RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1440 CE | ||||||||||
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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 | 0.3 | -0.05 | - | 308 | -174 | 2,208 | |||
| 20 Nov | 1241.65 | 0.35 | 0.00 | 41.85 | 1,096 | -400 | 2,384 | |||
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| 19 Nov | 1241.65 | 0.35 | -0.05 | 41.85 | 1,096 | -398 | 2,384 | |||
| 18 Nov | 1260.75 | 0.4 | -0.15 | 36.20 | 828 | -384 | 2,802 | |||
| 14 Nov | 1267.60 | 0.55 | -0.25 | 30.48 | 864 | -346 | 3,188 | |||
| 13 Nov | 1252.05 | 0.8 | -0.05 | 33.56 | 1,622 | -362 | 3,534 | |||
| 12 Nov | 1274.25 | 0.85 | 0.05 | 29.99 | 1,254 | -190 | 3,908 | |||
| 11 Nov | 1272.70 | 0.8 | -0.30 | 28.14 | 1,804 | -258 | 4,118 | |||
| 8 Nov | 1283.75 | 1.1 | -0.70 | 26.19 | 2,874 | 66 | 4,394 | |||
| 7 Nov | 1305.65 | 1.8 | -0.90 | 24.04 | 3,702 | 152 | 4,330 | |||
| 6 Nov | 1325.35 | 2.7 | -0.10 | 22.13 | 5,298 | 494 | 4,194 | |||
| 5 Nov | 1305.30 | 2.8 | -0.25 | 24.81 | 4,348 | 56 | 3,690 | |||
| 4 Nov | 1302.15 | 3.05 | -1.75 | 26.18 | 8,194 | -536 | 3,642 | |||
| 1 Nov | 1338.65 | 4.8 | -0.35 | 20.95 | 1,110 | 120 | 4,174 | |||
| 31 Oct | 1332.05 | 5.15 | -1.30 | - | 6,082 | 340 | 4,056 | |||
| 30 Oct | 1343.90 | 6.45 | -0.30 | - | 2,682 | 836 | 3,716 | |||
| 29 Oct | 1340.00 | 6.75 | -0.45 | - | 1,838 | 594 | 2,876 | |||
| 28 Oct | 1334.35 | 7.2 | - | 2,238 | 1,702 | 2,290 | ||||
For Reliance Industries Ltd - strike price 1440 expiring on 28NOV2024
Delta for 1440 CE is -
Historical price for 1440 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 -, the open interest changed by -87 which decreased total open position to 1104
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 41.85, the open interest changed by -200 which decreased total open position to 1192
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 41.85, the open interest changed by -199 which decreased total open position to 1192
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 36.20, the open interest changed by -192 which decreased total open position to 1401
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 30.48, the open interest changed by -173 which decreased total open position to 1594
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 33.56, the open interest changed by -181 which decreased total open position to 1767
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 29.99, the open interest changed by -95 which decreased total open position to 1954
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 28.14, the open interest changed by -129 which decreased total open position to 2059
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 1.1, which was -0.70 lower than the previous day. The implied volatity was 26.19, the open interest changed by 33 which increased total open position to 2197
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 1.8, which was -0.90 lower than the previous day. The implied volatity was 24.04, the open interest changed by 76 which increased total open position to 2165
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 2.7, which was -0.10 lower than the previous day. The implied volatity was 22.13, the open interest changed by 247 which increased total open position to 2097
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 2.8, which was -0.25 lower than the previous day. The implied volatity was 24.81, the open interest changed by 28 which increased total open position to 1845
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 3.05, which was -1.75 lower than the previous day. The implied volatity was 26.18, the open interest changed by -268 which decreased total open position to 1821
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 4.8, which was -0.35 lower than the previous day. The implied volatity was 20.95, the open interest changed by 60 which increased total open position to 2087
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 5.15, which was -1.30 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 6.45, 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 6.75, which was -0.45 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 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 217.75 | 36.90 | - | 6 | -2 | 354 |
| 20 Nov | 1241.65 | 180.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1241.65 | 180.85 | 0.00 | 0.00 | 0 | -12 | 0 |
| 18 Nov | 1260.75 | 180.85 | 39.85 | 54.59 | 12 | -10 | 358 |
| 14 Nov | 1267.60 | 141 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 141 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 141 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 141 | 0.00 | 0.00 | 0 | -18 | 0 |
| 8 Nov | 1283.75 | 141 | 15.30 | - | 18 | 0 | 386 |
| 7 Nov | 1305.65 | 125.7 | -6.15 | - | 4 | 0 | 384 |
| 6 Nov | 1325.35 | 131.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 131.85 | 0.00 | 0.00 | 0 | 6 | 0 |
| 4 Nov | 1302.15 | 131.85 | 31.05 | - | 18 | 8 | 386 |
| 1 Nov | 1338.65 | 100.8 | -3.60 | 26.56 | 4 | 0 | 374 |
| 31 Oct | 1332.05 | 104.4 | 13.40 | - | 148 | 108 | 372 |
| 30 Oct | 1343.90 | 91 | -5.10 | - | 124 | 88 | 262 |
| 29 Oct | 1340.00 | 96.1 | -6.65 | - | 120 | -22 | 174 |
| 28 Oct | 1334.35 | 102.75 | - | 114 | 109 | 196 | |
For Reliance Industries Ltd - strike price 1440 expiring on 28NOV2024
Delta for 1440 PE is -
Historical price for 1440 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 217.75, which was 36.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 177
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 180.85, 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 180.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 180.85, which was 39.85 higher than the previous day. The implied volatity was 54.59, the open interest changed by -5 which decreased total open position to 179
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 141, 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 141, 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 Nov RELIANCE was trading at 1274.25. The strike last trading price was 141, 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 141, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 141, which was 15.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 193
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 125.7, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 192
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 131.85, 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 131.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 131.85, which was 31.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 193
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 100.8, which was -3.60 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 187
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 104.4, which was 13.40 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 91, which was -5.10 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 96.1, which was -6.65 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 102.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
