RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1450 CE | ||||||||||
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Delta: 0.01
Vega: 0.03
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.2 | -0.15 | 49.78 | 4,606 | -1,154 | 14,604 | |||
| 20 Nov | 1241.65 | 0.35 | 0.00 | 43.51 | 2,432 | -558 | 15,748 | |||
| 19 Nov | 1241.65 | 0.35 | -0.05 | 43.51 | 2,432 | -568 | 15,748 | |||
| 18 Nov | 1260.75 | 0.4 | -0.20 | 37.82 | 2,978 | -744 | 16,320 | |||
| 14 Nov | 1267.60 | 0.6 | -0.10 | 32.32 | 6,042 | -1,940 | 17,064 | |||
| 13 Nov | 1252.05 | 0.7 | -0.05 | 34.27 | 7,398 | -2,290 | 19,008 | |||
| 12 Nov | 1274.25 | 0.75 | 0.00 | 30.78 | 4,988 | -672 | 21,296 | |||
| 11 Nov | 1272.70 | 0.75 | -0.25 | 29.22 | 4,690 | -1,046 | 21,992 | |||
| 8 Nov | 1283.75 | 1 | -0.45 | 27.05 | 7,370 | -814 | 23,038 | |||
| 7 Nov | 1305.65 | 1.45 | -0.75 | 24.37 | 5,888 | -512 | 23,858 | |||
| 6 Nov | 1325.35 | 2.2 | -0.10 | 22.52 | 9,484 | 60 | 24,362 | |||
| 5 Nov | 1305.30 | 2.3 | -0.20 | 25.10 | 11,620 | 54 | 24,318 | |||
| 4 Nov | 1302.15 | 2.5 | -1.35 | 26.37 | 20,512 | 916 | 24,294 | |||
| 1 Nov | 1338.65 | 3.85 | -0.20 | 21.11 | 3,084 | 994 | 23,396 | |||
| 31 Oct | 1332.05 | 4.05 | -0.90 | - | 11,748 | 2,754 | 22,400 | |||
| 30 Oct | 1343.90 | 4.95 | -0.55 | - | 9,544 | 2,446 | 19,632 | |||
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| 29 Oct | 1340.00 | 5.5 | -0.45 | - | 7,438 | 1,784 | 17,184 | |||
| 28 Oct | 1334.35 | 5.95 | - | 6,940 | 8,112 | 15,400 | ||||
For Reliance Industries Ltd - strike price 1450 expiring on 28NOV2024
Delta for 1450 CE is 0.01
Historical price for 1450 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 49.78, the open interest changed by -577 which decreased total open position to 7302
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 43.51, the open interest changed by -279 which decreased total open position to 7874
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 43.51, the open interest changed by -284 which decreased total open position to 7874
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 37.82, the open interest changed by -372 which decreased total open position to 8160
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 32.32, the open interest changed by -970 which decreased total open position to 8532
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 34.27, the open interest changed by -1145 which decreased total open position to 9504
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 30.78, the open interest changed by -336 which decreased total open position to 10648
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 29.22, the open interest changed by -523 which decreased total open position to 10996
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 27.05, the open interest changed by -407 which decreased total open position to 11519
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 24.37, the open interest changed by -256 which decreased total open position to 11929
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 2.2, which was -0.10 lower than the previous day. The implied volatity was 22.52, the open interest changed by 30 which increased total open position to 12181
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 2.3, which was -0.20 lower than the previous day. The implied volatity was 25.10, the open interest changed by 27 which increased total open position to 12159
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was 26.37, the open interest changed by 458 which increased total open position to 12147
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 3.85, which was -0.20 lower than the previous day. The implied volatity was 21.11, the open interest changed by 497 which increased total open position to 11698
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 4.05, which was -0.90 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 4.95, which was -0.55 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 5.5, 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 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1450 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 | 228 | 20.00 | - | 774 | -692 | 13,078 |
| 20 Nov | 1241.65 | 208 | 0.00 | - | 660 | -606 | 13,818 |
| 19 Nov | 1241.65 | 208 | 21.50 | - | 660 | -558 | 13,818 |
| 18 Nov | 1260.75 | 186.5 | 7.90 | - | 146 | -110 | 14,378 |
| 14 Nov | 1267.60 | 178.6 | -10.70 | 35.36 | 2,086 | -1,658 | 14,490 |
| 13 Nov | 1252.05 | 189.3 | 15.30 | - | 4,230 | -3,876 | 16,148 |
| 12 Nov | 1274.25 | 174 | 3.00 | - | 260 | -120 | 20,098 |
| 11 Nov | 1272.70 | 171 | 7.00 | 31.29 | 490 | -324 | 20,218 |
| 8 Nov | 1283.75 | 164 | 26.60 | 31.13 | 162 | -42 | 20,570 |
| 7 Nov | 1305.65 | 137.4 | 16.65 | 21.49 | 82 | 0 | 20,612 |
| 6 Nov | 1325.35 | 120.75 | -15.70 | 28.42 | 146 | 8 | 20,612 |
| 5 Nov | 1305.30 | 136.45 | -9.55 | 26.78 | 182 | -14 | 20,600 |
| 4 Nov | 1302.15 | 146 | 36.30 | 29.45 | 958 | -274 | 20,612 |
| 1 Nov | 1338.65 | 109.7 | -2.25 | 27.17 | 22 | -16 | 20,884 |
| 31 Oct | 1332.05 | 111.95 | 10.90 | - | 4,008 | 2,986 | 20,898 |
| 30 Oct | 1343.90 | 101.05 | -4.35 | - | 5,716 | 4,798 | 17,914 |
| 29 Oct | 1340.00 | 105.4 | -6.80 | - | 4,220 | 3,170 | 13,090 |
| 28 Oct | 1334.35 | 112.2 | - | 3,144 | 5,896 | 9,916 | |
For Reliance Industries Ltd - strike price 1450 expiring on 28NOV2024
Delta for 1450 PE is -
Historical price for 1450 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 228, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by -346 which decreased total open position to 6539
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 208, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -303 which decreased total open position to 6909
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 208, which was 21.50 higher than the previous day. The implied volatity was -, the open interest changed by -279 which decreased total open position to 6909
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 186.5, which was 7.90 higher than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 7189
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 178.6, which was -10.70 lower than the previous day. The implied volatity was 35.36, the open interest changed by -829 which decreased total open position to 7245
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 189.3, which was 15.30 higher than the previous day. The implied volatity was -, the open interest changed by -1938 which decreased total open position to 8074
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 174, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 10049
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 171, which was 7.00 higher than the previous day. The implied volatity was 31.29, the open interest changed by -162 which decreased total open position to 10109
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 164, which was 26.60 higher than the previous day. The implied volatity was 31.13, the open interest changed by -21 which decreased total open position to 10285
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 137.4, which was 16.65 higher than the previous day. The implied volatity was 21.49, the open interest changed by 0 which decreased total open position to 10306
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 120.75, which was -15.70 lower than the previous day. The implied volatity was 28.42, the open interest changed by 4 which increased total open position to 10306
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 136.45, which was -9.55 lower than the previous day. The implied volatity was 26.78, the open interest changed by -7 which decreased total open position to 10300
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 146, which was 36.30 higher than the previous day. The implied volatity was 29.45, the open interest changed by -137 which decreased total open position to 10306
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 109.7, which was -2.25 lower than the previous day. The implied volatity was 27.17, the open interest changed by -8 which decreased total open position to 10442
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 111.95, which was 10.90 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 101.05, which was -4.35 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 105.4, which was -6.80 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 112.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
