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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 1420 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 -0.15 49.78 310 -73 1,044
19 Dec 1230.45 0.3 -0.30 44.51 330 -104 1,116
18 Dec 1253.25 0.6 0.10 40.28 466 -131 1,222
17 Dec 1245.30 0.5 -0.10 38.89 458 -123 1,342
16 Dec 1268.30 0.6 -0.20 33.05 364 -137 1,466
13 Dec 1272.85 0.8 0.05 29.06 674 -103 1,608
12 Dec 1262.90 0.75 0.05 29.95 964 -276 1,713
11 Dec 1278.20 0.7 -0.30 25.59 611 -83 1,997
10 Dec 1284.85 1 -0.30 25.09 724 65 2,070
9 Dec 1295.15 1.3 -0.20 23.70 1,124 135 2,025
6 Dec 1311.55 1.5 -0.50 19.85 890 98 1,887
5 Dec 1322.05 2 0.30 19.02 2,493 -65 1,785
4 Dec 1308.95 1.7 -0.45 19.66 1,717 104 1,847
3 Dec 1323.30 2.15 -0.10 17.70 1,867 286 1,742
2 Dec 1309.15 2.25 0.50 19.77 2,260 105 1,444
29 Nov 1292.20 1.75 0.05 20.19 2,218 522 1,346
28 Nov 1270.80 1.7 -0.40 22.27 1,018 155 825
27 Nov 1293.20 2.1 -0.40 19.89 966 94 670
26 Nov 1295.70 2.5 -0.40 19.99 702 161 575
25 Nov 1287.00 2.9 0.10 20.99 1,001 244 417
22 Nov 1265.40 2.8 0.80 23.41 89 20 193
21 Nov 1223.00 2 -0.40 26.95 10 3 175
20 Nov 1241.65 2.4 0.00 24.93 286 5 171
19 Nov 1241.65 2.4 -0.60 24.93 286 4 171
18 Nov 1260.75 3 -0.45 22.95 323 -70 169
14 Nov 1267.60 3.45 0.00 21.40 233 125 240
13 Nov 1252.05 3.45 -1.55 22.89 78 20 115
12 Nov 1274.25 5 -0.35 22.56 53 3 84
11 Nov 1272.70 5.35 -1.95 22.16 68 28 82
8 Nov 1283.75 7.3 -3.80 22.43 52 39 54
7 Nov 1305.65 11.1 -3.85 21.83 14 3 14
6 Nov 1325.35 14.95 -0.05 21.00 15 10 11
5 Nov 1305.30 15 -259.70 23.95 1 0 0
4 Nov 1302.15 274.7 0.00 5.01 0 0 0
1 Nov 1338.65 274.7 0.00 3.15 0 0 0
31 Oct 1332.05 274.7 0.00 - 0 0 0
30 Oct 1343.90 274.7 0.00 - 0 0 0
29 Oct 1340.00 274.7 0.00 - 0 0 0
28 Oct 1334.35 274.7 - 0 0 0


For Reliance Industries Ltd - strike price 1420 expiring on 26DEC2024

Delta for 1420 CE is 0.01

Historical price for 1420 CE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 49.78, the open interest changed by -73 which decreased total open position to 1044


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 44.51, the open interest changed by -104 which decreased total open position to 1116


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 40.28, the open interest changed by -131 which decreased total open position to 1222


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 38.89, the open interest changed by -123 which decreased total open position to 1342


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 33.05, the open interest changed by -137 which decreased total open position to 1466


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 29.06, the open interest changed by -103 which decreased total open position to 1608


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 29.95, the open interest changed by -276 which decreased total open position to 1713


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 25.59, the open interest changed by -83 which decreased total open position to 1997


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 25.09, the open interest changed by 65 which increased total open position to 2070


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 23.70, the open interest changed by 135 which increased total open position to 2025


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 19.85, the open interest changed by 98 which increased total open position to 1887


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 2, which was 0.30 higher than the previous day. The implied volatity was 19.02, the open interest changed by -65 which decreased total open position to 1785


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 19.66, the open interest changed by 104 which increased total open position to 1847


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 2.15, which was -0.10 lower than the previous day. The implied volatity was 17.70, the open interest changed by 286 which increased total open position to 1742


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 2.25, which was 0.50 higher than the previous day. The implied volatity was 19.77, the open interest changed by 105 which increased total open position to 1444


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 20.19, the open interest changed by 522 which increased total open position to 1346


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 22.27, the open interest changed by 155 which increased total open position to 825


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 19.89, the open interest changed by 94 which increased total open position to 670


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 2.5, which was -0.40 lower than the previous day. The implied volatity was 19.99, the open interest changed by 161 which increased total open position to 575


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 2.9, which was 0.10 higher than the previous day. The implied volatity was 20.99, the open interest changed by 244 which increased total open position to 417


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 2.8, which was 0.80 higher than the previous day. The implied volatity was 23.41, the open interest changed by 20 which increased total open position to 193


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 26.95, the open interest changed by 3 which increased total open position to 175


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 24.93, the open interest changed by 5 which increased total open position to 171


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 24.93, the open interest changed by 4 which increased total open position to 171


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 22.95, the open interest changed by -70 which decreased total open position to 169


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 21.40, the open interest changed by 125 which increased total open position to 240


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 3.45, which was -1.55 lower than the previous day. The implied volatity was 22.89, the open interest changed by 20 which increased total open position to 115


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 5, which was -0.35 lower than the previous day. The implied volatity was 22.56, the open interest changed by 3 which increased total open position to 84


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 5.35, which was -1.95 lower than the previous day. The implied volatity was 22.16, the open interest changed by 28 which increased total open position to 82


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 7.3, which was -3.80 lower than the previous day. The implied volatity was 22.43, the open interest changed by 39 which increased total open position to 54


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 11.1, which was -3.85 lower than the previous day. The implied volatity was 21.83, the open interest changed by 3 which increased total open position to 14


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 14.95, which was -0.05 lower than the previous day. The implied volatity was 21.00, the open interest changed by 10 which increased total open position to 11


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 15, which was -259.70 lower than the previous day. The implied volatity was 23.95, 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 274.7, which was 0.00 lower than the previous day. The implied volatity was 5.01, 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 274.7, which was 0.00 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 274.7, 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 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 274.7, 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 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 274.7, 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 274.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RELIANCE 26DEC2024 1420 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 185.75 -0.25 - 1 0 263
19 Dec 1230.45 186 22.25 - 1 0 264
18 Dec 1253.25 163.75 28.25 47.82 2 0 266
17 Dec 1245.30 135.5 0.00 0.00 0 0 0
16 Dec 1268.30 135.5 0.00 0.00 0 0 0
13 Dec 1272.85 135.5 0.00 0.00 0 0 0
12 Dec 1262.90 135.5 0.00 0.00 0 -1 0
11 Dec 1278.20 135.5 7.80 22.76 1 0 267
10 Dec 1284.85 127.7 9.30 - 1 0 266
9 Dec 1295.15 118.4 15.55 24.05 9 -3 265
6 Dec 1311.55 102.85 7.85 21.63 4 2 269
5 Dec 1322.05 95 -8.05 22.81 7 -2 263
4 Dec 1308.95 103.05 8.70 17.92 3 0 266
3 Dec 1323.30 94.35 -8.65 26.42 29 0 268
2 Dec 1309.15 103 -15.45 21.04 14 2 271
29 Nov 1292.20 118.45 -22.40 15.62 19 9 273
28 Nov 1270.80 140.85 23.85 27.76 101 68 268
27 Nov 1293.20 117 -1.00 18.86 66 56 199
26 Nov 1295.70 118 -2.15 24.20 131 127 141
25 Nov 1287.00 120.15 -26.00 21.35 4 6 13
22 Nov 1265.40 146.15 -9.85 24.34 5 1 8
21 Nov 1223.00 156 0.00 0.00 0 0 0
20 Nov 1241.65 156 0.00 0.00 0 0 0
19 Nov 1241.65 156 0.00 0.00 0 5 0
18 Nov 1260.75 156 2.00 31.73 5 0 2
14 Nov 1267.60 154 0.00 0.00 0 0 0
13 Nov 1252.05 154 21.75 21.85 1 0 2
12 Nov 1274.25 132.25 0.00 0.00 0 0 0
11 Nov 1272.70 132.25 0.00 0.00 0 0 0
8 Nov 1283.75 132.25 -18.75 25.72 2 0 2
7 Nov 1305.65 151 0.00 0.00 0 0 0
6 Nov 1325.35 151 0.00 0.00 0 0 0
5 Nov 1305.30 151 0.00 0.00 0 0 0
4 Nov 1302.15 151 0.00 0.00 0 0 0
1 Nov 1338.65 151 0.00 0.00 0 0 2
31 Oct 1332.05 151 0.00 - 0 0 2
30 Oct 1343.90 151 0.00 - 0 0 0
29 Oct 1340.00 151 0.00 - 0 2 0
28 Oct 1334.35 151 - 0 1 2


For Reliance Industries Ltd - strike price 1420 expiring on 26DEC2024

Delta for 1420 PE is -

Historical price for 1420 PE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 185.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 263


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 186, which was 22.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 264


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 163.75, which was 28.25 higher than the previous day. The implied volatity was 47.82, the open interest changed by 0 which decreased total open position to 266


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 135.5, 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 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 135.5, 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 Dec RELIANCE was trading at 1272.85. The strike last trading price was 135.5, 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 135.5, 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 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 135.5, which was 7.80 higher than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 267


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 127.7, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 266


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 118.4, which was 15.55 higher than the previous day. The implied volatity was 24.05, the open interest changed by -3 which decreased total open position to 265


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 102.85, which was 7.85 higher than the previous day. The implied volatity was 21.63, the open interest changed by 2 which increased total open position to 269


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 95, which was -8.05 lower than the previous day. The implied volatity was 22.81, the open interest changed by -2 which decreased total open position to 263


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 103.05, which was 8.70 higher than the previous day. The implied volatity was 17.92, the open interest changed by 0 which decreased total open position to 266


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 94.35, which was -8.65 lower than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 268


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 103, which was -15.45 lower than the previous day. The implied volatity was 21.04, the open interest changed by 2 which increased total open position to 271


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 118.45, which was -22.40 lower than the previous day. The implied volatity was 15.62, the open interest changed by 9 which increased total open position to 273


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 140.85, which was 23.85 higher than the previous day. The implied volatity was 27.76, the open interest changed by 68 which increased total open position to 268


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 117, which was -1.00 lower than the previous day. The implied volatity was 18.86, the open interest changed by 56 which increased total open position to 199


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 118, which was -2.15 lower than the previous day. The implied volatity was 24.20, the open interest changed by 127 which increased total open position to 141


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 120.15, which was -26.00 lower than the previous day. The implied volatity was 21.35, the open interest changed by 6 which increased total open position to 13


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 146.15, which was -9.85 lower than the previous day. The implied volatity was 24.34, the open interest changed by 1 which increased total open position to 8


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 156, 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 156, 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 156, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 156, which was 2.00 higher than the previous day. The implied volatity was 31.73, 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 154, 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 154, which was 21.75 higher than the previous day. The implied volatity was 21.85, the open interest changed by 0 which decreased total open position to 2


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 132.25, 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 132.25, 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 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 132.25, which was -18.75 lower than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 2


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 151, 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 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 151, 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 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 151, 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 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 151, 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 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 151, 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 151, 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 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 151, 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 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 151, 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 151, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to