.24 168 30 7,296
26 Dec 1216.55 170.5 5.95 19.75 2,589 2,298 7,262
24 Dec 1222.75 164.55 -1.30 25.43 2,521 2,205 4,953
23 Dec 1222.30 165.85 -15.95 27.42 1,317 993 2,742
20 Dec 1205.30 181.8 25.75 27.36 633 148 1,749
19 Dec 1230.45 156.05 22.05 22.32 657 458 1,599
18 Dec 1253.25 134 -10.35 22.27 234 34 1,140
17 Dec 1245.30 144.35 22.55 24.58 399 217 1,101
16 Dec 1268.30 121.8 6.80 22.58 221 177 884
13 Dec 1272.85 115 -9.90 21.24 49 8 707
12 Dec 1262.90 124.9 12.00 19.87 278 62 700
11 Dec 1278.20 112.9 6.90 22.70 25 10 638
10 Dec 1284.85 106 6.60 21.72 48 26 627
9 Dec 1295.15 99.4 12.95 22.75 177 97 599
6 Dec 1311.55 86.45 5.45 21.51 109 97 502
5 Dec 1322.05 81 -7.00 22.06 126 59 403
4 Dec 1308.95 88 8.00 21.52 70 29 343
3 Dec 1323.30 80 -10.00 22.85 222 166 313
2 Dec 1309.15 90 -14.00 23.10 110 53 147
29 Nov 1292.20 104 -15.95 23.07 26 16 93
28 Nov 1270.80 119.95 -30.05 24.03 83 75 77
27 Nov 1293.20 150 0.00 0.00 0 0 0
26 Nov 1295.70 150 0.00 0.00 0 0 0
25 Nov 1287.00 150 0.00 0.00 0 0 0
22 Nov 1265.40 150 0.00 0.00 0 0 0
21 Nov 1223.00 150 0.00 0.00 0 0 2
20 Nov 1241.65 150 0.00 38.66 1 0 2
19 Nov 1241.65 150 0.00 38.66 1 0 2
18 Nov 1260.75 150 35.00 35.37 1 0 2
14 Nov 1267.60 115 0.00 0.00 0 0 0
13 Nov 1252.05 115 0.00 0.00 0 2 0
12 Nov 1274.25 115 21.35 21.74 2 1 1
11 Nov 1272.70 93.65 0.00 - 0 0 0
8 Nov 1283.75 93.65 0.00 - 0 0 0
7 Nov 1305.65 93.65 0.00 - 0 0 0
6 Nov 1325.35 93.65 0.00 - 0 0 0
5 Nov 1305.30 93.65 0.00 - 0 0 0
4 Nov 1302.15 93.65 - 0 0 0


For Reliance Industries Ltd - strike price 1400 expiring on 30JAN2025

Delta for 1400 PE is -0.95

Historical price for 1400 PE is as follows

On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 178.7, which was 9.70 higher than the previous day. The implied volatity was 27.87, the open interest changed by 107 which increased total open position to 7404


On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 169, which was -1.50 lower than the previous day. The implied volatity was 28.24, the open interest changed by 30 which increased total open position to 7296


On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 170.5, which was 5.95 higher than the previous day. The implied volatity was 19.75, the open interest changed by 2298 which increased total open position to 7262


On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 164.55, which was -1.30 lower than the previous day. The implied volatity was 25.43, the open interest changed by 2205 which increased total open position to 4953


On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 165.85, which was -15.95 lower than the previous day. The implied volatity was 27.42, the open interest changed by 993 which increased total open position to 2742


On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 181.8, which was 25.75 higher than the previous day. The implied volatity was 27.36, the open interest changed by 148 which increased total open position to 1749


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 156.05, which was 22.05 higher than the previous day. The implied volatity was 22.32, the open interest changed by 458 which increased total open position to 1599


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 134, which was -10.35 lower than the previous day. The implied volatity was 22.27, the open interest changed by 34 which increased total open position to 1140


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 144.35, which was 22.55 higher than the previous day. The implied volatity was 24.58, the open interest changed by 217 which increased total open position to 1101


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 121.8, which was 6.80 higher than the previous day. The implied volatity was 22.58, the open interest changed by 177 which increased total open position to 884


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 115, which was -9.90 lower than the previous day. The implied volatity was 21.24, the open interest changed by 8 which increased total open position to 707


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 124.9, which was 12.00 higher than the previous day. The implied volatity was 19.87, the open interest changed by 62 which increased total open position to 700


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 112.9, which was 6.90 higher than the previous day. The implied volatity was 22.70, the open interest changed by 10 which increased total open position to 638


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 106, which was 6.60 higher than the previous day. The implied volatity was 21.72, the open interest changed by 26 which increased total open position to 627


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 99.4, which was 12.95 higher than the previous day. The implied volatity was 22.75, the open interest changed by 97 which increased total open position to 599


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 86.45, which was 5.45 higher than the previous day. The implied volatity was 21.51, the open interest changed by 97 which increased total open position to 502


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 81, which was -7.00 lower than the previous day. The implied volatity was 22.06, the open interest changed by 59 which increased total open position to 403


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 88, which was 8.00 higher than the previous day. The implied volatity was 21.52, the open interest changed by 29 which increased total open position to 343


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 80, which was -10.00 lower than the previous day. The implied volatity was 22.85, the open interest changed by 166 which increased total open position to 313


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 90, which was -14.00 lower than the previous day. The implied volatity was 23.10, the open interest changed by 53 which increased total open position to 147


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 104, which was -15.95 lower than the previous day. The implied volatity was 23.07, the open interest changed by 16 which increased total open position to 93


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 119.95, which was -30.05 lower than the previous day. The implied volatity was 24.03, the open interest changed by 75 which increased total open position to 77


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 150, 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 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 150, 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 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 150, 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 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 150, 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 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 150, 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 2


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 38.66, the open interest changed by 0 which decreased total open position to 2


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 38.66, the open interest changed by 0 which decreased total open position to 2


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 150, which was 35.00 higher than the previous day. The implied volatity was 35.37, the open interest changed by 0 which decreased total open position to 2


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 115, 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 115, 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 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 115, which was 21.35 higher than the previous day. The implied volatity was 21.74, the open interest changed by 1 which increased total open position to 1


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 93.65, 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 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 93.65, 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 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 93.65, 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 93.65, 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 93.65, 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 93.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0