RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1420 CE | ||||||||||
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Delta: 0.01
Vega: 0.05
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.3 | -0.05 | 46.69 | 848 | -526 | 2,976 | |||
| 20 Nov | 1241.65 | 0.35 | 0.00 | 38.46 | 2,320 | -416 | 3,508 | |||
| 19 Nov | 1241.65 | 0.35 | -0.15 | 38.46 | 2,320 | -410 | 3,508 | |||
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| 18 Nov | 1260.75 | 0.5 | -0.30 | 33.97 | 1,186 | -302 | 3,918 | |||
| 14 Nov | 1267.60 | 0.8 | -0.20 | 29.28 | 1,464 | -2 | 4,206 | |||
| 13 Nov | 1252.05 | 1 | -0.05 | 31.82 | 3,726 | -652 | 4,214 | |||
| 12 Nov | 1274.25 | 1.05 | -0.05 | 28.13 | 1,890 | 34 | 4,900 | |||
| 11 Nov | 1272.70 | 1.1 | -0.45 | 26.81 | 2,122 | -140 | 4,858 | |||
| 8 Nov | 1283.75 | 1.55 | -0.85 | 25.10 | 6,066 | -166 | 5,024 | |||
| 7 Nov | 1305.65 | 2.4 | -1.45 | 22.59 | 4,000 | 378 | 5,182 | |||
| 6 Nov | 1325.35 | 3.85 | 0.10 | 20.98 | 7,912 | 354 | 4,830 | |||
| 5 Nov | 1305.30 | 3.75 | -0.45 | 23.57 | 6,586 | 178 | 4,466 | |||
| 4 Nov | 1302.15 | 4.2 | -3.20 | 25.31 | 11,994 | 292 | 4,288 | |||
| 1 Nov | 1338.65 | 7.4 | -0.55 | 20.68 | 846 | -38 | 3,994 | |||
| 31 Oct | 1332.05 | 7.95 | -1.70 | - | 5,790 | 1,056 | 4,016 | |||
| 30 Oct | 1343.90 | 9.65 | 0.00 | - | 3,104 | 232 | 2,952 | |||
| 29 Oct | 1340.00 | 9.65 | -0.30 | - | 4,122 | 126 | 2,738 | |||
| 28 Oct | 1334.35 | 9.95 | - | 5,784 | 1,510 | 2,610 | ||||
For Reliance Industries Ltd - strike price 1420 expiring on 28NOV2024
Delta for 1420 CE is 0.01
Historical price for 1420 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 46.69, the open interest changed by -263 which decreased total open position to 1488
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 38.46, the open interest changed by -208 which decreased total open position to 1754
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 38.46, the open interest changed by -205 which decreased total open position to 1754
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 33.97, the open interest changed by -151 which decreased total open position to 1959
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 29.28, the open interest changed by -1 which decreased total open position to 2103
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 31.82, the open interest changed by -326 which decreased total open position to 2107
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 28.13, the open interest changed by 17 which increased total open position to 2450
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 26.81, the open interest changed by -70 which decreased total open position to 2429
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 1.55, which was -0.85 lower than the previous day. The implied volatity was 25.10, the open interest changed by -83 which decreased total open position to 2512
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 2.4, which was -1.45 lower than the previous day. The implied volatity was 22.59, the open interest changed by 189 which increased total open position to 2591
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was 20.98, the open interest changed by 177 which increased total open position to 2415
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 3.75, which was -0.45 lower than the previous day. The implied volatity was 23.57, the open interest changed by 89 which increased total open position to 2233
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 4.2, which was -3.20 lower than the previous day. The implied volatity was 25.31, the open interest changed by 146 which increased total open position to 2144
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 7.4, which was -0.55 lower than the previous day. The implied volatity was 20.68, the open interest changed by -19 which decreased total open position to 1997
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 7.95, which was -1.70 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 9.65, 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 9.65, which was -0.30 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 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 195 | 15.50 | - | 30 | -10 | 1,492 |
| 20 Nov | 1241.65 | 179.5 | 0.00 | 39.13 | 8 | -2 | 1,502 |
| 19 Nov | 1241.65 | 179.5 | 23.00 | 39.13 | 8 | -2 | 1,502 |
| 18 Nov | 1260.75 | 156.5 | 6.00 | - | 14 | -4 | 1,504 |
| 14 Nov | 1267.60 | 150.5 | -11.90 | 37.39 | 646 | -266 | 1,510 |
| 13 Nov | 1252.05 | 162.4 | 27.15 | 31.39 | 1,240 | -514 | 1,776 |
| 12 Nov | 1274.25 | 135.25 | -6.30 | - | 4 | -2 | 2,292 |
| 11 Nov | 1272.70 | 141.55 | 10.55 | 28.59 | 10 | 2 | 2,294 |
| 8 Nov | 1283.75 | 131 | 25.45 | - | 42 | -20 | 2,294 |
| 7 Nov | 1305.65 | 105.55 | 12.55 | - | 6 | 4 | 2,314 |
| 6 Nov | 1325.35 | 93 | -14.00 | 25.95 | 32 | 2 | 2,308 |
| 5 Nov | 1305.30 | 107 | -10.20 | 23.01 | 6 | 0 | 2,308 |
| 4 Nov | 1302.15 | 117.2 | 33.40 | 26.58 | 178 | 0 | 2,306 |
| 1 Nov | 1338.65 | 83.8 | -1.45 | 25.62 | 2 | 0 | 2,308 |
| 31 Oct | 1332.05 | 85.25 | 10.25 | - | 1,038 | 562 | 2,306 |
| 30 Oct | 1343.90 | 75 | -3.50 | - | 204 | 82 | 1,730 |
| 29 Oct | 1340.00 | 78.5 | -6.45 | - | 118 | 38 | 1,644 |
| 28 Oct | 1334.35 | 84.95 | - | 410 | 893 | 1,604 | |
For Reliance Industries Ltd - strike price 1420 expiring on 28NOV2024
Delta for 1420 PE is -
Historical price for 1420 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 195, which was 15.50 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 746
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 179.5, which was 0.00 lower than the previous day. The implied volatity was 39.13, the open interest changed by -1 which decreased total open position to 751
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 179.5, which was 23.00 higher than the previous day. The implied volatity was 39.13, the open interest changed by -1 which decreased total open position to 751
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 156.5, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 752
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 150.5, which was -11.90 lower than the previous day. The implied volatity was 37.39, the open interest changed by -133 which decreased total open position to 755
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 162.4, which was 27.15 higher than the previous day. The implied volatity was 31.39, the open interest changed by -257 which decreased total open position to 888
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 135.25, which was -6.30 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1146
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 141.55, which was 10.55 higher than the previous day. The implied volatity was 28.59, the open interest changed by 1 which increased total open position to 1147
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 131, which was 25.45 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 1147
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 105.55, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 1157
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 93, which was -14.00 lower than the previous day. The implied volatity was 25.95, the open interest changed by 1 which increased total open position to 1154
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 107, which was -10.20 lower than the previous day. The implied volatity was 23.01, the open interest changed by 0 which decreased total open position to 1154
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 117.2, which was 33.40 higher than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 1153
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 83.8, which was -1.45 lower than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 1154
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 85.25, which was 10.25 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 75, which was -3.50 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 78.5, which was -6.45 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 84.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
