RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.4 | -0.10 | 44.54 | 13,970 | -4,112 | 34,930 | |||
| 20 Nov | 1241.65 | 0.5 | 0.00 | 36.80 | 19,444 | -2,730 | 38,990 | |||
| 19 Nov | 1241.65 | 0.5 | -0.20 | 36.80 | 19,444 | -2,782 | 38,990 | |||
| 18 Nov | 1260.75 | 0.7 | -0.20 | 32.15 | 12,144 | -1,252 | 41,784 | |||
| 14 Nov | 1267.60 | 0.9 | -0.20 | 26.68 | 18,608 | -3,276 | 43,070 | |||
| 13 Nov | 1252.05 | 1.1 | -0.35 | 29.24 | 25,094 | -3,494 | 46,384 | |||
| 12 Nov | 1274.25 | 1.45 | -0.15 | 26.68 | 24,914 | -3,306 | 50,144 | |||
| 11 Nov | 1272.70 | 1.6 | -0.60 | 25.64 | 23,816 | -3,076 | 53,454 | |||
| 8 Nov | 1283.75 | 2.2 | -1.80 | 23.94 | 44,460 | 4,756 | 56,560 | |||
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| 7 Nov | 1305.65 | 4 | -2.10 | 22.31 | 32,416 | 2,376 | 51,882 | |||
| 6 Nov | 1325.35 | 6.1 | 0.25 | 20.44 | 42,706 | 2,702 | 49,454 | |||
| 5 Nov | 1305.30 | 5.85 | -0.45 | 23.31 | 39,954 | 5,712 | 46,788 | |||
| 4 Nov | 1302.15 | 6.3 | -4.90 | 25.06 | 58,758 | 5,920 | 41,220 | |||
| 1 Nov | 1338.65 | 11.2 | -0.70 | 20.45 | 4,428 | -224 | 35,232 | |||
| 31 Oct | 1332.05 | 11.9 | -2.90 | - | 27,392 | 5,660 | 35,390 | |||
| 30 Oct | 1343.90 | 14.8 | 0.20 | - | 24,316 | -440 | 29,688 | |||
| 29 Oct | 1340.00 | 14.6 | 0.30 | - | 21,134 | 3,602 | 30,098 | |||
| 28 Oct | 1334.35 | 14.3 | - | 24,658 | 15,491 | 26,464 | ||||
For Reliance Industries Ltd - strike price 1400 expiring on 28NOV2024
Delta for 1400 CE is 0.02
Historical price for 1400 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 44.54, the open interest changed by -2056 which decreased total open position to 17465
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 36.80, the open interest changed by -1365 which decreased total open position to 19495
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 36.80, the open interest changed by -1391 which decreased total open position to 19495
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 32.15, the open interest changed by -626 which decreased total open position to 20892
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 26.68, the open interest changed by -1638 which decreased total open position to 21535
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 29.24, the open interest changed by -1747 which decreased total open position to 23192
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 26.68, the open interest changed by -1653 which decreased total open position to 25072
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 1.6, which was -0.60 lower than the previous day. The implied volatity was 25.64, the open interest changed by -1538 which decreased total open position to 26727
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 2.2, which was -1.80 lower than the previous day. The implied volatity was 23.94, the open interest changed by 2378 which increased total open position to 28280
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 4, which was -2.10 lower than the previous day. The implied volatity was 22.31, the open interest changed by 1188 which increased total open position to 25941
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 6.1, which was 0.25 higher than the previous day. The implied volatity was 20.44, the open interest changed by 1351 which increased total open position to 24727
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 5.85, which was -0.45 lower than the previous day. The implied volatity was 23.31, the open interest changed by 2856 which increased total open position to 23394
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 6.3, which was -4.90 lower than the previous day. The implied volatity was 25.06, the open interest changed by 2960 which increased total open position to 20610
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 11.2, which was -0.70 lower than the previous day. The implied volatity was 20.45, the open interest changed by -112 which decreased total open position to 17616
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 11.9, which was -2.90 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 14.8, which was 0.20 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 14.6, which was 0.30 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 14.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 0.13
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 178.1 | 19.10 | 53.07 | 1,768 | -1,362 | 10,318 |
| 20 Nov | 1241.65 | 159 | 0.00 | - | 1,060 | -298 | 11,694 |
| 19 Nov | 1241.65 | 159 | 23.50 | - | 1,060 | -284 | 11,694 |
| 18 Nov | 1260.75 | 135.5 | 6.95 | - | 376 | -252 | 11,978 |
| 14 Nov | 1267.60 | 128.55 | -12.75 | 26.20 | 664 | -60 | 12,234 |
| 13 Nov | 1252.05 | 141.3 | 15.00 | - | 2,092 | -846 | 12,298 |
| 12 Nov | 1274.25 | 126.3 | 5.10 | 28.28 | 1,232 | 16 | 13,150 |
| 11 Nov | 1272.70 | 121.2 | 5.20 | 23.85 | 742 | -68 | 13,024 |
| 8 Nov | 1283.75 | 116 | 25.55 | 27.46 | 924 | -272 | 13,092 |
| 7 Nov | 1305.65 | 90.45 | 15.55 | 21.46 | 1,080 | -62 | 13,360 |
| 6 Nov | 1325.35 | 74.9 | -15.40 | 24.02 | 2,492 | 80 | 13,422 |
| 5 Nov | 1305.30 | 90.3 | -9.70 | 24.26 | 1,284 | -140 | 13,338 |
| 4 Nov | 1302.15 | 100 | 31.00 | 26.77 | 2,768 | 2 | 13,476 |
| 1 Nov | 1338.65 | 69 | -1.45 | 25.71 | 296 | 14 | 13,470 |
| 31 Oct | 1332.05 | 70.45 | 9.40 | - | 6,282 | 3,212 | 13,456 |
| 30 Oct | 1343.90 | 61.05 | -3.95 | - | 4,372 | 1,494 | 10,226 |
| 29 Oct | 1340.00 | 65 | -5.00 | - | 2,520 | 1,248 | 8,728 |
| 28 Oct | 1334.35 | 70 | - | 2,820 | 4,174 | 7,478 | |
For Reliance Industries Ltd - strike price 1400 expiring on 28NOV2024
Delta for 1400 PE is -0.96
Historical price for 1400 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 178.1, which was 19.10 higher than the previous day. The implied volatity was 53.07, the open interest changed by -681 which decreased total open position to 5159
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 159, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -149 which decreased total open position to 5847
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 159, which was 23.50 higher than the previous day. The implied volatity was -, the open interest changed by -142 which decreased total open position to 5847
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 135.5, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by -126 which decreased total open position to 5989
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 128.55, which was -12.75 lower than the previous day. The implied volatity was 26.20, the open interest changed by -30 which decreased total open position to 6117
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 141.3, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by -423 which decreased total open position to 6149
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 126.3, which was 5.10 higher than the previous day. The implied volatity was 28.28, the open interest changed by 8 which increased total open position to 6575
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 121.2, which was 5.20 higher than the previous day. The implied volatity was 23.85, the open interest changed by -34 which decreased total open position to 6512
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 116, which was 25.55 higher than the previous day. The implied volatity was 27.46, the open interest changed by -136 which decreased total open position to 6546
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 90.45, which was 15.55 higher than the previous day. The implied volatity was 21.46, the open interest changed by -31 which decreased total open position to 6680
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 74.9, which was -15.40 lower than the previous day. The implied volatity was 24.02, the open interest changed by 40 which increased total open position to 6711
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 90.3, which was -9.70 lower than the previous day. The implied volatity was 24.26, the open interest changed by -70 which decreased total open position to 6669
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 100, which was 31.00 higher than the previous day. The implied volatity was 26.77, the open interest changed by 1 which increased total open position to 6738
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 69, which was -1.45 lower than the previous day. The implied volatity was 25.71, the open interest changed by 7 which increased total open position to 6735
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 70.45, which was 9.40 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 61.05, 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 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 65, which was -5.00 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 70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
