RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1430 CE | ||||||||||
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Delta: 0.01
Vega: 0.04
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.25 | -0.05 | 47.50 | 398 | -82 | 1,632 | |||
| 20 Nov | 1241.65 | 0.3 | 0.00 | 39.45 | 354 | -82 | 1,714 | |||
| 19 Nov | 1241.65 | 0.3 | -0.20 | 39.45 | 354 | -82 | 1,714 | |||
| 18 Nov | 1260.75 | 0.5 | -0.30 | 35.68 | 274 | -92 | 1,798 | |||
| 14 Nov | 1267.60 | 0.8 | 0.00 | 30.79 | 796 | -260 | 1,914 | |||
| 13 Nov | 1252.05 | 0.8 | -0.10 | 32.24 | 1,534 | -618 | 2,174 | |||
| 12 Nov | 1274.25 | 0.9 | 0.05 | 28.84 | 590 | -186 | 2,798 | |||
| 11 Nov | 1272.70 | 0.85 | -0.40 | 27.04 | 1,944 | -516 | 3,016 | |||
| 8 Nov | 1283.75 | 1.25 | -0.75 | 25.45 | 2,624 | -540 | 3,538 | |||
| 7 Nov | 1305.65 | 2 | -1.20 | 23.14 | 2,182 | -26 | 4,074 | |||
| 6 Nov | 1325.35 | 3.2 | 0.00 | 21.53 | 3,710 | 228 | 4,108 | |||
| 5 Nov | 1305.30 | 3.2 | -0.30 | 24.13 | 2,354 | -54 | 3,884 | |||
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| 4 Nov | 1302.15 | 3.5 | -2.35 | 25.61 | 5,320 | -208 | 3,956 | |||
| 1 Nov | 1338.65 | 5.85 | -0.45 | 20.67 | 802 | 94 | 4,152 | |||
| 31 Oct | 1332.05 | 6.3 | -1.40 | - | 4,356 | 508 | 4,048 | |||
| 30 Oct | 1343.90 | 7.7 | -0.30 | - | 2,522 | 432 | 3,540 | |||
| 29 Oct | 1340.00 | 8 | -0.30 | - | 1,602 | 288 | 3,110 | |||
| 28 Oct | 1334.35 | 8.3 | - | 3,676 | 1,852 | 2,822 | ||||
For Reliance Industries Ltd - strike price 1430 expiring on 28NOV2024
Delta for 1430 CE is 0.01
Historical price for 1430 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 47.50, the open interest changed by -41 which decreased total open position to 816
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 39.45, the open interest changed by -41 which decreased total open position to 857
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 39.45, the open interest changed by -41 which decreased total open position to 857
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 35.68, the open interest changed by -46 which decreased total open position to 899
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 30.79, the open interest changed by -130 which decreased total open position to 957
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 32.24, the open interest changed by -309 which decreased total open position to 1087
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 28.84, the open interest changed by -93 which decreased total open position to 1399
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 27.04, the open interest changed by -258 which decreased total open position to 1508
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 25.45, the open interest changed by -270 which decreased total open position to 1769
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 2, which was -1.20 lower than the previous day. The implied volatity was 23.14, the open interest changed by -13 which decreased total open position to 2037
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 21.53, the open interest changed by 114 which increased total open position to 2054
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 3.2, which was -0.30 lower than the previous day. The implied volatity was 24.13, the open interest changed by -27 which decreased total open position to 1942
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 3.5, which was -2.35 lower than the previous day. The implied volatity was 25.61, the open interest changed by -104 which decreased total open position to 1978
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 5.85, which was -0.45 lower than the previous day. The implied volatity was 20.67, the open interest changed by 47 which increased total open position to 2076
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 6.3, which was -1.40 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 7.7, 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 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 8, 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 8.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1430 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 | 209.15 | 51.65 | - | 8 | -2 | 2,094 |
| 20 Nov | 1241.65 | 157.5 | 0.00 | - | 2 | -2 | 2,098 |
| 19 Nov | 1241.65 | 157.5 | -16.50 | - | 2 | 0 | 2,098 |
| 18 Nov | 1260.75 | 174 | 19.00 | 60.95 | 18 | -14 | 2,094 |
| 14 Nov | 1267.60 | 155 | -11.00 | - | 4 | 0 | 2,108 |
| 13 Nov | 1252.05 | 166 | 17.00 | - | 6 | -4 | 2,110 |
| 12 Nov | 1274.25 | 149 | -0.30 | - | 4 | 0 | 2,122 |
| 11 Nov | 1272.70 | 149.3 | 11.30 | - | 62 | -26 | 2,124 |
| 8 Nov | 1283.75 | 138 | 21.40 | - | 40 | 6 | 2,148 |
| 7 Nov | 1305.65 | 116.6 | 13.50 | - | 40 | 14 | 2,142 |
| 6 Nov | 1325.35 | 103.1 | -25.90 | 27.99 | 16 | -12 | 2,128 |
| 5 Nov | 1305.30 | 129 | 0.00 | 0.00 | 0 | -6 | 0 |
| 4 Nov | 1302.15 | 129 | 37.00 | 30.87 | 46 | -2 | 2,144 |
| 1 Nov | 1338.65 | 92 | -4.00 | 25.90 | 4 | 0 | 2,142 |
| 31 Oct | 1332.05 | 96 | 13.00 | - | 292 | 174 | 2,132 |
| 30 Oct | 1343.90 | 83 | -4.85 | - | 130 | 106 | 1,956 |
| 29 Oct | 1340.00 | 87.85 | -6.55 | - | 808 | 504 | 1,848 |
| 28 Oct | 1334.35 | 94.4 | - | 1,486 | 1,184 | 1,344 | |
For Reliance Industries Ltd - strike price 1430 expiring on 28NOV2024
Delta for 1430 PE is -
Historical price for 1430 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 209.15, which was 51.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1047
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 157.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1049
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 157.5, which was -16.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1049
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 174, which was 19.00 higher than the previous day. The implied volatity was 60.95, the open interest changed by -7 which decreased total open position to 1047
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 155, which was -11.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1054
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 166, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1055
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 149, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1061
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 149.3, which was 11.30 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 1062
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 138, which was 21.40 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 1074
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 116.6, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 1071
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 103.1, which was -25.90 lower than the previous day. The implied volatity was 27.99, the open interest changed by -6 which decreased total open position to 1064
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 129, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 129, which was 37.00 higher than the previous day. The implied volatity was 30.87, the open interest changed by -1 which decreased total open position to 1072
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 92, which was -4.00 lower than the previous day. The implied volatity was 25.90, the open interest changed by 0 which decreased total open position to 1071
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 96, which was 13.00 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 83, which was -4.85 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 87.85, which was -6.55 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 94.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
