RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.03
Theta: -0.11
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 0.15 | -0.25 | 47.85 | 431 | -177 | 1,217 | |||
| 19 Dec | 1230.45 | 0.4 | -0.30 | 44.20 | 393 | 4 | 1,392 | |||
| 18 Dec | 1253.25 | 0.7 | 0.15 | 39.25 | 184 | -17 | 1,386 | |||
| 17 Dec | 1245.30 | 0.55 | -0.10 | 37.62 | 167 | -15 | 1,403 | |||
| 16 Dec | 1268.30 | 0.65 | -0.20 | 31.68 | 461 | -91 | 1,430 | |||
| 13 Dec | 1272.85 | 0.85 | 0.00 | 27.73 | 520 | 15 | 1,525 | |||
| 12 Dec | 1262.90 | 0.85 | 0.00 | 29.02 | 799 | -286 | 1,523 | |||
| 11 Dec | 1278.20 | 0.85 | -0.35 | 24.90 | 821 | -288 | 1,819 | |||
| 10 Dec | 1284.85 | 1.2 | -0.30 | 24.38 | 737 | -7 | 2,114 | |||
| 9 Dec | 1295.15 | 1.5 | -0.40 | 22.81 | 1,347 | 116 | 2,124 | |||
| 6 Dec | 1311.55 | 1.9 | -0.65 | 19.35 | 1,098 | 282 | 2,003 | |||
| 5 Dec | 1322.05 | 2.55 | 0.35 | 18.57 | 1,880 | 8 | 1,722 | |||
|
|
||||||||||
| 4 Dec | 1308.95 | 2.2 | -0.60 | 19.33 | 1,577 | 220 | 1,717 | |||
| 3 Dec | 1323.30 | 2.8 | -0.05 | 17.34 | 1,725 | 103 | 1,483 | |||
| 2 Dec | 1309.15 | 2.85 | 0.75 | 19.43 | 2,862 | 199 | 1,380 | |||
| 29 Nov | 1292.20 | 2.1 | 0.00 | 19.68 | 2,411 | 505 | 1,184 | |||
| 28 Nov | 1270.80 | 2.1 | -0.50 | 22.00 | 569 | 155 | 679 | |||
| 27 Nov | 1293.20 | 2.6 | -0.55 | 19.57 | 228 | 49 | 524 | |||
| 26 Nov | 1295.70 | 3.15 | -0.25 | 19.80 | 331 | 61 | 475 | |||
| 25 Nov | 1287.00 | 3.4 | 0.00 | 20.51 | 988 | 358 | 417 | |||
| 22 Nov | 1265.40 | 3.4 | 0.45 | 23.27 | 46 | 30 | 89 | |||
| 21 Nov | 1223.00 | 2.95 | 0.00 | 0.00 | 0 | 30 | 0 | |||
| 20 Nov | 1241.65 | 2.95 | 0.00 | 24.96 | 80 | 30 | 56 | |||
| 19 Nov | 1241.65 | 2.95 | -0.35 | 24.96 | 80 | 27 | 56 | |||
| 18 Nov | 1260.75 | 3.3 | -1.00 | 22.32 | 34 | 15 | 30 | |||
| 14 Nov | 1267.60 | 4.3 | -1.65 | 21.46 | 19 | 7 | 14 | |||
| 13 Nov | 1252.05 | 5.95 | 0.05 | 25.11 | 1 | 0 | 7 | |||
| 12 Nov | 1274.25 | 5.9 | 0.00 | 22.44 | 5 | -1 | 6 | |||
| 11 Nov | 1272.70 | 5.9 | -5.00 | 21.63 | 4 | 3 | 6 | |||
| 8 Nov | 1283.75 | 10.9 | -7.30 | 24.39 | 2 | 0 | 1 | |||
| 7 Nov | 1305.65 | 18.2 | -11.65 | 25.31 | 1 | 0 | 0 | |||
| 6 Nov | 1325.35 | 29.85 | 0.00 | 3.66 | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 29.85 | 0.00 | 4.55 | 0 | 0 | 0 | |||
| 4 Nov | 1302.15 | 29.85 | 29.85 | 4.57 | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 0 | 2.71 | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1410 expiring on 26DEC2024
Delta for 1410 CE is 0.01
Historical price for 1410 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was 47.85, the open interest changed by -177 which decreased total open position to 1217
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 44.20, the open interest changed by 4 which increased total open position to 1392
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 39.25, the open interest changed by -17 which decreased total open position to 1386
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 37.62, the open interest changed by -15 which decreased total open position to 1403
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 31.68, the open interest changed by -91 which decreased total open position to 1430
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 27.73, the open interest changed by 15 which increased total open position to 1525
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 29.02, the open interest changed by -286 which decreased total open position to 1523
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 24.90, the open interest changed by -288 which decreased total open position to 1819
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 24.38, the open interest changed by -7 which decreased total open position to 2114
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 1.5, which was -0.40 lower than the previous day. The implied volatity was 22.81, the open interest changed by 116 which increased total open position to 2124
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 19.35, the open interest changed by 282 which increased total open position to 2003
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 2.55, which was 0.35 higher than the previous day. The implied volatity was 18.57, the open interest changed by 8 which increased total open position to 1722
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 2.2, which was -0.60 lower than the previous day. The implied volatity was 19.33, the open interest changed by 220 which increased total open position to 1717
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 17.34, the open interest changed by 103 which increased total open position to 1483
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 2.85, which was 0.75 higher than the previous day. The implied volatity was 19.43, the open interest changed by 199 which increased total open position to 1380
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 19.68, the open interest changed by 505 which increased total open position to 1184
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 2.1, which was -0.50 lower than the previous day. The implied volatity was 22.00, the open interest changed by 155 which increased total open position to 679
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 19.57, the open interest changed by 49 which increased total open position to 524
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 3.15, which was -0.25 lower than the previous day. The implied volatity was 19.80, the open interest changed by 61 which increased total open position to 475
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 20.51, the open interest changed by 358 which increased total open position to 417
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 3.4, which was 0.45 higher than the previous day. The implied volatity was 23.27, the open interest changed by 30 which increased total open position to 89
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 30 which increased total open position to 0
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 24.96, the open interest changed by 30 which increased total open position to 56
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.95, which was -0.35 lower than the previous day. The implied volatity was 24.96, the open interest changed by 27 which increased total open position to 56
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 3.3, which was -1.00 lower than the previous day. The implied volatity was 22.32, the open interest changed by 15 which increased total open position to 30
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 4.3, which was -1.65 lower than the previous day. The implied volatity was 21.46, the open interest changed by 7 which increased total open position to 14
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 5.95, which was 0.05 higher than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 7
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 22.44, the open interest changed by -1 which decreased total open position to 6
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 5.9, which was -5.00 lower than the previous day. The implied volatity was 21.63, the open interest changed by 3 which increased total open position to 6
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 10.9, which was -7.30 lower than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 1
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 18.2, which was -11.65 lower than the previous day. The implied volatity was 25.31, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 4.55, 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 29.85, which was 29.85 higher than the previous day. The implied volatity was 4.57, 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 2.71, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 195 | 42.00 | - | 3 | 0 | 37 |
| 19 Dec | 1230.45 | 153 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1253.25 | 153 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 1245.30 | 153 | 17.00 | - | 1 | 0 | 38 |
| 16 Dec | 1268.30 | 136 | -8.55 | - | 2 | -1 | 38 |
| 13 Dec | 1272.85 | 144.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1262.90 | 144.55 | 44.55 | 31.06 | 3 | 1 | 40 |
| 11 Dec | 1278.20 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1284.85 | 100 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 1295.15 | 100 | 11.45 | - | 2 | 0 | 38 |
| 6 Dec | 1311.55 | 88.55 | 0.00 | 0.00 | 0 | 4 | 0 |
| 5 Dec | 1322.05 | 88.55 | -8.10 | 25.80 | 17 | 4 | 38 |
| 4 Dec | 1308.95 | 96.65 | 13.40 | 23.55 | 5 | 1 | 34 |
| 3 Dec | 1323.30 | 83.25 | -13.05 | 23.21 | 8 | 3 | 33 |
| 2 Dec | 1309.15 | 96.3 | -26.70 | 24.26 | 1 | 0 | 31 |
| 29 Nov | 1292.20 | 123 | -4.00 | 35.67 | 1 | 0 | 32 |
| 28 Nov | 1270.80 | 127 | 17.75 | 17.05 | 23 | 20 | 31 |
| 27 Nov | 1293.20 | 109.25 | -37.75 | 21.57 | 12 | 10 | 11 |
| 26 Nov | 1295.70 | 147 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1287.00 | 147 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1265.40 | 147 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1223.00 | 147 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1241.65 | 147 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1241.65 | 147 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 1260.75 | 147 | 54.90 | 31.27 | 1 | 0 | 0 |
| 14 Nov | 1267.60 | 92.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 92.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 92.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 92.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1283.75 | 92.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 92.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 92.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 92.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 92.1 | 92.10 | - | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1410 expiring on 26DEC2024
Delta for 1410 PE is -
Historical price for 1410 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 195, which was 42.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 153, 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 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 153, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 153, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 136, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 38
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 144.55, 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 Dec RELIANCE was trading at 1262.90. The strike last trading price was 144.55, which was 44.55 higher than the previous day. The implied volatity was 31.06, the open interest changed by 1 which increased total open position to 40
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 100, 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 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 100, 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 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 100, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 88.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 88.55, which was -8.10 lower than the previous day. The implied volatity was 25.80, the open interest changed by 4 which increased total open position to 38
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 96.65, which was 13.40 higher than the previous day. The implied volatity was 23.55, the open interest changed by 1 which increased total open position to 34
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 83.25, which was -13.05 lower than the previous day. The implied volatity was 23.21, the open interest changed by 3 which increased total open position to 33
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 96.3, which was -26.70 lower than the previous day. The implied volatity was 24.26, the open interest changed by 0 which decreased total open position to 31
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 123, which was -4.00 lower than the previous day. The implied volatity was 35.67, the open interest changed by 0 which decreased total open position to 32
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 127, which was 17.75 higher than the previous day. The implied volatity was 17.05, the open interest changed by 20 which increased total open position to 31
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 109.25, which was -37.75 lower than the previous day. The implied volatity was 21.57, the open interest changed by 10 which increased total open position to 11
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 147, 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 147, 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 147, 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 147, 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 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 147, 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 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 147, 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 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 147, which was 54.90 higher than the previous day. The implied volatity was 31.27, 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 92.1, 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 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 92.1, 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 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 92.1, 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 92.1, 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 92.1, 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 92.1, 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 92.1, 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 92.1, 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 92.1, which was 92.10 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
