RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1410 CE | ||||||||||
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Delta: 0.01
Vega: 0.06
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.35 | -0.10 | 45.70 | 796 | -182 | 2,358 | |||
| 20 Nov | 1241.65 | 0.45 | 0.00 | 38.12 | 1,078 | -290 | 2,544 | |||
| 19 Nov | 1241.65 | 0.45 | -0.10 | 38.12 | 1,078 | -286 | 2,544 | |||
| 18 Nov | 1260.75 | 0.55 | -0.30 | 32.71 | 996 | -362 | 2,830 | |||
| 14 Nov | 1267.60 | 0.85 | -0.15 | 28.01 | 1,082 | 0 | 3,196 | |||
| 13 Nov | 1252.05 | 1 | -0.30 | 30.30 | 1,676 | -206 | 3,206 | |||
| 12 Nov | 1274.25 | 1.3 | -0.05 | 27.70 | 1,432 | -40 | 3,430 | |||
| 11 Nov | 1272.70 | 1.35 | -0.50 | 26.35 | 2,168 | -362 | 3,458 | |||
| 8 Nov | 1283.75 | 1.85 | -1.15 | 24.54 | 3,240 | -258 | 3,824 | |||
| 7 Nov | 1305.65 | 3 | -1.80 | 22.25 | 3,396 | 180 | 4,078 | |||
| 6 Nov | 1325.35 | 4.8 | 0.10 | 20.64 | 3,996 | 398 | 3,938 | |||
| 5 Nov | 1305.30 | 4.7 | -0.40 | 23.45 | 3,670 | 548 | 3,566 | |||
| 4 Nov | 1302.15 | 5.1 | -3.95 | 25.11 | 4,878 | 1,044 | 3,024 | |||
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| 1 Nov | 1338.65 | 9.05 | -0.60 | 20.48 | 444 | 94 | 1,980 | |||
| 31 Oct | 1332.05 | 9.65 | -2.25 | - | 3,038 | 396 | 1,878 | |||
| 30 Oct | 1343.90 | 11.9 | 0.10 | - | 1,900 | 538 | 1,480 | |||
| 29 Oct | 1340.00 | 11.8 | -0.05 | - | 1,340 | 88 | 940 | |||
| 28 Oct | 1334.35 | 11.85 | - | 1,898 | 405 | 854 | ||||
For Reliance Industries Ltd - strike price 1410 expiring on 28NOV2024
Delta for 1410 CE is 0.01
Historical price for 1410 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 45.70, the open interest changed by -91 which decreased total open position to 1179
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 38.12, the open interest changed by -145 which decreased total open position to 1272
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 38.12, the open interest changed by -143 which decreased total open position to 1272
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 32.71, the open interest changed by -181 which decreased total open position to 1415
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 28.01, the open interest changed by 0 which decreased total open position to 1598
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 30.30, the open interest changed by -103 which decreased total open position to 1603
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 27.70, the open interest changed by -20 which decreased total open position to 1715
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 26.35, the open interest changed by -181 which decreased total open position to 1729
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was 24.54, the open interest changed by -129 which decreased total open position to 1912
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 3, which was -1.80 lower than the previous day. The implied volatity was 22.25, the open interest changed by 90 which increased total open position to 2039
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 4.8, which was 0.10 higher than the previous day. The implied volatity was 20.64, the open interest changed by 199 which increased total open position to 1969
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 4.7, which was -0.40 lower than the previous day. The implied volatity was 23.45, the open interest changed by 274 which increased total open position to 1783
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 5.1, which was -3.95 lower than the previous day. The implied volatity was 25.11, the open interest changed by 522 which increased total open position to 1512
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 9.05, which was -0.60 lower than the previous day. The implied volatity was 20.48, the open interest changed by 47 which increased total open position to 990
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 9.65, which was -2.25 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 11.9, which was 0.10 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 11.8, which was -0.05 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 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.16
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 188.55 | 45.35 | 58.63 | 8 | -4 | 284 |
| 20 Nov | 1241.65 | 143.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1241.65 | 143.2 | 0.00 | 0.00 | 0 | -44 | 0 |
| 18 Nov | 1260.75 | 143.2 | -12.10 | - | 44 | -4 | 328 |
| 14 Nov | 1267.60 | 155.3 | 0.00 | 0.00 | 0 | -14 | 0 |
| 13 Nov | 1252.05 | 155.3 | 29.30 | 39.77 | 14 | -12 | 334 |
| 12 Nov | 1274.25 | 126 | 5.20 | - | 6 | 4 | 348 |
| 11 Nov | 1272.70 | 120.8 | 0.00 | 0.00 | 0 | -10 | 0 |
| 8 Nov | 1283.75 | 120.8 | 20.90 | - | 12 | -8 | 346 |
| 7 Nov | 1305.65 | 99.9 | 1.30 | 22.23 | 4 | 0 | 354 |
| 6 Nov | 1325.35 | 98.6 | 0.00 | 0.00 | 0 | 8 | 0 |
| 5 Nov | 1305.30 | 98.6 | -8.05 | 23.82 | 72 | 8 | 354 |
| 4 Nov | 1302.15 | 106.65 | 27.35 | 24.05 | 18 | 2 | 348 |
| 1 Nov | 1338.65 | 79.3 | 0.00 | 0.00 | 0 | 32 | 0 |
| 31 Oct | 1332.05 | 79.3 | 10.30 | - | 116 | 30 | 344 |
| 30 Oct | 1343.90 | 69 | -3.00 | - | 12 | 2 | 310 |
| 29 Oct | 1340.00 | 72 | -6.25 | - | 52 | 26 | 308 |
| 28 Oct | 1334.35 | 78.25 | - | 150 | 139 | 290 | |
For Reliance Industries Ltd - strike price 1410 expiring on 28NOV2024
Delta for 1410 PE is -0.96
Historical price for 1410 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 188.55, which was 45.35 higher than the previous day. The implied volatity was 58.63, the open interest changed by -2 which decreased total open position to 142
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 143.2, 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 143.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -22 which decreased total open position to 0
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 143.2, which was -12.10 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 164
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 155.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 155.3, which was 29.30 higher than the previous day. The implied volatity was 39.77, the open interest changed by -6 which decreased total open position to 167
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 126, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 174
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 120.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 120.8, which was 20.90 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 173
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 99.9, which was 1.30 higher than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 177
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 98.6, 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 Nov RELIANCE was trading at 1305.30. The strike last trading price was 98.6, which was -8.05 lower than the previous day. The implied volatity was 23.82, the open interest changed by 4 which increased total open position to 177
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 106.65, which was 27.35 higher than the previous day. The implied volatity was 24.05, the open interest changed by 1 which increased total open position to 174
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 79.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 79.3, which was 10.30 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 69, which was -3.00 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 72, which was -6.25 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 78.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
