RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
30 Dec 2024 04:12 PM IST
| RELIANCE 30JAN2025 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.12
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 1210.70 | 0.45 | -0.10 | 27.34 | 102 | 20 | 710 | |||
| 27 Dec | 1221.05 | 0.55 | 0.20 | 25.52 | 163 | 0 | 691 | |||
| 26 Dec | 1216.55 | 0.35 | -0.35 | 24.12 | 489 | 273 | 687 | |||
| 24 Dec | 1222.75 | 0.7 | -0.15 | 24.94 | 224 | 42 | 414 | |||
| 23 Dec | 1222.30 | 0.85 | -0.55 | 25.38 | 127 | 48 | 372 | |||
| 20 Dec | 1205.30 | 1.4 | -0.60 | 28.32 | 241 | 72 | 322 | |||
| 19 Dec | 1230.45 | 2 | -0.60 | 26.96 | 234 | 45 | 249 | |||
| 18 Dec | 1253.25 | 2.6 | 0.10 | 25.23 | 48 | 7 | 204 | |||
| 17 Dec | 1245.30 | 2.5 | -0.70 | 25.81 | 54 | 18 | 193 | |||
| 16 Dec | 1268.30 | 3.2 | -0.30 | 24.06 | 44 | 9 | 175 | |||
| 13 Dec | 1272.85 | 3.5 | 0.00 | 22.96 | 150 | 27 | 167 | |||
| 12 Dec | 1262.90 | 3.5 | -0.30 | 24.18 | 50 | -11 | 139 | |||
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| 11 Dec | 1278.20 | 3.8 | -0.95 | 22.33 | 36 | 13 | 144 | |||
| 10 Dec | 1284.85 | 4.75 | -0.55 | 22.50 | 39 | 16 | 129 | |||
| 9 Dec | 1295.15 | 5.3 | -1.70 | 21.65 | 90 | 51 | 113 | |||
| 6 Dec | 1311.55 | 7 | -0.45 | 20.80 | 40 | 18 | 57 | |||
| 5 Dec | 1322.05 | 7.45 | -0.05 | 19.82 | 8 | 4 | 39 | |||
| 4 Dec | 1308.95 | 7.5 | -0.45 | 21.03 | 32 | 11 | 34 | |||
| 3 Dec | 1323.30 | 7.95 | -24.10 | 19.38 | 25 | 21 | 21 | |||
| 2 Dec | 1309.15 | 32.05 | 0.00 | 6.32 | 0 | 0 | 0 | |||
| 29 Nov | 1292.20 | 32.05 | 0.00 | 6.88 | 0 | 0 | 0 | |||
| 28 Nov | 1270.80 | 32.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1293.20 | 32.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1295.70 | 32.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1287.00 | 32.05 | 0.00 | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1460 expiring on 30JAN2025
Delta for 1460 CE is 0.01
Historical price for 1460 CE is as follows
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 27.34, the open interest changed by 20 which increased total open position to 710
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 25.52, the open interest changed by 0 which decreased total open position to 691
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 24.12, the open interest changed by 273 which increased total open position to 687
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 24.94, the open interest changed by 42 which increased total open position to 414
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 25.38, the open interest changed by 48 which increased total open position to 372
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 28.32, the open interest changed by 72 which increased total open position to 322
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 2, which was -0.60 lower than the previous day. The implied volatity was 26.96, the open interest changed by 45 which increased total open position to 249
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 2.6, which was 0.10 higher than the previous day. The implied volatity was 25.23, the open interest changed by 7 which increased total open position to 204
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 2.5, which was -0.70 lower than the previous day. The implied volatity was 25.81, the open interest changed by 18 which increased total open position to 193
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 3.2, which was -0.30 lower than the previous day. The implied volatity was 24.06, the open interest changed by 9 which increased total open position to 175
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 22.96, the open interest changed by 27 which increased total open position to 167
On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 3.5, which was -0.30 lower than the previous day. The implied volatity was 24.18, the open interest changed by -11 which decreased total open position to 139
On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 3.8, which was -0.95 lower than the previous day. The implied volatity was 22.33, the open interest changed by 13 which increased total open position to 144
On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 4.75, which was -0.55 lower than the previous day. The implied volatity was 22.50, the open interest changed by 16 which increased total open position to 129
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 5.3, which was -1.70 lower than the previous day. The implied volatity was 21.65, the open interest changed by 51 which increased total open position to 113
On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 7, which was -0.45 lower than the previous day. The implied volatity was 20.80, the open interest changed by 18 which increased total open position to 57
On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 7.45, which was -0.05 lower than the previous day. The implied volatity was 19.82, the open interest changed by 4 which increased total open position to 39
On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 7.5, which was -0.45 lower than the previous day. The implied volatity was 21.03, the open interest changed by 11 which increased total open position to 34
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 7.95, which was -24.10 lower than the previous day. The implied volatity was 19.38, the open interest changed by 21 which increased total open position to 21
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 32.05, which was 0.00 lower than the previous day. The implied volatity was 6.32, the open interest changed by 0 which decreased total open position to 0
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 32.05, which was 0.00 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 32.05, 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 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 32.05, 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 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 32.05, 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 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 32.05, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 30JAN2025 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 1210.70 | 233.4 | 5.40 | - | 7 | -1 | 667 |
| 27 Dec | 1221.05 | 228 | -2.00 | 34.11 | 1 | 0 | 667 |
| 26 Dec | 1216.55 | 230 | 7.10 | 27.67 | 435 | 421 | 663 |
| 24 Dec | 1222.75 | 222.9 | -1.10 | 29.19 | 145 | 141 | 238 |
| 23 Dec | 1222.30 | 224 | -16.00 | 31.66 | 42 | 38 | 93 |
| 20 Dec | 1205.30 | 240 | 26.00 | 30.97 | 5 | 4 | 54 |
| 19 Dec | 1230.45 | 214 | 24.80 | 24.64 | 40 | 36 | 46 |
| 18 Dec | 1253.25 | 189.2 | 15.20 | 19.76 | 5 | 2 | 7 |
| 17 Dec | 1245.30 | 174 | 0.00 | 0.00 | 0 | 4 | 0 |
| 16 Dec | 1268.30 | 174 | 19.00 | 15.99 | 4 | 0 | 1 |
| 13 Dec | 1272.85 | 155 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1262.90 | 155 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1278.20 | 155 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 1284.85 | 155 | 21.25 | 15.98 | 1 | 0 | 0 |
| 9 Dec | 1295.15 | 133.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1311.55 | 133.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1322.05 | 133.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1308.95 | 133.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1323.30 | 133.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1309.15 | 133.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1292.20 | 133.75 | 133.75 | - | 0 | 0 | 0 |
| 28 Nov | 1270.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1293.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1295.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1287.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1460 expiring on 30JAN2025
Delta for 1460 PE is -
Historical price for 1460 PE is as follows
On 30 Dec RELIANCE was trading at 1210.70. The strike last trading price was 233.4, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 667
On 27 Dec RELIANCE was trading at 1221.05. The strike last trading price was 228, which was -2.00 lower than the previous day. The implied volatity was 34.11, the open interest changed by 0 which decreased total open position to 667
On 26 Dec RELIANCE was trading at 1216.55. The strike last trading price was 230, which was 7.10 higher than the previous day. The implied volatity was 27.67, the open interest changed by 421 which increased total open position to 663
On 24 Dec RELIANCE was trading at 1222.75. The strike last trading price was 222.9, which was -1.10 lower than the previous day. The implied volatity was 29.19, the open interest changed by 141 which increased total open position to 238
On 23 Dec RELIANCE was trading at 1222.30. The strike last trading price was 224, which was -16.00 lower than the previous day. The implied volatity was 31.66, the open interest changed by 38 which increased total open position to 93
On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 240, which was 26.00 higher than the previous day. The implied volatity was 30.97, the open interest changed by 4 which increased total open position to 54
On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 214, which was 24.80 higher than the previous day. The implied volatity was 24.64, the open interest changed by 36 which increased total open position to 46
On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 189.2, which was 15.20 higher than the previous day. The implied volatity was 19.76, the open interest changed by 2 which increased total open position to 7
On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 174, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 174, which was 19.00 higher than the previous day. The implied volatity was 15.99, the open interest changed by 0 which decreased total open position to 1
On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 155, 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 Dec RELIANCE was trading at 1262.90. The strike last trading price was 155, 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 Dec RELIANCE was trading at 1278.20. The strike last trading price was 155, 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 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 155, which was 21.25 higher than the previous day. The implied volatity was 15.98, the open interest changed by 0 which decreased total open position to 0
On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 133.75, 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 Dec RELIANCE was trading at 1311.55. The strike last trading price was 133.75, 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 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 133.75, 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 Dec RELIANCE was trading at 1308.95. The strike last trading price was 133.75, 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 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 133.75, 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 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 133.75, 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 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 133.75, which was 133.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 0, 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 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 0, 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 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 0, 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 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
