RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
03 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.28
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1323.30 | 1.05 | -0.05 | 20.26 | 526 | 166 | 897 | |||
| 2 Dec | 1309.15 | 1.1 | 0.05 | 21.93 | 1,049 | 98 | 716 | |||
| 29 Nov | 1292.20 | 1.05 | 0.00 | 22.83 | 966 | 147 | 624 | |||
| 28 Nov | 1270.80 | 1.05 | -0.05 | 24.73 | 507 | 145 | 484 | |||
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| 27 Nov | 1293.20 | 1.1 | -0.35 | 21.88 | 415 | 117 | 341 | |||
| 26 Nov | 1295.70 | 1.45 | -0.85 | 22.31 | 120 | 37 | 224 | |||
| 25 Nov | 1287.00 | 2.3 | 0.20 | 24.63 | 77 | 55 | 186 | |||
| 22 Nov | 1265.40 | 2.1 | 0.30 | 26.35 | 55 | 27 | 158 | |||
| 21 Nov | 1223.00 | 1.8 | -0.10 | 30.48 | 28 | 4 | 131 | |||
| 20 Nov | 1241.65 | 1.9 | 0.00 | 27.82 | 24 | 22 | 127 | |||
| 19 Nov | 1241.65 | 1.9 | -0.60 | 27.82 | 24 | 22 | 127 | |||
| 18 Nov | 1260.75 | 2.5 | -0.60 | 26.26 | 13 | 0 | 104 | |||
| 14 Nov | 1267.60 | 3.1 | -0.05 | 25.03 | 1 | 0 | 103 | |||
| 13 Nov | 1252.05 | 3.15 | -0.45 | 26.48 | 29 | 3 | 99 | |||
| 12 Nov | 1274.25 | 3.6 | 0.30 | 24.89 | 39 | 16 | 96 | |||
| 11 Nov | 1272.70 | 3.3 | -1.60 | 23.64 | 39 | 8 | 81 | |||
| 8 Nov | 1283.75 | 4.9 | -2.00 | 24.19 | 59 | 9 | 73 | |||
| 7 Nov | 1305.65 | 6.9 | -2.55 | 23.02 | 38 | -6 | 62 | |||
| 6 Nov | 1325.35 | 9.45 | 0.30 | 22.27 | 83 | -36 | 68 | |||
| 5 Nov | 1305.30 | 9.15 | -1.55 | 24.28 | 53 | 4 | 92 | |||
| 4 Nov | 1302.15 | 10.7 | -3.30 | 26.52 | 52 | 7 | 87 | |||
| 1 Nov | 1338.65 | 14 | -2.85 | 22.58 | 11 | 0 | 74 | |||
| 31 Oct | 1332.05 | 16.85 | 0.85 | - | 44 | 14 | 73 | |||
| 30 Oct | 1343.90 | 16 | -18.00 | - | 23 | -10 | 58 | |||
| 29 Oct | 1340.00 | 34 | 0.00 | - | 0 | 68 | 0 | |||
| 28 Oct | 1334.35 | 34 | - | 1 | 34 | 68 | ||||
For Reliance Industries Ltd - strike price 1460 expiring on 26DEC2024
Delta for 1460 CE is 0.04
Historical price for 1460 CE is as follows
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 20.26, the open interest changed by 166 which increased total open position to 897
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 21.93, the open interest changed by 98 which increased total open position to 716
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 22.83, the open interest changed by 147 which increased total open position to 624
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 24.73, the open interest changed by 145 which increased total open position to 484
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 21.88, the open interest changed by 117 which increased total open position to 341
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was 22.31, the open interest changed by 37 which increased total open position to 224
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 2.3, which was 0.20 higher than the previous day. The implied volatity was 24.63, the open interest changed by 55 which increased total open position to 186
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 2.1, which was 0.30 higher than the previous day. The implied volatity was 26.35, the open interest changed by 27 which increased total open position to 158
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 1.8, which was -0.10 lower than the previous day. The implied volatity was 30.48, the open interest changed by 4 which increased total open position to 131
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 27.82, the open interest changed by 22 which increased total open position to 127
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 27.82, the open interest changed by 22 which increased total open position to 127
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 2.5, which was -0.60 lower than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 104
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 3.1, which was -0.05 lower than the previous day. The implied volatity was 25.03, the open interest changed by 0 which decreased total open position to 103
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 26.48, the open interest changed by 3 which increased total open position to 99
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 3.6, which was 0.30 higher than the previous day. The implied volatity was 24.89, the open interest changed by 16 which increased total open position to 96
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 3.3, which was -1.60 lower than the previous day. The implied volatity was 23.64, the open interest changed by 8 which increased total open position to 81
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 4.9, which was -2.00 lower than the previous day. The implied volatity was 24.19, the open interest changed by 9 which increased total open position to 73
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 6.9, which was -2.55 lower than the previous day. The implied volatity was 23.02, the open interest changed by -6 which decreased total open position to 62
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 9.45, which was 0.30 higher than the previous day. The implied volatity was 22.27, the open interest changed by -36 which decreased total open position to 68
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 9.15, which was -1.55 lower than the previous day. The implied volatity was 24.28, the open interest changed by 4 which increased total open position to 92
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 10.7, which was -3.30 lower than the previous day. The implied volatity was 26.52, the open interest changed by 7 which increased total open position to 87
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 14, which was -2.85 lower than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 74
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 16.85, which was 0.85 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 16, which was -18.00 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 34, which was 0.00 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 34, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 26DEC2024 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.73
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1323.30 | 133 | -8.70 | 31.84 | 12 | 5 | 267 |
| 2 Dec | 1309.15 | 141.7 | -11.30 | 25.24 | 5 | 2 | 261 |
| 29 Nov | 1292.20 | 153 | -31.95 | - | 1 | 0 | 260 |
| 28 Nov | 1270.80 | 184.95 | 27.95 | 39.85 | 48 | 47 | 260 |
| 27 Nov | 1293.20 | 157 | -3.55 | 24.39 | 202 | 201 | 212 |
| 26 Nov | 1295.70 | 160.55 | -2.45 | 33.59 | 2 | 1 | 10 |
| 25 Nov | 1287.00 | 163 | -27.00 | 31.40 | 4 | 1 | 9 |
| 22 Nov | 1265.40 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1223.00 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1241.65 | 190 | 0.00 | - | 2 | 0 | 8 |
| 19 Nov | 1241.65 | 190 | 1.50 | - | 2 | 0 | 8 |
| 18 Nov | 1260.75 | 188.5 | 4.50 | 26.81 | 4 | 0 | 10 |
| 14 Nov | 1267.60 | 184 | 0.00 | 0.00 | 0 | 6 | 0 |
| 13 Nov | 1252.05 | 184 | 19.00 | - | 16 | 5 | 9 |
| 12 Nov | 1274.25 | 165 | -1.00 | - | 1 | 0 | 3 |
| 11 Nov | 1272.70 | 166 | 0.00 | 0.00 | 0 | 2 | 0 |
| 8 Nov | 1283.75 | 166 | 35.00 | 24.67 | 2 | 1 | 2 |
| 7 Nov | 1305.65 | 131 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 1325.35 | 131 | 35.85 | 27.25 | 1 | 0 | 0 |
| 5 Nov | 1305.30 | 95.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 95.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 95.15 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 95.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 95.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1340.00 | 95.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1334.35 | 95.15 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1460 expiring on 26DEC2024
Delta for 1460 PE is -0.86
Historical price for 1460 PE is as follows
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 133, which was -8.70 lower than the previous day. The implied volatity was 31.84, the open interest changed by 5 which increased total open position to 267
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 141.7, which was -11.30 lower than the previous day. The implied volatity was 25.24, the open interest changed by 2 which increased total open position to 261
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 153, which was -31.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 260
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 184.95, which was 27.95 higher than the previous day. The implied volatity was 39.85, the open interest changed by 47 which increased total open position to 260
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 157, which was -3.55 lower than the previous day. The implied volatity was 24.39, the open interest changed by 201 which increased total open position to 212
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 160.55, which was -2.45 lower than the previous day. The implied volatity was 33.59, the open interest changed by 1 which increased total open position to 10
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 163, which was -27.00 lower than the previous day. The implied volatity was 31.40, the open interest changed by 1 which increased total open position to 9
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 190, 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 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 190, 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 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 190, 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 8
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 190, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 188.5, which was 4.50 higher than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 10
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 184, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 184, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 9
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 165, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 166, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 166, which was 35.00 higher than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 2
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 131, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 131, which was 35.85 higher than the previous day. The implied volatity was 27.25, 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 95.15, 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 95.15, 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 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 95.15, 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 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 95.15, which was 0.00 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 95.15, which was 0.00 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 95.15, which was 0.00 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 95.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
