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[--[65.84.65.76]--]
RELIANCE
Reliance Industries Ltd

1218.95 33.61 (2.84%)

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Historical option data for RELIANCE

11 Apr 2025 04:12 PM IST
RELIANCE 24APR2025 1440 CE
Delta: 0.02
Vega: 0.10
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1218.95 0.6 0.05 40.37 291 -12 1,423
9 Apr 1185.35 0.55 -0.1 42.38 217 -7 1,435
8 Apr 1182.20 0.65 -0.1 42.97 219 -42 1,441
7 Apr 1165.70 0.7 0.15 43.66 773 -13 1,481
4 Apr 1204.70 0.5 -0.15 33.37 869 -71 1,496
3 Apr 1248.70 0.65 -0.1 27.78 187 -26 1,566
2 Apr 1251.15 0.65 -0.1 26.61 229 -60 1,597
1 Apr 1252.60 0.8 -0.55 26.56 943 -89 1,658
28 Mar 1275.10 1.3 -0.65 23.74 1,965 439 1,747
27 Mar 1278.20 2 0.15 24.45 797 276 1,307
26 Mar 1273.05 1.85 -0.3 24.84 496 205 1,030
25 Mar 1285.45 2.05 -0.75 22.94 1,120 367 823
24 Mar 1302.10 2.9 1.15 21.84 1,186 118 456
21 Mar 1276.35 1.6 0.05 21.23 562 156 383
20 Mar 1269.15 1.5 0.25 21.79 98 21 228
19 Mar 1247.15 1.25 0 23.07 48 8 208
18 Mar 1238.80 1.3 -0.15 23.81 168 45 201
17 Mar 1238.85 1.45 -0.45 23.73 46 -19 159
13 Mar 1247.90 2 -0.45 23.24 91 23 178
12 Mar 1257.05 2.5 0.15 22.90 29 22 153
11 Mar 1247.30 2.25 0.15 23.13 31 19 130
10 Mar 1238.40 2.1 -0.9 23.64 45 1 111
7 Mar 1249.80 3 1.2 23.45 157 75 110
6 Mar 1209.60 1.8 0.7 24.63 1 0 36
5 Mar 1175.60 1.1 0 25.64 1 0 36
3 Mar 1171.25 1.8 0.4 27.70 12 1 43
28 Feb 1200.10 1.4 -0.05 23.48 6 1 42
27 Feb 1207.10 1.5 -0.5 22.27 29 13 41
26 Feb 1204.00 2 -2 23.60 13 -9 27
25 Feb 1204.00 2 -2 23.60 13 -10 27
24 Feb 1214.55 4 0 0.00 0 0 0
21 Feb 1228.15 4 0 0.00 0 0 0
20 Feb 1233.00 4 -0.2 22.84 1 0 37
19 Feb 1227.45 4.2 -0.05 23.26 8 1 37
17 Feb 1224.90 4.25 -0.65 23.23 2 1 37
14 Feb 1217.25 4.9 -0.1 24.50 4 3 35
13 Feb 1216.10 5 0.4 24.25 9 -1 32
12 Feb 1216.55 4.5 -1.5 23.44 10 1 31
11 Feb 1234.85 6 -0.6 22.73 4 2 30
7 Feb 1266.70 6.6 0 0.00 0 0 0
6 Feb 1281.55 6.6 -1.45 17.71 2 0 28
5 Feb 1278.20 8.05 -0.45 19.07 3 1 28
4 Feb 1285.20 8.5 1 18.80 15 13 26
3 Feb 1245.90 7.5 -2.5 21.67 3 1 12
1 Feb 1264.60 10 -1.05 21.43 12 8 12


For Reliance Industries Ltd - strike price 1440 expiring on 24APR2025

Delta for 1440 CE is 0.02

Historical price for 1440 CE is as follows

On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 40.37, the open interest changed by -12 which decreased total open position to 1423


On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 42.38, the open interest changed by -7 which decreased total open position to 1435


On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 42.97, the open interest changed by -42 which decreased total open position to 1441


On 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 43.66, the open interest changed by -13 which decreased total open position to 1481


On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 33.37, the open interest changed by -71 which decreased total open position to 1496


On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 27.78, the open interest changed by -26 which decreased total open position to 1566


On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 26.61, the open interest changed by -60 which decreased total open position to 1597


On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 26.56, the open interest changed by -89 which decreased total open position to 1658


On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 1.3, which was -0.65 lower than the previous day. The implied volatity was 23.74, the open interest changed by 439 which increased total open position to 1747


On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 24.45, the open interest changed by 276 which increased total open position to 1307


On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 1.85, which was -0.3 lower than the previous day. The implied volatity was 24.84, the open interest changed by 205 which increased total open position to 1030


On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 22.94, the open interest changed by 367 which increased total open position to 823


On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 2.9, which was 1.15 higher than the previous day. The implied volatity was 21.84, the open interest changed by 118 which increased total open position to 456


On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 21.23, the open interest changed by 156 which increased total open position to 383


On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 21.79, the open interest changed by 21 which increased total open position to 228


On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 23.07, the open interest changed by 8 which increased total open position to 208


On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 23.81, the open interest changed by 45 which increased total open position to 201


On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 23.73, the open interest changed by -19 which decreased total open position to 159


On 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 23.24, the open interest changed by 23 which increased total open position to 178


On 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 22.90, the open interest changed by 22 which increased total open position to 153


On 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 23.13, the open interest changed by 19 which increased total open position to 130


On 10 Mar RELIANCE was trading at 1238.40. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 23.64, the open interest changed by 1 which increased total open position to 111


On 7 Mar RELIANCE was trading at 1249.80. The strike last trading price was 3, which was 1.2 higher than the previous day. The implied volatity was 23.45, the open interest changed by 75 which increased total open position to 110


On 6 Mar RELIANCE was trading at 1209.60. The strike last trading price was 1.8, which was 0.7 higher than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 36


On 5 Mar RELIANCE was trading at 1175.60. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 36


On 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 1.8, which was 0.4 higher than the previous day. The implied volatity was 27.70, the open interest changed by 1 which increased total open position to 43


On 28 Feb RELIANCE was trading at 1200.10. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 23.48, the open interest changed by 1 which increased total open position to 42


On 27 Feb RELIANCE was trading at 1207.10. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 22.27, the open interest changed by 13 which increased total open position to 41


On 26 Feb RELIANCE was trading at 1204.00. The strike last trading price was 2, which was -2 lower than the previous day. The implied volatity was 23.60, the open interest changed by -9 which decreased total open position to 27


On 25 Feb RELIANCE was trading at 1204.00. The strike last trading price was 2, which was -2 lower than the previous day. The implied volatity was 23.60, the open interest changed by -10 which decreased total open position to 27


On 24 Feb RELIANCE was trading at 1214.55. The strike last trading price was 4, which was 0 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 21 Feb RELIANCE was trading at 1228.15. The strike last trading price was 4, which was 0 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 Feb RELIANCE was trading at 1233.00. The strike last trading price was 4, which was -0.2 lower than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 37


On 19 Feb RELIANCE was trading at 1227.45. The strike last trading price was 4.2, which was -0.05 lower than the previous day. The implied volatity was 23.26, the open interest changed by 1 which increased total open position to 37


On 17 Feb RELIANCE was trading at 1224.90. The strike last trading price was 4.25, which was -0.65 lower than the previous day. The implied volatity was 23.23, the open interest changed by 1 which increased total open position to 37


On 14 Feb RELIANCE was trading at 1217.25. The strike last trading price was 4.9, which was -0.1 lower than the previous day. The implied volatity was 24.50, the open interest changed by 3 which increased total open position to 35


On 13 Feb RELIANCE was trading at 1216.10. The strike last trading price was 5, which was 0.4 higher than the previous day. The implied volatity was 24.25, the open interest changed by -1 which decreased total open position to 32


On 12 Feb RELIANCE was trading at 1216.55. The strike last trading price was 4.5, which was -1.5 lower than the previous day. The implied volatity was 23.44, the open interest changed by 1 which increased total open position to 31


On 11 Feb RELIANCE was trading at 1234.85. The strike last trading price was 6, which was -0.6 lower than the previous day. The implied volatity was 22.73, the open interest changed by 2 which increased total open position to 30


On 7 Feb RELIANCE was trading at 1266.70. The strike last trading price was 6.6, which was 0 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 Feb RELIANCE was trading at 1281.55. The strike last trading price was 6.6, which was -1.45 lower than the previous day. The implied volatity was 17.71, the open interest changed by 0 which decreased total open position to 28


On 5 Feb RELIANCE was trading at 1278.20. The strike last trading price was 8.05, which was -0.45 lower than the previous day. The implied volatity was 19.07, the open interest changed by 1 which increased total open position to 28


On 4 Feb RELIANCE was trading at 1285.20. The strike last trading price was 8.5, which was 1 higher than the previous day. The implied volatity was 18.80, the open interest changed by 13 which increased total open position to 26


On 3 Feb RELIANCE was trading at 1245.90. The strike last trading price was 7.5, which was -2.5 lower than the previous day. The implied volatity was 21.67, the open interest changed by 1 which increased total open position to 12


On 1 Feb RELIANCE was trading at 1264.60. The strike last trading price was 10, which was -1.05 lower than the previous day. The implied volatity was 21.43, the open interest changed by 8 which increased total open position to 12


RELIANCE 24APR2025 1440 PE
Delta: -0.93
Vega: 0.30
Theta: -0.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1218.95 218.5 -36.45 55.48 34 -4 371
9 Apr 1185.35 254.9 -34.6 70.52 7 0 375
8 Apr 1182.20 289.5 0 0.00 0 -6 0
7 Apr 1165.70 289.5 50.5 - 8 -5 376
4 Apr 1204.70 239 53.5 64.26 223 212 379
3 Apr 1248.70 185.5 3.9 34.52 1 0 168
2 Apr 1251.15 181.6 1.6 33.09 91 -69 168
1 Apr 1252.60 180 27 34.09 2 1 235
28 Mar 1275.10 153 3.5 - 9 -1 234
27 Mar 1278.20 149.5 -2.7 19.20 55 23 231
26 Mar 1273.05 152.2 9.35 - 99 45 204
25 Mar 1285.45 142.7 11.2 - 58 18 160
24 Mar 1302.10 131.5 -22.5 26.85 26 23 140
21 Mar 1276.35 154 -8 27.82 56 23 116
20 Mar 1269.15 162 -15 26.78 6 4 91
19 Mar 1247.15 177 -7.3 - 4 -2 85
18 Mar 1238.80 184.3 6.9 - 89 87 87
17 Mar 1238.85 177.4 0 - 0 0 0
13 Mar 1247.90 177.4 0 - 0 0 0
12 Mar 1257.05 177.4 0 - 0 0 0
11 Mar 1247.30 177.4 0 - 0 0 0
10 Mar 1238.40 177.4 0 - 0 0 0
7 Mar 1249.80 0 0 0.00 0 0 0
6 Mar 1209.60 0 0 0.00 0 0 0
5 Mar 1175.60 0 0 0.00 0 0 0
3 Mar 1171.25 0 0 0.00 0 0 0
28 Feb 1200.10 0 0 - 0 0 0
27 Feb 1207.10 0 0 - 0 0 0
26 Feb 1204.00 0 0 - 0 0 0
25 Feb 1204.00 0 0 - 0 0 0
24 Feb 1214.55 0 0 - 0 0 0
21 Feb 1228.15 0 0 - 0 0 0
20 Feb 1233.00 0 0 - 0 0 0
19 Feb 1227.45 0 0 - 0 0 0
17 Feb 1224.90 0 0 - 0 0 0
14 Feb 1217.25 0 0 - 0 0 0
13 Feb 1216.10 0 0 - 0 0 0
12 Feb 1216.55 0 0 - 0 0 0
11 Feb 1234.85 0 0 - 0 0 0
7 Feb 1266.70 0 0 - 0 0 0
6 Feb 1281.55 0 0 - 0 0 0
5 Feb 1278.20 0 0 - 0 0 0
4 Feb 1285.20 0 0 - 0 0 0
3 Feb 1245.90 0 0 - 0 0 0
1 Feb 1264.60 0 0 - 0 0 0


For Reliance Industries Ltd - strike price 1440 expiring on 24APR2025

Delta for 1440 PE is -0.93

Historical price for 1440 PE is as follows

On 11 Apr RELIANCE was trading at 1218.95. The strike last trading price was 218.5, which was -36.45 lower than the previous day. The implied volatity was 55.48, the open interest changed by -4 which decreased total open position to 371


On 9 Apr RELIANCE was trading at 1185.35. The strike last trading price was 254.9, which was -34.6 lower than the previous day. The implied volatity was 70.52, the open interest changed by 0 which decreased total open position to 375


On 8 Apr RELIANCE was trading at 1182.20. The strike last trading price was 289.5, which was 0 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 7 Apr RELIANCE was trading at 1165.70. The strike last trading price was 289.5, which was 50.5 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 376


On 4 Apr RELIANCE was trading at 1204.70. The strike last trading price was 239, which was 53.5 higher than the previous day. The implied volatity was 64.26, the open interest changed by 212 which increased total open position to 379


On 3 Apr RELIANCE was trading at 1248.70. The strike last trading price was 185.5, which was 3.9 higher than the previous day. The implied volatity was 34.52, the open interest changed by 0 which decreased total open position to 168


On 2 Apr RELIANCE was trading at 1251.15. The strike last trading price was 181.6, which was 1.6 higher than the previous day. The implied volatity was 33.09, the open interest changed by -69 which decreased total open position to 168


On 1 Apr RELIANCE was trading at 1252.60. The strike last trading price was 180, which was 27 higher than the previous day. The implied volatity was 34.09, the open interest changed by 1 which increased total open position to 235


On 28 Mar RELIANCE was trading at 1275.10. The strike last trading price was 153, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 234


On 27 Mar RELIANCE was trading at 1278.20. The strike last trading price was 149.5, which was -2.7 lower than the previous day. The implied volatity was 19.20, the open interest changed by 23 which increased total open position to 231


On 26 Mar RELIANCE was trading at 1273.05. The strike last trading price was 152.2, which was 9.35 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 204


On 25 Mar RELIANCE was trading at 1285.45. The strike last trading price was 142.7, which was 11.2 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 160


On 24 Mar RELIANCE was trading at 1302.10. The strike last trading price was 131.5, which was -22.5 lower than the previous day. The implied volatity was 26.85, the open interest changed by 23 which increased total open position to 140


On 21 Mar RELIANCE was trading at 1276.35. The strike last trading price was 154, which was -8 lower than the previous day. The implied volatity was 27.82, the open interest changed by 23 which increased total open position to 116


On 20 Mar RELIANCE was trading at 1269.15. The strike last trading price was 162, which was -15 lower than the previous day. The implied volatity was 26.78, the open interest changed by 4 which increased total open position to 91


On 19 Mar RELIANCE was trading at 1247.15. The strike last trading price was 177, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 85


On 18 Mar RELIANCE was trading at 1238.80. The strike last trading price was 184.3, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 87


On 17 Mar RELIANCE was trading at 1238.85. The strike last trading price was 177.4, 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 13 Mar RELIANCE was trading at 1247.90. The strike last trading price was 177.4, 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 12 Mar RELIANCE was trading at 1257.05. The strike last trading price was 177.4, 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 11 Mar RELIANCE was trading at 1247.30. The strike last trading price was 177.4, 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 Mar RELIANCE was trading at 1238.40. The strike last trading price was 177.4, 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 Mar RELIANCE was trading at 1249.80. The strike last trading price was 0, which was 0 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 Mar RELIANCE was trading at 1209.60. The strike last trading price was 0, which was 0 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 Mar RELIANCE was trading at 1175.60. The strike last trading price was 0, which was 0 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 3 Mar RELIANCE was trading at 1171.25. The strike last trading price was 0, which was 0 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 28 Feb RELIANCE was trading at 1200.10. 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 27 Feb RELIANCE was trading at 1207.10. 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 26 Feb RELIANCE was trading at 1204.00. 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 25 Feb RELIANCE was trading at 1204.00. 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 24 Feb RELIANCE was trading at 1214.55. 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 21 Feb RELIANCE was trading at 1228.15. 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 20 Feb RELIANCE was trading at 1233.00. 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 19 Feb RELIANCE was trading at 1227.45. 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 17 Feb RELIANCE was trading at 1224.90. 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 14 Feb RELIANCE was trading at 1217.25. 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 13 Feb RELIANCE was trading at 1216.10. 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 12 Feb RELIANCE was trading at 1216.55. 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 11 Feb RELIANCE was trading at 1234.85. 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 7 Feb RELIANCE was trading at 1266.70. 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 6 Feb RELIANCE was trading at 1281.55. 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 5 Feb RELIANCE was trading at 1278.20. 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 4 Feb RELIANCE was trading at 1285.20. 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 3 Feb RELIANCE was trading at 1245.90. 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 1 Feb RELIANCE was trading at 1264.60. 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