RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1460 CE | ||||||||||
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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 | 0.25 | -0.15 | - | 126 | -50 | 874 | |||
| 20 Nov | 1241.65 | 0.4 | 0.00 | 45.95 | 308 | -72 | 924 | |||
| 19 Nov | 1241.65 | 0.4 | -0.10 | 45.95 | 308 | -72 | 924 | |||
| 18 Nov | 1260.75 | 0.5 | -0.10 | 40.66 | 288 | -52 | 996 | |||
| 14 Nov | 1267.60 | 0.6 | -0.05 | 33.76 | 354 | -90 | 1,050 | |||
| 13 Nov | 1252.05 | 0.65 | -0.10 | 35.26 | 522 | -138 | 1,136 | |||
| 12 Nov | 1274.25 | 0.75 | 0.05 | 32.14 | 900 | -348 | 1,444 | |||
| 11 Nov | 1272.70 | 0.7 | -0.15 | 30.20 | 436 | -142 | 1,794 | |||
| 8 Nov | 1283.75 | 0.85 | -0.45 | 27.57 | 932 | -110 | 1,936 | |||
| 7 Nov | 1305.65 | 1.3 | -0.55 | 25.18 | 1,098 | 2 | 2,052 | |||
| 6 Nov | 1325.35 | 1.85 | -0.20 | 23.06 | 2,300 | 284 | 2,074 | |||
| 5 Nov | 1305.30 | 2.05 | -0.15 | 25.82 | 1,622 | 100 | 1,798 | |||
| 4 Nov | 1302.15 | 2.2 | -0.85 | 26.96 | 6,692 | -1,052 | 1,704 | |||
| 1 Nov | 1338.65 | 3.05 | -0.40 | 21.22 | 1,798 | 246 | 2,752 | |||
| 31 Oct | 1332.05 | 3.45 | -0.65 | - | 3,264 | 366 | 2,506 | |||
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| 30 Oct | 1343.90 | 4.1 | -0.65 | - | 1,052 | 242 | 2,138 | |||
| 29 Oct | 1340.00 | 4.75 | -0.50 | - | 746 | 44 | 1,896 | |||
| 28 Oct | 1334.35 | 5.25 | - | 748 | 929 | 1,852 | ||||
For Reliance Industries Ltd - strike price 1460 expiring on 28NOV2024
Delta for 1460 CE is -
Historical price for 1460 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 437
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 45.95, the open interest changed by -36 which decreased total open position to 462
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 45.95, the open interest changed by -36 which decreased total open position to 462
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 40.66, the open interest changed by -26 which decreased total open position to 498
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 33.76, the open interest changed by -45 which decreased total open position to 525
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 35.26, the open interest changed by -69 which decreased total open position to 568
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 32.14, the open interest changed by -174 which decreased total open position to 722
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 30.20, the open interest changed by -71 which decreased total open position to 897
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 27.57, the open interest changed by -55 which decreased total open position to 968
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 25.18, the open interest changed by 1 which increased total open position to 1026
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 1.85, which was -0.20 lower than the previous day. The implied volatity was 23.06, the open interest changed by 142 which increased total open position to 1037
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 25.82, the open interest changed by 50 which increased total open position to 899
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 2.2, which was -0.85 lower than the previous day. The implied volatity was 26.96, the open interest changed by -526 which decreased total open position to 852
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 21.22, the open interest changed by 123 which increased total open position to 1376
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 3.45, which was -0.65 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 4.1, which was -0.65 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 4.75, which was -0.50 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 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 239 | 20.00 | - | 6 | -4 | 730 |
| 20 Nov | 1241.65 | 219 | 0.00 | - | 18 | -18 | 740 |
| 19 Nov | 1241.65 | 219 | 16.40 | - | 18 | -12 | 740 |
| 18 Nov | 1260.75 | 202.6 | 2.60 | 64.42 | 10 | -6 | 756 |
| 14 Nov | 1267.60 | 200 | -5.00 | 65.61 | 2 | 0 | 764 |
| 13 Nov | 1252.05 | 205 | 22.10 | 48.32 | 10 | -2 | 760 |
| 12 Nov | 1274.25 | 182.9 | 0.00 | 0.00 | 0 | -10 | 0 |
| 11 Nov | 1272.70 | 182.9 | 22.90 | 38.84 | 12 | -10 | 762 |
| 8 Nov | 1283.75 | 160 | 13.70 | - | 6 | 4 | 770 |
| 7 Nov | 1305.65 | 146.3 | 11.80 | - | 14 | 0 | 772 |
| 6 Nov | 1325.35 | 134.5 | -25.50 | 35.33 | 6 | 4 | 770 |
| 5 Nov | 1305.30 | 160 | 0.00 | 0.00 | 0 | 8 | 0 |
| 4 Nov | 1302.15 | 160 | 40.35 | 37.35 | 10 | 4 | 762 |
| 1 Nov | 1338.65 | 119.65 | 0.00 | 0.00 | 0 | 306 | 0 |
| 31 Oct | 1332.05 | 119.65 | 9.00 | - | 320 | 304 | 756 |
| 30 Oct | 1343.90 | 110.65 | -5.45 | - | 380 | 356 | 448 |
| 29 Oct | 1340.00 | 116.1 | 0.00 | - | 0 | 92 | 0 |
| 28 Oct | 1334.35 | 116.1 | - | 20 | 52 | 90 | |
For Reliance Industries Ltd - strike price 1460 expiring on 28NOV2024
Delta for 1460 PE is -
Historical price for 1460 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 239, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 365
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 219, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 370
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 219, which was 16.40 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 370
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 202.6, which was 2.60 higher than the previous day. The implied volatity was 64.42, the open interest changed by -3 which decreased total open position to 378
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 200, which was -5.00 lower than the previous day. The implied volatity was 65.61, the open interest changed by 0 which decreased total open position to 382
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 205, which was 22.10 higher than the previous day. The implied volatity was 48.32, the open interest changed by -1 which decreased total open position to 380
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 182.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 182.9, which was 22.90 higher than the previous day. The implied volatity was 38.84, the open interest changed by -5 which decreased total open position to 381
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 160, which was 13.70 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 385
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 146.3, which was 11.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 386
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 134.5, which was -25.50 lower than the previous day. The implied volatity was 35.33, the open interest changed by 2 which increased total open position to 385
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 160, 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 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 160, which was 40.35 higher than the previous day. The implied volatity was 37.35, the open interest changed by 2 which increased total open position to 381
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 119.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 153 which increased total open position to 0
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 119.65, which was 9.00 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 110.65, which was -5.45 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 116.1, 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 116.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
