RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
20 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1450 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1205.30 | 0.1 | -0.10 | - | 944 | -95 | 2,504 | |||
| 19 Dec | 1230.45 | 0.2 | -0.15 | 47.66 | 2,376 | -134 | 2,600 | |||
| 18 Dec | 1253.25 | 0.35 | 0.05 | 42.68 | 550 | -65 | 2,748 | |||
| 17 Dec | 1245.30 | 0.3 | -0.05 | 41.24 | 396 | -54 | 2,813 | |||
| 16 Dec | 1268.30 | 0.35 | 0.00 | 35.42 | 317 | -69 | 2,868 | |||
| 13 Dec | 1272.85 | 0.35 | -0.15 | 29.91 | 1,071 | -96 | 2,951 | |||
| 12 Dec | 1262.90 | 0.5 | 0.00 | 32.40 | 609 | -22 | 3,037 | |||
| 11 Dec | 1278.20 | 0.5 | -0.15 | 28.45 | 1,107 | -16 | 3,107 | |||
| 10 Dec | 1284.85 | 0.65 | -0.15 | 27.50 | 900 | -55 | 3,166 | |||
| 9 Dec | 1295.15 | 0.8 | 0.00 | 25.89 | 1,052 | -91 | 3,221 | |||
| 6 Dec | 1311.55 | 0.8 | -0.15 | 21.52 | 1,332 | -21 | 3,313 | |||
| 5 Dec | 1322.05 | 0.95 | 0.05 | 20.24 | 1,690 | 75 | 3,334 | |||
| 4 Dec | 1308.95 | 0.9 | -0.20 | 21.13 | 1,305 | 255 | 3,262 | |||
| 3 Dec | 1323.30 | 1.1 | -0.05 | 19.18 | 2,377 | -28 | 3,007 | |||
| 2 Dec | 1309.15 | 1.15 | 0.15 | 20.89 | 2,110 | 285 | 3,040 | |||
| 29 Nov | 1292.20 | 1 | -0.15 | 21.52 | 2,902 | 616 | 2,755 | |||
| 28 Nov | 1270.80 | 1.15 | 0.00 | 24.03 | 1,789 | 603 | 2,144 | |||
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| 27 Nov | 1293.20 | 1.15 | -0.25 | 20.96 | 1,137 | 391 | 1,541 | |||
| 26 Nov | 1295.70 | 1.4 | -0.65 | 21.05 | 1,090 | 490 | 1,149 | |||
| 25 Nov | 1287.00 | 2.05 | 0.25 | 22.91 | 991 | 306 | 654 | |||
| 22 Nov | 1265.40 | 1.8 | 0.45 | 24.52 | 649 | 54 | 402 | |||
| 21 Nov | 1223.00 | 1.35 | -0.45 | 28.02 | 261 | 59 | 347 | |||
| 20 Nov | 1241.65 | 1.8 | 0.00 | 26.56 | 222 | 0 | 287 | |||
| 19 Nov | 1241.65 | 1.8 | -0.45 | 26.56 | 222 | -1 | 287 | |||
| 18 Nov | 1260.75 | 2.25 | -0.25 | 24.67 | 260 | 66 | 288 | |||
| 14 Nov | 1267.60 | 2.5 | -0.15 | 22.92 | 190 | 27 | 218 | |||
| 13 Nov | 1252.05 | 2.65 | -0.75 | 24.55 | 307 | -116 | 190 | |||
| 12 Nov | 1274.25 | 3.4 | 0.25 | 23.56 | 31 | 8 | 305 | |||
| 11 Nov | 1272.70 | 3.15 | -2.10 | 22.42 | 212 | 144 | 297 | |||
| 8 Nov | 1283.75 | 5.25 | -2.55 | 23.60 | 75 | 22 | 152 | |||
| 7 Nov | 1305.65 | 7.8 | -2.70 | 22.76 | 54 | 17 | 131 | |||
| 6 Nov | 1325.35 | 10.5 | -0.10 | 21.89 | 62 | 32 | 113 | |||
| 5 Nov | 1305.30 | 10.6 | -0.90 | 24.27 | 38 | 24 | 80 | |||
| 4 Nov | 1302.15 | 11.5 | -8.90 | 25.89 | 86 | 54 | 55 | |||
| 1 Nov | 1338.65 | 20.4 | 25.25 | 1 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1450 expiring on 26DEC2024
Delta for 1450 CE is -
Historical price for 1450 CE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -95 which decreased total open position to 2504
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 47.66, the open interest changed by -134 which decreased total open position to 2600
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 42.68, the open interest changed by -65 which decreased total open position to 2748
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.24, the open interest changed by -54 which decreased total open position to 2813
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 35.42, the open interest changed by -69 which decreased total open position to 2868
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 29.91, the open interest changed by -96 which decreased total open position to 2951
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 32.40, the open interest changed by -22 which decreased total open position to 3037
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 28.45, the open interest changed by -16 which decreased total open position to 3107
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 27.50, the open interest changed by -55 which decreased total open position to 3166
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 25.89, the open interest changed by -91 which decreased total open position to 3221
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 21.52, the open interest changed by -21 which decreased total open position to 3313
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 20.24, the open interest changed by 75 which increased total open position to 3334
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 21.13, the open interest changed by 255 which increased total open position to 3262
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 19.18, the open interest changed by -28 which decreased total open position to 3007
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 20.89, the open interest changed by 285 which increased total open position to 3040
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 21.52, the open interest changed by 616 which increased total open position to 2755
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 24.03, the open interest changed by 603 which increased total open position to 2144
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 20.96, the open interest changed by 391 which increased total open position to 1541
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 21.05, the open interest changed by 490 which increased total open position to 1149
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 22.91, the open interest changed by 306 which increased total open position to 654
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 1.8, which was 0.45 higher than the previous day. The implied volatity was 24.52, the open interest changed by 54 which increased total open position to 402
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 28.02, the open interest changed by 59 which increased total open position to 347
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 287
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 26.56, the open interest changed by -1 which decreased total open position to 287
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 24.67, the open interest changed by 66 which increased total open position to 288
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 22.92, the open interest changed by 27 which increased total open position to 218
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was 24.55, the open interest changed by -116 which decreased total open position to 190
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 3.4, which was 0.25 higher than the previous day. The implied volatity was 23.56, the open interest changed by 8 which increased total open position to 305
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 3.15, which was -2.10 lower than the previous day. The implied volatity was 22.42, the open interest changed by 144 which increased total open position to 297
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 5.25, which was -2.55 lower than the previous day. The implied volatity was 23.60, the open interest changed by 22 which increased total open position to 152
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 7.8, which was -2.70 lower than the previous day. The implied volatity was 22.76, the open interest changed by 17 which increased total open position to 131
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 10.5, which was -0.10 lower than the previous day. The implied volatity was 21.89, the open interest changed by 32 which increased total open position to 113
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 10.6, which was -0.90 lower than the previous day. The implied volatity was 24.27, the open interest changed by 24 which increased total open position to 80
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 11.5, which was -8.90 lower than the previous day. The implied volatity was 25.89, the open interest changed by 54 which increased total open position to 55
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 20.4, which was lower than the previous day. The implied volatity was 25.25, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 26DEC2024 1450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1205.30 | 240.55 | 25.05 | - | 87 | -58 | 2,186 |
| 19 Dec | 1230.45 | 215.5 | 24.80 | - | 244 | -232 | 2,246 |
| 18 Dec | 1253.25 | 190.7 | -8.25 | - | 170 | -150 | 2,476 |
| 17 Dec | 1245.30 | 198.95 | 22.60 | - | 29 | -21 | 2,627 |
| 16 Dec | 1268.30 | 176.35 | 7.50 | - | 16 | -14 | 2,649 |
| 13 Dec | 1272.85 | 168.85 | -9.50 | - | 49 | -17 | 2,663 |
| 12 Dec | 1262.90 | 178.35 | 20.10 | - | 6 | -3 | 2,680 |
| 11 Dec | 1278.20 | 158.25 | 1.25 | - | 4 | -1 | 2,682 |
| 10 Dec | 1284.85 | 157 | 12.75 | - | 4 | 0 | 2,685 |
| 9 Dec | 1295.15 | 144.25 | 13.30 | - | 16 | -8 | 2,683 |
| 6 Dec | 1311.55 | 130.95 | 7.75 | 19.77 | 44 | 34 | 2,692 |
| 5 Dec | 1322.05 | 123.2 | -9.00 | 24.46 | 54 | -15 | 2,665 |
| 4 Dec | 1308.95 | 132.2 | 9.70 | 18.65 | 38 | -22 | 2,679 |
| 3 Dec | 1323.30 | 122.5 | -9.45 | 29.60 | 84 | -16 | 2,698 |
| 2 Dec | 1309.15 | 131.95 | -14.85 | 23.45 | 60 | -1 | 2,715 |
| 29 Nov | 1292.20 | 146.8 | -19.05 | - | 463 | 15 | 2,716 |
| 28 Nov | 1270.80 | 165.85 | 20.15 | - | 731 | 680 | 2,701 |
| 27 Nov | 1293.20 | 145.7 | -0.40 | 18.66 | 450 | 416 | 2,015 |
| 26 Nov | 1295.70 | 146.1 | -2.80 | 25.73 | 692 | 629 | 1,599 |
| 25 Nov | 1287.00 | 148.9 | -26.10 | 23.06 | 412 | 539 | 969 |
| 22 Nov | 1265.40 | 175 | -43.00 | 26.07 | 193 | 171 | 601 |
| 21 Nov | 1223.00 | 218 | 20.45 | 30.84 | 110 | 109 | 429 |
| 20 Nov | 1241.65 | 197.55 | 0.00 | - | 282 | 272 | 320 |
| 19 Nov | 1241.65 | 197.55 | 19.55 | - | 282 | 272 | 320 |
| 18 Nov | 1260.75 | 178 | 7.00 | 24.49 | 32 | 30 | 47 |
| 14 Nov | 1267.60 | 171 | -4.00 | 26.20 | 29 | 0 | 17 |
| 13 Nov | 1252.05 | 175 | 5.05 | - | 18 | 2 | 3 |
| 12 Nov | 1274.25 | 169.95 | 48.65 | 29.48 | 1 | 0 | 0 |
| 11 Nov | 1272.70 | 121.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1283.75 | 121.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 121.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 121.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 121.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 121.3 | 121.30 | - | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1450 expiring on 26DEC2024
Delta for 1450 PE is -
Historical price for 1450 PE is as follows
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 240.55, which was 25.05 higher than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 2186
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 215.5, which was 24.80 higher than the previous day. The implied volatity was -, the open interest changed by -232 which decreased total open position to 2246
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 190.7, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 2476
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 198.95, which was 22.60 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 2627
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 176.35, which was 7.50 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 2649
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 168.85, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 2663
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 178.35, which was 20.10 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 2680
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 158.25, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2682
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 157, which was 12.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2685
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 144.25, which was 13.30 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 2683
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 130.95, which was 7.75 higher than the previous day. The implied volatity was 19.77, the open interest changed by 34 which increased total open position to 2692
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 123.2, which was -9.00 lower than the previous day. The implied volatity was 24.46, the open interest changed by -15 which decreased total open position to 2665
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 132.2, which was 9.70 higher than the previous day. The implied volatity was 18.65, the open interest changed by -22 which decreased total open position to 2679
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 122.5, which was -9.45 lower than the previous day. The implied volatity was 29.60, the open interest changed by -16 which decreased total open position to 2698
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 131.95, which was -14.85 lower than the previous day. The implied volatity was 23.45, the open interest changed by -1 which decreased total open position to 2715
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 146.8, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 2716
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 165.85, which was 20.15 higher than the previous day. The implied volatity was -, the open interest changed by 680 which increased total open position to 2701
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 145.7, which was -0.40 lower than the previous day. The implied volatity was 18.66, the open interest changed by 416 which increased total open position to 2015
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 146.1, which was -2.80 lower than the previous day. The implied volatity was 25.73, the open interest changed by 629 which increased total open position to 1599
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 148.9, which was -26.10 lower than the previous day. The implied volatity was 23.06, the open interest changed by 539 which increased total open position to 969
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 175, which was -43.00 lower than the previous day. The implied volatity was 26.07, the open interest changed by 171 which increased total open position to 601
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 218, which was 20.45 higher than the previous day. The implied volatity was 30.84, the open interest changed by 109 which increased total open position to 429
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 197.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 272 which increased total open position to 320
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 197.55, which was 19.55 higher than the previous day. The implied volatity was -, the open interest changed by 272 which increased total open position to 320
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 178, which was 7.00 higher than the previous day. The implied volatity was 24.49, the open interest changed by 30 which increased total open position to 47
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 171, which was -4.00 lower than the previous day. The implied volatity was 26.20, the open interest changed by 0 which decreased total open position to 17
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 175, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 169.95, which was 48.65 higher than the previous day. The implied volatity was 29.48, 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 121.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 121.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 121.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 121.3, 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 121.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 121.3, which was 121.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
