RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
07 May 2026 11:55 AM IST
| RELIANCE 26-May-2026 (19d) 1430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.01
Theta: -0.81
Gamma: 0.00542
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 1438.90 | 35.45 | -1.3999999999999986 (-3.80%) | 21.71 | 3,046 | 29 | 1,787 | |||||||||
| 6 May | 1437.90 | 35.8 | -15.050000000000004 (-29.60%) | 21.35 | 6,533 | 578 | 1,755 | |||||||||
| 5 May | 1463.60 | 51.4 | -0.45000000000000284 (-0.87%) | 20.96 | 998 | -119 | 1,182 | |||||||||
| 4 May | 1463.10 | 53.55 | 19.599999999999994 (57.73%) | 19.35 | 5,749 | -194 | 1,308 | |||||||||
| 30 Apr | 1430.80 | 35.55 | 5.549999999999997 (18.50%) | 19.15 | 14,555 | 560 | 2,062 | |||||||||
| 29 Apr | 1425.40 | 33.8 | 15.399999999999999 (83.70%) | 19.72 | 12,784 | 751 | 1,505 | |||||||||
| 28 Apr | 1388.90 | 19.15 | 3.9999999999999982 (26.40%) | 20.37 | 5,042 | 277 | 781 | |||||||||
| 27 Apr | 1365.80 | 15.85 | 2.9000000000000004 (22.39%) | 23.18 | 1,754 | 170 | 471 | |||||||||
| 24 Apr | 1327.80 | 13.4 | -2.950000000000001 (-18.04%) | 27.73 | 493 | 124 | 298 | |||||||||
| 23 Apr | 1343.40 | 16.45 | -2.8500000000000014 (-14.77%) | 27.15 | 181 | 4 | 174 | |||||||||
| 22 Apr | 1362.10 | 19.25 | 0.6499999999999986 (3.49%) | 25.29 | 95 | 44 | 170 | |||||||||
| 21 Apr | 1353.30 | 18 | -2.1000000000000014 (-10.45%) | 25.37 | 83 | 24 | 126 | |||||||||
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| 20 Apr | 1363.30 | 19.8 | -1.5999999999999979 (-7.48%) | 24.79 | 161 | 28 | 102 | |||||||||
| 17 Apr | 1365.00 | 21.4 | 4.449999999999999 (26.25%) | 24.15 | 61 | 32 | 74 | |||||||||
| 16 Apr | 1343.30 | 16.8 | 0.15000000000000213 (0.90%) | 24.86 | 91 | 20 | 38 | |||||||||
| 15 Apr | 1344.10 | 16.65 | -1.3500000000000014 (-7.50%) | 24.54 | 18 | 8 | 18 | |||||||||
| 13 Apr | 1315.10 | 18 | -1 (-5.26%) | - | 0 | 0 | 10 | |||||||||
| 10 Apr | 1350.20 | 18 | -1 (-5.26%) | - | 0 | 0 | 10 | |||||||||
| 9 Apr | 1330.00 | 18 | 2.1 (13.21%) | 24.6 | 1 | 0 | 10 | |||||||||
| 8 Apr | 1347.80 | 15.9 | -1.75 (-9.92%) | - | 0 | 0 | 10 | |||||||||
| 7 Apr | 1304.60 | 15.9 | -1.75 (-9.92%) | 26.26 | 14 | -7 | 9 | |||||||||
| 6 Apr | 1304.70 | 17.65 | -9.4 (-34.75%) | 27.33 | 16 | 15 | 15 | |||||||||
| 2 Apr | 1350.50 | 27.05 | 0 (0.00%) | 3.08 | 0 | 0 | 0 | |||||||||
| 1 Apr | 1369.20 | 27.05 | 0 (0.00%) | 2.06 | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1430 expiring on 26MAY2026
Delta for 1430 CE is 0.58
Historical price for 1430 CE is as follows
On 7 May RELIANCE was trading at 1438.90. The strike last trading price was 35.45, which was -1.3999999999999986 lower than the previous day. The implied volatity was 21.71, the open interest changed by 29 which increased total open position to 1787
On 6 May RELIANCE was trading at 1437.90. The strike last trading price was 35.8, which was -15.050000000000004 lower than the previous day. The implied volatity was 21.35, the open interest changed by 578 which increased total open position to 1755
On 5 May RELIANCE was trading at 1463.60. The strike last trading price was 51.4, which was -0.45000000000000284 lower than the previous day. The implied volatity was 20.96, the open interest changed by -119 which decreased total open position to 1182
On 4 May RELIANCE was trading at 1463.10. The strike last trading price was 53.55, which was 19.599999999999994 higher than the previous day. The implied volatity was 19.35, the open interest changed by -194 which decreased total open position to 1308
On 30 Apr RELIANCE was trading at 1430.80. The strike last trading price was 35.55, which was 5.549999999999997 higher than the previous day. The implied volatity was 19.15, the open interest changed by 560 which increased total open position to 2062
On 29 Apr RELIANCE was trading at 1425.40. The strike last trading price was 33.8, which was 15.399999999999999 higher than the previous day. The implied volatity was 19.72, the open interest changed by 751 which increased total open position to 1505
On 28 Apr RELIANCE was trading at 1388.90. The strike last trading price was 19.15, which was 3.9999999999999982 higher than the previous day. The implied volatity was 20.37, the open interest changed by 277 which increased total open position to 781
On 27 Apr RELIANCE was trading at 1365.80. The strike last trading price was 15.85, which was 2.9000000000000004 higher than the previous day. The implied volatity was 23.18, the open interest changed by 170 which increased total open position to 471
On 24 Apr RELIANCE was trading at 1327.80. The strike last trading price was 13.4, which was -2.950000000000001 lower than the previous day. The implied volatity was 27.73, the open interest changed by 124 which increased total open position to 298
On 23 Apr RELIANCE was trading at 1343.40. The strike last trading price was 16.45, which was -2.8500000000000014 lower than the previous day. The implied volatity was 27.15, the open interest changed by 4 which increased total open position to 174
On 22 Apr RELIANCE was trading at 1362.10. The strike last trading price was 19.25, which was 0.6499999999999986 higher than the previous day. The implied volatity was 25.29, the open interest changed by 44 which increased total open position to 170
On 21 Apr RELIANCE was trading at 1353.30. The strike last trading price was 18, which was -2.1000000000000014 lower than the previous day. The implied volatity was 25.37, the open interest changed by 24 which increased total open position to 126
On 20 Apr RELIANCE was trading at 1363.30. The strike last trading price was 19.8, which was -1.5999999999999979 lower than the previous day. The implied volatity was 24.79, the open interest changed by 28 which increased total open position to 102
On 17 Apr RELIANCE was trading at 1365.00. The strike last trading price was 21.4, which was 4.449999999999999 higher than the previous day. The implied volatity was 24.15, the open interest changed by 32 which increased total open position to 74
On 16 Apr RELIANCE was trading at 1343.30. The strike last trading price was 16.8, which was 0.15000000000000213 higher than the previous day. The implied volatity was 24.86, the open interest changed by 20 which increased total open position to 38
On 15 Apr RELIANCE was trading at 1344.10. The strike last trading price was 16.65, which was -1.3500000000000014 lower than the previous day. The implied volatity was 24.54, the open interest changed by 8 which increased total open position to 18
On 13 Apr RELIANCE was trading at 1315.10. The strike last trading price was 18, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Apr RELIANCE was trading at 1350.20. The strike last trading price was 18, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Apr RELIANCE was trading at 1330.00. The strike last trading price was 18, which was 2.1 higher than the previous day. The implied volatity was 24.6, the open interest changed by 0 which decreased total open position to 10
On 8 Apr RELIANCE was trading at 1347.80. The strike last trading price was 15.9, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 7 Apr RELIANCE was trading at 1304.60. The strike last trading price was 15.9, which was -1.75 lower than the previous day. The implied volatity was 26.26, the open interest changed by -7 which decreased total open position to 9
On 6 Apr RELIANCE was trading at 1304.70. The strike last trading price was 17.65, which was -9.4 lower than the previous day. The implied volatity was 27.33, the open interest changed by 15 which increased total open position to 15
On 2 Apr RELIANCE was trading at 1350.50. The strike last trading price was 27.05, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
On 1 Apr RELIANCE was trading at 1369.20. The strike last trading price was 27.05, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26-May-2026 (19d) 1430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.01
Theta: -0.54
Gamma: 0.00583
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 1438.90 | 20.7 | 0.1999999999999993 (0.98%) | 20.13 | 4,705 | 262 | 1,732 |
| 6 May | 1437.90 | 21 | 6 (40.00%) | 20.05 | 9,355 | -96 | 1,622 |
| 5 May | 1463.60 | 14.7 | -1 (-6.37%) | 21.28 | 4,504 | 124 | 1,718 |
| 4 May | 1463.10 | 15.1 | -13.950000000000001 (-48.02%) | 22.27 | 7,005 | 179 | 1,596 |
| 30 Apr | 1430.80 | 27.35 | -3.549999999999997 (-11.49%) | 21.44 | 6,903 | -159 | 1,258 |
| 29 Apr | 1425.40 | 29.55 | -24.2 (-45.02%) | 20.83 | 5,719 | 1,233 | 1,432 |
| 28 Apr | 1388.90 | 52.5 | -18.450000000000003 (-26.00%) | 21.86 | 216 | 46 | 198 |
| 27 Apr | 1365.80 | 71.2 | -33.8 (-32.19%) | 21.76 | 164 | 137 | 149 |
| 24 Apr | 1327.80 | 105 | 14.5 (16.02%) | 24.34 | 2 | 1 | 11 |
| 23 Apr | 1343.40 | 90.5 | 10 (12.42%) | 24.33 | 2 | 1 | 9 |
| 22 Apr | 1362.10 | 80.5 | -1.2000000000000028 (-1.47%) | 24.65 | 4 | 3 | 7 |
| 21 Apr | 1353.30 | 81.7 | -15.299999999999997 (-15.77%) | 23.33 | 2 | 1 | 3 |
| 20 Apr | 1363.30 | 97 | 97 | - | 0 | 0 | 2 |
| 17 Apr | 1365.00 | 97 | 97 (0.83%) | 22.46 | 0 | 0 | 2 |
| 16 Apr | 1343.30 | 97 | 0.7999999999999972 (0.83%) | 22.46 | 1 | 0 | 1 |
| 15 Apr | 1344.10 | 96.2 | -1.1499999999999915 (-1.18%) | 25.41 | 1 | 0 | 0 |
| 13 Apr | 1315.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1350.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 1330.00 | 97.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1347.80 | 97.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1304.60 | 97.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1304.70 | 97.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1350.50 | 97.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 1369.20 | 97.35 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1430 expiring on 26MAY2026
Delta for 1430 PE is -0.42
Historical price for 1430 PE is as follows
On 7 May RELIANCE was trading at 1438.90. The strike last trading price was 20.7, which was 0.1999999999999993 higher than the previous day. The implied volatity was 20.13, the open interest changed by 262 which increased total open position to 1732
On 6 May RELIANCE was trading at 1437.90. The strike last trading price was 21, which was 6 higher than the previous day. The implied volatity was 20.05, the open interest changed by -96 which decreased total open position to 1622
On 5 May RELIANCE was trading at 1463.60. The strike last trading price was 14.7, which was -1 lower than the previous day. The implied volatity was 21.28, the open interest changed by 124 which increased total open position to 1718
On 4 May RELIANCE was trading at 1463.10. The strike last trading price was 15.1, which was -13.950000000000001 lower than the previous day. The implied volatity was 22.27, the open interest changed by 179 which increased total open position to 1596
On 30 Apr RELIANCE was trading at 1430.80. The strike last trading price was 27.35, which was -3.549999999999997 lower than the previous day. The implied volatity was 21.44, the open interest changed by -159 which decreased total open position to 1258
On 29 Apr RELIANCE was trading at 1425.40. The strike last trading price was 29.55, which was -24.2 lower than the previous day. The implied volatity was 20.83, the open interest changed by 1233 which increased total open position to 1432
On 28 Apr RELIANCE was trading at 1388.90. The strike last trading price was 52.5, which was -18.450000000000003 lower than the previous day. The implied volatity was 21.86, the open interest changed by 46 which increased total open position to 198
On 27 Apr RELIANCE was trading at 1365.80. The strike last trading price was 71.2, which was -33.8 lower than the previous day. The implied volatity was 21.76, the open interest changed by 137 which increased total open position to 149
On 24 Apr RELIANCE was trading at 1327.80. The strike last trading price was 105, which was 14.5 higher than the previous day. The implied volatity was 24.34, the open interest changed by 1 which increased total open position to 11
On 23 Apr RELIANCE was trading at 1343.40. The strike last trading price was 90.5, which was 10 higher than the previous day. The implied volatity was 24.33, the open interest changed by 1 which increased total open position to 9
On 22 Apr RELIANCE was trading at 1362.10. The strike last trading price was 80.5, which was -1.2000000000000028 lower than the previous day. The implied volatity was 24.65, the open interest changed by 3 which increased total open position to 7
On 21 Apr RELIANCE was trading at 1353.30. The strike last trading price was 81.7, which was -15.299999999999997 lower than the previous day. The implied volatity was 23.33, the open interest changed by 1 which increased total open position to 3
On 20 Apr RELIANCE was trading at 1363.30. The strike last trading price was 97, which was 97 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr RELIANCE was trading at 1365.00. The strike last trading price was 97, which was 97 higher than the previous day. The implied volatity was 22.46, the open interest changed by 0 which decreased total open position to 2
On 16 Apr RELIANCE was trading at 1343.30. The strike last trading price was 97, which was 0.7999999999999972 higher than the previous day. The implied volatity was 22.46, the open interest changed by 0 which decreased total open position to 1
On 15 Apr RELIANCE was trading at 1344.10. The strike last trading price was 96.2, which was -1.1499999999999915 lower than the previous day. The implied volatity was 25.41, the open interest changed by 0 which decreased total open position to 0
On 13 Apr RELIANCE was trading at 1315.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr RELIANCE was trading at 1350.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr RELIANCE was trading at 1330.00. The strike last trading price was 97.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr RELIANCE was trading at 1347.80. The strike last trading price was 97.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr RELIANCE was trading at 1304.60. The strike last trading price was 97.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr RELIANCE was trading at 1304.70. The strike last trading price was 97.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr RELIANCE was trading at 1350.50. The strike last trading price was 97.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr RELIANCE was trading at 1369.20. The strike last trading price was 97.35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
